deribit_basis_discount_long_v42 · strategy

closed trades

33%

win rate

-392.69

total pnl ($)

0.250

weight

7d window — n=27 wr=22% pnl=-201.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:41	BTC	Buy	60572→59069.5	-12.87	stop_loss
06-28 15:03	BTC	Buy	59681→60028	+2.40	timeout
06-28 04:46	BTC	Buy	59911→60137	+1.42	timeout
06-27 20:08	BTC	Buy	59652→60227	+4.48	timeout
06-27 18:11	BTC	Buy	59549→60515	+7.70	timeout
06-27 15:55	BTC	Buy	59458→60751	+10.45	timeout
06-26 13:18	BTC	Buy	60266→58783.7	-12.76	stop_loss
06-26 02:24	BTC	Buy	59758→58279.9	-12.81	stop_loss
06-26 02:16	BTC	Buy	59942→58467.8	-12.73	stop_loss
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:51	BTC	Buy	60653→59161.4	-12.66	stop_loss
06-25 13:51	BTC	Buy	60678→59185.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60865→59368.3	-12.68	stop_loss
06-25 13:48	BTC	Buy	60889→59391.3	-12.68	stop_loss
06-24 17:48	BTC	Buy	60535→59046.5	-12.73	stop_loss
06-24 15:44	BTC	Buy	62020.1→60491.7	-12.59	stop_loss
06-24 15:37	BTC	Buy	62129.1→60600.7	-12.54	stop_loss
06-24 14:19	BTC	Buy	62435.1→60880.5	-12.61	stop_loss
06-24 14:17	BTC	Buy	62545.1→61005.4	-12.48	stop_loss
06-24 13:44	BTC	Buy	62905.1→61355.2	-12.66	stop_loss
06-23 08:24	BTC	Buy	63803.2→62232.8	-12.73	stop_loss
06-23 08:17	BTC	Buy	63984.2→62406.7	-12.70	stop_loss
06-23 06:10	BTC	Buy	64182.2→63164.8	-8.06	timeout
06-23 04:03	BTC	Buy	64385.2→64064.8	-2.99	timeout
06-23 01:57	BTC	Buy	64244.2→64110.8	-1.53	timeout
06-22 23:38	BTC	Buy	64276.2→63975.8	-2.74	timeout
06-22 21:20	BTC	Buy	63935.2→64329.8	+2.62	timeout
06-21 00:57	BTC	Buy	62962.1→64252.8	+9.81	timeout
06-20 22:50	BTC	Buy	62867.1→64249.8	+10.44	timeout
06-20 20:45	BTC	Buy	63119.2→63844.8	+5.28	timeout
06-20 18:45	BTC	Buy	62761.1→63797.8	+7.84	timeout
06-20 17:07	BTC	Buy	62500.1→63898.8	+10.76	timeout
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64487.2→62876.4	-12.75	stop_loss
06-18 15:18	BTC	Buy	64693.2→63099.3	-12.60	stop_loss
06-18 15:18	BTC	Buy	64773.2→63180.2	-12.38	stop_loss
06-18 15:17	BTC	Buy	64918.2→63305.2	-12.48	stop_loss
06-17 19:50	BTC	Buy	65632.3→64010.8	-12.77	stop_loss
06-17 19:38	BTC	Buy	65850.3→64227.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	66052.3→64414.6	-12.84	stop_loss
06-17 08:45	BTC	Buy	66485.3→64850.3	-12.87	stop_loss
06-17 07:54	BTC	Buy	66867.3→65220.1	-12.81	stop_loss
06-16 14:23	BTC	Buy	67210.4→65552.9	-12.85	stop_loss
06-16 11:34	BTC	Buy	64592.2→66394.7	+13.34	timeout
06-16 01:12	BTC	Buy	64657.2→66259.7	+11.94	timeout
06-15 16:10	BTC	Buy	64444.2→67273.6	+21.39	take_profit
06-15 15:47	BTC	Buy	64257.2→67078.6	+21.39	take_profit
06-15 15:46	BTC	Buy	64134.2→66952.7	+21.41	take_profit
06-14 10:03	BTC	Buy	63702.2→64576.8	+6.35	timeout
06-13 23:33	BTC	Buy	63470.2→64421.8	+7.26	timeout
06-13 21:32	BTC	Buy	63478.2→64245.8	+5.55	timeout
06-13 19:37	BTC	Buy	63735.2→64239.8	+3.51	timeout
06-13 17:34	BTC	Buy	63184.2→64091.8	+6.70	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.82	timeout
06-11 19:48	BTC	Buy	61769.1→63658.8	+14.59	timeout
06-11 19:30	BTC	Buy	61180.1→63873.8	+21.39	take_profit
06-11 17:48	BTC	Buy	61616.1→63496.8	+14.62	timeout
06-11 15:44	BTC	Buy	61336.1→62655.9	+10.12	timeout
06-09 14:46	BTC	Buy	62794.1→61248.3	-12.78	stop_loss
06-09 14:43	BTC	Buy	62854.1→61301.3	-12.83	stop_loss
06-09 14:30	BTC	Buy	63018.2→61466.2	-12.78	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63502.2→61939.9	-12.75	stop_loss
06-09 06:12	BTC	Buy	61690.1→63376.8	+13.13	timeout
06-07 22:15	BTC	Buy	61220.1→63907.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60892→63565.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60837→63507.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60737→63403.8	+21.52	take_profit
06-07 05:18	BTC	Buy	59471→62116.9	+21.84	take_profit
06-06 04:27	BTC	Buy	61362.1→59845.1	-12.81	stop_loss
06-06 04:14	BTC	Buy	61553.1→60039	-12.75	stop_loss
06-06 04:13	BTC	Buy	61627.1→60111.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60706→59213.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61401.1→59891	-12.75	stop_loss
06-05 14:26	BTC	Buy	61846.1→60322.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61983.1→60450.7	-12.81	stop_loss
06-05 13:57	BTC	Buy	62402.1→60866.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62436.1→60900.5	-12.75	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:22	BTC	Buy	62878.1→61325.3	-12.72	stop_loss
06-05 06:21	BTC	Buy	63081.2→61524.1	-12.79	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-05 06:03	BTC	Buy	63629.2→62052.9	-12.77	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-04 10:27	BTC	Buy	64170.2→62582.6	-12.79	stop_loss
06-04 01:16	BTC	Buy	64412.2→62827.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66423.3→64778.4	-12.88	stop_loss
06-03 20:55	BTC	Buy	66596.3→64958.3	-12.80	stop_loss
06-03 20:48	BTC	Buy	66658.3→65019.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66907.3→65254.1	-12.87	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67120.4→65468	-12.77	stop_loss
06-03 03:43	BTC	Buy	67570.4→65907.7	-12.76	stop_loss
06-02 14:27	BTC	Buy	69187.5→67477.9	-12.81	stop_loss
06-02 14:27	BTC	Buy	69399.5→67689.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

33%

win rate

-392.69

total pnl ($)

-82.1 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	96	33%	-82.1	-392.69

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:22	BTC	Buy	circuit_breaker
06-28 16:55	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…