deribit_basis_discount_contrarian_long_v4 · strategy

closed trades

46%

win rate

-208.01

total pnl ($)

0.547

weight

7d window — n=19 wr=32% pnl=-114.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:07	BTC	Buy	60098→59827	-2.72	timeout
06-28 21:05	BTC	Buy	60325→59623	-6.27	timeout
06-28 20:05	BTC	Buy	60241→59481	-6.73	timeout
06-28 19:03	BTC	Buy	60569→59479	-9.43	timeout
06-26 19:15	BTC	Buy	59212→59988	+5.99	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.01	timeout
06-26 17:09	BTC	Buy	59225→60172	+7.45	timeout
06-26 15:59	BTC	Buy	59588→60270	+5.16	timeout
06-26 14:59	BTC	Buy	59502→59634	+0.56	timeout
06-25 17:55	BTC	Buy	59431→59555	+0.62	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:55	BTC	Buy	59882→58408.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60495→59007.5	-12.65	stop_loss
06-24 17:20	BTC	Buy	60946→59438.3	-12.80	stop_loss
06-24 16:51	BTC	Buy	61097.1→59594.2	-12.74	stop_loss
06-24 15:56	BTC	Buy	61800.1→60278.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62749.1→61201.3	-12.78	stop_loss
06-24 13:47	BTC	Buy	62817.1→61266.3	-12.78	stop_loss
06-18 04:11	BTC	Buy	65347.3→63738.9	-12.76	stop_loss
06-16 14:25	BTC	Buy	66380.3→65649.7	-6.04	timeout
06-16 13:27	BTC	Buy	66850.3→66101.7	-6.13	timeout
06-16 12:21	BTC	Buy	66189.3→66630.7	+2.80	timeout
06-16 11:16	BTC	Buy	65991.3→66526.7	+3.54	timeout
06-16 10:11	BTC	Buy	65694.3→66540.7	+5.98	timeout
06-15 12:50	BTC	Buy	63756.2→66557.7	+21.53	take_profit
06-15 12:48	BTC	Buy	64300.2→66484.7	+16.55	timeout
06-15 11:43	BTC	Buy	64598.2→66174.7	+11.76	timeout
06-15 10:42	BTC	Buy	64593.2→65722.7	+8.29	timeout
06-15 09:39	BTC	Buy	64475.2→65486.7	+7.41	timeout
06-14 18:53	BTC	Buy	64080.2→63773.8	-2.93	timeout
06-14 12:39	BTC	Buy	63998.2→64310.8	+2.00	timeout
06-14 11:35	BTC	Buy	63903.2→64600.8	+5.01	timeout
06-14 10:32	BTC	Buy	63784.2→64574.8	+5.72	timeout
06-14 09:28	BTC	Buy	63795.2→64326.8	+3.66	timeout
06-13 18:30	BTC	Buy	63747.2→64175.8	+2.89	timeout
06-13 11:57	BTC	Buy	63784.2→63941.8	+0.70	timeout
06-13 10:55	BTC	Buy	63685.2→63789.8	+0.27	timeout
06-13 09:49	BTC	Buy	63823.2→63758.8	-1.04	timeout
06-13 08:49	BTC	Buy	63398.2→63835.8	+2.93	timeout
06-12 18:21	BTC	Buy	63553.2→63679.8	+0.54	timeout
06-12 11:39	BTC	Buy	63109.2→63665.8	+3.88	timeout
06-12 10:37	BTC	Buy	62904.1→63693.8	+5.74	timeout
06-12 09:31	BTC	Buy	62853.1→63769.8	+6.75	timeout
06-12 08:30	BTC	Buy	62918.1→63460.8	+3.77	timeout
06-11 17:39	BTC	Buy	61761.1→63171.8	+10.88	timeout
06-11 11:22	BTC	Buy	61225.1→63129.8	+14.97	timeout
06-11 10:20	BTC	Buy	61145.1→62809.9	+13.03	timeout
06-11 09:18	BTC	Buy	61100.1→62804.9	+13.39	timeout
06-11 08:16	BTC	Buy	61647.1→62767.9	+8.52	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 16:05	BTC	Buy	62491.1→60950.5	-12.86	stop_loss
06-09 14:29	BTC	Buy	63120.2→61566.1	-12.76	stop_loss
06-09 14:16	BTC	Buy	63404.2→61845	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61947.9	-12.86	stop_loss
06-09 13:19	BTC	Buy	63845.2→62274.7	-12.72	stop_loss
06-09 07:51	BTC	Buy	63264.2→63173.8	-1.22	timeout
06-09 00:31	BTC	Buy	64076.2→62498.6	-12.77	stop_loss
06-08 17:27	BTC	Buy	62230.1→63538.8	+9.97	timeout
06-08 16:21	BTC	Buy	62236.1→63970.8	+13.37	timeout
06-08 15:20	BTC	Buy	61714.1→64182.8	+19.50	timeout
06-08 14:20	BTC	Buy	61913.1→63763.8	+14.45	timeout
06-08 06:53	BTC	Buy	62113.1→62944.9	+6.23	timeout
06-07 17:14	BTC	Buy	60688→62263.9	+12.51	timeout
06-07 16:07	BTC	Buy	60786→61957.9	+9.09	timeout
06-07 14:57	BTC	Buy	60877→61902.9	+7.96	timeout
06-07 13:55	BTC	Buy	60765→61752.9	+7.66	timeout
06-07 06:07	BTC	Buy	61019.1→61671.9	+4.95	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61436.1→59925	-12.75	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61218.1→59712.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:57	BTC	Buy	62402.1→60867.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62477.1→60937.5	-12.78	stop_loss
06-05 13:49	BTC	Buy	63005.2→61454.2	-12.76	stop_loss
06-05 11:52	BTC	Buy	62357.1→62109.9	-2.46	timeout
06-05 10:28	BTC	Buy	62568.1→62530.9	-0.76	timeout
06-05 06:22	BTC	Buy	62834.1→61282.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63077.2→61523.1	-12.72	stop_loss
06-05 02:43	BTC	Buy	63353.2→62651.9	-5.95	timeout
06-05 01:22	BTC	Buy	62735.1→63136.8	+2.79	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64061.2→62485.6	-12.72	stop_loss
06-04 09:25	BTC	Buy	64510.2→62922.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64178.2→62599.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 20:45	BTC	Buy	66705.3→65058.2	-12.85	stop_loss
06-03 19:54	BTC	Buy	67040.4→65384	-12.83	stop_loss
06-03 19:53	BTC	Buy	67089.4→65439	-12.78	stop_loss
06-03 19:52	BTC	Buy	67122.4→65471	-12.79	stop_loss
06-03 16:27	BTC	Buy	67185.4→65531.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67261.4→65606.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67526.4→65865.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-208.01

total pnl ($)

-41.5 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	99	46%	-41.5	-208.01

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…