deribit_basis_discount_long_v34 · strategy

103

closed trades

47%

win rate

-245.31

total pnl ($)

0.482

weight

7d window — n=23 wr=30% pnl=-126.05 · 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 19:41	BTC	Buy	60145→59406	-6.57	timeout
06-28 18:37	BTC	Buy	60531→59591	-8.18	timeout
06-28 01:09	BTC	Buy	59940→59990	-0.03	timeout
06-27 23:30	BTC	Buy	59952→59948	-0.43	timeout
06-27 21:55	BTC	Buy	59943→60146	+1.31	timeout
06-27 15:20	BTC	Buy	59924→60736	+6.33	timeout
06-26 18:03	BTC	Buy	59611→59979	+2.55	timeout
06-26 17:02	BTC	Buy	59247→60041	+6.14	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.81	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:06	BTC	Buy	58998.9→59847	+6.69	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:58	BTC	Buy	59680→58199	-12.80	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-12.95	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:51	BTC	Buy	60702→59209.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60934→59434.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61395.1→59870.1	-12.85	stop_loss
06-24 14:19	BTC	Buy	62458.1→60894.5	-12.97	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62794.1→61248.3	-12.76	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-24 08:23	BTC	Buy	62381.1→62681.9	+1.88	timeout
06-18 04:11	BTC	Buy	65358.3→63742.9	-12.82	stop_loss
06-16 14:46	BTC	Buy	66554.3→65709.7	-6.88	timeout
06-16 14:23	BTC	Buy	67144.4→65492	-12.83	stop_loss
06-16 13:45	BTC	Buy	66512.3→66087.7	-3.73	timeout
06-16 12:42	BTC	Buy	66355.3→66464.7	+0.29	timeout
06-16 11:38	BTC	Buy	66196.3→66350.7	+0.63	timeout
06-15 14:20	BTC	Buy	64269.2→66489.7	+16.84	timeout
06-15 13:15	BTC	Buy	64339.2→66594.7	+17.10	timeout
06-15 13:00	BTC	Buy	63791.2→66596.7	+21.55	take_profit
06-15 12:11	BTC	Buy	64448.2→66250.7	+13.54	timeout
06-15 11:06	BTC	Buy	64439.2→65952.7	+11.29	timeout
06-14 19:12	BTC	Buy	64150.2→63800.8	-3.25	timeout
06-14 14:00	BTC	Buy	64084.2→64295.8	+1.20	timeout
06-14 12:56	BTC	Buy	64114.2→64290.8	+0.92	timeout
06-14 11:53	BTC	Buy	63892.2→64595.8	+5.07	timeout
06-14 10:49	BTC	Buy	63863.2→64529.8	+4.75	timeout
06-13 18:19	BTC	Buy	63677.2→64046.8	+2.43	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	-0.95	timeout
06-12 17:49	BTC	Buy	63412.2→63822.8	+2.77	timeout
06-12 12:23	BTC	Buy	62716.1→63562.8	+6.23	timeout
06-12 11:11	BTC	Buy	63169.2→63738.8	+3.98	timeout
06-12 10:06	BTC	Buy	62849.1→63657.8	+5.88	timeout
06-12 09:06	BTC	Buy	62847.1→63454.8	+4.31	timeout
06-11 17:11	BTC	Buy	62051.1→62506.9	+3.16	timeout
06-11 11:23	BTC	Buy	61164.1→63131.8	+15.50	timeout
06-11 10:21	BTC	Buy	61183.1→62827.9	+12.84	timeout
06-11 09:18	BTC	Buy	61110.1→62805.9	+13.31	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:41	BTC	Buy	61027.1→62286.9	+9.79	timeout
06-09 14:36	BTC	Buy	62923.1→61372.2	-12.78	stop_loss
06-09 14:16	BTC	Buy	63407.2→61848	-12.75	stop_loss
06-09 13:37	BTC	Buy	63672.2→62104.8	-12.74	stop_loss
06-09 13:19	BTC	Buy	63868.2→62296.7	-12.73	stop_loss
06-09 13:19	BTC	Buy	63872.2→62300.7	-12.72	stop_loss
06-09 07:08	BTC	Buy	62876.1→63390.8	+3.59	timeout
06-08 17:30	BTC	Buy	62242.1→63589.8	+10.28	timeout
06-08 16:24	BTC	Buy	62251.1→63964.8	+13.22	timeout
06-08 15:24	BTC	Buy	61791.1→64087.8	+18.08	timeout
06-08 14:22	BTC	Buy	61919.1→63795.8	+14.66	timeout
06-08 06:53	BTC	Buy	62113.1→62944.9	+6.23	timeout
06-07 17:14	BTC	Buy	60692→62248.9	+12.35	timeout
06-07 15:46	BTC	Buy	60836→62021.9	+9.28	timeout
06-07 14:43	BTC	Buy	60913→61945.9	+8.01	timeout
06-07 13:33	BTC	Buy	60712→61828.9	+8.73	timeout
06-07 06:07	BTC	Buy	61036.1→61650.9	+4.64	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:32	BTC	Buy	61154.1→59648.2	-12.76	stop_loss
06-06 04:21	BTC	Buy	61415.1→59902	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:04	BTC	Buy	62125.1→60596.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62432.1→60892.5	-12.78	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62916.1→61367.2	-12.76	stop_loss
06-05 11:45	BTC	Buy	62316.1→61996.9	-3.04	timeout
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.69	stop_loss
06-05 06:22	BTC	Buy	62903.1→61354.2	-12.75	stop_loss
06-05 06:03	BTC	Buy	63521.2→61945.9	-12.78	stop_loss
06-05 06:03	BTC	Buy	63548.2→61980.9	-12.73	stop_loss
06-05 01:57	BTC	Buy	62179.1→63351.8	+8.99	timeout
06-04 10:28	BTC	Buy	64019.2→62442.6	-12.72	stop_loss
06-04 10:28	BTC	Buy	64093.2→62516.6	-12.72	stop_loss
06-04 09:27	BTC	Buy	64369.2→62786.5	-12.74	stop_loss
06-04 01:23	BTC	Buy	64156.2→62578.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64978.2→63380.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	64995.2→63397.1	-12.74	stop_loss
06-03 20:50	BTC	Buy	66650.3→65009.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67003.4→65354	-12.79	stop_loss
06-03 19:53	BTC	Buy	67069.4→65417	-12.79	stop_loss
06-03 19:52	BTC	Buy	67115.4→65465	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

47%

win rate

-245.31

total pnl ($)

-47.2 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	103	47%	-47.2	-245.31

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…