deribit_basis_discount_long_v15 · strategy

118

closed trades

37%

win rate

-535.68

total pnl ($)

0.456

weight

7d window — n=22 wr=41% pnl=-106.95 · 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 09:55	BTC	Buy	60256→60017	-2.58	timeout
06-28 22:53	BTC	Buy	60428→58941.6	-12.80	stop_loss
06-28 20:58	BTC	Buy	60247→59629	-5.60	timeout
06-28 19:49	BTC	Buy	60171→59312	-7.58	timeout
06-27 17:40	BTC	Buy	59954→60575	+4.74	timeout
06-27 05:08	BTC	Buy	59825→60213	+2.80	timeout
06-27 03:45	BTC	Buy	59476→60276	+6.28	timeout
06-27 02:37	BTC	Buy	58856.9→60222	+11.15	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60472→58984.5	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61093.1→59589.2	-12.74	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:47	BTC	Buy	62821.1→61276.3	-12.74	stop_loss
06-24 11:04	BTC	Buy	62337.1→62402.9	+0.09	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.42	timeout
06-24 08:51	BTC	Buy	62320.1→62730.9	+2.84	timeout
06-23 08:17	BTC	Buy	63985.2→62399.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64207.2→62619.5	-12.66	stop_loss
06-23 05:22	BTC	Buy	65070.3→63470.1	-12.78	stop_loss
06-23 05:22	BTC	Buy	65080.3→63480.1	-12.78	stop_loss
06-22 10:59	BTC	Buy	64321.2→64112.8	-2.22	timeout
06-22 09:52	BTC	Buy	64153.2→64077.8	-1.19	timeout
06-22 08:52	BTC	Buy	63906.2→64115.8	+1.05	timeout
06-22 07:48	BTC	Buy	64194.2→64230.8	-0.26	timeout
06-21 07:03	BTC	Buy	63631.2→64223.8	+4.09	timeout
06-21 05:56	BTC	Buy	63642.2→64216.8	+3.93	timeout
06-21 04:52	BTC	Buy	63557.2→64316.8	+5.54	timeout
06-21 03:45	BTC	Buy	63447.2→64401.8	+7.06	timeout
06-20 03:59	BTC	Buy	62755.1→63408.8	+4.76	timeout
06-20 02:51	BTC	Buy	62897.1→63365.8	+3.29	timeout
06-20 01:47	BTC	Buy	62914.1→63521.8	+4.39	timeout
06-20 00:41	BTC	Buy	63007.2→63536.8	+3.76	timeout
06-18 15:40	BTC	Buy	64336.2→62751.5	-12.48	stop_loss
06-18 09:41	BTC	Buy	64955.2→64255.8	-5.95	timeout
06-18 08:41	BTC	Buy	65038.3→64503.8	-4.60	timeout
06-18 04:11	BTC	Buy	65349.3→63741.9	-12.76	stop_loss
06-17 18:52	BTC	Buy	65881.3→65902.7	-0.33	timeout
06-17 16:38	BTC	Buy	65738.3→66014.7	+1.59	timeout
06-17 08:09	BTC	Buy	66365.3→65383.7	-7.86	timeout
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 18:06	BTC	Buy	66800.3→66081.7	-5.90	timeout
06-16 15:41	BTC	Buy	66831.3→65837.7	-7.89	timeout
06-16 03:13	BTC	Buy	65675.3→65776.7	+0.34	timeout
06-15 23:52	BTC	Buy	65706.3→66302.7	+4.18	timeout
06-15 13:18	BTC	Buy	63972.2→66781.7	+21.53	take_profit
06-15 13:00	BTC	Buy	64337.2→66531.7	+16.63	timeout
06-15 01:03	BTC	Buy	64503.2→65452.7	+6.89	timeout
06-14 22:22	BTC	Buy	64442.2→65215.7	+5.50	timeout
06-14 13:46	BTC	Buy	64077.2→64316.8	+1.42	timeout
06-14 12:40	BTC	Buy	63995.2→64312.8	+2.04	timeout
06-12 21:56	BTC	Buy	63435.2→63474.8	-0.19	timeout
06-12 20:54	BTC	Buy	63379.2→63372.8	-0.52	timeout
06-12 17:41	BTC	Buy	63320.2→63801.8	+3.34	timeout
06-12 13:57	BTC	Buy	63008.2→63100.8	+0.22	timeout
06-11 17:34	BTC	Buy	61814.1→63219.8	+10.82	timeout
06-10 18:20	BTC	Buy	61843.1→61928.9	+0.20	timeout
06-10 17:05	BTC	Buy	61627.1→62326.9	+5.17	timeout
06-10 16:02	BTC	Buy	61144.1→62487.9	+10.49	timeout
06-10 15:05	BTC	Buy	61402.1→62017.9	+4.52	timeout
06-09 15:56	BTC	Buy	62536.1→60998.4	-12.76	stop_loss
06-09 14:30	BTC	Buy	63013.2→61459.2	-12.79	stop_loss
06-09 14:21	BTC	Buy	63178.2→61623.1	-12.76	stop_loss
06-09 14:20	BTC	Buy	63251.2→61695.1	-12.76	stop_loss
06-09 12:25	BTC	Buy	62963.1→62714.9	-2.38	timeout
06-09 05:21	BTC	Buy	62623.1→63272.8	+4.71	timeout
06-09 04:11	BTC	Buy	62943.1→62919.9	-0.62	timeout
06-08 22:49	BTC	Buy	63194.2→63269.8	+0.12	timeout
06-07 22:00	BTC	Buy	60670→61821.9	+9.06	timeout
06-07 17:51	BTC	Buy	60581→62198.9	+12.93	timeout
06-07 16:13	BTC	Buy	60779→62046.9	+9.89	timeout
06-07 15:08	BTC	Buy	60663→61731.9	+8.35	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:34	BTC	Buy	60928→59429.3	-12.75	stop_loss
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61559.1→60044	-12.76	stop_loss
06-05 18:52	BTC	Buy	60697→59204.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61864.1→60342.8	-12.74	stop_loss
06-05 14:06	BTC	Buy	61967.1→60439.7	-12.77	stop_loss
06-05 13:57	BTC	Buy	62308.1→60773.6	-12.77	stop_loss
06-05 13:49	BTC	Buy	62798.1→61252.3	-12.76	stop_loss
06-05 11:34	BTC	Buy	62484.1→62329.9	-1.72	timeout
06-05 06:19	BTC	Buy	63283.2→61722	-12.78	stop_loss
06-05 06:01	BTC	Buy	63716.2→62148.8	-12.70	stop_loss
06-05 02:43	BTC	Buy	63403.2→62629.9	-6.51	timeout
06-05 01:19	BTC	Buy	62805.1→63366.8	+4.06	timeout
06-04 10:28	BTC	Buy	64107.2→62516.6	-12.83	stop_loss
06-04 09:25	BTC	Buy	64488.2→62902.4	-12.74	stop_loss
06-04 01:21	BTC	Buy	64331.2→62749.5	-12.74	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.74	stop_loss
06-04 00:25	BTC	Buy	65441.3→63831.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66391.3→64733.4	-12.98	stop_loss
06-03 19:55	BTC	Buy	66880.3→65231.1	-12.83	stop_loss
06-03 16:27	BTC	Buy	67214.4→65554.9	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

118

closed

37%

win rate

-535.68

total pnl ($)

-90.4 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	118	37%	-90.4	-535.68

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…