deribit_basis_discount_threshold_long_v8 · strategy

105

closed trades

46%

win rate

-268.91

total pnl ($)

0.523

weight

7d window — n=21 wr=43% pnl=-113.64 · 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 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 16:09	BTC	Buy	60225→60776	+4.19	timeout
06-26 18:52	BTC	Buy	59457→59637	+0.94	timeout
06-26 17:53	BTC	Buy	59586→59950	+2.49	timeout
06-26 16:51	BTC	Buy	59326→60058	+5.62	timeout
06-26 15:46	BTC	Buy	59308→60252	+7.42	timeout
06-26 14:49	BTC	Buy	59459→59825	+2.58	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59624→58156	-12.69	stop_loss
06-25 13:57	BTC	Buy	59829→58333.9	-12.86	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60283→58772.7	-12.89	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61329.1→59820.1	-12.73	stop_loss
06-24 14:17	BTC	Buy	62595.1→61052.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 14:04	BTC	Buy	62559.1→61259.9	-10.82	timeout
06-24 14:02	BTC	Buy	62683.1→61140.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 08:20	BTC	Buy	62441.1→62626.9	+0.95	timeout
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 23:02	BTC	Buy	66189.3→65756.7	-3.81	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 13:44	BTC	Buy	66521.3→66092.7	-3.75	timeout
06-16 12:40	BTC	Buy	66331.3→66552.7	+1.14	timeout
06-16 11:33	BTC	Buy	66207.3→66394.7	+0.90	timeout
06-15 22:42	BTC	Buy	65367.3→66239.7	+6.18	timeout
06-15 13:20	BTC	Buy	64036.2→66847.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66594.7	+21.56	take_profit
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:04	BTC	Buy	64447.2→65905.7	+10.87	timeout
06-14 22:20	BTC	Buy	64428.2→65138.7	+5.02	timeout
06-14 20:13	BTC	Buy	64247.2→63794.8	-4.02	timeout
06-14 19:09	BTC	Buy	64176.2→63749.8	-3.85	timeout
06-14 11:45	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-13 21:50	BTC	Buy	63490.2→64476.8	+7.29	timeout
06-13 19:27	BTC	Buy	63734.2→64118.8	+2.56	timeout
06-13 18:25	BTC	Buy	63708.2→64107.8	+2.67	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 21:40	BTC	Buy	63470.2→63534.8	+0.02	timeout
06-12 18:39	BTC	Buy	63521.2→63800.8	+1.74	timeout
06-12 17:34	BTC	Buy	63194.2→63810.8	+4.41	timeout
06-12 10:03	BTC	Buy	62863.1→63687.8	+6.02	timeout
06-12 09:03	BTC	Buy	62925.1→63463.8	+3.76	timeout
06-11 20:11	BTC	Buy	61786.1→63485.8	+13.18	timeout
06-11 18:25	BTC	Buy	61927.1→63394.8	+11.29	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	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 18:52	BTC	Buy	61720.1→61722.9	-0.47	timeout
06-10 17:41	BTC	Buy	61765.1→61645.9	-1.46	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:39	BTC	Buy	62886.1→61339.2	-12.75	stop_loss
06-09 14:11	BTC	Buy	63494.2→61931.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63585.2→62020.9	-12.76	stop_loss
06-09 13:43	BTC	Buy	63476.2→62427.9	-8.71	timeout
06-09 13:19	BTC	Buy	63889.2→62308.7	-12.81	stop_loss
06-09 07:21	BTC	Buy	63114.2→63284.8	+0.85	timeout
06-08 17:26	BTC	Buy	62212.1→63575.8	+10.42	timeout
06-08 16:20	BTC	Buy	62198.1→63899.8	+13.15	timeout
06-08 14:18	BTC	Buy	61936.1→63704.8	+13.79	timeout
06-08 13:15	BTC	Buy	61729.1→63762.8	+15.99	timeout
06-08 06:52	BTC	Buy	62130.1→62954.9	+6.17	timeout
06-07 17:12	BTC	Buy	60673→62233.9	+12.39	timeout
06-07 16:06	BTC	Buy	60781→61934.9	+8.95	timeout
06-07 13:59	BTC	Buy	60785→61721.9	+7.24	timeout
06-07 12:57	BTC	Buy	61013.1→61877.9	+6.62	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	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-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→60621.6	-12.82	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→61352.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:21	BTC	Buy	64300.2→62718.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66564.3→64920.3	-12.85	stop_loss
06-03 19:54	BTC	Buy	66944.3→65297.1	-12.79	stop_loss
06-03 19:54	BTC	Buy	67041.4→65381	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

46%

win rate

-268.91

total pnl ($)

-50.8 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	105	46%	-50.8	-268.91

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…