deribit_basis_discount_long_x2189873 · strategy

108

closed trades

43%

win rate

-294.64

total pnl ($)

0.250

weight

7d window — n=25 wr=28% pnl=-146.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-29 02:58	BTC	Buy	60152→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:13	BTC	Buy	59955→59989	-0.19	timeout
06-27 23:33	BTC	Buy	59959→59975	-0.27	timeout
06-27 21:56	BTC	Buy	59909→60177	+1.85	timeout
06-26 19:12	BTC	Buy	59279→59959	+5.16	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→60298	+6.00	timeout
06-26 14:56	BTC	Buy	59657→59409	-2.58	timeout
06-25 17:57	BTC	Buy	59398→59582	+1.13	timeout
06-25 13:58	BTC	Buy	59627→58099	-13.18	stop_loss
06-25 13:55	BTC	Buy	59936→58388.9	-13.28	stop_loss
06-25 13:53	BTC	Buy	60355→58766.7	-13.52	stop_loss
06-25 13:51	BTC	Buy	60647→59092.5	-13.20	stop_loss
06-24 17:21	BTC	Buy	60906→59347.3	-13.23	stop_loss
06-24 16:51	BTC	Buy	61190.1→59619.2	-13.26	stop_loss
06-24 15:31	BTC	Buy	62281.1→60687.6	-13.23	stop_loss
06-24 14:20	BTC	Buy	62424.1→60824.5	-13.26	stop_loss
06-24 14:19	BTC	Buy	62600.1→60966.5	-13.49	stop_loss
06-24 13:57	BTC	Buy	62825.1→61217.3	-13.24	stop_loss
06-24 13:47	BTC	Buy	62879.1→61269.3	-13.25	stop_loss
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-18 05:08	BTC	Buy	65294.3→63623	-13.26	stop_loss
06-16 15:29	BTC	Buy	66639.3→65751.7	-7.20	timeout
06-16 14:29	BTC	Buy	66517.3→65615.7	-7.31	timeout
06-16 13:34	BTC	Buy	66775.3→65954.7	-6.68	timeout
06-16 12:30	BTC	Buy	66263.3→66588.7	+1.93	timeout
06-16 11:26	BTC	Buy	66332.3→66362.7	-0.31	timeout
06-15 13:36	BTC	Buy	64245.2→66795.7	+19.42	timeout
06-15 13:06	BTC	Buy	63770.2→66642.7	+22.09	take_profit
06-15 12:33	BTC	Buy	64358.2→66216.7	+14.01	timeout
06-15 11:25	BTC	Buy	64531.2→66325.7	+13.46	timeout
06-15 10:22	BTC	Buy	64589.2→65686.7	+8.05	timeout
06-14 19:30	BTC	Buy	64168.2→63776.8	-3.55	timeout
06-14 13:07	BTC	Buy	64128.2→64337.8	+1.18	timeout
06-14 12:03	BTC	Buy	63933.2→64516.8	+4.13	timeout
06-14 11:01	BTC	Buy	63829.2→64470.8	+4.57	timeout
06-14 09:57	BTC	Buy	63747.2→64587.8	+6.10	timeout
06-13 18:33	BTC	Buy	63770.2→64148.8	+2.51	timeout
06-13 12:05	BTC	Buy	63654.2→63930.8	+1.64	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-13 08:54	BTC	Buy	63437.2→63781.8	+2.19	timeout
06-12 18:12	BTC	Buy	63466.2→63867.8	+2.71	timeout
06-12 11:49	BTC	Buy	63063.2→63804.8	+5.35	timeout
06-12 10:38	BTC	Buy	62926.1→63697.8	+5.60	timeout
06-12 09:33	BTC	Buy	62866.1→63885.8	+7.57	timeout
06-12 08:32	BTC	Buy	62918.1→63436.8	+3.58	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.83	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60809→62312.9	+11.84	timeout
06-09 14:47	BTC	Buy	62752.1→61145.4	-13.26	stop_loss
06-09 14:20	BTC	Buy	63315.2→61695.1	-13.25	stop_loss
06-09 14:16	BTC	Buy	63535.2→61907.9	-13.26	stop_loss
06-09 13:36	BTC	Buy	63763.2→62119.8	-13.33	stop_loss
06-09 13:36	BTC	Buy	63746.2→62112.8	-13.25	stop_loss
06-09 06:51	BTC	Buy	62957.1→63226.8	+1.64	timeout
06-09 00:48	BTC	Buy	64072.2→62432.6	-13.25	stop_loss
06-08 21:18	BTC	Buy	61898.1→63597.8	+13.24	timeout
06-08 18:02	BTC	Buy	62209.1→63595.8	+10.60	timeout
06-08 15:01	BTC	Buy	61842.1→63970.8	+16.72	timeout
06-08 13:59	BTC	Buy	61728.1→63715.8	+15.61	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.57	timeout
06-07 21:04	BTC	Buy	60696→61675.9	+7.64	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.16	timeout
06-07 14:42	BTC	Buy	60936→62014.9	+8.38	timeout
06-07 13:32	BTC	Buy	60688→61829.9	+8.94	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 14:24	BTC	Buy	60591→60841	+1.62	timeout
06-06 04:27	BTC	Buy	61341.1→59771.1	-13.25	stop_loss
06-05 21:04	BTC	Buy	59304→61966.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60799→59243.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60816→59259.4	-13.25	stop_loss
06-05 18:44	BTC	Buy	61292.1→59723.1	-13.25	stop_loss
06-05 14:25	BTC	Buy	61993.1→60406.8	-13.24	stop_loss
06-05 13:59	BTC	Buy	62314.1→60719.6	-13.25	stop_loss
06-05 13:56	BTC	Buy	62510.1→60906.5	-13.28	stop_loss
06-05 13:49	BTC	Buy	62811.1→61201.3	-13.27	stop_loss
06-05 13:49	BTC	Buy	62959.1→61348.2	-13.25	stop_loss
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:24	BTC	Buy	62775.1→61166.3	-13.26	stop_loss
06-05 06:23	BTC	Buy	62885.1→61273.3	-13.25	stop_loss
06-05 06:20	BTC	Buy	63290.2→61670.1	-13.20	stop_loss
06-05 05:59	BTC	Buy	63850.2→62214.8	-13.21	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63248.8	+3.39	timeout
06-04 11:10	BTC	Buy	63820.2→62185.8	-13.24	stop_loss
06-04 10:48	BTC	Buy	63976.2→62338.7	-13.22	stop_loss
06-04 09:25	BTC	Buy	64597.2→62937.4	-13.29	stop_loss
06-04 01:23	BTC	Buy	64185.2→62542.6	-13.25	stop_loss
06-04 00:30	BTC	Buy	64931.2→63269.2	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

43%

win rate

-294.64

total pnl ($)

-54.2 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	108	43%	-54.2	-294.64

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…