deribit_basis_discount_rolling_long · strategy

140

closed trades

40%

win rate

-501.52

total pnl ($)

0.381

weight

7d window — n=31 wr=39% pnl=-145.53 · 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 22:22	BTC	Buy	60030→59375	-5.92	timeout
06-28 21:20	BTC	Buy	60360→59666	-6.19	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 22:30	BTC	Buy	59856→60117	+1.79	timeout
06-27 21:30	BTC	Buy	59870→60446	+4.43	timeout
06-27 20:22	BTC	Buy	59713→60273	+4.30	timeout
06-26 18:34	BTC	Buy	59397→59814	+2.94	timeout
06-26 17:30	BTC	Buy	59571→60147	+4.27	timeout
06-26 16:21	BTC	Buy	59699→59993	+1.92	timeout
06-26 15:18	BTC	Buy	58995.9→59884	+6.99	timeout
06-25 13:58	BTC	Buy	59608→58142	-12.66	stop_loss
06-25 13:58	BTC	Buy	59669→58202	-12.65	stop_loss
06-25 13:53	BTC	Buy	60356→58871.6	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-24 17:20	BTC	Buy	60940→59429.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:49	BTC	Buy	61828.1→60305.8	-12.75	stop_loss
06-24 13:46	BTC	Buy	62860.1→61313.3	-12.75	stop_loss
06-24 12:11	BTC	Buy	62389.1→62822.9	+3.07	timeout
06-24 10:33	BTC	Buy	62301.1→62549.9	+1.55	timeout
06-24 09:18	BTC	Buy	62427.1→62709.9	+1.81	timeout
06-24 08:42	BTC	Buy	62409.1→62693.9	+1.82	timeout
06-23 06:21	BTC	Buy	64200.2→62619.5	-12.72	stop_loss
06-23 06:18	BTC	Buy	64595.2→62993.3	-12.71	stop_loss
06-23 05:23	BTC	Buy	64979.2→63379.1	-12.80	stop_loss
06-23 05:22	BTC	Buy	65047.3→63446.1	-12.80	stop_loss
06-22 22:28	BTC	Buy	65502.3→63891.8	-12.73	stop_loss
06-22 11:22	BTC	Buy	64274.2→64209.8	-1.10	timeout
06-22 10:20	BTC	Buy	64272.2→64138.8	-1.64	timeout
06-22 08:50	BTC	Buy	63908.2→64141.8	+1.23	timeout
06-22 05:36	BTC	Buy	64278.2→64191.8	-1.18	timeout
06-21 05:22	BTC	Buy	63702.2→64232.8	+3.71	timeout
06-21 03:05	BTC	Buy	63338.2→64218.8	+6.50	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.14	timeout
06-21 00:44	BTC	Buy	63583.2→64276.8	+5.00	timeout
06-20 03:16	BTC	Buy	62487.1→63343.8	+6.41	timeout
06-20 01:34	BTC	Buy	62834.1→63571.8	+5.43	timeout
06-19 23:51	BTC	Buy	62916.1→63277.8	+2.42	timeout
06-19 22:24	BTC	Buy	62820.1→63258.8	+3.01	timeout
06-18 15:57	BTC	Buy	63912.2→62301.7	-13.03	stop_loss
06-18 15:40	BTC	Buy	64299.2→62717.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64355.2→62767.5	-12.57	stop_loss
06-18 15:40	BTC	Buy	64367.2→62780.5	-12.54	stop_loss
06-18 11:54	BTC	Buy	64838.2→63924.8	-7.49	timeout
06-17 19:50	BTC	Buy	65648.3→64032.8	-12.74	stop_loss
06-17 19:41	BTC	Buy	65752.3→64135.7	-12.73	stop_loss
06-17 18:16	BTC	Buy	66016.3→65350.7	-5.53	timeout
06-17 05:24	BTC	Buy	66065.3→65769.7	-2.71	timeout
06-16 23:15	BTC	Buy	66244.3→65728.7	-4.41	timeout
