deribit_basis_discount_fade_long_v3 · strategy

106

closed trades

41%

win rate

-388.10

total pnl ($)

0.457

weight

7d window — n=24 wr=38% pnl=-123.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:51	BTC	Buy	59725→60258	+4.07	timeout
06-27 19:37	BTC	Buy	59889→60055	+0.98	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-26 16:07	BTC	Buy	59555→60293	+5.67	timeout
06-26 15:06	BTC	Buy	59167→59583	+3.01	timeout
06-26 14:11	BTC	Buy	59493→59967	+3.49	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58344.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60209→58726.7	-12.71	stop_loss
06-24 17:20	BTC	Buy	60950→59440.3	-12.82	stop_loss
06-24 16:51	BTC	Buy	61290.1→59749.1	-13.00	stop_loss
06-24 14:17	BTC	Buy	62594.1→61051.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62751.1→61205.3	-12.77	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:17	BTC	Buy	63958.2→62369.7	-12.89	stop_loss
06-23 06:21	BTC	Buy	64219.2→62639.5	-12.78	stop_loss
06-23 06:08	BTC	Buy	64735.2→63134.3	-12.84	stop_loss
06-22 21:26	BTC	Buy	63633.2→64249.8	+4.38	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-21 20:16	BTC	Buy	63941.2→64097.8	+0.78	timeout
06-21 00:00	BTC	Buy	63579.2→64282.8	+5.08	timeout
06-20 21:54	BTC	Buy	63057.2→63991.8	+6.97	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.93	timeout
06-18 15:51	BTC	Buy	64108.2→62525.6	-12.72	stop_loss
06-18 15:51	BTC	Buy	64153.2→62574.6	-12.66	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.46	stop_loss
06-18 10:10	BTC	Buy	64846.2→64017.8	-6.95	timeout
06-18 09:06	BTC	Buy	64939.2→64334.8	-5.16	timeout
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.76	stop_loss
06-17 08:49	BTC	Buy	66448.3→64814.3	-12.75	stop_loss
06-17 08:03	BTC	Buy	66322.3→65428.7	-7.14	timeout
06-17 03:21	BTC	Buy	65632.3→65737.7	+0.32	timeout
06-16 11:01	BTC	Buy	65866.3→66491.7	+4.25	timeout
06-16 07:01	BTC	Buy	65701.3→66376.7	+4.77	timeout
06-16 00:19	BTC	Buy	65718.3→66347.7	+4.41	timeout
06-15 09:37	BTC	Buy	64441.2→65528.7	+8.00	timeout
06-15 06:29	BTC	Buy	64335.2→65920.7	+11.86	timeout
06-14 21:50	BTC	Buy	64466.2→65490.7	+7.45	timeout
06-14 08:12	BTC	Buy	63786.2→64417.8	+4.44	timeout
06-14 06:10	BTC	Buy	63569.2→64425.8	+6.30	timeout
06-13 21:10	BTC	Buy	63552.2→64247.8	+5.00	timeout
06-13 07:32	BTC	Buy	62998.1→63747.8	+5.49	timeout
06-13 04:45	BTC	Buy	63709.2→63582.8	-1.43	timeout
06-12 20:55	BTC	Buy	63371.2→63386.8	-0.35	timeout
06-12 06:45	BTC	Buy	62915.1→62907.9	-0.55	timeout
06-12 01:11	BTC	Buy	61957.1→63459.8	+11.56	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+21.39	take_profit
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 16:16	BTC	Buy	60977→62396.9	+11.16	timeout
06-10 15:15	BTC	Buy	61666.1→61868.9	+1.15	timeout
06-10 14:23	BTC	Buy	61734.1→61962.9	+1.37	timeout
06-09 14:35	BTC	Buy	62952.1→61404.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 13:37	BTC	Buy	63575.2→62201.9	-11.25	timeout
06-08 22:25	BTC	Buy	62991.1→63306.8	+2.02	timeout
06-08 21:29	BTC	Buy	61763.1→63681.8	+15.05	timeout
06-08 12:25	BTC	Buy	61922.1→62993.9	+8.20	timeout
06-07 19:55	BTC	Buy	60606→61307.9	+5.37	timeout
06-07 18:52	BTC	Buy	60545→62066.9	+12.17	timeout
06-07 10:43	BTC	Buy	60396→62325.9	+15.55	timeout
06-06 19:34	BTC	Buy	59672→60587	+7.27	timeout
06-06 18:31	BTC	Buy	60253→60531	+1.91	timeout
06-06 04:32	BTC	Buy	61171.1→59666.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60921→59422.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59958	-12.73	stop_loss
06-05 13:49	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:20	BTC	Buy	63242.2→61679.1	-12.77	stop_loss
06-05 06:01	BTC	Buy	63701.2→62133.8	-12.71	stop_loss
06-05 06:01	BTC	Buy	63723.2→62155.8	-12.70	stop_loss
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 10:28	BTC	Buy	64059.2→62483.6	-12.73	stop_loss
06-04 09:30	BTC	Buy	64302.2→62717.5	-12.76	stop_loss
06-04 01:19	BTC	Buy	64347.2→62764.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65462.3→63851.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	66969.3→65321.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67479.4→65814.8	-12.79	stop_loss
06-02 23:25	BTC	Buy	67800.4→66132.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67965.4→66226.6	-13.25	stop_loss
06-02 14:27	BTC	Buy	69477.5→67764.7	-12.78	stop_loss
06-02 06:47	BTC	Buy	71840.6→70072.4	-12.86	stop_loss
06-01 22:25	BTC	Buy	73471.7→71201.8	-16.02	stop_loss
06-01 22:25	BTC	Buy	73953.7→71201.8	-19.20	stop_loss
06-01 04:40	BTC	Buy	74169.7→73439.3	-5.40	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-31 04:55	BTC	Buy	73328.7→74167.3	+5.21	timeout
05-31 00:01	BTC	Buy	73432.7→73869.3	+2.47	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

41%

win rate

-388.10

total pnl ($)

-73.0 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	106	41%	-73.0	-388.10

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…