deribit_basis_discount_threshold_long_v6 · strategy

108

closed trades

44%

win rate

-295.38

total pnl ($)

0.250

weight

7d window — n=26 wr=31% pnl=-164.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:58	BTC	Buy	60152→59690	-4.33	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.93	timeout
06-28 19:43	BTC	Buy	60172→59411	-6.76	timeout
06-28 18:39	BTC	Buy	60531→59566	-8.40	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 21:59	BTC	Buy	59893→60171	+1.94	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 17:17	BTC	Buy	59473→60078	+4.55	timeout
06-26 16:15	BTC	Buy	59733→60145	+2.90	timeout
06-26 15:10	BTC	Buy	59208→59888	+5.24	timeout
06-26 14:31	BTC	Buy	59228→59954	+5.63	timeout
06-25 13:59	BTC	Buy	59516→58052.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59774→58300.9	-12.70	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60826→59320.4	-12.77	stop_loss
06-25 13:48	BTC	Buy	60861→59362.3	-12.70	stop_loss
06-24 17:47	BTC	Buy	60600→59109.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60750→59252.4	-12.76	stop_loss
06-24 16:51	BTC	Buy	61313.1→59805.1	-12.73	stop_loss
06-24 15:56	BTC	Buy	61771.1→60250.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62421.1→60883.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62622.1→61079.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 13:47	BTC	Buy	62827.1→61281.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 15:10	BTC	Buy	66609.3→65803.7	-6.58	timeout
06-16 14:08	BTC	Buy	66337.3→66054.7	-2.66	timeout
06-16 13:08	BTC	Buy	66614.3→66297.7	-2.90	timeout
06-16 12:06	BTC	Buy	66181.3→66406.7	+1.17	timeout
06-16 11:01	BTC	Buy	65875.3→66494.7	+4.20	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.65	timeout
06-15 12:50	BTC	Buy	63762.2→66562.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64447.2→66251.7	+13.56	timeout
06-15 11:25	BTC	Buy	64531.2→66325.7	+13.45	timeout
06-15 10:24	BTC	Buy	64600.2→65698.7	+8.06	timeout
06-14 18:32	BTC	Buy	64154.2→63705.8	-4.04	timeout
06-14 13:18	BTC	Buy	64126.2→64364.8	+1.41	timeout
06-14 12:14	BTC	Buy	63920.2→64460.8	+3.79	timeout
06-14 11:10	BTC	Buy	63914.2→64509.8	+4.20	timeout
06-14 10:07	BTC	Buy	63753.2→64515.8	+5.49	timeout
06-13 18:25	BTC	Buy	63708.2→64107.8	+2.67	timeout
06-13 13:12	BTC	Buy	63408.2→64138.8	+5.24	timeout
06-13 12:01	BTC	Buy	63629.2→63938.8	+1.90	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-12 17:40	BTC	Buy	63211.2→63763.8	+3.90	timeout
06-12 12:28	BTC	Buy	62695.1→63459.8	+5.58	timeout
06-12 11:26	BTC	Buy	63100.2→63826.8	+5.23	timeout
06-12 10:17	BTC	Buy	62853.1→63719.8	+6.35	timeout
06-12 09:10	BTC	Buy	62851.1→63463.8	+4.36	timeout
06-11 17:20	BTC	Buy	62121.1→62384.9	+1.61	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:46	BTC	Buy	62733.1→61188.3	-12.78	stop_loss
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63800.2→62229.8	-12.75	stop_loss
06-09 13:19	BTC	Buy	63872.2→62301.7	-12.73	stop_loss
06-09 06:51	BTC	Buy	62949.1→63258.8	+1.95	timeout
06-09 00:31	BTC	Buy	64163.2→62583.6	-12.77	stop_loss
06-08 17:53	BTC	Buy	62112.1→63480.8	+10.48	timeout
06-08 15:52	BTC	Buy	62128.1→63910.8	+13.75	timeout
06-08 14:52	BTC	Buy	61887.1→63907.8	+15.84	timeout
06-08 13:50	BTC	Buy	61771.1→63528.8	+13.73	timeout
06-08 06:30	BTC	Buy	61997.1→63025.8	+7.83	timeout
06-07 16:59	BTC	Buy	60733→62046.9	+10.34	timeout
06-07 15:46	BTC	Buy	60889→62018.9	+8.81	timeout
06-07 14:42	BTC	Buy	60936→62013.9	+8.38	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60619.6	-12.83	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61351.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63502.2→61935.9	-12.72	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 01:55	BTC	Buy	62133.1→63315.8	+9.08	timeout
06-04 10:30	BTC	Buy	63974.2→62398.7	-12.74	stop_loss
06-04 10:29	BTC	Buy	64009.2→62432.6	-12.72	stop_loss
06-04 09:30	BTC	Buy	64281.2→62698.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64282.2→62701.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

44%

win rate

-295.38

total pnl ($)

-54.3 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	108	44%	-54.3	-295.38

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…