deribit_basis_discount_long_v36 · strategy

closed trades

46%

win rate

-259.92

total pnl ($)

0.567

weight

7d window — n=16 wr=31% pnl=-109.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:04	BTC	Buy	58502.9→60287	+14.79	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:24	BTC	Buy	59500→60110	+4.59	timeout
06-26 16:23	BTC	Buy	59734→59988	+1.57	timeout
06-26 15:21	BTC	Buy	59148→59909	+5.94	timeout
06-26 02:16	BTC	Buy	60025→58548.8	-12.73	stop_loss
06-25 13:58	BTC	Buy	59641→58172	-12.69	stop_loss
06-25 13:57	BTC	Buy	59723→58253.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59733→58263.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60421→58932.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60839→59340.3	-12.71	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61254.1→59743.1	-12.76	stop_loss
06-24 15:56	BTC	Buy	61755.1→60235.9	-12.74	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62791.1→61245.3	-12.76	stop_loss
06-18 05:05	BTC	Buy	65265.3→63658	-12.77	stop_loss
06-16 14:45	BTC	Buy	66554.3→65712.7	-6.86	timeout
06-16 13:46	BTC	Buy	66557.3→66105.7	-3.93	timeout
06-16 12:43	BTC	Buy	66442.3→66477.7	-0.26	timeout
06-16 11:38	BTC	Buy	66179.3→66354.7	+0.79	timeout
06-16 10:31	BTC	Buy	65693.3→66578.7	+6.25	timeout
06-15 13:22	BTC	Buy	64044.2→66857.7	+21.53	take_profit
06-15 13:14	BTC	Buy	64342.2→66614.7	+17.23	timeout
06-15 12:12	BTC	Buy	64476.2→66247.7	+13.30	timeout
06-15 11:05	BTC	Buy	64453.2→65932.7	+11.03	timeout
06-15 10:02	BTC	Buy	64582.2→65598.7	+7.42	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 12:51	BTC	Buy	64088.2→64283.8	+1.08	timeout
06-14 11:47	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:44	BTC	Buy	63852.2→64586.8	+5.28	timeout
06-14 09:40	BTC	Buy	63793.2→64473.8	+4.83	timeout
06-13 19:14	BTC	Buy	63685.2→64163.8	+3.31	timeout
06-13 12:17	BTC	Buy	63606.2→63919.8	+1.94	timeout
06-13 11:10	BTC	Buy	63729.2→63896.8	+0.77	timeout
06-13 09:56	BTC	Buy	63777.2→63739.8	-0.82	timeout
06-13 08:51	BTC	Buy	63397.2→63814.8	+2.77	timeout
06-12 17:56	BTC	Buy	63432.2→63804.8	+2.47	timeout
06-12 11:40	BTC	Buy	63104.2→63679.8	+4.04	timeout
06-12 10:37	BTC	Buy	62904.1→63693.8	+5.75	timeout
06-12 09:32	BTC	Buy	62876.1→63873.8	+7.40	timeout
06-12 08:30	BTC	Buy	62918.1→63460.8	+3.78	timeout
06-11 17:11	BTC	Buy	62021.1→62499.9	+3.35	timeout
06-11 11:22	BTC	Buy	61225.1→63129.8	+14.97	timeout
06-11 10:20	BTC	Buy	61145.1→62809.9	+13.02	timeout
06-11 09:18	BTC	Buy	61100.1→62804.9	+13.39	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.32	timeout
06-10 16:40	BTC	Buy	60809→62313.9	+11.84	timeout
06-09 15:57	BTC	Buy	62533.1→60995.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62753.1→61208.3	-12.77	stop_loss
06-09 14:16	BTC	Buy	63418.2→61858	-12.75	stop_loss
06-09 14:11	BTC	Buy	63565.2→62001.9	-12.75	stop_loss
06-09 14:10	BTC	Buy	63595.2→62029.9	-12.76	stop_loss
06-09 06:59	BTC	Buy	62968.1→63259.8	+1.81	timeout
06-09 00:48	BTC	Buy	64032.2→62454.6	-12.77	stop_loss
06-09 00:31	BTC	Buy	64125.2→62548.6	-12.75	stop_loss
06-08 17:28	BTC	Buy	62229.1→63543.8	+10.03	timeout
06-08 16:21	BTC	Buy	62223.1→63957.8	+13.39	timeout
06-08 15:20	BTC	Buy	61714.1→64139.8	+19.15	timeout
06-08 14:20	BTC	Buy	61906.1→63796.8	+14.78	timeout
06-08 06:52	BTC	Buy	62110.1→62961.9	+6.39	timeout
06-07 17:15	BTC	Buy	60696→62263.9	+12.44	timeout
06-07 15:53	BTC	Buy	60724→62158.9	+11.35	timeout
06-07 14:48	BTC	Buy	60905→61820.9	+7.05	timeout
06-07 13:33	BTC	Buy	60712→61817.9	+8.64	timeout
06-07 06:07	BTC	Buy	61022.1→61650.9	+4.75	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.84	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:15	BTC	Buy	61473.1→59960	-12.76	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61216.1→59710.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:57	BTC	Buy	62303.1→60767.6	-12.77	stop_loss
06-05 13:56	BTC	Buy	62493.1→60956.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62848.1→61302.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62699.1→61153.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62727.1→61179.3	-12.73	stop_loss
06-05 06:22	BTC	Buy	62879.1→61332.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63116.2→61564.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63604.2→62037.9	-12.71	stop_loss
06-05 03:01	BTC	Buy	63996.2→62417.7	-12.75	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:24	BTC	Buy	62762.1→63227.8	+3.30	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63985.2→62410.7	-12.73	stop_loss
06-04 09:22	BTC	Buy	64594.2→63005.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64997.2→63399.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65040.3→63441.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66740.3→65099.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	66962.3→65315.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	66993.3→65324.1	-12.93	stop_loss
06-03 19:53	BTC	Buy	67099.4→65440	-12.85	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67268.4→65613.9	-12.75	stop_loss
06-03 03:44	BTC	Buy	67356.4→65688.9	-12.83	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-259.92

total pnl ($)

-52.1 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	99	46%	-52.1	-259.92

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 02:55	BTC	Buy	circuit_breaker
06-27 22:01	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…