deribit_basis_discount_contrarian_long_v13 · strategy

109

closed trades

44%

win rate

-288.02

total pnl ($)

0.536

weight

7d window — n=21 wr=29% pnl=-96.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:45	BTC	Buy	59870→59253	-5.59	timeout
06-29 02:54	BTC	Buy	60130→59688	-4.16	timeout
06-29 01:52	BTC	Buy	60228→59490	-6.61	timeout
06-28 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 19:42	BTC	Buy	60141→59399	-6.59	timeout
06-28 18:39	BTC	Buy	60530→59556	-8.48	timeout
06-27 23:29	BTC	Buy	59951→59936	-0.53	timeout
06-27 21:55	BTC	Buy	59923→60179	+1.75	timeout
06-27 14:59	BTC	Buy	59640→60581	+7.44	timeout
06-26 18:03	BTC	Buy	59599→60007	+2.89	timeout
06-26 17:02	BTC	Buy	59248→60042	+6.15	timeout
06-26 15:59	BTC	Buy	59587→60293	+5.40	timeout
06-26 14:57	BTC	Buy	59510→59464	-0.89	timeout
06-26 14:07	BTC	Buy	59013→59884	+6.88	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:57	BTC	Buy	59681→58213	-12.69	stop_loss
06-25 13:57	BTC	Buy	59761→58287.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60209→58726.7	-12.70	stop_loss
06-25 13:48	BTC	Buy	60780→59282.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61366.1→59855.1	-12.74	stop_loss
06-24 14:19	BTC	Buy	62377.1→60841.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62794.1→61249.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62883.1→61336.2	-12.75	stop_loss
06-24 08:23	BTC	Buy	62361.1→62672.9	+1.97	timeout
06-18 05:04	BTC	Buy	65302.3→63695.9	-12.76	stop_loss
06-16 14:45	BTC	Buy	66553.3→65709.7	-6.87	timeout
06-16 14:23	BTC	Buy	67108.4→65457	-12.83	stop_loss
06-16 13:45	BTC	Buy	66503.3→66086.7	-3.67	timeout
06-16 12:42	BTC	Buy	66446.3→66465.7	-0.38	timeout
06-16 10:30	BTC	Buy	65693.3→66557.7	+6.10	timeout
06-15 14:19	BTC	Buy	64252.2→66520.7	+17.21	timeout
06-15 13:20	BTC	Buy	64016.2→66827.7	+21.52	take_profit
06-15 13:14	BTC	Buy	64342.2→66612.7	+17.21	timeout
06-15 12:09	BTC	Buy	64466.2→66182.7	+12.87	timeout
06-15 10:02	BTC	Buy	64578.2→65599.7	+7.46	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 14:00	BTC	Buy	64067.2→64294.8	+1.33	timeout
06-14 12:56	BTC	Buy	64096.2→64290.8	+1.07	timeout
06-14 11:53	BTC	Buy	63892.2→64595.8	+5.07	timeout
06-14 09:45	BTC	Buy	63781.2→64529.8	+5.37	timeout
06-13 19:22	BTC	Buy	63664.2→64160.8	+3.45	timeout
06-13 13:10	BTC	Buy	63442.2→64130.8	+4.91	timeout
06-13 12:00	BTC	Buy	63653.2→63940.8	+1.73	timeout
06-13 10:58	BTC	Buy	63690.2→63807.8	+0.37	timeout
06-13 08:48	BTC	Buy	63407.2→63835.8	+2.85	timeout
06-12 18:19	BTC	Buy	63529.2→63687.8	+0.79	timeout
06-12 11:58	BTC	Buy	63087.2→63776.8	+4.94	timeout
06-12 10:51	BTC	Buy	63023.2→63682.8	+4.71	timeout
06-12 09:46	BTC	Buy	62888.1→63864.8	+7.23	timeout
06-12 08:43	BTC	Buy	62862.1→63359.8	+3.43	timeout
06-11 17:11	BTC	Buy	61981.1→62494.9	+3.61	timeout
06-11 11:23	BTC	Buy	61161.1→63128.8	+15.51	timeout
06-11 10:20	BTC	Buy	61144.1→62808.9	+13.02	timeout
06-11 09:18	BTC	Buy	61108.1→62804.9	+13.30	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:35	BTC	Buy	62931.1→61382.2	-12.76	stop_loss
06-09 14:17	BTC	Buy	63370.2→61811	-12.75	stop_loss
06-09 13:37	BTC	Buy	63671.2→62104.8	-12.73	stop_loss
06-09 13:19	BTC	Buy	63845.2→62274.7	-12.72	stop_loss
06-09 13:19	BTC	Buy	63885.2→62312.7	-12.73	stop_loss
06-09 07:08	BTC	Buy	62851.1→63376.8	+3.68	timeout
06-08 17:28	BTC	Buy	62240.1→63584.8	+10.27	timeout
06-08 16:21	BTC	Buy	62220.1→63949.8	+13.34	timeout
06-08 15:20	BTC	Buy	61716.1→64182.8	+19.49	timeout
06-08 14:19	BTC	Buy	61899.1→63771.8	+14.64	timeout
06-08 06:53	BTC	Buy	62071.1→62968.9	+6.76	timeout
06-07 17:15	BTC	Buy	60673→62273.9	+12.72	timeout
06-07 15:47	BTC	Buy	60817→62012.9	+9.37	timeout
06-07 14:43	BTC	Buy	60896→61935.9	+8.07	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+8.59	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.16	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:32	BTC	Buy	61171.1→59666.2	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59921	-12.81	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	62019.1→60493.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62402.1→60867.5	-12.75	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62812.1→61267.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63005.2→61454.2	-12.76	stop_loss
06-05 10:29	BTC	Buy	62473.1→62601.9	+0.57	timeout
06-05 06:24	BTC	Buy	62704.1→61157.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62882.1→61335.2	-12.74	stop_loss
06-05 06:21	BTC	Buy	63077.2→61516.1	-12.77	stop_loss
06-05 06:21	BTC	Buy	63112.2→61559.1	-12.75	stop_loss
06-05 03:02	BTC	Buy	63984.2→62410.7	-12.72	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.35	timeout
06-05 01:27	BTC	Buy	62692.1→63287.8	+4.34	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63945.2→62370.7	-12.74	stop_loss
06-04 09:18	BTC	Buy	64643.2→63050.3	-12.77	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64997.2→63399.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

44%

win rate

-288.02

total pnl ($)

-52.5 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	109	44%	-52.5	-288.02

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…