deribit_basis_discount_long_v27 · strategy

closed trades

45%

win rate

-72.20

total pnl ($)

1.251

weight

7d window — n=6 wr=67% pnl=+7.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 64 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-17 01:43	BTC	Buy	66492.3→65729.7	-6.28	timeout
06-16 17:11	BTC	Buy	65654.3→65813.7	+0.61	timeout
06-16 14:59	BTC	Buy	65425.3→65597.7	+0.74	timeout
06-16 14:23	BTC	Buy	67098.4→65438	-12.90	stop_loss
06-16 13:55	BTC	Buy	65489.3→66020.7	+3.48	timeout
06-15 15:47	BTC	Buy	64230.2→67065.6	+21.65	take_profit
06-15 13:16	BTC	Buy	63952.2→66761.7	+21.53	take_profit
06-15 05:04	BTC	Buy	63962.2→65596.7	+12.28	timeout
06-15 02:55	BTC	Buy	64198.2→65433.7	+9.12	timeout
06-15 00:49	BTC	Buy	64055.2→65527.7	+11.02	timeout
06-14 19:34	BTC	Buy	63741.2→63804.8	-0.04	timeout
06-14 06:31	BTC	Buy	63726.2→64312.8	+4.17	timeout
06-13 16:32	BTC	Buy	63740.2→63990.8	+1.56	timeout
06-13 14:16	BTC	Buy	63618.2→64170.8	+3.82	timeout
06-13 12:26	BTC	Buy	63537.2→63937.8	+2.58	timeout
06-13 06:32	BTC	Buy	63371.2→63662.8	+1.84	timeout
06-12 17:22	BTC	Buy	62674.1→63793.8	+8.46	timeout
06-11 20:15	BTC	Buy	61601.1→63478.8	+14.59	timeout
06-11 19:30	BTC	Buy	61180.1→63873.8	+21.39	take_profit
06-11 19:30	BTC	Buy	61151.1→63835.8	+21.33	take_profit
06-11 18:01	BTC	Buy	61054.1→63736.8	+21.38	take_profit
06-11 04:40	BTC	Buy	60856→62639.9	+13.98	timeout
06-09 15:57	BTC	Buy	62526.1→60984.4	-12.78	stop_loss
06-09 14:21	BTC	Buy	63184.2→61622.1	-12.81	stop_loss
06-09 13:36	BTC	Buy	63769.2→62195.8	-12.77	stop_loss
06-09 13:23	BTC	Buy	63803.2→62233.8	-12.73	stop_loss
06-09 11:26	BTC	Buy	63166.2→62553.9	-5.22	timeout
06-09 10:25	BTC	Buy	62991.1→62713.9	-2.60	timeout
06-09 07:07	BTC	Buy	61662.1→63301.8	+12.76	timeout
06-08 20:33	BTC	Buy	62464.1→63218.8	+5.53	timeout
06-08 15:25	BTC	Buy	61637.1→64063.8	+19.16	timeout
06-07 22:15	BTC	Buy	61484.1→64183.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60688→63353.8	+21.53	take_profit
06-07 18:06	BTC	Buy	61041.1→62160.9	+8.78	timeout
06-07 08:09	BTC	Buy	60763→62343.9	+12.68	timeout
06-07 04:05	BTC	Buy	60197→61589.9	+11.10	timeout
06-07 03:14	BTC	Buy	60526→61475.9	+7.30	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59330→61934.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60773→59278.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62360.1→60825.5	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62814.1→61269.3	-12.66	stop_loss
06-05 06:19	BTC	Buy	63341.2→61781	-12.68	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.70	stop_loss
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62501.6	-12.74	stop_loss
06-04 09:26	BTC	Buy	64485.2→62898.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66748.3→65107.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67332.4→65676.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67498.4→65837.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-72.20

total pnl ($)

-22.0 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	64	45%	-22.0	-72.20

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…