deribit_basis_discount_mean_rev_long_v7 · strategy

140

closed trades

44%

win rate

-476.47

total pnl ($)

0.398

weight

7d window — n=33 wr=36% pnl=-142.24 · 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 04:15	BTC	Buy	60354→60192	-1.80	timeout
06-27 21:05	BTC	Buy	59670→60317	+5.03	timeout
06-27 19:59	BTC	Buy	59809→60142	+2.39	timeout
06-27 16:52	BTC	Buy	60023→60776	+5.81	timeout
06-27 02:53	BTC	Buy	58466.9→60315	+15.34	timeout
06-26 20:23	BTC	Buy	59593→59683	+0.20	timeout
06-26 19:19	BTC	Buy	59204→59949	+5.72	timeout
06-26 15:26	BTC	Buy	59260→60324	+8.44	timeout
06-26 02:21	BTC	Buy	59798→58324.9	-12.75	stop_loss
06-25 13:58	BTC	Buy	59565→58097	-12.69	stop_loss
06-25 13:58	BTC	Buy	59633→58164	-12.69	stop_loss
06-25 13:55	BTC	Buy	59845→58371.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60513→59022.5	-12.69	stop_loss
06-24 17:20	BTC	Buy	60894→59373.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61222.1→59715.1	-12.74	stop_loss
06-24 15:08	BTC	Buy	62329.1→60796.5	-12.73	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62611.1→61070.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62703.1→61160.3	-12.75	stop_loss
06-24 10:42	BTC	Buy	62218.1→62597.9	+2.55	timeout
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:24	BTC	Buy	63785.2→62215.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63987.2→62404.7	-12.83	stop_loss
06-23 05:59	BTC	Buy	64202.2→63354.8	-7.08	timeout
06-23 03:48	BTC	Buy	64126.2→63967.8	-1.69	timeout
06-23 02:42	BTC	Buy	64524.2→64178.8	-3.13	timeout
06-22 20:02	BTC	Buy	64163.2→64583.8	+2.79	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-22 02:08	BTC	Buy	64213.2→64515.8	+1.82	timeout
06-21 18:56	BTC	Buy	63761.2→64141.8	+2.58	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 01:58	BTC	Buy	63542.2→64232.8	+4.93	timeout
06-21 00:46	BTC	Buy	63543.2→64254.8	+5.09	timeout
06-20 18:42	BTC	Buy	63035.2→63808.8	+5.70	timeout
06-19 23:30	BTC	Buy	62873.1→63285.8	+2.80	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:51	BTC	Buy	64125.2→62548.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64214.2→62634.5	-12.66	stop_loss
06-18 15:40	BTC	Buy	64317.2→62734.5	-12.57	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.55	stop_loss
06-18 10:17	BTC	Buy	64907.2→63946.8	-7.96	timeout
06-18 09:14	BTC	Buy	64970.2→64339.8	-5.35	timeout
06-17 19:50	BTC	Buy	65670.3→64046.8	-12.82	stop_loss
06-17 19:38	BTC	Buy	65849.3→64224.7	-12.81	stop_loss
06-17 08:31	BTC	Buy	66745.3→65104.2	-12.73	stop_loss
06-17 08:07	BTC	Buy	66336.3→65408.7	-7.41	timeout
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 03:22	BTC	Buy	65701.3→65718.7	-0.35	timeout
06-16 07:01	BTC	Buy	65700.3→66385.7	+4.85	timeout
06-16 05:49	BTC	Buy	65752.3→66023.7	+1.67	timeout
06-16 04:00	BTC	Buy	65873.3→66119.7	+1.46	timeout
06-16 02:18	BTC	Buy	65696.3→66055.7	+2.28	timeout
06-15 06:18	BTC	Buy	64442.2→65878.7	+10.68	timeout
06-15 05:14	BTC	Buy	64315.2→65652.7	+9.92	timeout
06-15 03:05	BTC	Buy	64470.2→65548.7	+7.88	timeout
06-15 01:59	BTC	Buy	64575.2→65469.7	+6.45	timeout
06-14 06:10	BTC	Buy	63582.2→64427.8	+6.21	timeout
06-14 04:41	BTC	Buy	63583.2→64403.8	+6.05	timeout
06-14 02:44	BTC	Buy	63609.2→64484.8	+6.46	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-12 22:41	BTC	Buy	63497.2→63491.8	-0.54	timeout
06-12 21:37	BTC	Buy	63458.2→63538.8	+0.13	timeout
06-12 20:34	BTC	Buy	63367.2→63501.8	+0.58	timeout
06-12 18:37	BTC	Buy	63494.2→63755.8	+1.60	timeout
06-11 21:46	BTC	Buy	61623.1→63503.8	+14.67	timeout
06-11 20:00	BTC	Buy	61878.1→63554.8	+12.97	timeout
06-11 18:55	BTC	Buy	61743.1→63466.8	+13.37	timeout
06-11 17:15	BTC	Buy	62059.1→62440.9	+2.53	timeout
06-10 17:48	BTC	Buy	61604.1→61951.9	+2.33	timeout
06-10 16:47	BTC	Buy	61381.1→61982.9	+4.38	timeout
06-10 15:45	BTC	Buy	61338.1→62361.9	+7.84	timeout
06-10 14:43	BTC	Buy	61328.1→62021.9	+5.18	timeout
06-09 14:29	BTC	Buy	63123.2→61566.1	-12.79	stop_loss
06-09 14:21	BTC	Buy	63179.2→61624.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63377.2→61816	-12.77	stop_loss
06-09 14:17	BTC	Buy	63390.2→61826	-12.79	stop_loss
06-09 07:32	BTC	Buy	63204.2→63124.8	-1.13	timeout
06-09 05:58	BTC	Buy	62688.1→63328.8	+4.62	timeout
06-08 22:38	BTC	Buy	63231.2→63304.8	+0.10	timeout
06-08 21:34	BTC	Buy	61717.1→63643.8	+15.12	timeout
06-08 05:55	BTC	Buy	61713.1→62670.9	+7.31	timeout
06-08 04:53	BTC	Buy	61800.1→62776.9	+7.44	timeout
06-07 20:21	BTC	Buy	60553→61753.9	+9.50	timeout
06-07 16:01	BTC	Buy	60795→62053.9	+9.87	timeout
06-07 05:31	BTC	Buy	60711→61759.9	+8.22	timeout
06-07 04:29	BTC	Buy	59922→61512.9	+12.83	timeout
06-06 20:11	BTC	Buy	60713→60545	-1.76	timeout
06-06 15:48	BTC	Buy	60238→60732	+3.66	timeout
06-06 04:27	BTC	Buy	61313.1→59801.1	-12.78	stop_loss
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59289→61891.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60705→59212.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61010.1→59509.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

44%

win rate

-476.47

total pnl ($)

-67.8 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	140	44%	-67.8	-476.47

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…