deribit_basis_discount_long_v24 · strategy

148

closed trades

38%

win rate

-511.65

total pnl ($)

0.343

weight

7d window — n=36 wr=33% pnl=-142.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:10	BTC	Buy	60373→60393	-0.30	timeout
06-28 08:14	BTC	Buy	60458→60142	-3.07	timeout
06-28 07:05	BTC	Buy	60315→60073	-2.44	timeout
06-27 19:42	BTC	Buy	59921→60154	+1.54	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-27 02:35	BTC	Buy	58902.9→60267	+11.10	timeout
06-26 19:49	BTC	Buy	59203→59824	+4.67	timeout
06-26 16:47	BTC	Buy	59196→60071	+6.86	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.67	timeout
06-26 13:59	BTC	Buy	58302.9→60138	+15.25	timeout
06-26 02:13	BTC	Buy	60178→58687.7	-12.83	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58046.1	-12.71	stop_loss
06-25 13:57	BTC	Buy	59840→58344.9	-12.89	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60919→59420.3	-12.72	stop_loss
06-24 17:47	BTC	Buy	60620→59129.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61296.1→59749.1	-13.05	stop_loss
06-24 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:52	BTC	Buy	62376.1→62666.9	+1.80	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64140.2→62560.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64148.2→62565.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64219.2→62639.5	-12.78	stop_loss
06-23 06:08	BTC	Buy	64735.2→63134.3	-12.84	stop_loss
06-23 06:06	BTC	Buy	64843.2→63248.2	-12.77	stop_loss
06-23 02:41	BTC	Buy	64509.2→64172.8	-3.06	timeout
06-22 15:41	BTC	Buy	64229.2→65021.7	+5.64	timeout
06-22 06:11	BTC	Buy	64183.2→64234.8	-0.06	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-22 00:40	BTC	Buy	64269.2→63923.8	-3.16	timeout
06-21 14:25	BTC	Buy	63326.2→64046.8	+5.31	timeout
06-21 05:00	BTC	Buy	63559.2→64255.8	+5.04	timeout
06-21 03:45	BTC	Buy	63448.2→64411.8	+7.15	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63268.2→64147.8	+6.50	timeout
06-20 01:43	BTC	Buy	62849.1→63512.8	+4.82	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.24	timeout
06-19 21:29	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-19 15:54	BTC	Buy	62506.1→63207.8	+5.01	timeout
06-18 15:57	BTC	Buy	63902.2→62293.7	-12.98	stop_loss
06-18 15:51	BTC	Buy	64108.2→62525.6	-12.72	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.46	stop_loss
06-18 15:17	BTC	Buy	64840.2→63245.2	-12.72	stop_loss
06-18 14:52	BTC	Buy	65217.3→63611	-12.75	stop_loss
06-18 11:10	BTC	Buy	64654.2→64028.8	-5.36	timeout
06-18 09:21	BTC	Buy	64945.2→64416.8	-4.59	timeout
06-17 19:32	BTC	Buy	65714.3→64420.8	-10.33	timeout
06-17 18:35	BTC	Buy	65898.3→65303.7	-5.07	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.75	stop_loss
06-17 08:20	BTC	Buy	66819.3→65174.1	-12.76	stop_loss
06-16 19:23	BTC	Buy	66534.3→65684.7	-6.92	timeout
06-16 18:09	BTC	Buy	66772.3→66071.7	-5.77	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-16 09:15	BTC	Buy	65692.3→66655.7	+6.91	timeout
06-16 08:05	BTC	Buy	65723.3→66341.7	+4.29	timeout
06-15 13:34	BTC	Buy	64225.2→66799.7	+19.61	timeout
06-15 13:16	BTC	Buy	63934.2→66754.7	+21.63	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 08:07	BTC	Buy	64407.2→65700.7	+9.60	timeout
06-15 06:59	BTC	Buy	64264.2→65797.7	+11.47	timeout
06-14 11:05	BTC	Buy	63833.2→64446.8	+4.35	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.31	timeout
06-14 08:44	BTC	Buy	63865.2→64448.8	+4.08	timeout
06-14 07:33	BTC	Buy	63734.2→64309.8	+4.07	timeout
06-14 01:50	BTC	Buy	63776.2→64612.8	+6.14	timeout
06-13 10:34	BTC	Buy	63666.2→63803.8	+0.55	timeout
06-13 09:27	BTC	Buy	63737.2→63783.8	-0.18	timeout
06-13 08:25	BTC	Buy	63467.2→63732.8	+1.54	timeout
06-13 07:24	BTC	Buy	63017.2→63704.8	+5.00	timeout
06-12 15:18	BTC	Buy	62640.1→64325.8	+12.92	timeout
06-12 10:03	BTC	Buy	62858.1→63678.8	+5.98	timeout
06-12 09:03	BTC	Buy	62930.1→63442.8	+3.55	timeout
06-12 07:51	BTC	Buy	62676.1→62984.9	+1.97	timeout
06-12 06:45	BTC	Buy	62915.1→62907.9	-0.55	timeout
06-11 14:50	BTC	Buy	61946.1→62862.9	+6.85	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.23	timeout
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.38	timeout
06-10 15:56	BTC	Buy	61140.1→62641.9	+11.83	timeout
06-10 15:01	BTC	Buy	61403.1→62388.9	+7.54	timeout
06-10 14:06	BTC	Buy	62098.1→62193.9	+0.30	timeout
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62952.1→61404.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63132.2→62602.9	-4.61	timeout
06-09 03:00	BTC	Buy	63097.2→62883.9	-2.13	timeout
06-09 01:52	BTC	Buy	63120.2→62745.9	-3.40	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.37	timeout
06-08 21:29	BTC	Buy	61763.1→63681.8	+15.05	timeout
06-08 05:29	BTC	Buy	61726.1→62672.9	+7.22	timeout
06-07 21:03	BTC	Buy	60707→61744.9	+8.12	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

38%

win rate

-511.65

total pnl ($)

-68.8 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	148	38%	-68.8	-511.65

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…