06-16 15:34	BTC	Buy	66625.3→65824.7	-6.55	timeout
06-16 14:29	BTC	Buy	66496.3→65603.7	-7.24	timeout
06-16 03:37	BTC	Buy	65724.3→66007.7	+1.75	timeout
06-15 22:00	BTC	Buy	65341.3→66334.7	+7.11	timeout
06-15 13:24	BTC	Buy	64058.2→66870.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63757.2→66556.7	+21.52	take_profit
06-15 01:00	BTC	Buy	64546.2→65572.7	+7.47	timeout
06-14 20:45	BTC	Buy	64228.2→64020.8	-2.09	timeout
06-14 19:36	BTC	Buy	64205.2→63791.8	-3.72	timeout
06-14 18:30	BTC	Buy	64181.2→63706.8	-4.23	timeout
06-13 22:50	BTC	Buy	63488.2→64471.8	+7.27	timeout
06-13 19:57	BTC	Buy	63588.2→64301.8	+5.16	timeout
06-13 18:00	BTC	Buy	63848.2→63955.8	+0.37	timeout
06-13 16:54	BTC	Buy	63894.2→63979.8	+0.21	timeout
06-12 21:36	BTC	Buy	63457.2→63519.8	+0.00	timeout
06-12 19:17	BTC	Buy	63597.2→63650.8	-0.04	timeout
06-12 17:32	BTC	Buy	63319.2→63752.8	+2.96	timeout
06-12 15:54	BTC	Buy	62597.1→63834.8	+9.33	timeout
06-11 18:25	BTC	Buy	61892.1→63363.8	+11.31	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+1.54	timeout
06-11 16:22	BTC	Buy	62315.1→62678.9	+2.38	timeout
06-11 15:20	BTC	Buy	62129.1→62690.9	+3.98	timeout
06-10 17:33	BTC	Buy	61790.1→61784.9	-0.54	timeout
06-10 16:30	BTC	Buy	61013.1→62250.9	+9.60	timeout
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.66	timeout
06-10 14:07	BTC	Buy	62158.1→62178.9	-0.31	timeout
06-09 14:47	BTC	Buy	62692.1→61148.4	-12.77	stop_loss
06-09 14:43	BTC	Buy	62828.1→61283.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 13:19	BTC	Buy	63871.2→62300.7	-12.72	stop_loss
06-09 08:27	BTC	Buy	63052.2→62918.9	-1.53	timeout
06-09 07:25	BTC	Buy	63169.2→63239.8	+0.05	timeout
06-09 06:23	BTC	Buy	63027.2→63467.8	+2.99	timeout
06-08 15:25	BTC	Buy	61847.1→64060.8	+17.40	timeout
06-08 07:25	BTC	Buy	62204.1→63163.8	+7.23	timeout
06-08 06:25	BTC	Buy	61812.1→62979.9	+8.99	timeout
06-08 05:27	BTC	Buy	61823.1→62609.9	+5.91	timeout
06-07 15:21	BTC	Buy	60625→61738.9	+8.72	timeout
06-07 06:41	BTC	Buy	60968→62114.9	+9.00	timeout
06-07 05:39	BTC	Buy	60870→61803.9	+7.26	timeout
06-07 04:38	BTC	Buy	59607→61662.9	+16.81	timeout
06-06 14:31	BTC	Buy	60414→60793	+2.69	timeout
06-06 04:32	BTC	Buy	61192.1→59687.2	-12.75	stop_loss
06-06 04:27	BTC	Buy	61298.1→59786.1	-12.78	stop_loss
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 18:53	BTC	Buy	60690→59197.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:52	BTC	Buy	62592.1→61052.4	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

40%

win rate

-501.52

total pnl ($)

-71.4 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	40%	-71.4	-501.52

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…