deribit_basis_discount_mempool_filter_long · strategy

closed trades

45%

win rate

-203.57

total pnl ($)

0.700

weight

7d window — n=13 wr=31% pnl=-88.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 14:27	BTC	Buy	60602→60128	-4.39	timeout
06-28 08:07	BTC	Buy	60499→60143	-3.42	timeout
06-26 22:45	BTC	Buy	59798→59907	+0.43	timeout
06-26 16:42	BTC	Buy	59290→60162	+6.80	timeout
06-25 13:53	BTC	Buy	60632→58767.7	-15.74	stop_loss
06-25 13:53	BTC	Buy	60878→59015.5	-15.69	stop_loss
06-24 15:33	BTC	Buy	62554.1→60632.6	-15.79	stop_loss
06-24 15:33	BTC	Buy	62549.1→60632.6	-15.69	stop_loss
06-24 10:12	BTC	Buy	62424.1→62539.9	+0.42	timeout
06-23 08:24	BTC	Buy	64211.2→62240.8	-15.73	stop_loss
06-23 06:18	BTC	Buy	65011.3→63021.3	-15.77	stop_loss
06-22 14:29	BTC	Buy	64002.2→64944.8	+6.81	timeout
06-22 07:24	BTC	Buy	64197.2→64209.8	-0.38	timeout
06-21 06:46	BTC	Buy	63723.2→64279.8	+3.91	timeout
06-21 00:43	BTC	Buy	63571.2→64276.8	+5.04	timeout
06-20 01:11	BTC	Buy	62942.1→63399.8	+3.18	timeout
06-19 19:05	BTC	Buy	62649.1→63053.8	+2.76	timeout
06-18 15:53	BTC	Buy	64459.2→62487.6	-15.50	stop_loss
06-18 13:31	BTC	Buy	64924.2→64277.8	-5.41	timeout
06-17 13:07	BTC	Buy	66321.3→65052.7	-10.02	timeout
06-17 07:02	BTC	Buy	66377.3→65587.7	-6.38	timeout
06-16 10:14	BTC	Buy	65727.3→66505.7	+5.41	timeout
06-16 04:03	BTC	Buy	65815.3→66177.7	+2.35	timeout
06-15 05:40	BTC	Buy	64340.2→65701.7	+10.12	timeout
06-14 23:29	BTC	Buy	64456.2→65704.7	+9.26	timeout
06-14 04:37	BTC	Buy	63587.2→64408.8	+6.05	timeout
06-13 21:30	BTC	Buy	63497.2→64222.8	+5.24	timeout
06-12 23:41	BTC	Buy	63652.2→63510.8	-1.64	timeout
06-12 17:37	BTC	Buy	63197.2→63820.8	+4.47	timeout
06-11 16:01	BTC	Buy	62525.1→62765.9	+1.37	timeout
06-11 08:18	BTC	Buy	61596.1→62803.9	+9.21	timeout
06-10 15:09	BTC	Buy	61648.1→61969.9	+2.11	timeout
06-09 14:46	BTC	Buy	63183.2→61249.3	-15.77	stop_loss
06-09 14:18	BTC	Buy	63709.2→61756	-15.78	stop_loss
06-08 20:04	BTC	Buy	61476.1→63337.8	+14.66	timeout
06-08 13:53	BTC	Buy	61804.1→63749.8	+15.25	timeout
06-07 19:52	BTC	Buy	60593→61350.9	+5.86	timeout
06-07 13:34	BTC	Buy	60756→61829.9	+8.37	timeout
06-06 15:33	BTC	Buy	60560→60556	-0.48	timeout
06-06 04:33	BTC	Buy	61492.1→59611.2	-15.74	stop_loss
06-05 13:51	BTC	Buy	63044.2→61114.4	-15.76	stop_loss
06-05 09:45	BTC	Buy	62939.1→62808.9	-1.46	timeout
06-05 06:16	BTC	Buy	63860.2→61906.9	-15.70	stop_loss
06-04 10:29	BTC	Buy	64407.2→62436.6	-15.72	stop_loss
06-03 23:24	BTC	Buy	66345.3→64315.6	-15.73	stop_loss
06-03 23:02	BTC	Buy	66680.3→64639.4	-15.75	stop_loss
06-03 03:50	BTC	Buy	67481.4→65417	-15.75	stop_loss
06-02 14:23	BTC	Buy	70120.5→67975.6	-15.76	stop_loss
06-02 01:34	BTC	Buy	73171.7→70927	-15.90	stop_loss
06-01 18:12	BTC	Buy	73676.7→71404.7	-15.98	stop_loss
05-30 07:48	BTC	Buy	73375.7→73479.3	+0.21	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-203.57

total pnl ($)

-79.6 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	51	45%	-79.6	-203.57

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…