deribit_basis_discount_fade_long_v6 · strategy

closed trades

46%

win rate

-165.56

total pnl ($)

0.725

weight

7d window — n=13 wr=38% pnl=-82.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:36	BTC	Buy	59446→59748	+1.97	timeout
06-26 17:28	BTC	Buy	59491→60176	+5.21	timeout
06-26 16:16	BTC	Buy	59707→60179	+3.42	timeout
06-26 15:07	BTC	Buy	59242→59696	+3.33	timeout
06-26 14:25	BTC	Buy	59360→60076	+5.53	timeout
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58293.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60465→58965.6	-12.77	stop_loss
06-25 13:51	BTC	Buy	60700→59206.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61103.1→59583.2	-12.86	stop_loss
06-24 13:48	BTC	Buy	62786.1→61241.3	-12.75	stop_loss
06-16 15:00	BTC	Buy	66578.3→65597.7	-7.89	timeout
06-16 14:23	BTC	Buy	67113.4→65463	-12.82	stop_loss
06-16 14:03	BTC	Buy	66330.3→66156.7	-1.84	timeout
06-16 13:05	BTC	Buy	66524.3→66327.7	-2.01	timeout
06-16 12:01	BTC	Buy	66176.3→66430.7	+1.39	timeout
06-15 13:24	BTC	Buy	64064.2→66876.7	+21.52	take_profit
06-15 13:17	BTC	Buy	64377.2→66707.7	+17.67	timeout
06-15 12:50	BTC	Buy	63754.2→66553.7	+21.52	take_profit
06-15 12:12	BTC	Buy	64476.2→66247.7	+13.30	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-14 19:13	BTC	Buy	64160.2→63778.8	-3.48	timeout
06-14 14:54	BTC	Buy	64199.2→63907.8	-2.73	timeout
06-14 12:49	BTC	Buy	64090.2→64293.8	+1.14	timeout
06-14 11:46	BTC	Buy	63880.2→64577.8	+5.02	timeout
06-14 10:42	BTC	Buy	63813.2→64586.8	+5.59	timeout
06-13 18:51	BTC	Buy	63792.2→64079.8	+1.80	timeout
06-13 14:18	BTC	Buy	63376.2→64144.8	+5.57	timeout
06-13 12:05	BTC	Buy	63653.2→63912.8	+1.51	timeout
06-13 11:04	BTC	Buy	63802.2→63827.8	-0.35	timeout
06-13 09:55	BTC	Buy	63769.2→63739.8	-0.76	timeout
06-12 17:58	BTC	Buy	63534.2→63813.8	+1.74	timeout
06-12 12:49	BTC	Buy	62833.1→63473.8	+4.58	timeout
06-12 11:30	BTC	Buy	63137.2→63764.8	+4.44	timeout
06-12 10:20	BTC	Buy	62816.1→63722.8	+6.67	timeout
06-12 09:16	BTC	Buy	62786.1→63525.8	+5.37	timeout
06-11 16:52	BTC	Buy	62098.1→62554.9	+3.16	timeout
06-11 11:21	BTC	Buy	61151.1→63076.8	+15.16	timeout
06-11 10:20	BTC	Buy	61165.1→62796.9	+12.75	timeout
06-11 09:16	BTC	Buy	61029.1→62772.9	+13.72	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 16:40	BTC	Buy	60861→62318.9	+11.44	timeout
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63296.2→61739	-12.75	stop_loss
06-09 14:11	BTC	Buy	63484.2→61922.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63514.2→61939.9	-12.84	stop_loss
06-09 14:11	BTC	Buy	63556.2→61990.9	-12.76	stop_loss
06-09 07:19	BTC	Buy	63052.2→63335.8	+1.74	timeout
06-08 19:13	BTC	Buy	61712.1→63452.8	+13.60	timeout
06-08 18:07	BTC	Buy	62172.1→63604.8	+10.98	timeout
06-08 17:06	BTC	Buy	62207.1→63510.8	+9.94	timeout
06-08 16:04	BTC	Buy	62004.1→63792.8	+13.83	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 18:40	BTC	Buy	60626→62172.9	+12.35	timeout
06-07 17:26	BTC	Buy	60635→62218.9	+12.63	timeout
06-07 16:11	BTC	Buy	60712→61999.9	+10.08	timeout
06-07 15:06	BTC	Buy	60524→61681.9	+9.10	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62523.1→60985.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:29	BTC	Buy	62569.1→62426.9	-1.62	timeout
06-05 06:21	BTC	Buy	63119.2→61566.1	-12.75	stop_loss
06-05 06:01	BTC	Buy	63681.2→62108.8	-12.75	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.29	timeout
06-04 10:30	BTC	Buy	63987.2→62413.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64096.2→62517.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64496.2→62910.4	-12.74	stop_loss
06-04 02:01	BTC	Buy	63419.2→61860	-12.74	stop_loss
06-04 01:16	BTC	Buy	64504.2→62917.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65401.3→63792.9	-12.74	stop_loss
06-03 20:45	BTC	Buy	66747.3→65101.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66808.3→65164.1	-12.78	stop_loss
06-03 19:53	BTC	Buy	67100.4→65450	-12.77	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.76	stop_loss
06-03 16:26	BTC	Buy	67231.4→65571.9	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-165.56

total pnl ($)

-36.7 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	89	46%	-36.7	-165.56

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…