deribit_basis_discount_long_v28 · strategy

103

closed trades

43%

win rate

-269.32

total pnl ($)

0.537

weight

7d window — n=20 wr=35% pnl=-111.43 · 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 00:08	BTC	Buy	60105→60067	-0.71	timeout
06-27 21:57	BTC	Buy	59927→60170	+1.64	timeout
06-27 15:07	BTC	Buy	59753→60655	+7.10	timeout
06-26 18:03	BTC	Buy	59589→60026	+3.12	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.31	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.62	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:57	BTC	Buy	59681→58213	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61073.1→59560.2	-12.81	stop_loss
06-24 15:30	BTC	Buy	62245.1→60714.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 05:25	BTC	Buy	66065.3→65776.7	-2.66	timeout
06-16 17:38	BTC	Buy	66825.3→65754.7	-8.54	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:19	BTC	Buy	66515.3→65674.7	-6.85	timeout
06-16 13:24	BTC	Buy	66873.3→66151.7	-5.93	timeout
06-16 03:20	BTC	Buy	67234.4→65579.9	-12.73	stop_loss
06-15 13:47	BTC	Buy	64331.2→66496.7	+16.39	timeout
06-15 13:16	BTC	Buy	63873.2→66677.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63805.2→66609.7	+21.54	take_profit
06-15 12:42	BTC	Buy	64327.2→66439.7	+15.99	timeout
06-15 11:35	BTC	Buy	64607.2→66233.7	+12.15	timeout
06-14 19:23	BTC	Buy	64152.2→63776.8	-3.42	timeout
06-14 14:06	BTC	Buy	64114.2→64300.8	+1.00	timeout
06-14 13:02	BTC	Buy	64070.2→64325.8	+1.54	timeout
06-14 11:58	BTC	Buy	63945.2→64532.8	+4.16	timeout
06-14 10:55	BTC	Buy	63797.2→64516.8	+5.19	timeout
06-13 18:27	BTC	Buy	63697.2→64154.8	+3.13	timeout
06-13 13:07	BTC	Buy	63403.2→64139.8	+5.29	timeout
06-13 12:01	BTC	Buy	63706.2→63921.8	+1.16	timeout
06-13 11:01	BTC	Buy	63692.2→63839.8	+0.61	timeout
06-13 09:56	BTC	Buy	63810.2→63739.8	-1.08	timeout
06-12 17:39	BTC	Buy	63160.2→63807.8	+4.66	timeout
06-12 12:23	BTC	Buy	62715.1→63554.8	+6.18	timeout
06-12 11:12	BTC	Buy	63147.2→63769.8	+4.41	timeout
06-12 10:09	BTC	Buy	62893.1→63714.8	+5.98	timeout
06-12 09:10	BTC	Buy	62831.1→63468.8	+4.56	timeout
06-11 17:10	BTC	Buy	62104.1→62496.9	+2.65	timeout
06-11 11:22	BTC	Buy	61155.1→63138.8	+15.64	timeout
06-11 10:21	BTC	Buy	61142.1→62808.9	+13.04	timeout
06-11 09:17	BTC	Buy	61072.1→62763.9	+13.28	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.42	timeout
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.77	stop_loss
06-09 14:18	BTC	Buy	63334.2→61777	-12.75	stop_loss
06-09 14:11	BTC	Buy	63548.2→61981.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63682.2→62115.8	-12.73	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.78	stop_loss
06-09 06:49	BTC	Buy	62923.1→63343.8	+2.84	timeout
06-09 00:49	BTC	Buy	63965.2→62391.7	-12.76	stop_loss
06-08 21:26	BTC	Buy	61768.1→63733.8	+15.43	timeout
06-08 18:08	BTC	Buy	62178.1→63536.8	+10.39	timeout
06-08 15:02	BTC	Buy	61806.1→64050.8	+17.67	timeout
06-08 14:00	BTC	Buy	61718.1→63740.8	+15.89	timeout
06-08 06:32	BTC	Buy	62026.1→63039.8	+7.71	timeout
06-07 21:05	BTC	Buy	60710→61691.9	+7.66	timeout
06-07 17:00	BTC	Buy	60763→62033.9	+9.99	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:33	BTC	Buy	60711→61811.9	+8.60	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	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 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:30	BTC	Buy	62546.1→62596.9	-0.05	timeout
06-05 06:23	BTC	Buy	62746.1→61175.3	-12.96	stop_loss
06-05 06:16	BTC	Buy	63436.2→61876	-12.68	stop_loss
06-05 06:03	BTC	Buy	63504.2→61937.9	-12.73	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63945.2→62368.7	-12.75	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.75	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:46	BTC	Buy	66691.3→65051.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67047.4→65396	-12.79	stop_loss
06-03 19:54	BTC	Buy	67054.4→65405	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

43%

win rate

-269.32

total pnl ($)

-51.9 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	103	43%	-51.9	-269.32

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…