deribit_basis_discount_long_gated · strategy

closed trades

45%

win rate

-244.74

total pnl ($)

0.509

weight

7d window — n=16 wr=31% pnl=-116.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:14	BTC	Buy	58871.9→60145	+10.36	timeout
06-26 18:41	BTC	Buy	59410→59724	+2.08	timeout
06-26 17:36	BTC	Buy	59665→59971	+2.02	timeout
06-26 15:12	BTC	Buy	59103→59737	+4.87	timeout
06-26 14:26	BTC	Buy	59429→59998	+4.28	timeout
06-26 02:24	BTC	Buy	59784→58310.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59546→58080	-12.68	stop_loss
06-25 13:58	BTC	Buy	59647→58176	-12.71	stop_loss
06-25 13:57	BTC	Buy	59817→58343.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60491→59003.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60651→59155.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60951→59429.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61224.1→59712.1	-12.78	stop_loss
06-24 15:56	BTC	Buy	61791.1→60271.8	-12.73	stop_loss
06-24 13:48	BTC	Buy	62788.1→61239.3	-12.78	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65358.3→63743.9	-12.81	stop_loss
06-16 14:40	BTC	Buy	66499.3→65696.7	-6.57	timeout
06-16 13:48	BTC	Buy	66495.3→66095.7	-3.54	timeout
06-16 12:46	BTC	Buy	66472.3→66414.7	-0.96	timeout
06-16 11:41	BTC	Buy	66179.3→66365.7	+0.87	timeout
06-16 10:37	BTC	Buy	65716.3→66627.7	+6.42	timeout
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 12:50	BTC	Buy	64312.2→66485.7	+16.47	timeout
06-15 11:44	BTC	Buy	64588.2→66131.7	+11.51	timeout
06-15 10:42	BTC	Buy	64592.2→65722.7	+8.30	timeout
06-15 09:38	BTC	Buy	64442.2→65535.7	+8.04	timeout
06-14 18:56	BTC	Buy	64090.2→63777.8	-2.96	timeout
06-14 12:37	BTC	Buy	64002.2→64287.8	+1.79	timeout
06-14 11:33	BTC	Buy	63911.2→64585.8	+4.83	timeout
06-14 10:31	BTC	Buy	63758.2→64569.8	+5.88	timeout
06-14 09:26	BTC	Buy	63791.2→64307.8	+3.54	timeout
06-13 18:38	BTC	Buy	63790.2→64230.8	+3.00	timeout
06-13 12:05	BTC	Buy	63653.2→63912.8	+1.51	timeout
06-13 11:03	BTC	Buy	63802.2→63813.8	-0.46	timeout
06-13 09:54	BTC	Buy	63771.2→63728.8	-0.86	timeout
06-13 08:54	BTC	Buy	63445.2→63780.8	+2.12	timeout
06-12 17:58	BTC	Buy	63534.2→63813.8	+1.74	timeout
06-12 11:44	BTC	Buy	63118.2→63760.8	+4.57	timeout
06-12 10:39	BTC	Buy	62881.1→63715.8	+6.11	timeout
06-12 09:35	BTC	Buy	62894.1→63875.8	+7.27	timeout
06-12 08:35	BTC	Buy	62916.1→63414.8	+3.43	timeout
06-11 17:38	BTC	Buy	61732.1→63196.8	+11.32	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 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63267.2→61711	-12.75	stop_loss
06-09 14:16	BTC	Buy	63461.2→61900.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63534.2→61971.9	-12.74	stop_loss
06-09 13:25	BTC	Buy	63790.2→62221.8	-12.72	stop_loss
06-09 06:49	BTC	Buy	62949.1→63353.8	+2.71	timeout
06-09 00:48	BTC	Buy	64018.2→62443.6	-12.76	stop_loss
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 15:01	BTC	Buy	61833.1→64000.8	+17.04	timeout
06-08 13:59	BTC	Buy	61719.1→63767.8	+16.10	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 15:50	BTC	Buy	60798→62037.9	+9.69	timeout
06-07 14:47	BTC	Buy	60896→61828.9	+7.19	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	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 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:53	BTC	Buy	62575.1→61036.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.82	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:21	BTC	Buy	63082.2→61522.1	-12.81	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66721.3→65056.2	-12.98	stop_loss
06-03 19:53	BTC	Buy	67069.4→65412	-12.83	stop_loss
06-03 19:53	BTC	Buy	67073.4→65412	-12.87	stop_loss
06-03 19:53	BTC	Buy	67099.4→65449	-12.78	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67330.4→65674.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67561.4→65899.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-244.74

total pnl ($)

-50.0 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	97	45%	-50.0	-244.74

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…