deribit_basis_discount_long_v31 · strategy

106

closed trades

44%

win rate

-225.56

total pnl ($)

0.706

weight

7d window — n=22 wr=36% pnl=-85.55 · 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 01:07	BTC	Buy	59956→59965	-0.38	timeout
06-27 23:34	BTC	Buy	59968→59982	-0.28	timeout
06-27 21:57	BTC	Buy	59935→60167	+1.55	timeout
06-27 16:10	BTC	Buy	60185→60761	+4.40	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.02	timeout
06-26 17:08	BTC	Buy	59169→60115	+7.45	timeout
06-26 15:58	BTC	Buy	59520→60299	+6.01	timeout
06-26 14:56	BTC	Buy	59657→59409	-2.58	timeout
06-26 14:19	BTC	Buy	58935.9→59887	+7.57	timeout
06-25 13:59	BTC	Buy	59511→58036.1	-12.76	stop_loss
06-25 13:54	BTC	Buy	60043→58541.8	-12.87	stop_loss
06-25 13:53	BTC	Buy	60254→58771.7	-12.68	stop_loss
06-25 13:53	BTC	Buy	60267→58772.7	-12.76	stop_loss
06-25 13:42	BTC	Buy	61726.1→60193.9	-12.84	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61050.1→59545.2	-12.76	stop_loss
06-24 14:19	BTC	Buy	62430.1→60880.5	-12.86	stop_loss
06-24 14:17	BTC	Buy	62578.1→61037.4	-12.73	stop_loss
06-24 14:17	BTC	Buy	62588.1→61048.4	-12.74	stop_loss
06-24 14:06	BTC	Buy	62423.1→61361.9	-8.93	timeout
06-24 13:47	BTC	Buy	62814.1→61266.3	-12.77	stop_loss
06-24 08:21	BTC	Buy	62453.1→62626.9	+0.87	timeout
06-17 22:03	BTC	Buy	65531.3→63919.8	-12.74	stop_loss
06-17 02:16	BTC	Buy	66126.3→65889.7	-2.27	timeout
06-16 14:45	BTC	Buy	66552.3→65720.7	-6.78	timeout
06-16 13:45	BTC	Buy	66491.3→66124.7	-3.29	timeout
06-16 12:42	BTC	Buy	66442.3→66474.7	-0.29	timeout
06-16 11:36	BTC	Buy	66185.3→66365.7	+0.84	timeout
06-16 01:57	BTC	Buy	65485.3→66326.7	+5.99	timeout
06-15 13:20	BTC	Buy	64013.2→66823.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:09	BTC	Buy	64466.2→66183.7	+12.88	timeout
06-15 11:05	BTC	Buy	64453.2→65930.7	+11.01	timeout
06-15 01:31	BTC	Buy	64587.2→65398.7	+5.80	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 19:11	BTC	Buy	64151.2→63772.8	-3.47	timeout
06-14 11:47	BTC	Buy	63880.2→64570.8	+4.96	timeout
06-14 10:43	BTC	Buy	63847.2→64585.8	+5.31	timeout
06-14 01:10	BTC	Buy	63634.2→64625.8	+7.38	timeout
06-13 19:29	BTC	Buy	63724.2→64147.8	+2.87	timeout
06-13 18:27	BTC	Buy	63720.2→64141.8	+2.84	timeout
06-13 10:55	BTC	Buy	63684.2→63774.8	+0.16	timeout
06-13 09:50	BTC	Buy	63812.2→63755.8	-0.98	timeout
06-13 00:16	BTC	Buy	63644.2→63567.8	-1.17	timeout
06-12 18:53	BTC	Buy	63516.2→63768.8	+1.52	timeout
06-12 17:47	BTC	Buy	63447.2→63824.8	+2.51	timeout
06-12 10:13	BTC	Buy	62903.1→63727.8	+6.01	timeout
06-12 09:13	BTC	Buy	62824.1→63479.8	+4.70	timeout
06-11 20:12	BTC	Buy	61797.1→63499.8	+13.19	timeout
06-11 18:24	BTC	Buy	61920.1→63343.8	+10.92	timeout
06-11 17:20	BTC	Buy	62140.1→62383.9	+1.42	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 18:49	BTC	Buy	61639.1→61768.9	+0.55	timeout
06-10 17:42	BTC	Buy	61773.1→61649.9	-1.49	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.43	timeout
06-09 14:39	BTC	Buy	62885.1→61338.2	-12.75	stop_loss
06-09 14:17	BTC	Buy	63352.2→61790	-12.78	stop_loss
06-09 14:16	BTC	Buy	63442.2→61881.9	-12.75	stop_loss
06-09 13:33	BTC	Buy	63446.2→62376.9	-8.86	timeout
06-09 13:19	BTC	Buy	63888.2→62315.7	-12.73	stop_loss
06-09 07:08	BTC	Buy	62909.1→63385.8	+3.28	timeout
06-08 20:36	BTC	Buy	61699.1→63277.8	+12.30	timeout
06-08 17:27	BTC	Buy	62222.1→63531.8	+9.99	timeout
06-08 14:19	BTC	Buy	61910.1→63700.8	+13.97	timeout
06-08 13:17	BTC	Buy	61689.1→63742.8	+16.16	timeout
06-08 06:52	BTC	Buy	62113.1→62957.9	+6.33	timeout
06-07 20:22	BTC	Buy	60581→61827.9	+9.88	timeout
06-07 17:15	BTC	Buy	60697→62278.9	+12.56	timeout
06-07 13:59	BTC	Buy	60769→61698.9	+7.18	timeout
06-07 12:58	BTC	Buy	61001→61941.9	+7.24	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:10	BTC	Buy	60874→60556	-2.99	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.11	timeout
06-06 04:21	BTC	Buy	61414.1→59900	-12.78	stop_loss
06-05 21:04	BTC	Buy	59287→61889.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:54	BTC	Buy	60631→59139.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60828→59332.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61226.1→59720.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61975.1→60450.7	-12.75	stop_loss
06-05 13:58	BTC	Buy	62264.1→60731.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62486.1→60937.5	-12.84	stop_loss
06-05 13:49	BTC	Buy	62959.1→61411.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62368.1→62167.9	-2.08	timeout
06-05 10:30	BTC	Buy	62426.1→62576.9	+0.74	timeout
06-05 06:24	BTC	Buy	62700.1→61151.3	-12.79	stop_loss
06-05 06:22	BTC	Buy	62856.1→61309.3	-12.74	stop_loss
06-05 06:20	BTC	Buy	63161.2→61607.1	-12.70	stop_loss
06-05 02:43	BTC	Buy	63403.2→62629.9	-6.51	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→62516.6	-12.83	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	66697.3→65056.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66900.3→65251.1	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

44%

win rate

-225.56

total pnl ($)

-42.2 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	106	44%	-42.2	-225.56

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…