deribit_basis_discount_long_v20 · strategy

101

closed trades

45%

win rate

-262.22

total pnl ($)

0.427

weight

7d window — n=21 wr=29% pnl=-138.19 · 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→59694	-3.76	timeout
06-28 21:58	BTC	Buy	60177→59367	-7.20	timeout
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:49	BTC	Buy	60191→59328	-7.60	timeout
06-28 18:46	BTC	Buy	60524→59569	-8.32	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:41	BTC	Buy	59413→59748	+2.25	timeout
06-26 17:39	BTC	Buy	59668→59967	+1.94	timeout
06-26 16:30	BTC	Buy	59465→60122	+4.98	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.57	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	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 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60813→59317.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.73	stop_loss
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-16 15:01	BTC	Buy	66667.3→65654.7	-8.05	timeout
06-16 14:23	BTC	Buy	67198.4→65542.9	-12.84	stop_loss
06-16 14:03	BTC	Buy	66300.3→66163.7	-1.57	timeout
06-16 11:53	BTC	Buy	66202.3→66347.7	+0.57	timeout
06-16 10:48	BTC	Buy	65773.3→66582.7	+5.61	timeout
06-15 14:23	BTC	Buy	64269.2→66455.7	+16.57	timeout
06-15 13:20	BTC	Buy	64031.2→66844.7	+21.53	take_profit
06-15 13:19	BTC	Buy	64355.2→66732.7	+18.04	timeout
06-15 11:10	BTC	Buy	64518.2→65965.7	+10.78	timeout
06-15 10:07	BTC	Buy	64521.2→65656.7	+8.35	timeout
06-14 20:07	BTC	Buy	64233.2→63788.8	-3.95	timeout
06-14 12:44	BTC	Buy	63995.2→64330.8	+2.17	timeout
06-14 11:40	BTC	Buy	63879.2→64591.8	+5.14	timeout
06-14 10:37	BTC	Buy	63823.2→64611.8	+5.72	timeout
06-14 09:33	BTC	Buy	63796.2→64475.8	+4.84	timeout
06-13 18:52	BTC	Buy	63801.2→64071.8	+1.67	timeout
06-13 12:03	BTC	Buy	63718.2→63939.8	+1.21	timeout
06-13 11:02	BTC	Buy	63770.2→63814.8	-0.20	timeout
06-13 09:55	BTC	Buy	63756.2→63728.8	-0.75	timeout
06-13 08:53	BTC	Buy	63436.2→63777.8	+2.16	timeout
06-12 18:20	BTC	Buy	63557.2→63674.8	+0.47	timeout
06-12 11:51	BTC	Buy	63109.2→63773.8	+4.74	timeout
06-12 10:43	BTC	Buy	62910.1→63643.8	+5.30	timeout
06-12 09:37	BTC	Buy	62905.1→63837.8	+6.88	timeout
06-12 08:35	BTC	Buy	62916.1→63414.8	+3.43	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:46	BTC	Buy	62733.1→61188.3	-12.78	stop_loss
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:11	BTC	Buy	63516.2→61951.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63800.2→62228.8	-12.76	stop_loss
06-09 06:51	BTC	Buy	62949.1→63258.8	+1.95	timeout
06-09 00:31	BTC	Buy	64163.2→62583.6	-12.77	stop_loss
06-08 17:55	BTC	Buy	62153.1→63444.8	+9.85	timeout
06-08 16:56	BTC	Buy	61993.1→63468.8	+11.36	timeout
06-08 14:55	BTC	Buy	61887.1→63847.8	+15.35	timeout
06-08 13:54	BTC	Buy	61761.1→63770.8	+15.78	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	timeout
06-07 15:51	BTC	Buy	60797→62053.9	+9.93	timeout
06-07 14:47	BTC	Buy	60933→61820.9	+6.82	timeout
06-07 13:32	BTC	Buy	60686→61865.9	+9.25	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.31	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60780.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62443.1→60901.5	-12.80	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:24	BTC	Buy	62698.1→61151.3	-12.78	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 02:42	BTC	Buy	63332.2→62837.9	-4.32	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	64193.2→62614.5	-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 20:44	BTC	Buy	66776.3→65134.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66901.3→65249.1	-12.82	stop_loss
06-03 19:55	BTC	Buy	66900.3→65249.1	-12.82	stop_loss
06-03 16:27	BTC	Buy	67172.4→65513.9	-12.82	stop_loss
06-03 16:24	BTC	Buy	67261.4→65605.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67332.4→65675.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

45%

win rate

-262.22

total pnl ($)

-51.5 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	101	45%	-51.5	-262.22

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…