deribit_basis_discount_mean_rev_long_v3 · strategy

164

closed trades

41%

win rate

-504.51

total pnl ($)

0.250

weight

7d window — n=35 wr=34% pnl=-170.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:15	BTC	Buy	59822→60103	+1.89	timeout
06-29 04:06	BTC	Buy	60181→59933	-2.52	timeout
06-29 01:27	BTC	Buy	60203→59303	-7.96	timeout
06-28 20:21	BTC	Buy	60261→59648	-5.55	timeout
06-28 09:09	BTC	Buy	60431→60388	-0.83	timeout
06-28 04:26	BTC	Buy	60430→60202	-2.35	timeout
06-28 02:52	BTC	Buy	60314→60121	-2.05	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.44	timeout
06-27 18:49	BTC	Buy	59636→60500	+6.83	timeout
06-27 06:08	BTC	Buy	59715→60156	+3.19	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 17:23	BTC	Buy	59379→59488	+0.50	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.65	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 10:20	BTC	Buy	62395.1→62503.9	+0.42	timeout
06-24 09:37	BTC	Buy	62451.1→62636.9	+1.03	timeout
06-24 08:17	BTC	Buy	62591.1→62615.9	-0.27	timeout
06-23 08:17	BTC	Buy	63937.2→62363.7	-12.70	stop_loss
06-23 06:22	BTC	Buy	64078.2→62502.6	-12.57	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64573.2→62966.4	-12.76	stop_loss
06-23 05:15	BTC	Buy	65123.3→63522	-12.79	stop_loss
06-22 22:28	BTC	Buy	65502.3→63891.8	-12.73	stop_loss
06-22 09:25	BTC	Buy	64025.2→64112.8	+0.08	timeout
06-22 08:21	BTC	Buy	64031.2→64294.8	+1.50	timeout
06-22 07:23	BTC	Buy	64198.2→64232.8	-0.28	timeout
06-22 04:36	BTC	Buy	64548.2→64014.8	-4.61	timeout
06-22 03:33	BTC	Buy	64309.2→64318.8	-0.39	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 01:54	BTC	Buy	63551.2→64238.8	+4.97	timeout
06-21 00:44	BTC	Buy	63583.2→64276.8	+5.00	timeout
06-20 22:10	BTC	Buy	63038.2→63997.8	+7.11	timeout
06-20 21:01	BTC	Buy	63192.2→63920.8	+5.30	timeout
06-20 00:04	BTC	Buy	62898.1→63530.8	+4.57	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.24	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.41	timeout
06-19 18:15	BTC	Buy	62628.1→63126.8	+3.51	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:55	BTC	Buy	63976.2→62396.7	-12.77	stop_loss
06-18 15:55	BTC	Buy	63991.2→62414.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64236.2→62655.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64396.2→62808.4	-12.50	stop_loss
06-18 15:37	BTC	Buy	64523.2→62936.4	-12.54	stop_loss
06-18 10:07	BTC	Buy	64867.2→64086.8	-6.56	timeout
06-18 09:10	BTC	Buy	64932.2→64310.8	-5.32	timeout
06-17 19:40	BTC	Buy	65816.3→64196.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65882.3→64250.6	-12.84	stop_loss
06-17 16:00	BTC	Buy	65876.3→65766.7	-1.28	timeout
06-17 08:35	BTC	Buy	66725.3→65084.2	-12.78	stop_loss
06-17 08:09	BTC	Buy	66365.3→65383.7	-7.86	timeout
06-17 04:41	BTC	Buy	65870.3→65893.7	-0.31	timeout
06-17 00:27	BTC	Buy	66260.3→65687.7	-4.83	timeout
06-16 14:08	BTC	Buy	66367.3→66063.7	-2.82	timeout
06-16 08:10	BTC	Buy	65710.3→66430.7	+5.11	timeout
06-16 07:02	BTC	Buy	65680.3→66371.7	+4.89	timeout
06-16 03:12	BTC	Buy	65641.3→65750.7	+0.39	timeout
06-15 21:18	BTC	Buy	64497.2→66480.7	+14.87	timeout
06-15 13:18	BTC	Buy	63960.2→66769.7	+21.53	take_profit
06-15 07:31	BTC	Buy	64319.2→65865.7	+11.51	timeout
06-15 06:31	BTC	Buy	64319.2→65923.7	+12.01	timeout
06-15 01:03	BTC	Buy	64503.2→65452.7	+6.88	timeout
06-14 20:03	BTC	Buy	64251.2→63815.8	-3.89	timeout
06-14 13:39	BTC	Buy	64211.2→64260.8	-0.06	timeout
06-14 04:48	BTC	Buy	63604.2→64337.8	+5.36	timeout
06-14 01:17	BTC	Buy	63652.2→64647.8	+7.42	timeout
06-13 21:47	BTC	Buy	63457.2→64509.8	+7.82	timeout
06-13 19:34	BTC	Buy	63636.2→64172.8	+3.77	timeout
06-13 12:32	BTC	Buy	63481.2→63967.8	+3.30	timeout
06-13 03:05	BTC	Buy	63552.2→63667.8	+0.46	timeout
06-12 22:03	BTC	Buy	63558.2→63486.8	-1.06	timeout
06-12 20:59	BTC	Buy	63372.2→63439.8	+0.06	timeout
06-12 17:41	BTC	Buy	63325.2→63820.8	+3.45	timeout
06-12 10:05	BTC	Buy	62836.1→63666.8	+6.06	timeout
06-12 00:10	BTC	Buy	61615.1→63709.8	+16.44	timeout
06-11 19:30	BTC	Buy	61177.1→63865.8	+21.41	take_profit
06-11 16:10	BTC	Buy	62415.1→62710.9	+1.82	timeout
06-11 14:51	BTC	Buy	61922.1→62904.9	+7.39	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.23	timeout
06-10 16:09	BTC	Buy	60909→62439.9	+12.07	timeout
06-10 15:04	BTC	Buy	61425.1→62146.9	+5.38	timeout
06-10 14:14	BTC	Buy	62020.1→62088.9	+0.08	timeout
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.79	stop_loss
06-09 14:46	BTC	Buy	62757.1→61212.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61959.9	-12.78	stop_loss
06-09 13:31	BTC	Buy	63462.2→62411.9	-8.72	timeout
06-09 05:59	BTC	Buy	62696.1→63325.8	+4.52	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

41%

win rate

-504.51

total pnl ($)

-61.3 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	164	41%	-61.3	-504.51

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…