deribit_basis_discount_long_v10 · strategy

103

closed trades

48%

win rate

-235.22

total pnl ($)

0.519

weight

7d window — n=21 wr=38% pnl=-114.96 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:14	BTC	Buy	59953→60030	+0.17	timeout
06-27 23:34	BTC	Buy	59967→59972	-0.36	timeout
06-27 21:56	BTC	Buy	59926→60165	+1.61	timeout
06-27 02:53	BTC	Buy	58484.9→60316	+15.19	timeout
06-26 18:22	BTC	Buy	59544→60038	+3.59	timeout
06-26 17:23	BTC	Buy	59478→60091	+4.61	timeout
06-26 15:20	BTC	Buy	59196→59935	+5.74	timeout
06-26 14:29	BTC	Buy	59297→60024	+5.63	timeout
06-26 02:24	BTC	Buy	59748→58277.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59649→58178	-12.70	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58286.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60455→58966.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60778→59282.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60827→59330.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:47	BTC	Buy	61850.1→60328.8	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60889.5	-12.89	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62828.1→61281.3	-12.76	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65369.3→63738.9	-12.93	stop_loss
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-16 12:40	BTC	Buy	66332.3→66552.7	+1.13	timeout
06-16 11:36	BTC	Buy	66160.3→66349.7	+0.91	timeout
06-16 10:30	BTC	Buy	65696.3→66570.7	+6.17	timeout
06-15 13:20	BTC	Buy	64015.2→66827.7	+21.53	take_profit
06-15 13:12	BTC	Buy	64327.2→66599.7	+17.23	timeout
06-15 12:08	BTC	Buy	64474.2→66170.7	+12.72	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 10:00	BTC	Buy	64563.2→65571.7	+7.36	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:45	BTC	Buy	63882.2→64580.8	+5.02	timeout
06-14 10:41	BTC	Buy	63804.2→64586.8	+5.66	timeout
06-14 09:38	BTC	Buy	63778.2→64434.8	+4.64	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 12:21	BTC	Buy	63559.2→63917.8	+2.29	timeout
06-13 11:14	BTC	Buy	63807.2→63903.8	+0.21	timeout
06-13 10:01	BTC	Buy	63682.2→63721.8	-0.22	timeout
06-13 08:56	BTC	Buy	63462.2→63787.8	+2.04	timeout
06-12 17:57	BTC	Buy	63453.2→63816.8	+2.40	timeout
06-12 11:43	BTC	Buy	63110.2→63743.8	+4.49	timeout
06-12 10:33	BTC	Buy	62869.1→63668.8	+5.83	timeout
06-12 09:28	BTC	Buy	62789.1→63755.8	+7.16	timeout
06-12 08:26	BTC	Buy	62882.1→63445.8	+3.94	timeout
06-11 17:20	BTC	Buy	62136.1→62383.9	+1.47	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 14:47	BTC	Buy	62713.1→61167.3	-12.78	stop_loss
06-09 14:20	BTC	Buy	63264.2→61708	-12.75	stop_loss
06-09 14:11	BTC	Buy	63571.2→61999.9	-12.81	stop_loss
06-09 13:25	BTC	Buy	63791.2→62222.8	-12.73	stop_loss
06-09 13:25	BTC	Buy	63797.2→62227.8	-12.72	stop_loss
06-09 06:48	BTC	Buy	62971.1→63350.8	+2.51	timeout
06-09 00:48	BTC	Buy	64003.2→62425.6	-12.78	stop_loss
06-08 21:25	BTC	Buy	61796.1→63666.8	+14.65	timeout
06-08 18:06	BTC	Buy	62161.1→63588.8	+10.93	timeout
06-08 15:00	BTC	Buy	61837.1→63910.8	+16.28	timeout
06-08 13:58	BTC	Buy	61731.1→63688.8	+15.36	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:03	BTC	Buy	60710→61745.9	+8.10	timeout
06-07 16:57	BTC	Buy	60671→61982.9	+10.34	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:05	BTC	Buy	60165→60896	+5.69	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62331.1→60798.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62473.1→62107.9	-3.40	timeout
06-05 10:28	BTC	Buy	62557.1→62522.9	-0.73	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62803.1→61246.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63537.2→61974.9	-12.69	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63247.8	+3.38	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	-12.75	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	66729.3→65087.2	-12.81	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

Paper vs Live

Paper (trades.jsonl)

103

closed

48%

win rate

-235.22

total pnl ($)

-45.3 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	103	48%	-45.3	-235.22

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…