deribit_basis_discount_long_v22 · strategy

145

closed trades

41%

win rate

-490.42

total pnl ($)

0.250

weight

7d window — n=33 wr=27% pnl=-185.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59629→58162	-12.75	stop_loss
06-30 12:59	BTC	Buy	59812→58336.9	-12.78	stop_loss
06-30 12:58	BTC	Buy	59828→58356.9	-12.74	stop_loss
06-30 12:21	BTC	Buy	60367→58882.6	-12.73	stop_loss
06-30 01:51	BTC	Buy	59439→59874	+3.28	timeout
06-29 23:40	BTC	Buy	59777→60225	+3.33	timeout
06-29 14:07	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-29 10:03	BTC	Buy	60209→60138	-1.19	timeout
06-29 07:49	BTC	Buy	60212→60028	-1.98	timeout
06-29 05:31	BTC	Buy	59799→59623	-1.94	timeout
06-28 20:50	BTC	Buy	60264→59629	-5.72	timeout
06-28 18:47	BTC	Buy	60534→59590	-8.22	timeout
06-28 08:48	BTC	Buy	60374→60388	-0.34	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-27 03:32	BTC	Buy	59183→60279	+8.80	timeout
06-26 20:55	BTC	Buy	59314→59714	+2.81	timeout
06-26 18:54	BTC	Buy	59495→59621	+0.49	timeout
06-26 16:52	BTC	Buy	59259→59993	+5.65	timeout
06-26 14:51	BTC	Buy	59689→59721	-0.23	timeout
06-26 02:14	BTC	Buy	60071→58593.8	-12.74	stop_loss
06-25 13:57	BTC	Buy	59736→58265.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60477→58987.5	-12.71	stop_loss
06-25 13:51	BTC	Buy	60653→59146.5	-12.82	stop_loss
06-25 13:48	BTC	Buy	60856→59359.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60930→59418.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61225.1→59710.1	-12.80	stop_loss
06-24 14:11	BTC	Buy	62476.1→61299.9	-9.85	timeout
06-24 13:57	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62778.1→61233.3	-12.75	stop_loss
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 10:08	BTC	Buy	62480.1→62601.9	+0.46	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 05:49	BTC	Buy	63362.2→62910.9	-4.07	timeout
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 06:40	BTC	Buy	64044.2→62886.9	-9.52	timeout
06-23 06:08	BTC	Buy	64672.2→63078.3	-12.79	stop_loss
06-23 04:36	BTC	Buy	64031.2→63830.8	-2.02	timeout
06-22 22:26	BTC	Buy	63705.2→64185.8	+3.32	timeout
06-22 18:25	BTC	Buy	63993.2→64643.8	+4.57	timeout
06-22 16:23	BTC	Buy	64209.2→64715.8	+3.51	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 17:45	BTC	Buy	63803.2→64116.8	+2.09	timeout
06-21 14:49	BTC	Buy	63862.2→63997.8	+0.67	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-20 00:31	BTC	Buy	62990.1→63557.8	+4.01	timeout
06-19 22:30	BTC	Buy	62822.1→63242.8	+2.85	timeout
06-19 20:27	BTC	Buy	63106.2→63042.8	-0.99	timeout
06-19 18:24	BTC	Buy	62874.1→63106.8	+1.39	timeout
06-19 16:24	BTC	Buy	62704.1→63263.8	+3.99	timeout
06-18 15:57	BTC	Buy	63867.2→62294.7	-12.74	stop_loss
06-18 15:56	BTC	Buy	63948.2→62374.7	-12.74	stop_loss
06-18 15:51	BTC	Buy	64123.2→62546.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64212.2→62631.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64553.2→62965.4	-12.73	stop_loss
06-18 11:46	BTC	Buy	64823.2→63992.8	-6.92	timeout
06-18 09:48	BTC	Buy	64959.2→64222.8	-6.19	timeout
06-18 05:04	BTC	Buy	65290.3→63681	-12.79	stop_loss
06-17 22:03	BTC	Buy	65524.3→63910.8	-12.75	stop_loss
06-17 19:39	BTC	Buy	65840.3→64220.7	-12.76	stop_loss
06-17 15:12	BTC	Buy	65764.3→65058.7	-5.82	timeout
06-17 13:11	BTC	Buy	66000.3→65011.7	-8.00	timeout
06-17 08:39	BTC	Buy	66545.3→64901.3	-12.79	stop_loss
06-17 07:54	BTC	Buy	66862.3→65214.1	-12.80	stop_loss
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-16 13:33	BTC	Buy	66819.3→66130.7	-5.68	timeout
06-16 11:00	BTC	Buy	65860.3→66502.7	+4.37	timeout
06-16 08:12	BTC	Buy	65701.3→66416.7	+5.06	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 22:16	BTC	Buy	65145.3→66333.7	+8.62	timeout
06-15 11:21	BTC	Buy	64503.2→66184.7	+12.58	timeout
06-15 09:14	BTC	Buy	64408.2→65662.7	+9.31	timeout
06-15 06:12	BTC	Buy	64447.2→65850.7	+10.42	timeout
06-15 01:59	BTC	Buy	64558.2→65484.7	+6.70	timeout
06-14 12:38	BTC	Buy	64002.2→64294.8	+1.84	timeout
06-14 10:25	BTC	Buy	63748.2→64604.8	+6.23	timeout
06-14 07:59	BTC	Buy	63801.2→64410.8	+4.18	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-14 01:54	BTC	Buy	63806.2→64604.8	+5.84	timeout
06-13 11:44	BTC	Buy	63763.2→63880.8	+0.38	timeout
06-13 09:32	BTC	Buy	63776.2→63806.8	-0.30	timeout
06-13 05:20	BTC	Buy	63490.2→63547.8	+0.02	timeout
06-12 20:55	BTC	Buy	63373.2→63398.8	-0.28	timeout
06-12 13:45	BTC	Buy	63052.2→63168.8	+0.41	timeout
06-12 11:09	BTC	Buy	63095.2→63739.8	+4.58	timeout
06-12 09:03	BTC	Buy	62926.1→63459.8	+3.72	timeout
06-12 01:11	BTC	Buy	61944.1→63498.8	+11.97	timeout
06-11 19:33	BTC	Buy	61219.1→63907.8	+21.39	take_profit
06-11 12:39	BTC	Buy	61731.1→62755.9	+7.73	timeout
06-11 10:39	BTC	Buy	61281.1→62907.9	+12.68	timeout
06-11 08:25	BTC	Buy	61521.1→62864.9	+10.35	timeout
06-10 22:17	BTC	Buy	62613.1→61072.4	-12.76	stop_loss
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 15:24	BTC	Buy	61453.1→62275.9	+6.20	timeout
06-09 16:39	BTC	Buy	62296.1→60759.6	-12.80	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63415.2→61856	-12.74	stop_loss
06-09 13:23	BTC	Buy	63810.2→62240.8	-12.72	stop_loss
06-08 22:58	BTC	Buy	62891.1→63413.8	+3.68	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

41%

win rate

-490.42

total pnl ($)

-67.3 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	145	41%	-67.3	-490.42

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…