deribit_basis_discount_mid_vol · strategy

closed trades

42%

win rate

-264.64

total pnl ($)

0.637

weight

7d window — n=24 wr=38% pnl=-78.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:59	BTC	Buy	60399→59623	-6.85	timeout
06-29 23:37	BTC	Buy	59923→60233	+2.15	timeout
06-29 16:25	BTC	Buy	59943→59574	-3.60	timeout
06-29 10:18	BTC	Buy	59425→60282	+6.69	timeout
06-28 23:44	BTC	Buy	60259→59695	-5.17	timeout
06-28 17:11	BTC	Buy	60005→59588	-3.91	timeout
06-28 08:34	BTC	Buy	60239→60190	-0.86	timeout
06-28 02:26	BTC	Buy	60622→60055	-5.13	timeout
06-27 19:55	BTC	Buy	60543→60129	-3.84	timeout
06-27 00:49	BTC	Buy	59196→59997	+6.31	timeout
06-26 18:26	BTC	Buy	59968→59951	-0.65	timeout
06-26 11:55	BTC	Buy	59785→59344	-4.17	timeout
06-26 05:45	BTC	Buy	59481→59767	+1.96	timeout
06-25 13:48	BTC	Buy	61205.1→59332.4	-15.74	stop_loss
06-25 13:46	BTC	Buy	61638.1→59751.1	-15.73	stop_loss
06-25 11:35	BTC	Buy	61021.1→61231.9	+1.27	timeout
06-25 05:29	BTC	Buy	59723→61589.9	+15.19	timeout
06-24 15:33	BTC	Buy	62591.1→60676.6	-15.73	stop_loss
06-24 14:19	BTC	Buy	62847.1→60885.5	-16.05	stop_loss
06-24 11:49	BTC	Buy	62714.1→62940.9	+1.35	timeout
06-24 05:42	BTC	Buy	62507.1→62952.9	+3.09	timeout
06-23 23:18	BTC	Buy	62375.1→62509.9	+0.64	timeout
06-23 17:46	BTC	Buy	63373.2→62489.9	-7.42	timeout
06-23 07:38	BTC	Buy	64434.2→62959.9	-11.90	timeout
06-23 01:25	BTC	Buy	65029.3→64142.8	-7.25	timeout
06-22 19:25	BTC	Buy	64218.2→64329.8	+0.40	timeout
06-22 13:12	BTC	Buy	63858.2→65121.7	+9.37	timeout
06-22 07:05	BTC	Buy	64152.2→64074.8	-1.07	timeout
06-22 01:04	BTC	Buy	64082.2→63899.8	-1.91	timeout
06-21 19:00	BTC	Buy	64269.2→64165.8	-1.23	timeout
06-21 12:43	BTC	Buy	64282.2→64035.8	-2.34	timeout
06-21 05:45	BTC	Buy	63797.2→64253.8	+3.13	timeout
06-20 13:30	BTC	Buy	63483.2→63328.8	-1.69	timeout
06-20 07:28	BTC	Buy	62974.1→63736.8	+5.60	timeout
06-20 01:26	BTC	Buy	62728.1→63392.8	+4.85	timeout
06-19 19:22	BTC	Buy	62757.1→62987.9	+1.37	timeout
06-19 13:44	BTC	Buy	62881.1→63038.8	+0.85	timeout
06-19 07:26	BTC	Buy	62777.1→62775.9	-0.44	timeout
06-19 01:54	BTC	Buy	64050.2→62952.9	-8.96	timeout
06-18 15:53	BTC	Buy	64433.2→62456.6	-15.66	stop_loss
06-18 13:41	BTC	Buy	64597.2→63969.8	-5.30	timeout
06-18 07:25	BTC	Buy	64608.2→64214.8	-3.48	timeout
06-18 01:15	BTC	Buy	65046.3→64705.8	-3.10	timeout
06-17 19:15	BTC	Buy	65671.3→65326.7	-3.10	timeout
06-17 13:02	BTC	Buy	65713.3→65026.7	-5.70	timeout
06-17 07:03	BTC	Buy	65675.3→65562.7	-1.32	timeout
06-17 01:00	BTC	Buy	66397.3→65688.7	-5.82	timeout
06-16 18:59	BTC	Buy	66412.3→65805.7	-5.05	timeout
06-16 04:05	BTC	Buy	67121.4→66216.7	-7.17	timeout
06-15 22:05	BTC	Buy	65684.3→66406.7	+5.02	timeout
06-15 16:01	BTC	Buy	65864.3→67138.6	+9.24	timeout
