deribit_basis_discount_mean_rev_long_v6 · strategy

133

closed trades

45%

win rate

-210.22

total pnl ($)

0.750

weight

7d window — n=30 wr=37% pnl=-78.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:13	BTC	Buy	59984→59610	-3.56	timeout
06-28 09:54	BTC	Buy	60164→60252	+0.27	timeout
06-28 04:54	BTC	Buy	60793→60121	-5.98	timeout
06-27 21:42	BTC	Buy	60388→60253	-1.53	timeout
06-27 16:24	BTC	Buy	60416→60684	+1.78	timeout
06-27 06:50	BTC	Buy	59626→60397	+6.02	timeout
06-27 03:43	BTC	Buy	60436→60290	-1.66	timeout
06-26 18:04	BTC	Buy	59751→60070	+2.18	timeout
06-26 14:33	BTC	Buy	58695.9→59832	+9.20	timeout
06-26 03:38	BTC	Buy	59312→59295	-0.55	timeout
06-26 01:53	BTC	Buy	59182→59368	+1.12	timeout
06-25 13:42	BTC	Buy	61746.1→60227.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61759.1→60238.9	-12.75	stop_loss
06-25 05:52	BTC	Buy	59427→61606.9	+17.91	timeout
06-25 05:22	BTC	Buy	59332→61469.9	+17.58	timeout
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61395.1→59870.1	-12.85	stop_loss
06-24 14:02	BTC	Buy	62713.1→61159.3	-12.84	stop_loss
06-24 13:57	BTC	Buy	62750.1→61205.3	-12.76	stop_loss
06-24 11:01	BTC	Buy	62538.1→62433.9	-1.30	timeout
06-24 10:30	BTC	Buy	62595.1→62494.9	-1.28	timeout
06-23 20:41	BTC	Buy	62337.1→62452.9	+0.48	timeout
06-23 19:35	BTC	Buy	62884.1→62379.9	-4.47	timeout
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64176.2→62595.6	-12.77	stop_loss
06-22 23:50	BTC	Buy	64668.2→63939.8	-6.08	timeout
06-22 22:28	BTC	Buy	65502.3→63886.8	-12.78	stop_loss
06-22 12:59	BTC	Buy	63822.2→65130.7	+9.73	timeout
06-22 10:00	BTC	Buy	63711.2→64100.8	+2.57	timeout
06-21 23:58	BTC	Buy	64118.2→63263.8	-7.05	timeout
06-21 21:45	BTC	Buy	64104.2→63854.8	-2.40	timeout
06-21 09:55	BTC	Buy	64011.2→64186.8	+0.87	timeout
06-21 09:23	BTC	Buy	63918.2→63981.8	-0.03	timeout
06-20 21:40	BTC	Buy	63621.2→63921.8	+1.92	timeout
06-20 19:51	BTC	Buy	63712.2→63906.8	+1.09	timeout
06-20 09:00	BTC	Buy	63191.2→63410.8	+1.23	timeout
06-20 07:39	BTC	Buy	62982.1→63721.8	+5.42	timeout
06-19 19:38	BTC	Buy	62516.1→62978.9	+3.24	timeout
06-19 19:00	BTC	Buy	62883.1→63080.8	+1.11	timeout
06-19 05:58	BTC	Buy	62562.1→62700.9	+0.68	timeout
06-19 05:17	BTC	Buy	62497.1→62565.9	+0.13	timeout
06-18 15:53	BTC	Buy	64007.2→62430.6	-12.73	stop_loss
06-18 13:46	BTC	Buy	64532.2→63905.8	-5.30	timeout
06-18 12:41	BTC	Buy	64514.2→64181.8	-3.04	timeout
06-17 22:55	BTC	Buy	64799.2→64354.8	-3.88	timeout
06-17 19:29	BTC	Buy	65872.3→64250.6	-12.76	stop_loss
06-17 17:35	BTC	Buy	65839.3→65870.7	-0.25	timeout
06-17 07:41	BTC	Buy	65611.3→65511.7	-1.22	timeout
06-17 05:10	BTC	Buy	65802.3→65757.7	-0.81	timeout
06-16 18:59	BTC	Buy	66412.3→65819.7	-4.95	timeout
06-16 16:38	BTC	Buy	65859.3→65741.7	-1.39	timeout
06-16 05:13	BTC	Buy	66865.3→66015.7	-6.78	timeout
