deribit_basis_discount_mean_rev_long_x2189872 · strategy

130

closed trades

45%

win rate

-322.11

total pnl ($)

0.422

weight

7d window — n=29 wr=38% pnl=-131.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:39	BTC	Buy	60188→60744	+4.18	timeout
06-27 06:13	BTC	Buy	59731→60081	+2.48	timeout
06-27 05:08	BTC	Buy	59829→60216	+2.79	timeout
06-27 03:42	BTC	Buy	59417→60294	+6.93	timeout
06-27 02:37	BTC	Buy	58848.9→60222	+11.21	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	59604→58137	-12.68	stop_loss
06-25 13:58	BTC	Buy	59617→58151	-12.67	stop_loss
06-25 13:57	BTC	Buy	59791→58312.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60447→58957.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60710→59217.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60903→59401.3	-12.76	stop_loss
06-24 17:20	BTC	Buy	60952→59440.3	-12.83	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 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 06:22	BTC	Buy	64105.2→62526.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64231.2→62645.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64297.2→62715.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64625.2→63036.3	-12.77	stop_loss
06-22 08:27	BTC	Buy	64028.2→64233.8	+1.10	timeout
06-22 07:24	BTC	Buy	64188.2→64209.8	-0.31	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:47	BTC	Buy	64400.2→64082.8	-2.98	timeout
06-21 06:57	BTC	Buy	63730.2→64263.8	+3.74	timeout
06-21 05:54	BTC	Buy	63675.2→64204.8	+3.71	timeout
06-21 04:54	BTC	Buy	63574.2→64293.8	+5.22	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 02:10	BTC	Buy	63473.2→64222.8	+5.42	timeout
06-20 04:59	BTC	Buy	62423.1→63535.8	+8.47	timeout
06-20 03:49	BTC	Buy	62655.1→63428.8	+5.74	timeout
06-20 02:44	BTC	Buy	62916.1→63339.8	+2.92	timeout
06-20 01:39	BTC	Buy	62868.1→63587.8	+5.27	timeout
06-20 00:32	BTC	Buy	63013.2→63616.8	+4.31	timeout
06-18 15:55	BTC	Buy	63973.2→62396.7	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62807.4	-12.68	stop_loss
06-18 09:14	BTC	Buy	64970.2→64339.8	-5.35	timeout
06-17 19:42	BTC	Buy	65729.3→64108.7	-12.80	stop_loss
06-17 19:40	BTC	Buy	65822.3→64203.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65611.3→64313.8	-10.37	timeout
06-17 18:38	BTC	Buy	65791.3→65613.7	-1.90	timeout
06-17 08:31	BTC	Buy	66745.3→65104.2	-12.73	stop_loss
06-16 21:22	BTC	Buy	66501.3→65713.7	-6.46	timeout
06-16 20:22	BTC	Buy	66528.3→65811.7	-5.93	timeout
06-16 19:22	BTC	Buy	66458.3→65678.7	-6.40	timeout
06-16 18:07	BTC	Buy	66808.3→66073.7	-6.02	timeout
06-16 08:07	BTC	Buy	65716.3→66329.7	+4.28	timeout
06-15 13:35	BTC	Buy	64261.2→66840.7	+19.64	timeout
06-15 13:20	BTC	Buy	64024.2→66834.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63914.2→66720.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64448.2→66254.7	+13.58	timeout
06-15 07:00	BTC	Buy	64265.2→65780.7	+11.32	timeout
06-14 12:37	BTC	Buy	64003.2→64285.8	+1.77	timeout
06-14 11:05	BTC	Buy	63833.2→64445.8	+4.34	timeout
06-14 08:19	BTC	Buy	63793.2→64480.8	+4.91	timeout
06-14 04:41	BTC	Buy	63583.2→64403.8	+6.05	timeout
06-14 01:51	BTC	Buy	63779.2→64602.8	+6.04	timeout
06-13 07:25	BTC	Buy	62989.1→63704.8	+5.22	timeout
06-13 01:22	BTC	Buy	63391.2→63623.8	+1.35	timeout
06-12 23:04	BTC	Buy	63394.2→63437.8	-0.18	timeout
06-12 17:39	BTC	Buy	63167.2→63810.8	+4.63	timeout
06-12 11:01	BTC	Buy	63120.2→63677.8	+3.89	timeout
06-12 07:05	BTC	Buy	62632.1→63069.8	+3.00	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-11 14:48	BTC	Buy	61964.1→62881.9	+6.86	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.08	timeout
06-10 16:29	BTC	Buy	61025.1→62244.9	+9.45	timeout
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 14:16	BTC	Buy	63447.2→61886.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62175.8	-12.77	stop_loss
06-09 06:11	BTC	Buy	62944.1→63346.8	+2.70	timeout
06-09 00:48	BTC	Buy	63995.2→62421.7	-12.75	stop_loss
06-08 23:04	BTC	Buy	62801.1→63429.8	+4.53	timeout
06-08 13:42	BTC	Buy	61705.1→63473.8	+13.84	timeout
06-07 22:14	BTC	Buy	60792→63460.8	+21.51	take_profit
06-07 16:57	BTC	Buy	60700→61975.9	+10.03	timeout
06-07 15:51	BTC	Buy	60818→62068.9	+9.81	timeout
06-07 14:47	BTC	Buy	60939→61819.9	+6.76	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-06 23:57	BTC	Buy	60922→60874	-0.90	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61602.1→60086.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61855.1→60332.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

130

closed

45%

win rate

-322.11

total pnl ($)

-49.2 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	130	45%	-49.2	-322.11

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…