deribit_basis_discount_fade_long_v2 · strategy

103

closed trades

41%

win rate

-348.12

total pnl ($)

0.497

weight

7d window — n=24 wr=38% pnl=-125.02 · 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 14:05	BTC	Buy	60719→59225.4	-12.76	stop_loss
06-29 08:27	BTC	Buy	60190→59792	-3.80	timeout
06-29 01:30	BTC	Buy	60161→59279	-7.81	timeout
06-28 21:03	BTC	Buy	60313→59620	-6.19	timeout
06-28 07:55	BTC	Buy	60518→60177	-3.30	timeout
06-27 21:14	BTC	Buy	59717→60367	+5.06	timeout
06-27 19:11	BTC	Buy	59956→60558	+4.60	timeout
06-27 06:07	BTC	Buy	59762→60155	+2.84	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.20	timeout
06-26 18:19	BTC	Buy	59653→59977	+2.15	timeout
06-26 02:24	BTC	Buy	59783→58312.9	-12.74	stop_loss
06-25 17:55	BTC	Buy	59417→59525	+0.49	timeout
06-25 13:53	BTC	Buy	60355→58869.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60990→59488.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61190.1→59657.2	-12.95	stop_loss
06-24 13:57	BTC	Buy	62744.1→61194.3	-12.80	stop_loss
06-24 13:43	BTC	Buy	63000.1→61445.2	-12.79	stop_loss
06-24 12:08	BTC	Buy	62443.1→62793.9	+2.36	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 06:41	BTC	Buy	62947.1→62813.9	-1.56	timeout
06-23 06:21	BTC	Buy	64207.2→62622.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64252.2→62665.5	-12.81	stop_loss
06-23 06:18	BTC	Buy	64605.2→63010.3	-12.82	stop_loss
06-22 21:13	BTC	Buy	63608.2→64346.8	+5.35	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 03:33	BTC	Buy	64331.2→64245.8	-1.19	timeout
06-21 19:34	BTC	Buy	63858.2→64196.8	+2.22	timeout
06-21 00:01	BTC	Buy	63546.2→64247.8	+5.01	timeout
06-20 21:49	BTC	Buy	63099.2→64028.8	+6.93	timeout
06-20 18:24	BTC	Buy	63107.2→63819.8	+5.20	timeout
06-19 22:23	BTC	Buy	62821.1→63237.8	+2.82	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 16:46	BTC	Buy	62756.1→63210.8	+3.21	timeout
06-18 15:57	BTC	Buy	63900.2→62307.7	-12.77	stop_loss
06-18 15:40	BTC	Buy	64310.2→62728.5	-12.71	stop_loss
06-18 15:37	BTC	Buy	64496.2→62874.4	-12.82	stop_loss
06-18 09:46	BTC	Buy	64958.2→64273.8	-5.83	timeout
06-18 04:11	BTC	Buy	65427.3→63814.9	-12.79	stop_loss
06-17 19:41	BTC	Buy	65785.3→64166.7	-12.76	stop_loss
06-17 08:37	BTC	Buy	66685.3→65045.2	-12.78	stop_loss
06-17 05:28	BTC	Buy	66021.3→65808.7	-2.09	timeout
06-16 14:18	BTC	Buy	66502.3→65768.7	-6.05	timeout
06-16 08:17	BTC	Buy	65691.3→66476.7	+5.55	timeout
06-16 03:59	BTC	Buy	65889.3→66123.7	+1.38	timeout
06-15 13:16	BTC	Buy	63935.2→66749.7	+21.58	take_profit
06-15 06:57	BTC	Buy	64258.2→65834.7	+11.80	timeout
06-15 01:04	BTC	Buy	64522.2→65336.7	+5.84	timeout
06-14 12:37	BTC	Buy	64003.2→64285.8	+1.76	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-13 21:37	BTC	Buy	63544.2→64286.8	+5.37	timeout
06-13 12:32	BTC	Buy	63486.2→63976.8	+3.33	timeout
06-13 03:02	BTC	Buy	63570.2→63654.8	+0.21	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 09:02	BTC	Buy	62918.1→63471.8	+3.88	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 19:40	BTC	Buy	61990.1→63659.8	+12.89	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.39	timeout
06-10 14:18	BTC	Buy	61854.1→61914.9	+0.02	timeout
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 14:11	BTC	Buy	63499.2→61929.9	-12.81	stop_loss
06-09 13:19	BTC	Buy	63864.2→62287.7	-12.77	stop_loss
06-08 21:32	BTC	Buy	61769.1→63644.8	+14.70	timeout
06-08 17:20	BTC	Buy	62265.1→63459.8	+9.05	timeout
06-08 12:28	BTC	Buy	62017.1→62988.9	+7.38	timeout
06-07 16:06	BTC	Buy	60775→61959.9	+9.19	timeout
06-07 09:58	BTC	Buy	60984→62545.9	+12.36	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:14	BTC	Buy	61595.1→60076.9	-12.78	stop_loss
06-06 04:11	BTC	Buy	61785.1→60255.8	-12.83	stop_loss
06-05 20:50	BTC	Buy	59147→61743.9	+21.50	take_profit
06-05 18:43	BTC	Buy	61389.1→59879	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60053	-12.76	stop_loss
06-05 14:26	BTC	Buy	61842.1→60318.8	-12.76	stop_loss
06-05 13:49	BTC	Buy	62980.1→61429.2	-12.77	stop_loss
06-05 11:16	BTC	Buy	62406.1→62307.9	-1.28	timeout
06-05 06:24	BTC	Buy	62641.1→61098.4	-12.76	stop_loss
06-05 06:17	BTC	Buy	63415.2→61855	-12.75	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 02:29	BTC	Buy	62878.1→62741.9	-1.51	timeout
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 01:16	BTC	Buy	64412.2→62827.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-03 19:54	BTC	Buy	66993.3→65328.1	-12.90	stop_loss
06-03 19:54	BTC	Buy	67024.4→65367	-12.85	stop_loss
06-03 16:22	BTC	Buy	67395.4→65737.8	-12.77	stop_loss
06-03 03:49	BTC	Buy	67292.4→65629.9	-12.81	stop_loss
06-03 03:29	BTC	Buy	67704.4→66039.7	-12.75	stop_loss
06-02 23:03	BTC	Buy	67829.4→66161.6	-12.75	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:51	BTC	Buy	70757.5→69014	-12.83	stop_loss
06-02 12:38	BTC	Buy	70809.5→69068	-12.80	stop_loss
06-01 15:32	BTC	Buy	73854.7→71299.8	-17.84	stop_loss
06-01 15:32	BTC	Buy	73631.7→71299.8	-16.42	stop_loss
06-01 02:50	BTC	Buy	73942.7→73767.3	-1.70	timeout
05-31 18:11	BTC	Buy	73993.7→73654.3	-2.81	timeout
05-31 14:42	BTC	Buy	74032.7→73623.3	-3.23	timeout
05-30 12:06	BTC	Buy	73349.7→73563.3	+0.94	timeout
05-30 09:53	BTC	Buy	73711.7→73572.3	-1.43	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

41%

win rate

-348.12

total pnl ($)

-67.3 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	103	41%	-67.3	-348.12

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 12:14	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…