deribit_basis_discount_long_contrarian · strategy

106

closed trades

44%

win rate

-291.17

total pnl ($)

0.432

weight

7d window — n=23 wr=35% pnl=-111.06 · 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 02:50	BTC	Buy	60109→59703	-3.85	timeout
06-29 01:48	BTC	Buy	60225→59464	-6.81	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:41	BTC	Buy	60525→59598	-8.08	timeout
06-28 01:05	BTC	Buy	59957→59997	-0.12	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-26 19:58	BTC	Buy	59302→59813	+3.78	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.79	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.04	timeout
06-25 17:41	BTC	Buy	59416→59589	+1.03	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-24 14:17	BTC	Buy	62582.1→61017.4	-12.73	stop_loss
06-24 14:03	BTC	Buy	62488.1→61328.9	-9.53	timeout
06-24 14:02	BTC	Buy	62692.1→61149.4	-12.72	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.72	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 05:24	BTC	Buy	66065.3→65769.7	-2.71	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:18	BTC	Buy	66504.3→65731.7	-6.34	timeout
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.06	timeout
06-16 12:15	BTC	Buy	66283.3→66569.7	+1.63	timeout
06-16 03:31	BTC	Buy	65702.3→65951.7	+1.50	timeout
06-15 13:06	BTC	Buy	63805.2→66609.7	+21.54	take_profit
06-15 12:41	BTC	Buy	64318.2→66300.7	+14.98	timeout
06-15 11:34	BTC	Buy	64592.2→66208.7	+12.07	timeout
06-15 10:31	BTC	Buy	64568.2→65685.7	+8.20	timeout
06-15 01:54	BTC	Buy	64610.2→65480.7	+6.25	timeout
06-14 19:23	BTC	Buy	64152.2→63776.8	-3.42	timeout
06-14 11:52	BTC	Buy	63896.2→64595.8	+5.04	timeout
06-14 10:48	BTC	Buy	63858.2→64531.8	+4.82	timeout
06-14 09:45	BTC	Buy	63787.2→64526.8	+5.31	timeout
06-14 01:09	BTC	Buy	63649.2→64603.8	+7.09	timeout
06-13 18:26	BTC	Buy	63708.2→64159.8	+3.09	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.87	timeout
06-13 08:54	BTC	Buy	63431.2→63785.8	+2.27	timeout
06-13 00:18	BTC	Buy	63617.2→63531.8	-1.24	timeout
06-12 18:03	BTC	Buy	63634.2→63883.8	+1.50	timeout
06-12 10:31	BTC	Buy	62898.1→63617.8	+5.18	timeout
06-12 09:25	BTC	Buy	62782.1→63643.8	+6.33	timeout
06-12 08:23	BTC	Buy	62888.1→63467.8	+4.06	timeout
06-11 20:33	BTC	Buy	61861.1→63367.8	+11.59	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+2.48	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 18:12	BTC	Buy	61700.1→61976.9	+1.75	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.26	timeout
06-09 14:29	BTC	Buy	63091.2→61534.1	-12.79	stop_loss
06-09 14:18	BTC	Buy	63322.2→61764	-12.76	stop_loss
06-09 14:11	BTC	Buy	63506.2→61940.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.73	stop_loss
06-09 13:19	BTC	Buy	63840.2→62267.7	-12.74	stop_loss
06-09 06:36	BTC	Buy	62986.1→63351.8	+2.40	timeout
06-08 22:14	BTC	Buy	62933.1→63267.8	+2.17	timeout
06-08 17:53	BTC	Buy	62134.1→63497.8	+10.42	timeout
06-08 14:51	BTC	Buy	61890.1→63901.8	+15.77	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 21:22	BTC	Buy	60921→61730.9	+6.22	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 14:38	BTC	Buy	60920→62229.9	+10.28	timeout
06-07 13:33	BTC	Buy	60699→61810.9	+8.69	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.31	timeout
06-06 20:10	BTC	Buy	60849→60561	-2.75	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60971.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
06-05 06:22	BTC	Buy	62889.1→61342.2	-12.74	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:03	BTC	Buy	63552.2→61982.9	-12.73	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 01:56	BTC	Buy	62174.1→63326.8	+8.83	timeout
06-04 10:30	BTC	Buy	63974.2→62398.7	-12.74	stop_loss
06-04 10:29	BTC	Buy	64009.2→62434.6	-12.71	stop_loss
06-04 09:30	BTC	Buy	64281.2→62700.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64254.2→62673.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66621.3→64981.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66957.3→65297.1	-12.88	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

44%

win rate

-291.17

total pnl ($)

-54.7 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	106	44%	-54.7	-291.17

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…