deribit_basis_discount_threshold_long_v2 · strategy

100

closed trades

45%

win rate

-285.55

total pnl ($)

0.623

weight

7d window — n=18 wr=44% pnl=-98.56 · 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 21:57	BTC	Buy	59941→60178	+1.59	timeout
06-26 19:24	BTC	Buy	59166→59861	+5.33	timeout
06-26 18:25	BTC	Buy	59532→59996	+3.32	timeout
06-26 17:23	BTC	Buy	59461→60100	+4.81	timeout
06-26 16:12	BTC	Buy	59661→60140	+3.47	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-25 18:00	BTC	Buy	59423→59642	+1.42	timeout
06-25 13:59	BTC	Buy	59499→58036.1	-12.65	stop_loss
06-25 13:55	BTC	Buy	59863→58390.9	-12.65	stop_loss
06-25 13:54	BTC	Buy	60060→58582.8	-12.66	stop_loss
06-25 13:51	BTC	Buy	60670→59177.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60531→59042.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61344.1→59832.1	-12.75	stop_loss
06-24 15:46	BTC	Buy	61870.1→60345.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62451.1→60880.5	-12.99	stop_loss
06-24 13:57	BTC	Buy	62768.1→61221.3	-12.73	stop_loss
06-24 13:47	BTC	Buy	62828.1→61279.3	-12.77	stop_loss
06-24 08:25	BTC	Buy	62219.1→62661.9	+3.09	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.82	stop_loss
06-16 14:17	BTC	Buy	66481.3→65836.7	-5.38	timeout
06-16 13:21	BTC	Buy	66831.3→66160.7	-5.55	timeout
06-16 12:12	BTC	Buy	66257.3→66497.7	+1.29	timeout
06-15 13:45	BTC	Buy	64342.2→66505.7	+16.37	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 12:40	BTC	Buy	64316.2→66332.7	+15.25	timeout
06-15 11:32	BTC	Buy	64592.2→66159.7	+11.69	timeout
06-15 10:29	BTC	Buy	64574.2→65694.7	+8.22	timeout
06-14 20:25	BTC	Buy	64226.2→63889.8	-3.10	timeout
06-14 12:54	BTC	Buy	64078.2→64270.8	+1.05	timeout
06-14 11:50	BTC	Buy	63881.2→64577.8	+5.01	timeout
06-14 10:47	BTC	Buy	63864.2→64528.8	+4.75	timeout
06-14 09:43	BTC	Buy	63776.2→64521.8	+5.36	timeout
06-13 19:38	BTC	Buy	63749.2→64228.8	+3.31	timeout
06-13 12:38	BTC	Buy	63472.2→63995.8	+3.59	timeout
06-13 11:28	BTC	Buy	63815.2→63937.8	+0.42	timeout
06-13 10:09	BTC	Buy	63721.2→63744.8	-0.35	timeout
06-13 08:59	BTC	Buy	63455.2→63776.8	+2.00	timeout
06-12 17:57	BTC	Buy	63406.2→63800.8	+2.64	timeout
06-12 11:20	BTC	Buy	63088.2→63776.8	+4.93	timeout
06-12 10:15	BTC	Buy	62892.1→63697.8	+5.87	timeout
06-12 09:15	BTC	Buy	62822.1→63527.8	+5.08	timeout
06-12 08:12	BTC	Buy	62774.1→63283.8	+3.54	timeout
06-11 17:24	BTC	Buy	62064.1→62366.9	+1.90	timeout
06-11 11:02	BTC	Buy	61357.1→63116.8	+13.75	timeout
06-11 09:57	BTC	Buy	61358.1→62877.9	+11.80	timeout
06-11 08:53	BTC	Buy	61260.1→62908.9	+12.90	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 16:39	BTC	Buy	60818→62258.9	+11.31	timeout
06-09 14:46	BTC	Buy	62785.1→61239.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61591.1	-12.82	stop_loss
06-09 14:18	BTC	Buy	63303.2→61746	-12.75	stop_loss
06-09 14:11	BTC	Buy	63588.2→62023.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63690.2→62113.8	-12.81	stop_loss
06-09 06:40	BTC	Buy	62957.1→63336.8	+2.51	timeout
06-09 00:49	BTC	Buy	63936.2→62360.7	-12.78	stop_loss
06-08 22:19	BTC	Buy	63207.2→63230.8	-0.30	timeout
06-08 18:00	BTC	Buy	62142.1→63545.8	+10.74	timeout
06-08 14:59	BTC	Buy	61884.1→63963.8	+16.32	timeout
06-08 13:57	BTC	Buy	61769.1→63766.8	+15.68	timeout
06-08 06:28	BTC	Buy	61928.1→63015.8	+8.32	timeout
06-07 21:20	BTC	Buy	60850→61837.9	+7.69	timeout
06-07 16:54	BTC	Buy	60806→62177.9	+10.81	timeout
06-07 14:41	BTC	Buy	60946→61986.9	+8.07	timeout
06-07 13:31	BTC	Buy	60746→61846.9	+8.59	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.32	timeout
06-06 20:09	BTC	Buy	60857→60528	-3.08	timeout
06-06 16:04	BTC	Buy	60216→60882	+5.14	timeout
06-06 04:15	BTC	Buy	61530.1→60016	-12.76	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60758→59263.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60467.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62162.1→60633.6	-12.74	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 11:48	BTC	Buy	62432.1→62169.9	-2.58	timeout
06-05 06:23	BTC	Buy	62755.1→61208.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62753.1→61208.3	-12.70	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-05 06:16	BTC	Buy	63476.2→61913.9	-12.69	stop_loss
06-05 02:25	BTC	Buy	62835.1→62805.9	-0.67	timeout
06-04 10:49	BTC	Buy	63868.2→62297.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:24	BTC	Buy	64564.2→62976.3	-12.74	stop_loss
06-04 02:02	BTC	Buy	63393.2→61834	-12.75	stop_loss
06-04 01:16	BTC	Buy	64517.2→62929.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65284.3→63679	-12.74	stop_loss
06-03 23:51	BTC	Buy	65759.3→64139.7	-12.76	stop_loss
06-03 20:44	BTC	Buy	66770.3→65128.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67044.4→65396	-12.77	stop_loss
06-03 19:53	BTC	Buy	67099.4→65444	-12.82	stop_loss
06-03 19:53	BTC	Buy	67102.4→65452	-12.78	stop_loss
06-03 16:27	BTC	Buy	67175.4→65518.9	-12.80	stop_loss
06-03 03:50	BTC	Buy	67227.4→65565.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67405.4→65738.8	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

100

closed

45%

win rate

-285.55

total pnl ($)

-56.7 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	100	45%	-56.7	-285.55

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…