deribit_basis_discount_long_v41 · strategy

157

closed trades

45%

win rate

-458.32

total pnl ($)

0.313

weight

7d window — n=42 wr=52% pnl=-146.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:37	BTC	Buy	59580→60232	+5.08	timeout
06-27 19:31	BTC	Buy	59924→60137	+1.37	timeout
06-27 18:28	BTC	Buy	59867→60462	+4.54	timeout
06-27 17:24	BTC	Buy	60108→60577	+3.45	timeout
06-27 16:23	BTC	Buy	59998→60691	+5.37	timeout
06-26 19:18	BTC	Buy	59203→59938	+5.63	timeout
06-26 18:16	BTC	Buy	59436→60036	+4.48	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:49	BTC	Buy	59251→60354	+8.76	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 17:57	BTC	Buy	59376→59554	+1.09	timeout
06-25 13:58	BTC	Buy	59586→58120	-12.68	stop_loss
06-25 13:57	BTC	Buy	59753→58275.9	-12.73	stop_loss
06-25 13:55	BTC	Buy	59882→58397.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60384→58896.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61065.1→59560.2	-12.75	stop_loss
06-24 16:51	BTC	Buy	61300.1→59745.1	-13.11	stop_loss
06-24 14:20	BTC	Buy	62370.1→60835.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 14:13	BTC	Buy	62664.1→61123.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62689.1→61144.4	-12.77	stop_loss
06-24 13:46	BTC	Buy	62856.1→61307.3	-12.77	stop_loss
06-24 10:46	BTC	Buy	62223.1→62548.9	+2.13	timeout
06-24 09:42	BTC	Buy	62318.1→62630.9	+2.00	timeout
06-24 08:41	BTC	Buy	62358.1→62702.9	+2.24	timeout
06-24 07:38	BTC	Buy	62969.1→62605.9	-3.42	timeout
06-24 06:57	BTC	Buy	62920.1→62742.9	-1.91	timeout
06-23 08:17	BTC	Buy	64005.2→62430.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64188.2→62607.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64362.2→62776.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64469.2→62874.4	-12.83	stop_loss
06-23 06:18	BTC	Buy	64600.2→63011.3	-12.76	stop_loss
06-23 01:43	BTC	Buy	64469.2→64053.8	-3.64	timeout
06-22 20:44	BTC	Buy	63939.2→64470.8	+3.70	timeout
06-22 19:45	BTC	Buy	64182.2→64353.8	+0.85	timeout
06-22 18:41	BTC	Buy	64168.2→64508.8	+2.16	timeout
06-22 17:36	BTC	Buy	64044.2→64389.8	+2.20	timeout
06-21 21:27	BTC	Buy	63939.2→63673.8	-2.53	timeout
06-21 20:25	BTC	Buy	63920.2→64081.8	+0.81	timeout
06-21 19:28	BTC	Buy	63834.2→64169.8	+2.20	timeout
06-21 18:27	BTC	Buy	63832.2→64022.8	+1.09	timeout
06-21 17:23	BTC	Buy	63864.2→64104.8	+1.50	timeout
06-20 21:16	BTC	Buy	63237.2→63939.8	+5.11	timeout
06-20 20:14	BTC	Buy	63045.2→63946.8	+6.73	timeout
06-20 19:08	BTC	Buy	63029.2→63818.8	+5.83	timeout
06-20 18:04	BTC	Buy	63107.2→63888.8	+5.74	timeout
06-20 17:04	BTC	Buy	62887.1→63953.8	+8.00	timeout
06-19 20:29	BTC	Buy	63120.2→63044.8	-1.08	timeout
06-19 19:23	BTC	Buy	62753.1→62975.9	+1.30	timeout
06-19 18:23	BTC	Buy	62879.1→63118.8	+1.45	timeout
06-19 17:22	BTC	Buy	62515.1→63043.8	+3.78	timeout
06-19 16:44	BTC	Buy	62718.1→63232.8	+3.69	timeout
06-18 15:57	BTC	Buy	63901.2→62295.7	-12.88	stop_loss
06-18 15:40	BTC	Buy	64233.2→62653.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64298.2→62713.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64311.2→62725.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64586.2→62996.3	-12.45	stop_loss
06-18 04:11	BTC	Buy	65440.3→63828.9	-12.77	stop_loss
06-17 19:46	BTC	Buy	65688.3→64071.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65940.3→64318.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	66044.3→64418.6	-12.76	stop_loss
06-17 18:15	BTC	Buy	66094.3→65406.7	-5.74	timeout
06-17 17:09	BTC	Buy	65758.3→65825.7	-0.03	timeout
06-17 16:06	BTC	Buy	65822.3→65808.7	-0.59	timeout
06-17 15:03	BTC	Buy	65656.3→65169.7	-4.07	timeout
06-16 22:15	BTC	Buy	66377.3→65811.7	-4.80	timeout
06-16 14:39	BTC	Buy	66454.3→65658.7	-6.52	timeout
06-16 14:23	BTC	Buy	67098.4→65446	-12.84	stop_loss
06-16 14:23	BTC	Buy	67159.4→65508	-12.82	stop_loss
06-16 13:48	BTC	Buy	66495.3→66095.7	-3.54	timeout
06-15 21:33	BTC	Buy	64835.2→66391.7	+11.50	timeout
06-15 13:16	BTC	Buy	63934.2→66740.7	+21.51	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63788.2→66592.7	+21.55	take_profit
06-15 12:46	BTC	Buy	63662.2→66457.7	+21.52	take_profit
06-14 21:02	BTC	Buy	64290.2→63993.8	-2.78	timeout
06-14 19:55	BTC	Buy	64302.2→63761.8	-4.70	timeout
06-14 18:55	BTC	Buy	64090.2→63773.8	-2.99	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.83	timeout
06-14 16:50	BTC	Buy	63903.2→63972.8	+0.03	timeout
06-13 20:40	BTC	Buy	63522.2→64215.8	+4.99	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 18:32	BTC	Buy	63784.2→64148.8	+2.40	timeout
06-13 17:31	BTC	Buy	63760.2→64048.8	+1.80	timeout
06-13 16:29	BTC	Buy	63901.2→63997.8	+0.34	timeout
06-12 20:29	BTC	Buy	63338.2→63503.8	+0.84	timeout
06-12 19:24	BTC	Buy	63657.2→63685.8	-0.24	timeout
06-12 18:19	BTC	Buy	63483.2→63708.8	+1.32	timeout
06-12 17:13	BTC	Buy	62403.1→63857.8	+11.16	timeout
06-12 16:13	BTC	Buy	62748.1→63866.8	+8.40	timeout
06-11 19:45	BTC	Buy	62009.1→63642.8	+12.60	timeout
06-11 18:42	BTC	Buy	61781.1→63471.8	+13.11	timeout
06-11 17:38	BTC	Buy	61738.1→63170.8	+11.07	timeout
06-11 16:37	BTC	Buy	62354.1→62765.9	+2.75	timeout
06-11 15:37	BTC	Buy	62307.1→62813.9	+3.52	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 17:56	BTC	Buy	61708.1→61915.9	+1.20	timeout
06-10 16:53	BTC	Buy	61202.1→62134.9	+7.11	timeout
06-10 15:51	BTC	Buy	61233.1→62372.9	+8.80	timeout
06-10 14:49	BTC	Buy	61197.1→61901.9	+5.27	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

45%

win rate

-458.32

total pnl ($)

-58.2 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	157	45%	-58.2	-458.32

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…