06-16 03:22	BTC	Buy	66630.3→65645.7	-7.83	timeout
06-15 16:02	BTC	Buy	65851.3→67102.6	+9.04	timeout
06-15 15:11	BTC	Buy	65644.3→66588.7	+6.75	timeout
06-15 03:15	BTC	Buy	64079.2→65696.7	+12.15	timeout
06-14 23:06	BTC	Buy	64439.2→65229.7	+5.66	timeout
06-14 15:00	BTC	Buy	64473.2→64024.8	-3.93	timeout
06-14 09:07	BTC	Buy	64288.2→64429.8	+0.62	timeout
06-14 01:14	BTC	Buy	64161.2→64624.8	+3.18	timeout
06-13 20:07	BTC	Buy	63756.2→64215.8	+3.15	timeout
06-13 12:38	BTC	Buy	63579.2→63991.8	+2.75	timeout
06-13 07:29	BTC	Buy	63723.2→63744.8	-0.29	timeout
06-13 00:32	BTC	Buy	63481.2→63540.8	-0.03	timeout
06-12 14:18	BTC	Buy	63578.2→63428.8	-1.66	timeout
06-12 12:16	BTC	Buy	63634.2→63593.8	-0.80	timeout
06-11 22:52	BTC	Buy	63020.2→63497.8	+3.27	timeout
06-11 22:06	BTC	Buy	62849.1→63560.8	+5.14	timeout
06-11 10:37	BTC	Buy	61320.1→62896.9	+12.33	timeout
06-11 09:53	BTC	Buy	61197.1→62926.9	+13.61	timeout
06-10 21:26	BTC	Buy	61063.1→61551.9	+3.54	timeout
06-10 20:17	BTC	Buy	61659.1→61744.9	+0.22	timeout
06-10 03:56	BTC	Buy	61151.1→62016.9	+6.68	timeout
06-10 03:08	BTC	Buy	61566.1→62016.9	+3.27	timeout
06-09 14:39	BTC	Buy	62867.1→61317.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63160.2→61606.1	-12.75	stop_loss
06-09 00:49	BTC	Buy	63962.2→62383.7	-12.80	stop_loss
06-08 22:33	BTC	Buy	63133.2→63300.8	+0.86	timeout
06-08 13:41	BTC	Buy	63008.2→63450.8	+3.04	timeout
06-08 08:47	BTC	Buy	61781.1→63064.8	+9.91	timeout
06-08 00:27	BTC	Buy	61945.1→63488.8	+11.98	timeout
06-07 19:00	BTC	Buy	62030.1→61989.9	-0.75	timeout
06-07 09:50	BTC	Buy	60832→62503.9	+13.29	timeout
06-07 05:50	BTC	Buy	60597→61693.9	+8.62	timeout
06-06 20:32	BTC	Buy	61452.1→60566	-7.62	timeout
06-06 16:36	BTC	Buy	59804→60533	+5.66	timeout
06-06 07:40	BTC	Buy	59752→60994	+9.91	timeout
06-06 04:10	BTC	Buy	61837.1→60315.8	-12.76	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60992→59492.3	-12.76	stop_loss
06-05 13:52	BTC	Buy	62599.1→61059.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62895.1→61348.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62718.1→61174.3	-12.75	stop_loss
06-05 06:20	BTC	Buy	63270.2→61709	-12.77	stop_loss
06-05 01:38	BTC	Buy	63985.2→63369.8	-5.25	timeout
06-04 22:16	BTC	Buy	62753.1→63283.8	+3.80	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.72	stop_loss
06-04 01:22	BTC	Buy	64288.2→62707.5	-12.74	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

133

closed

45%

win rate

-210.22

total pnl ($)

-31.3 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	133	45%	-31.3	-210.22

Recent bounces (last 20 of 4)

time	sym	side	reason
06-28 17:47	BTC	Buy	circuit_breaker
06-28 17:47	BTC	Buy	circuit_breaker
06-28 16:28	BTC	Buy	circuit_breaker
06-28 16:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…