deribit_basis_discount_long_15p_v2 · strategy

closed trades

44%

win rate

-273.85

total pnl ($)

0.520

weight

7d window — n=17 wr=29% pnl=-118.80 · 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 20:07	BTC	Buy	60243→59501	-6.58	timeout
06-28 19:06	BTC	Buy	60575→59486	-9.41	timeout
06-27 03:31	BTC	Buy	58986.9→60293	+10.62	timeout
06-26 18:44	BTC	Buy	59404→59731	+2.18	timeout
06-26 17:44	BTC	Buy	59527→60042	+3.78	timeout
06-26 16:39	BTC	Buy	59308→60183	+6.81	timeout
06-26 15:31	BTC	Buy	59258→60174	+7.20	timeout
06-26 02:24	BTC	Buy	59755→58283.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59705→58237	-12.67	stop_loss
06-25 13:57	BTC	Buy	59768→58295.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60442→58954.6	-12.67	stop_loss
06-25 13:46	BTC	Buy	61140.1→59621.2	-12.81	stop_loss
06-24 17:47	BTC	Buy	60633→59141.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61157.1→59653.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61979.1→60454.7	-12.74	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62770.1→61226.3	-12.74	stop_loss
06-18 04:11	BTC	Buy	65424.3→63814.9	-12.76	stop_loss
06-16 14:57	BTC	Buy	66636.3→65666.7	-7.80	timeout
06-16 14:04	BTC	Buy	66356.3→66166.7	-1.96	timeout
06-16 12:54	BTC	Buy	66581.3→66408.7	-1.83	timeout
06-16 11:50	BTC	Buy	66162.3→66394.7	+1.23	timeout
06-16 10:44	BTC	Buy	65747.3→66574.7	+5.77	timeout
06-15 12:54	BTC	Buy	63773.2→66573.7	+21.52	take_profit
06-15 12:53	BTC	Buy	64281.2→66531.7	+17.08	timeout
06-15 11:47	BTC	Buy	64584.2→66167.7	+11.82	timeout
06-15 10:44	BTC	Buy	64593.2→65743.7	+8.45	timeout
06-15 09:40	BTC	Buy	64480.2→65541.7	+7.79	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 12:36	BTC	Buy	64011.2→64329.8	+2.05	timeout
06-14 11:33	BTC	Buy	63904.2→64585.8	+4.88	timeout
06-14 10:29	BTC	Buy	63754.2→64567.8	+5.90	timeout
06-14 09:25	BTC	Buy	63824.2→64306.8	+3.27	timeout
06-13 18:37	BTC	Buy	63761.2→64212.8	+3.08	timeout
06-13 12:03	BTC	Buy	63724.2→63930.8	+1.09	timeout
06-13 11:02	BTC	Buy	63697.2→63826.8	+0.47	timeout
06-13 09:53	BTC	Buy	63771.2→63730.8	-0.85	timeout
06-13 08:52	BTC	Buy	63411.2→63813.8	+2.64	timeout
06-12 18:11	BTC	Buy	63430.2→63858.8	+2.92	timeout
06-12 11:34	BTC	Buy	63156.2→63719.8	+3.94	timeout
06-12 10:21	BTC	Buy	62833.1→63726.8	+6.56	timeout
06-12 09:15	BTC	Buy	62797.1→63543.8	+5.42	timeout
06-12 08:13	BTC	Buy	62822.1→63306.8	+3.37	timeout
06-11 17:32	BTC	Buy	61689.1→63238.8	+12.04	timeout
06-11 11:01	BTC	Buy	61336.1→63109.8	+13.86	timeout
06-11 09:57	BTC	Buy	61358.1→62876.9	+11.79	timeout
06-11 08:53	BTC	Buy	61279.1→62907.9	+12.73	timeout
06-11 07:51	BTC	Buy	61665.1→62672.9	+7.58	timeout
06-10 16:39	BTC	Buy	60854→62271.9	+11.11	timeout
06-09 15:56	BTC	Buy	62540.1→60998.4	-12.79	stop_loss
06-09 14:17	BTC	Buy	63356.2→61798	-12.75	stop_loss
06-09 14:16	BTC	Buy	63416.2→61857	-12.74	stop_loss
06-09 14:16	BTC	Buy	63469.2→61906.9	-12.76	stop_loss
06-09 13:19	BTC	Buy	63876.2→62305.7	-12.72	stop_loss
06-09 06:59	BTC	Buy	62958.1→63254.8	+1.85	timeout
06-09 00:49	BTC	Buy	63980.2→62399.7	-12.81	stop_loss
06-08 17:44	BTC	Buy	62247.1→63357.8	+8.37	timeout
06-08 16:46	BTC	Buy	62181.1→63567.8	+10.60	timeout
06-08 15:45	BTC	Buy	62004.1→63804.8	+13.92	timeout
06-08 14:44	BTC	Buy	61991.1→63884.8	+14.79	timeout
06-08 06:17	BTC	Buy	61710.1→62893.9	+9.13	timeout
06-07 17:22	BTC	Buy	60656→62269.9	+12.85	timeout
06-07 16:10	BTC	Buy	60688→62028.9	+10.50	timeout
06-07 15:00	BTC	Buy	60810→61850.9	+8.10	timeout
06-07 13:53	BTC	Buy	60774→61762.9	+7.66	timeout
06-07 06:05	BTC	Buy	61137.1→61623.9	+3.58	timeout
06-06 16:05	BTC	Buy	60190→60891	+5.44	timeout
06-06 04:15	BTC	Buy	61498.1→59983	-12.77	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60766→59271.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60467.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62162.1→60633.6	-12.74	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 11:48	BTC	Buy	62432.1→62169.9	-2.58	timeout
06-05 06:23	BTC	Buy	62731.1→61185.3	-12.76	stop_loss
06-05 06:23	BTC	Buy	62753.1→61208.3	-12.70	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-05 06:16	BTC	Buy	63476.2→61913.9	-12.69	stop_loss
06-05 02:25	BTC	Buy	62835.1→62805.9	-0.67	timeout
06-04 10:49	BTC	Buy	63868.2→62297.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:24	BTC	Buy	64564.2→62976.3	-12.74	stop_loss
06-04 02:02	BTC	Buy	63393.2→61834	-12.75	stop_loss
06-04 01:16	BTC	Buy	64517.2→62929.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65284.3→63679	-12.74	stop_loss
06-03 23:51	BTC	Buy	65759.3→64139.7	-12.76	stop_loss
06-03 20:45	BTC	Buy	66745.3→65103.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67044.4→65396	-12.77	stop_loss
06-03 19:53	BTC	Buy	67099.4→65444	-12.82	stop_loss
06-03 19:53	BTC	Buy	67102.4→65452	-12.78	stop_loss
06-03 16:27	BTC	Buy	67175.4→65518.9	-12.80	stop_loss
06-03 03:50	BTC	Buy	67227.4→65565.9	-12.81	stop_loss
06-03 03:43	BTC	Buy	67536.4→65863.8	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-273.85

total pnl ($)

-54.9 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	44%	-54.9	-273.85

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…