deribit_basis_discount_contrarian_long_v16 · strategy

114

closed trades

38%

win rate

-462.43

total pnl ($)

0.250

weight

7d window — n=30 wr=17% pnl=-242.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:37	BTC	Buy	59894→60451	+3.97	timeout
06-29 15:32	BTC	Buy	60218→59620	-5.64	timeout
06-28 21:11	BTC	Buy	60372→59662	-6.35	timeout
06-28 19:05	BTC	Buy	60312→59457	-7.51	timeout
06-28 17:04	BTC	Buy	60186→59668	-4.71	timeout
06-28 05:03	BTC	Buy	60096→59973	-1.49	timeout
06-28 02:58	BTC	Buy	59589→60132	+4.11	timeout
06-27 07:48	BTC	Buy	59162→60462	+10.47	timeout
06-27 05:47	BTC	Buy	59447→60217	+6.04	timeout
06-27 03:46	BTC	Buy	59278→60284	+8.04	timeout
06-26 13:19	BTC	Buy	59981→58505.8	-12.76	stop_loss
06-26 13:19	BTC	Buy	60186→58701.7	-12.80	stop_loss
06-26 02:24	BTC	Buy	59779→58305.9	-12.77	stop_loss
06-26 02:16	BTC	Buy	59954→58478.8	-12.75	stop_loss
06-25 13:58	BTC	Buy	59565→58096	-12.70	stop_loss
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:48	BTC	Buy	60820→59318.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60846→59347.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60985→59482.3	-12.72	stop_loss
06-24 17:20	BTC	Buy	60978→59475.3	-12.76	stop_loss
06-24 15:30	BTC	Buy	62271.1→60739.6	-12.66	stop_loss
06-24 15:28	BTC	Buy	62312.1→60774.6	-12.71	stop_loss
06-24 15:28	BTC	Buy	62316.1→60781.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62480.1→60943.5	-12.73	stop_loss
06-24 13:44	BTC	Buy	62915.1→61368.2	-12.74	stop_loss
06-23 06:22	BTC	Buy	64087.2→62509.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64207.2→62624.5	-12.81	stop_loss
06-23 06:21	BTC	Buy	64232.2→62636.5	-12.91	stop_loss
06-23 06:20	BTC	Buy	64491.2→62898.4	-12.84	stop_loss
06-23 06:15	BTC	Buy	63985.2→63172.8	-6.85	timeout
06-22 00:59	BTC	Buy	63626.2→63864.8	+1.36	timeout
06-21 22:54	BTC	Buy	63628.2→63746.8	+0.52	timeout
06-21 20:54	BTC	Buy	63389.2→63801.8	+2.79	timeout
06-21 18:51	BTC	Buy	63733.2→64131.8	+2.75	timeout
06-21 16:54	BTC	Buy	63574.2→64126.8	+3.98	timeout
06-20 12:45	BTC	Buy	63033.2→63589.8	+3.90	timeout
06-20 10:40	BTC	Buy	62781.1→63582.8	+5.83	timeout
06-20 08:28	BTC	Buy	63122.2→63445.8	+2.02	timeout
06-20 06:24	BTC	Buy	62906.1→63683.8	+5.72	timeout
06-20 04:36	BTC	Buy	62594.1→63497.8	+6.79	timeout
06-18 15:40	BTC	Buy	64268.2→62658.5	-12.70	stop_loss
06-18 15:38	BTC	Buy	64402.2→62811.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64501.2→62892.4	-12.71	stop_loss
06-18 15:36	BTC	Buy	64664.2→63071.3	-12.33	stop_loss
06-18 15:17	BTC	Buy	64917.2→63305.2	-12.82	stop_loss
06-17 19:50	BTC	Buy	65607.3→63964.8	-12.98	stop_loss
06-17 19:42	BTC	Buy	65707.3→64089.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65933.3→64310.6	-12.76	stop_loss
06-17 16:17	BTC	Buy	66096.3→65957.7	-1.45	timeout
06-17 08:39	BTC	Buy	66587.3→64949.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66603.3→64965.3	-12.76	stop_loss
