deribit_basis_discount_long_v18 · strategy

102

closed trades

47%

win rate

-249.28

total pnl ($)

0.324

weight

7d window — n=21 wr=29% pnl=-127.92 · 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 02:49	BTC	Buy	60087→59684	-3.83	timeout
06-28 21:59	BTC	Buy	60177→59407	-6.86	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 19:52	BTC	Buy	60172→59355	-7.23	timeout
06-28 18:48	BTC	Buy	60511→59533	-8.51	timeout
06-27 14:59	BTC	Buy	59585→60580	+7.90	timeout
06-26 18:33	BTC	Buy	59520→59806	+1.85	timeout
06-26 17:34	BTC	Buy	59496→60109	+4.60	timeout
06-26 16:30	BTC	Buy	59464→60145	+5.20	timeout
06-26 15:27	BTC	Buy	59310→60251	+7.43	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59554→58089	-12.68	stop_loss
06-25 13:58	BTC	Buy	59627→58160	-12.69	stop_loss
06-25 13:55	BTC	Buy	59880→58388.9	-12.85	stop_loss
06-25 13:53	BTC	Buy	60472→58967.6	-12.82	stop_loss
06-25 13:48	BTC	Buy	60844→59346.3	-12.72	stop_loss
06-24 17:46	BTC	Buy	60715→59201.4	-12.90	stop_loss
06-24 16:51	BTC	Buy	61295.1→59739.1	-13.12	stop_loss
06-24 15:56	BTC	Buy	61757.1→60236.9	-12.75	stop_loss
06-24 13:57	BTC	Buy	62754.1→61208.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62769.1→61220.3	-12.79	stop_loss
06-18 04:11	BTC	Buy	65371.3→63739.9	-12.94	stop_loss
06-16 14:24	BTC	Buy	66462.3→65562.7	-7.30	timeout
06-16 13:25	BTC	Buy	66889.3→66088.7	-6.51	timeout
06-16 12:20	BTC	Buy	66256.3→66631.7	+2.30	timeout
06-16 11:15	BTC	Buy	65963.3→66476.7	+3.38	timeout
06-16 10:11	BTC	Buy	65698.3→66541.7	+5.96	timeout
06-15 12:50	BTC	Buy	63750.2→66551.7	+21.54	take_profit
06-15 12:47	BTC	Buy	64324.2→66434.7	+15.97	timeout
06-15 11:43	BTC	Buy	64597.2→66179.7	+11.80	timeout
06-15 10:42	BTC	Buy	64592.2→65721.7	+8.29	timeout
06-15 09:38	BTC	Buy	64441.2→65541.7	+8.11	timeout
06-14 17:49	BTC	Buy	64060.2→63767.8	-2.81	timeout
06-14 12:38	BTC	Buy	63998.2→64310.8	+2.00	timeout
06-14 11:34	BTC	Buy	63903.2→64581.8	+4.86	timeout
06-14 10:31	BTC	Buy	63758.2→64571.8	+5.90	timeout
06-14 09:26	BTC	Buy	63785.2→64307.8	+3.59	timeout
06-13 17:39	BTC	Buy	63814.2→64077.8	+1.60	timeout
06-13 12:01	BTC	Buy	63706.2→63921.8	+1.16	timeout
06-13 11:00	BTC	Buy	63681.2→63818.8	+0.53	timeout
06-13 09:55	BTC	Buy	63755.2→63728.8	-0.73	timeout
06-13 08:53	BTC	Buy	63454.2→63774.8	+1.99	timeout
06-12 17:14	BTC	Buy	62440.1→63851.8	+10.81	timeout
06-12 11:55	BTC	Buy	63114.2→63783.8	+4.78	timeout
06-12 10:43	BTC	Buy	62903.1→63647.8	+5.39	timeout
06-12 09:37	BTC	Buy	62905.1→63829.8	+6.81	timeout
06-12 08:37	BTC	Buy	62916.1→63418.8	+3.46	timeout
06-11 17:08	BTC	Buy	62155.1→62457.9	+1.92	timeout
06-11 11:21	BTC	Buy	61149.1→63076.8	+15.18	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.41	timeout
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.77	stop_loss
06-09 14:19	BTC	Buy	63283.2→61727	-12.75	stop_loss
06-09 14:11	BTC	Buy	63498.2→61929.9	-12.80	stop_loss
06-09 14:11	BTC	Buy	63540.2→61976.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.77	stop_loss
06-09 06:49	BTC	Buy	62923.1→63343.8	+2.84	timeout
06-09 00:49	BTC	Buy	63991.2→62417.7	-12.75	stop_loss
06-08 17:53	BTC	Buy	62134.1→63497.8	+10.42	timeout
06-08 16:52	BTC	Buy	62181.1→63529.8	+10.30	timeout
06-08 14:51	BTC	Buy	61890.1→63897.8	+15.73	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	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 15:51	BTC	Buy	60803→62055.9	+9.84	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60753→59259.4	-12.74	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-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 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62774.1→61229.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62800.1→61249.3	-12.79	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 02:42	BTC	Buy	63332.2→62841.9	-4.29	timeout
06-05 01:27	BTC	Buy	62751.1→63272.8	+3.75	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64171.2→62592.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65058.2	-12.97	stop_loss
06-03 19:55	BTC	Buy	66830.3→65167.1	-12.92	stop_loss
06-03 19:54	BTC	Buy	67042.4→65386	-12.84	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

47%

win rate

-249.28

total pnl ($)

-48.4 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	102	47%	-48.4	-249.28

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…