deribit_basis_discount_funding_gate_long · strategy

closed trades

55%

win rate

-25.80

total pnl ($)

0.874

weight

7d window — n=12 wr=33% pnl=-57.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 13:19	BTC	Buy	59924→58449.8	-12.76	stop_loss
06-26 05:15	BTC	Buy	59492→59954	+3.44	timeout
06-26 02:13	BTC	Buy	60110→58617.7	-12.86	stop_loss
06-25 13:46	BTC	Buy	61244.1→59737.1	-12.74	stop_loss
06-25 13:44	BTC	Buy	61562.1→60045	-12.74	stop_loss
06-25 10:58	BTC	Buy	60853→61263.9	+2.91	timeout
06-25 04:57	BTC	Buy	59811→61344.9	+12.38	timeout
06-24 14:19	BTC	Buy	62472.1→60934.5	-12.75	stop_loss
06-24 13:48	BTC	Buy	62803.1→61255.3	-12.77	stop_loss
06-24 10:23	BTC	Buy	62554.1→62491.9	-0.97	timeout
06-24 01:21	BTC	Buy	62098.1→62812.9	+5.29	timeout
06-23 19:33	BTC	Buy	62888.1→62407.9	-4.28	timeout
06-16 19:13	BTC	Buy	66346.3→65661.7	-5.65	timeout
06-16 13:12	BTC	Buy	66288.3→66140.7	-1.60	timeout
06-16 07:09	BTC	Buy	66837.3→66432.7	-3.44	timeout
06-16 00:52	BTC	Buy	66539.3→66298.7	-2.23	timeout
06-15 18:42	BTC	Buy	65802.3→66777.7	+6.91	timeout
06-15 12:37	BTC	Buy	65556.3→66270.7	+5.00	timeout
06-15 06:06	BTC	Buy	63703.2→65851.7	+16.41	timeout
06-15 00:07	BTC	Buy	64490.2→65713.7	+9.04	timeout
06-14 18:03	BTC	Buy	64398.2→63714.8	-5.80	timeout
06-14 11:59	BTC	Buy	64424.2→64532.8	+0.40	timeout
06-14 05:52	BTC	Buy	63982.2→64344.8	+2.39	timeout
06-13 21:41	BTC	Buy	63794.2→64327.8	+3.72	timeout
06-13 15:40	BTC	Buy	63475.2→64310.8	+6.12	timeout
06-13 09:21	BTC	Buy	63566.2→63843.8	+1.69	timeout
06-13 02:53	BTC	Buy	63850.2→63552.8	-2.78	timeout
06-12 20:14	BTC	Buy	63282.2→63551.8	+1.68	timeout
06-12 13:07	BTC	Buy	63510.2→63397.8	-1.37	timeout
06-12 04:19	BTC	Buy	62780.1→63642.8	+6.38	timeout
06-11 21:53	BTC	Buy	62933.1→63514.8	+4.10	timeout
06-11 15:55	BTC	Buy	62451.1→62579.9	+0.53	timeout
06-11 09:47	BTC	Buy	61633.1→62883.9	+9.63	timeout
06-11 02:32	BTC	Buy	61856.1→61933.9	+0.15	timeout
06-10 20:20	BTC	Buy	61590.1→61799.9	+1.23	timeout
06-10 05:24	BTC	Buy	61778.1→62016.9	+1.53	timeout
06-09 14:38	BTC	Buy	62896.1→61348.2	-12.76	stop_loss
06-09 14:32	BTC	Buy	62728.1→61541.9	-9.91	timeout
06-09 08:29	BTC	Buy	63165.2→62865.9	-2.83	timeout
06-09 02:05	BTC	Buy	63603.2→62784.9	-6.87	timeout
06-08 19:03	BTC	Buy	62938.1→63521.8	+4.16	timeout
06-08 13:02	BTC	Buy	63521.2→63757.8	+1.40	timeout
06-08 06:56	BTC	Buy	62077.1→62959.9	+6.65	timeout
06-08 00:39	BTC	Buy	61854.1→63755.8	+14.87	timeout
06-07 18:34	BTC	Buy	62127.1→62222.9	+0.34	timeout
06-07 12:59	BTC	Buy	60750→61889.9	+8.92	timeout
06-07 06:32	BTC	Buy	60523→62034.9	+12.06	timeout
06-07 00:22	BTC	Buy	60860→60821	-0.78	timeout
06-06 17:05	BTC	Buy	59845→60674	+6.49	timeout
06-06 07:55	BTC	Buy	60129→60964	+6.46	timeout
06-05 13:56	BTC	Buy	62546.1→61007.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62802.1→61246.3	-12.84	stop_loss
06-05 06:03	BTC	Buy	63496.2→61933.9	-12.72	stop_loss
06-05 02:30	BTC	Buy	64039.2→62602.9	-11.65	timeout
06-04 20:26	BTC	Buy	63414.2→63169.8	-2.38	timeout
06-04 13:58	BTC	Buy	62222.1→64042.8	+14.22	timeout
06-03 16:26	BTC	Buy	67223.4→65569.9	-12.77	stop_loss
06-03 13:07	BTC	Buy	66843.3→67000.6	+0.73	timeout

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

-25.80

total pnl ($)

-8.7 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	58	55%	-8.7	-25.80

Recent bounces (last 20 of 4)

time	sym	side	reason
06-26 18:43	BTC	Buy	trigger_already_opened
06-26 12:26	BTC	Buy	stale_intent
06-24 23:01	BTC	Buy	below_min_notional_skip
06-24 17:12	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…