06-17 06:00	BTC	Buy	66814.3→65794.7	-8.13	timeout
06-16 13:31	BTC	Buy	65405.3→66095.7	+4.70	timeout
06-16 11:31	BTC	Buy	65695.3→66441.7	+5.12	timeout
06-16 09:23	BTC	Buy	64750.2→66609.7	+13.91	timeout
06-16 03:20	BTC	Buy	67251.4→65597.9	-12.74	stop_loss
06-15 15:54	BTC	Buy	64400.2→67227.6	+21.31	take_profit
06-15 15:47	BTC	Buy	64258.2→67079.6	+21.53	take_profit
06-15 00:31	BTC	Buy	63960.2→65685.7	+13.02	timeout
06-14 22:30	BTC	Buy	63751.2→65195.7	+10.81	timeout
06-14 20:24	BTC	Buy	63742.2→63882.8	+0.58	timeout
06-14 08:13	BTC	Buy	63564.2→64423.8	+6.22	timeout
06-14 06:16	BTC	Buy	63810.2→64441.8	+4.52	timeout
06-13 11:53	BTC	Buy	63518.2→63885.8	+2.31	timeout
06-13 09:46	BTC	Buy	63532.2→63779.8	+1.37	timeout
06-13 07:43	BTC	Buy	63766.2→63795.8	-0.24	timeout
06-12 19:14	BTC	Buy	62630.1→63687.8	+7.97	timeout
06-12 17:11	BTC	Buy	62574.1→63930.8	+10.32	timeout
06-11 20:15	BTC	Buy	61610.1→63480.8	+14.53	timeout
06-11 19:30	BTC	Buy	61152.1→63839.8	+21.35	take_profit
06-11 18:01	BTC	Buy	61027.1→63706.8	+21.38	take_profit
06-11 05:56	BTC	Buy	61708.1→62664.9	+7.08	timeout
06-11 03:55	BTC	Buy	61145.1→62443.9	+9.97	timeout
06-09 14:46	BTC	Buy	62744.1→61201.3	-12.75	stop_loss
06-09 14:43	BTC	Buy	62830.1→61283.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63183.2→61625.1	-12.78	stop_loss
06-09 14:17	BTC	Buy	63383.2→61824	-12.75	stop_loss
06-09 14:16	BTC	Buy	63462.2→61900.9	-12.75	stop_loss
06-09 10:58	BTC	Buy	62900.1→62766.9	-1.42	timeout
06-09 09:01	BTC	Buy	61873.1→62813.9	+7.14	timeout
06-09 06:56	BTC	Buy	62081.1→63263.8	+8.99	timeout
06-09 05:00	BTC	Buy	62037.1→63222.8	+9.11	timeout
06-08 18:36	BTC	Buy	62243.1→63473.8	+9.34	timeout
06-07 22:12	BTC	Buy	60661→62131.9	+11.69	timeout
06-07 20:10	BTC	Buy	61034.1→61629.9	+4.48	timeout
06-07 18:09	BTC	Buy	61030.1→62202.9	+9.22	timeout
06-07 16:07	BTC	Buy	60491→61949.9	+11.45	timeout
06-07 05:18	BTC	Buy	59484→62099.9	+21.58	take_profit
06-06 04:33	BTC	Buy	61128.1→59623.2	-12.76	stop_loss
06-06 04:14	BTC	Buy	61561.1→60047	-12.75	stop_loss
06-06 04:14	BTC	Buy	61591.1→60071.9	-12.79	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-12.76	stop_loss
06-05 18:42	BTC	Buy	61420.1→59909	-12.76	stop_loss
06-05 14:26	BTC	Buy	61912.1→60387.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61936.1→60411.8	-12.76	stop_loss
06-05 13:57	BTC	Buy	62404.1→60867.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62433.1→60897.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62505.1→60966.5	-12.77	stop_loss
06-05 06:22	BTC	Buy	62867.1→61312.3	-12.76	stop_loss
06-05 06:03	BTC	Buy	63634.2→62065.8	-12.71	stop_loss

Paper vs Live

Paper (trades.jsonl)

114

closed

38%

win rate

-462.43

total pnl ($)

-80.9 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	114	38%	-80.9	-462.43

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…