deribit_basis_discount_long_v24805 · strategy

closed trades

45%

win rate

-256.21

total pnl ($)

0.633

weight

7d window — n=16 wr=38% pnl=-99.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 15:07	BTC	Buy	59753→60655	+7.10	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:24	BTC	Buy	59452→60092	+4.84	timeout
06-26 16:23	BTC	Buy	59728→59987	+1.63	timeout
06-26 15:20	BTC	Buy	59196→59935	+5.74	timeout
06-26 14:29	BTC	Buy	59297→60024	+5.63	timeout
06-25 13:58	BTC	Buy	59649→58168	-12.79	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58282.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60455→58957.6	-12.76	stop_loss
06-25 13:51	BTC	Buy	60681→59188.4	-12.69	stop_loss
06-24 17:22	BTC	Buy	60764→59267.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61292.1→59758.1	-12.94	stop_loss
06-24 16:43	BTC	Buy	61662.1→60145.9	-12.72	stop_loss
06-24 13:48	BTC	Buy	62792.1→61248.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65433.3→63821.9	-12.77	stop_loss
06-16 15:01	BTC	Buy	66667.3→65654.7	-8.06	timeout
06-16 14:33	BTC	Buy	66948.3→65301.1	-12.82	stop_loss
06-16 14:23	BTC	Buy	67206.4→65549.9	-12.85	stop_loss
06-16 14:05	BTC	Buy	66357.3→66205.7	-1.68	timeout
06-16 11:55	BTC	Buy	66182.3→66371.7	+0.90	timeout
06-15 14:24	BTC	Buy	64245.2→66390.7	+16.26	timeout
06-15 13:20	BTC	Buy	64026.2→66840.7	+21.54	take_profit
06-15 13:20	BTC	Buy	64023.2→66840.7	+21.57	take_profit
06-15 13:20	BTC	Buy	64301.2→66770.7	+18.77	timeout
06-15 11:11	BTC	Buy	64516.2→65977.7	+10.88	timeout
06-14 20:08	BTC	Buy	64232.2→63775.8	-4.04	timeout
06-14 13:49	BTC	Buy	64171.2→64275.8	+0.37	timeout
06-14 12:46	BTC	Buy	63995.2→64306.8	+1.98	timeout
06-14 11:41	BTC	Buy	63879.2→64591.8	+5.14	timeout
06-14 10:39	BTC	Buy	63813.2→64606.8	+5.76	timeout
06-13 19:29	BTC	Buy	63723.2→64147.8	+2.88	timeout
06-13 13:07	BTC	Buy	63403.2→64139.8	+5.29	timeout
06-13 11:56	BTC	Buy	63782.2→63895.8	+0.36	timeout
06-13 10:55	BTC	Buy	63684.2→63774.8	+0.16	timeout
06-13 09:49	BTC	Buy	63812.2→63758.8	-0.94	timeout
06-12 18:46	BTC	Buy	63509.2→63823.8	+2.01	timeout
06-12 12:09	BTC	Buy	63003.2→63637.8	+4.52	timeout
06-12 10:57	BTC	Buy	63098.2→63673.8	+4.04	timeout
06-12 09:52	BTC	Buy	62953.1→63761.8	+5.88	timeout
06-12 08:52	BTC	Buy	62905.1→63403.8	+3.43	timeout
06-11 17:20	BTC	Buy	62140.1→62383.9	+1.42	timeout
06-11 11:23	BTC	Buy	61148.1→63129.8	+15.63	timeout
06-11 10:21	BTC	Buy	61191.1→62827.9	+12.78	timeout
06-11 09:18	BTC	Buy	61107.1→62804.9	+13.31	timeout
06-11 08:16	BTC	Buy	61661.1→62771.9	+8.41	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.43	timeout
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-09 14:39	BTC	Buy	62888.1→61341.2	-12.75	stop_loss
06-09 14:11	BTC	Buy	63502.2→61938.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63559.2→61995.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63923.2→62350.7	-12.73	stop_loss
06-09 07:51	BTC	Buy	63276.2→63175.8	-1.25	timeout
06-09 00:49	BTC	Buy	63965.2→62391.7	-12.76	stop_loss
06-08 17:37	BTC	Buy	62282.1→63367.8	+8.16	timeout
06-08 16:31	BTC	Buy	62211.1→63801.8	+12.24	timeout
06-08 15:30	BTC	Buy	61952.1→63926.8	+15.43	timeout
06-08 14:27	BTC	Buy	62065.1→63727.8	+12.91	timeout
06-08 06:53	BTC	Buy	62104.1→62946.9	+6.31	timeout
06-07 17:15	BTC	Buy	60692→62258.9	+12.45	timeout
06-07 15:53	BTC	Buy	60747→62166.9	+11.18	timeout
06-07 14:48	BTC	Buy	60935→61836.9	+6.94	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+8.59	timeout
06-07 06:07	BTC	Buy	61018.1→61658.9	+4.85	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.09	timeout
06-06 04:20	BTC	Buy	61466.1→59951	-12.78	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	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	60835→59339.3	-12.74	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:01	BTC	Buy	62173.1→60643.6	-12.75	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62909.1→61356.2	-12.80	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:42	BTC	Buy	62213.1→62186.9	-0.69	timeout
06-05 06:24	BTC	Buy	62652.1→61107.4	-12.77	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62820.1→61273.3	-12.70	stop_loss
06-05 06:03	BTC	Buy	63566.2→62001.9	-12.70	stop_loss
06-05 02:43	BTC	Buy	63403.2→62629.9	-6.52	timeout
06-05 01:29	BTC	Buy	62606.1→63303.8	+5.15	timeout
06-04 10:30	BTC	Buy	63975.2→62398.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64107.2→62528.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64488.2→62902.4	-12.74	stop_loss
06-04 01:23	BTC	Buy	64124.2→62547.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	64960.2→63363.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:45	BTC	Buy	66693.3→65053.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66889.3→65243.1	-12.78	stop_loss
06-03 19:55	BTC	Buy	66913.3→65268.1	-12.77	stop_loss
06-03 16:25	BTC	Buy	67237.4→65580.9	-12.79	stop_loss
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67263.4→65599.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67388.4→65729.8	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-256.21

total pnl ($)

-52.4 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	97	45%	-52.4	-256.21

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 02:55	BTC	Buy	circuit_breaker
06-27 22:15	BTC	Buy	circuit_breaker
06-27 21:11	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…