deribit_basis_discount_long_v11 · strategy

closed trades

49%

win rate

-175.99

total pnl ($)

0.746

weight

7d window — n=13 wr=38% pnl=-78.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:10	BTC	Buy	59627→60062	+3.08	timeout
06-26 17:09	BTC	Buy	59209→60173	+7.60	timeout
06-26 16:08	BTC	Buy	59551→60271	+5.52	timeout
06-26 15:05	BTC	Buy	59355→59597	+1.54	timeout
06-26 14:28	BTC	Buy	59338→60061	+5.59	timeout
06-25 13:58	BTC	Buy	59604→58137	-12.68	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.68	stop_loss
06-25 13:57	BTC	Buy	59791→58298.9	-12.85	stop_loss
06-25 13:53	BTC	Buy	60447→58957.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60710→59217.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60903→59401.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61412.1→59885	-12.86	stop_loss
06-24 13:48	BTC	Buy	62787.1→61243.3	-12.74	stop_loss
06-16 14:43	BTC	Buy	66494.3→65617.7	-7.13	timeout
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:40	BTC	Buy	66307.3→66602.7	+1.70	timeout
06-16 11:36	BTC	Buy	66122.3→66333.7	+1.07	timeout
06-16 10:31	BTC	Buy	65687.3→66581.7	+6.32	timeout
06-15 13:12	BTC	Buy	64323.2→66622.7	+17.44	timeout
06-15 13:06	BTC	Buy	63803.2→66604.7	+21.52	take_profit
06-15 12:09	BTC	Buy	64466.2→66175.7	+12.82	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 10:00	BTC	Buy	64568.2→65554.7	+7.19	timeout
06-14 19:10	BTC	Buy	64162.2→63748.8	-3.75	timeout
06-14 12:49	BTC	Buy	64091.2→64293.8	+1.14	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-14 09:38	BTC	Buy	63778.2→64434.8	+4.64	timeout
06-13 18:53	BTC	Buy	63784.2→64087.8	+1.93	timeout
06-13 12:03	BTC	Buy	63740.2→63925.8	+0.93	timeout
06-13 11:02	BTC	Buy	63737.2→63814.8	+0.06	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-13 08:53	BTC	Buy	63436.2→63776.8	+2.15	timeout
06-12 17:59	BTC	Buy	63510.2→63838.8	+2.13	timeout
06-12 11:55	BTC	Buy	63148.2→63780.8	+4.48	timeout
06-12 10:43	BTC	Buy	62909.1→63636.8	+5.25	timeout
06-12 09:36	BTC	Buy	62905.1→63828.8	+6.81	timeout
06-12 08:35	BTC	Buy	62916.1→63414.8	+3.43	timeout
06-11 16:55	BTC	Buy	62065.1→62555.9	+3.44	timeout
06-11 11:22	BTC	Buy	61151.1→63116.8	+15.49	timeout
06-11 10:19	BTC	Buy	61152.1→62771.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60809→62319.9	+11.90	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63308.2→61750	-12.76	stop_loss
06-09 14:15	BTC	Buy	63476.2→61913.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63509.2→61943.9	-12.77	stop_loss
06-09 14:10	BTC	Buy	63610.2→62045.9	-12.75	stop_loss
06-09 07:21	BTC	Buy	63130.2→63288.8	+0.75	timeout
06-08 18:50	BTC	Buy	62106.1→63342.8	+9.44	timeout
06-08 17:52	BTC	Buy	62178.1→63461.8	+9.77	timeout
06-08 16:54	BTC	Buy	62176.1→63537.8	+10.41	timeout
06-08 15:52	BTC	Buy	62149.1→63955.8	+13.97	timeout
06-08 06:25	BTC	Buy	61817.1→62981.9	+8.96	timeout
06-07 18:41	BTC	Buy	60598→62175.9	+12.62	timeout
06-07 17:25	BTC	Buy	60615→62229.9	+12.88	timeout
06-07 16:11	BTC	Buy	60749→61981.9	+9.58	timeout
06-07 15:06	BTC	Buy	60524→61681.9	+9.10	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	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	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
06-05 11:28	BTC	Buy	62553.1→62441.9	-1.38	timeout
06-05 06:23	BTC	Buy	62724.1→61175.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:16	BTC	Buy	63458.2→61894.9	-12.70	stop_loss
06-05 06:01	BTC	Buy	63681.2→62112.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:25	BTC	Buy	62855.1→62801.9	-0.86	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 02:01	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-04 01:16	BTC	Buy	64457.2→62872.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65400.3→63791.9	-12.74	stop_loss
06-03 20:45	BTC	Buy	66696.3→65054.2	-12.78	stop_loss
06-03 19:55	BTC	Buy	66838.3→65166.1	-12.99	stop_loss
06-03 19:54	BTC	Buy	67009.4→65358	-12.79	stop_loss
06-03 16:27	BTC	Buy	67191.4→65537.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.76	stop_loss
06-03 03:44	BTC	Buy	67355.4→65688.9	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-175.99

total pnl ($)

-38.2 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	91	49%	-38.2	-175.99

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…