deribit_basis_discount_mean_rev_long_v4 · strategy

128

closed trades

34%

win rate

-581.12

total pnl ($)

0.264

weight

7d window — n=31 wr=35% pnl=-137.82 · 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 01:58	BTC	Buy	59457→59909	+3.42	timeout
06-30 00:49	BTC	Buy	59261→59824	+4.35	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.28	timeout
06-29 14:05	BTC	Buy	60719→59225.4	-12.76	stop_loss
06-29 05:21	BTC	Buy	59975→59595	-3.64	timeout
06-28 21:09	BTC	Buy	60332→59662	-6.00	timeout
06-28 20:08	BTC	Buy	60232→59496	-6.54	timeout
06-28 19:07	BTC	Buy	60553→59489	-9.21	timeout
06-27 21:30	BTC	Buy	59852→60421	+4.37	timeout
06-27 20:21	BTC	Buy	59757→60270	+3.90	timeout
06-27 19:16	BTC	Buy	59935→60560	+4.80	timeout
06-27 15:44	BTC	Buy	60434→60766	+2.31	timeout
06-26 18:20	BTC	Buy	59662→60023	+2.46	timeout
06-26 17:14	BTC	Buy	59384→60163	+6.02	timeout
06-26 15:39	BTC	Buy	59269→60398	+8.99	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59705→58233	-12.70	stop_loss
06-25 13:57	BTC	Buy	59820→58325.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60442→58955.6	-12.66	stop_loss
06-24 17:47	BTC	Buy	60633→59141.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61134.1→59628.2	-12.75	stop_loss
06-24 14:19	BTC	Buy	62515.1→60966.5	-12.83	stop_loss
06-24 14:13	BTC	Buy	62645.1→61099.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62670.1→61126.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62722.1→61177.3	-12.76	stop_loss
06-24 08:41	BTC	Buy	62331.1→62702.9	+2.48	timeout
06-24 07:40	BTC	Buy	62965.1→62616.9	-3.28	timeout
06-24 06:57	BTC	Buy	62920.1→62742.9	-1.91	timeout
06-24 05:59	BTC	Buy	63360.2→62849.9	-4.53	timeout
06-23 07:02	BTC	Buy	63972.2→62915.9	-8.73	timeout
06-23 06:21	BTC	Buy	64114.2→62533.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64232.2→62651.5	-12.78	stop_loss
06-23 04:56	BTC	Buy	64055.2→63621.8	-3.86	timeout
06-22 08:30	BTC	Buy	64020.2→64160.8	+0.59	timeout
06-22 07:25	BTC	Buy	64168.2→64217.8	-0.09	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 03:44	BTC	Buy	64419.2→64125.8	-2.79	timeout
06-21 04:50	BTC	Buy	63563.2→64389.8	+6.07	timeout
06-21 03:48	BTC	Buy	63435.2→64371.8	+6.94	timeout
06-21 01:58	BTC	Buy	63542.2→64234.8	+4.95	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 02:37	BTC	Buy	62911.1→63353.8	+3.08	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:37	BTC	Buy	64493.2→62874.4	-12.71	stop_loss
06-18 10:18	BTC	Buy	64904.2→63953.8	-7.86	timeout
06-17 19:57	BTC	Buy	65557.3→64163.8	-11.08	timeout
06-17 19:39	BTC	Buy	65835.3→64214.7	-12.77	stop_loss
06-17 17:47	BTC	Buy	65800.3→65812.7	-0.46	timeout
06-17 08:39	BTC	Buy	66588.3→64950.3	-12.79	stop_loss
06-16 19:24	BTC	Buy	66547.3→65678.7	-7.07	timeout
06-16 18:10	BTC	Buy	66772.3→66076.7	-5.74	timeout
06-16 15:42	BTC	Buy	66878.3→65843.7	-8.28	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.56	timeout
06-15 13:20	BTC	Buy	64024.2→66834.7	+21.52	take_profit
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 12:59	BTC	Buy	64303.2→66549.7	+17.04	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-14 12:37	BTC	Buy	64003.2→64285.8	+1.76	timeout
06-14 08:19	BTC	Buy	63792.2→64481.8	+4.92	timeout
06-14 04:47	BTC	Buy	63599.2→64337.8	+5.40	timeout
06-14 01:57	BTC	Buy	63781.2→64566.8	+5.73	timeout
06-12 20:57	BTC	Buy	63369.2→63441.8	+0.10	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.28	timeout
06-12 13:56	BTC	Buy	63076.2→63096.8	-0.36	timeout
06-12 11:04	BTC	Buy	63170.2→63808.8	+4.53	timeout
06-10 19:00	BTC	Buy	61726.1→61860.9	+0.58	timeout
06-10 16:13	BTC	Buy	61058.1→62351.9	+10.09	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 14:46	BTC	Buy	62763.1→61219.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63049.2→61498.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63169.2→61616.1	-12.74	stop_loss
06-09 14:19	BTC	Buy	63268.2→61711	-12.76	stop_loss
06-09 05:13	BTC	Buy	62554.1→63177.8	+4.53	timeout
06-09 04:09	BTC	Buy	62913.1→62874.9	-0.75	timeout
06-09 02:41	BTC	Buy	63048.2→62582.9	-4.13	timeout
06-08 22:53	BTC	Buy	63107.2→63304.8	+1.09	timeout
06-07 22:15	BTC	Buy	61395.1→64095.8	+21.56	take_profit
06-07 17:49	BTC	Buy	60576→62205.9	+13.04	timeout
06-07 16:11	BTC	Buy	60747→61962.9	+9.45	timeout
06-07 15:05	BTC	Buy	60545→61663.9	+8.78	timeout
06-06 23:56	BTC	Buy	60904→60874	-0.77	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61580.1→60063.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61842.1→60318.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61952.1→60427.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62381.1→60846.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62930.1→61378.2	-12.78	stop_loss
06-05 11:33	BTC	Buy	62504.1→62274.9	-2.32	timeout
06-05 06:17	BTC	Buy	63378.2→61817	-12.76	stop_loss
06-05 06:01	BTC	Buy	63670.2→62100.8	-12.73	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 02:47	BTC	Buy	63341.2→62657.9	-5.80	timeout

Paper vs Live

Paper (trades.jsonl)

128

closed

34%

win rate

-581.12

total pnl ($)

-90.5 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	128	34%	-90.5	-581.12

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 04:08	BTC	Buy	circuit_breaker
06-30 02:49	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…