06-15 07:27	BTC	Buy	63788.2→65917.7	+16.23	timeout
06-14 23:17	BTC	Buy	64529.2→65598.7	+7.81	timeout
06-14 17:15	BTC	Buy	64332.2→63934.8	-3.58	timeout
06-14 11:12	BTC	Buy	64426.2→64509.8	+0.20	timeout
06-14 05:12	BTC	Buy	63940.2→64324.8	+2.57	timeout
06-13 23:07	BTC	Buy	63848.2→64425.8	+4.06	timeout
06-13 16:43	BTC	Buy	63593.2→64032.8	+3.01	timeout
06-13 09:13	BTC	Buy	63573.2→63787.8	+1.19	timeout
06-12 20:28	BTC	Buy	63476.2→63497.8	-0.29	timeout
06-12 14:38	BTC	Buy	63581.2→63690.8	+0.38	timeout
06-12 08:32	BTC	Buy	63337.2→63436.8	+0.29	timeout
06-12 01:56	BTC	Buy	63074.2→63390.8	+2.00	timeout
06-11 04:00	BTC	Buy	62609.1→62630.9	-0.35	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61566.1→62016.9	+3.27	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:14	BTC	Buy	63227.2→62877.9	-3.23	timeout
06-09 02:15	BTC	Buy	63790.2→62623.9	-9.58	timeout
06-08 20:05	BTC	Buy	63180.2→63351.8	+0.89	timeout
06-08 14:00	BTC	Buy	63209.2→63709.8	+3.49	timeout
06-08 08:36	BTC	Buy	61697.1→63113.8	+10.98	timeout
06-08 02:20	BTC	Buy	61908.1→62953.9	+7.97	timeout
06-07 19:50	BTC	Buy	62207.1→61307.9	-7.66	timeout
06-07 14:25	BTC	Buy	61279.1→62038.9	+5.74	timeout
06-07 07:52	BTC	Buy	60593→62212.9	+12.95	timeout
06-07 01:34	BTC	Buy	60756→61530.9	+5.89	timeout
06-06 04:33	BTC	Buy	61492.1→59611.2	-15.75	stop_loss
06-06 03:25	BTC	Buy	60895→60704	-2.03	timeout
06-05 13:56	BTC	Buy	62890.1→60966.5	-15.75	stop_loss
06-05 13:51	BTC	Buy	63072.2→61139.4	-15.77	stop_loss
06-05 06:20	BTC	Buy	63616.2→61670.1	-15.72	stop_loss
06-05 03:51	BTC	Buy	63799.2→62772.9	-8.46	timeout
06-04 21:44	BTC	Buy	62874.1→63396.8	+3.72	timeout
06-04 10:30	BTC	Buy	64324.2→62356.7	-15.71	stop_loss
06-04 00:39	BTC	Buy	64998.2→63010.3	-15.74	stop_loss
06-03 20:46	BTC	Buy	67092.4→65025.2	-15.87	stop_loss
06-03 16:38	BTC	Buy	66354.3→65846.7	-4.30	timeout
06-03 11:15	BTC	Buy	66729.3→67266.6	+3.51	timeout
06-03 03:48	BTC	Buy	67322.4→65794.7	-11.80	timeout
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.75	stop_loss
06-02 14:00	BTC	Buy	70843.5→68676.2	-15.77	stop_loss
06-02 07:24	BTC	Buy	71453.6→70057.5	-10.29	timeout
06-01 23:18	BTC	Buy	72696.6→71454.4	-9.07	timeout
06-01 15:25	BTC	Buy	73936.7→71098.9	-19.71	stop_loss
05-31 23:14	BTC	Buy	73878.7→73922.3	-0.14	timeout
05-31 03:24	BTC	Buy	73856.7→74144.3	+1.47	timeout
05-29 19:47	BTC	Buy	73373.7→73651.3	+1.42	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+3.01	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-264.64

total pnl ($)

-53.3 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	99	42%	-53.3	-264.64

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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