deribit_basis_discount_long_v25 · strategy

closed trades

39%

win rate

-356.11

total pnl ($)

0.458

weight

7d window — n=21 wr=33% pnl=-124.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:55	BTC	Buy	59343→60249	+7.30	timeout
06-27 18:55	BTC	Buy	59496→60541	+8.37	timeout
06-27 16:53	BTC	Buy	59255→60779	+12.38	timeout
06-27 14:52	BTC	Buy	59701→60583	+6.94	timeout
06-25 13:57	BTC	Buy	59725→58255.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60421→58928.6	-12.74	stop_loss
06-25 13:49	BTC	Buy	60727→59232.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60896→59395.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61261.1→59749.1	-12.77	stop_loss
06-24 15:43	BTC	Buy	62072.1→60545.7	-12.66	stop_loss
06-24 14:19	BTC	Buy	62374.1→60840.5	-12.73	stop_loss
06-24 14:19	BTC	Buy	62426.1→60883.5	-12.79	stop_loss
06-24 13:43	BTC	Buy	62987.1→61438.2	-12.74	stop_loss
06-23 08:27	BTC	Buy	63628.2→62063.8	-12.73	stop_loss
06-23 08:17	BTC	Buy	64010.2→62435.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64162.2→62565.6	-12.90	stop_loss
06-23 06:20	BTC	Buy	64446.2→62861.4	-12.76	stop_loss
06-23 00:41	BTC	Buy	64270.2→63990.8	-2.60	timeout
06-22 21:50	BTC	Buy	64043.2→64246.8	+1.13	timeout
06-22 19:42	BTC	Buy	63913.2→64403.8	+3.30	timeout
06-22 17:42	BTC	Buy	63828.2→64426.8	+4.18	timeout
06-20 23:30	BTC	Buy	62872.1→64255.8	+10.53	timeout
06-20 21:11	BTC	Buy	63040.2→63915.8	+6.51	timeout
06-20 19:11	BTC	Buy	62622.1→63856.8	+9.43	timeout
06-20 17:09	BTC	Buy	62548.1→63896.8	+10.26	timeout
06-18 15:40	BTC	Buy	64296.2→62714.5	-12.72	stop_loss
06-18 15:17	BTC	Buy	64856.2→63252.2	-12.79	stop_loss
06-18 15:17	BTC	Buy	64983.2→63385.1	-12.73	stop_loss
06-18 15:17	BTC	Buy	65014.3→63415.1	-12.73	stop_loss
06-17 19:42	BTC	Buy	65717.3→64100.7	-12.80	stop_loss
06-17 08:45	BTC	Buy	66470.3→64834.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66602.3→64964.3	-12.73	stop_loss
06-17 08:31	BTC	Buy	66801.3→65157.1	-12.75	stop_loss
06-16 10:49	BTC	Buy	64536.2→66542.7	+15.00	timeout
06-15 22:28	BTC	Buy	64506.2→66156.7	+12.25	timeout
06-15 15:47	BTC	Buy	64226.2→67071.6	+21.73	take_profit
06-15 13:25	BTC	Buy	64085.2→66898.7	+21.54	take_profit
06-14 09:29	BTC	Buy	63740.2→64325.8	+4.03	timeout
06-13 22:17	BTC	Buy	63638.2→64366.8	+5.21	timeout
06-13 20:16	BTC	Buy	63478.2→64249.8	+5.62	timeout
06-13 17:34	BTC	Buy	63197.2→64076.8	+6.47	timeout
06-12 08:16	BTC	Buy	61661.1→63357.8	+13.07	timeout
06-11 19:30	BTC	Buy	61144.1→63831.8	+21.35	take_profit
06-11 17:57	BTC	Buy	61702.1→63399.8	+13.10	timeout
06-11 15:56	BTC	Buy	61191.1→62615.9	+11.00	timeout
06-09 15:55	BTC	Buy	62610.1→61069.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62647.1→61106.4	-12.75	stop_loss
06-09 14:35	BTC	Buy	62945.1→61394.2	-12.79	stop_loss
06-09 14:18	BTC	Buy	63339.2→61772	-12.83	stop_loss
06-09 10:50	BTC	Buy	62382.1→62666.9	+1.93	timeout
06-09 08:42	BTC	Buy	62439.1→62948.9	+3.65	timeout
06-07 22:15	BTC	Buy	61204.1→63890.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60714→63379.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60189→62835.9	+21.57	take_profit
06-07 07:56	BTC	Buy	59705→62325.9	+21.48	take_profit
06-06 04:31	BTC	Buy	61202.1→59697.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61376.1→59867.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61673.1→60154.9	-12.76	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:44	BTC	Buy	61176.1→59671.2	-12.76	stop_loss
06-05 14:26	BTC	Buy	61858.1→60336.8	-12.74	stop_loss
06-05 13:56	BTC	Buy	62418.1→60883.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62473.1→60936.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	63003.2→61454.2	-12.75	stop_loss
06-05 06:21	BTC	Buy	63077.2→61523.1	-12.72	stop_loss
06-05 06:03	BTC	Buy	63552.2→61983.9	-12.72	stop_loss
06-04 09:30	BTC	Buy	64284.2→62700.5	-12.76	stop_loss
06-04 00:53	BTC	Buy	64588.2→62999.3	-12.75	stop_loss
06-04 00:27	BTC	Buy	65185.3→63582	-12.74	stop_loss
06-03 20:55	BTC	Buy	66374.3→64736.4	-12.83	stop_loss
06-03 20:45	BTC	Buy	66743.3→65100.2	-12.82	stop_loss
06-03 19:54	BTC	Buy	67002.3→65354	-12.80	stop_loss
06-03 16:27	BTC	Buy	67178.4→65520.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67158.4→65476	-12.98	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-02 14:27	BTC	Buy	69467.5→67758.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69997.5→68276.4	-12.76	stop_loss
06-01 22:26	BTC	Buy	73946.7→71292.8	-18.63	stop_loss
06-01 22:26	BTC	Buy	74035.7→71292.8	-19.23	stop_loss
06-01 22:26	BTC	Buy	74148.7→71292.8	-19.97	stop_loss
06-01 22:26	BTC	Buy	73980.7→71292.8	-18.90	stop_loss
05-31 00:57	BTC	Buy	73691.7→73987.3	+1.43	timeout
05-30 22:38	BTC	Buy	73540.7→73800.3	+1.09	timeout
05-30 18:33	BTC	Buy	73607.7→74002.3	+2.01	timeout
05-30 15:47	BTC	Buy	73017.7→73880.3	+5.23	timeout
05-30 13:29	BTC	Buy	73122.7→73749.3	+3.70	timeout

Paper vs Live

Paper (trades.jsonl)

closed

39%

win rate

-356.11

total pnl ($)

-81.2 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	87	39%	-81.2	-356.11

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…