deribit_basis_discount_volume_gated_long · strategy

closed trades

45%

win rate

-246.96

total pnl ($)

0.762

weight

7d window — n=21 wr=43% pnl=-67.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:33	BTC	Buy	59645→59912	+1.82	timeout
06-29 19:01	BTC	Buy	59935→60195	+1.64	timeout
06-29 11:44	BTC	Buy	59704→59818	+0.43	timeout
06-29 03:38	BTC	Buy	59902→59909	-0.40	timeout
06-28 20:38	BTC	Buy	60346→59677	-5.99	timeout
06-28 10:56	BTC	Buy	60177→60139	-0.79	timeout
06-28 04:54	BTC	Buy	60796→60131	-5.92	timeout
06-27 07:40	BTC	Buy	59939→60393	+3.31	timeout
06-27 01:01	BTC	Buy	59148→59992	+6.68	timeout
06-26 18:45	BTC	Buy	60280→59692	-5.39	timeout
06-26 12:19	BTC	Buy	59767→59537	-2.40	timeout
06-26 06:07	BTC	Buy	59630→59750	+0.56	timeout
06-25 13:48	BTC	Buy	61388.1→59507.3	-15.76	stop_loss
06-25 13:45	BTC	Buy	61686.1→59799.1	-15.72	stop_loss
06-25 11:58	BTC	Buy	61067.1→61225.9	+0.85	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 14:19	BTC	Buy	62770.1→60844.5	-15.78	stop_loss
06-24 14:19	BTC	Buy	62877.1→60946.5	-15.80	stop_loss
06-24 00:08	BTC	Buy	62460.1→62797.9	+2.27	timeout
06-23 17:49	BTC	Buy	63362.2→62478.9	-7.42	timeout
06-23 07:33	BTC	Buy	64405.2→62885.9	-12.26	timeout
06-23 01:23	BTC	Buy	65059.3→64170.8	-7.26	timeout
06-22 19:18	BTC	Buy	64188.2→64379.8	+1.02	timeout
06-22 13:08	BTC	Buy	63955.2→65037.7	+7.94	timeout
06-22 07:04	BTC	Buy	64197.2→64050.8	-1.60	timeout
06-22 01:08	BTC	Buy	64122.2→63953.8	-1.79	timeout
06-21 19:02	BTC	Buy	64240.2→64234.8	-0.47	timeout
06-21 12:44	BTC	Buy	64290.2→64012.8	-2.58	timeout
06-21 04:00	BTC	Buy	64013.2→64391.8	+2.51	timeout
06-20 17:51	BTC	Buy	63599.2→63802.8	+1.14	timeout
06-20 01:27	BTC	Buy	62762.1→63408.8	+4.70	timeout
06-19 19:23	BTC	Buy	62763.1→62983.9	+1.29	timeout
06-19 13:20	BTC	Buy	63027.2→62668.9	-3.25	timeout
06-19 07:18	BTC	Buy	62666.1→62732.9	+0.10	timeout
06-18 19:19	BTC	Buy	64124.2→62641.9	-11.90	timeout
06-18 15:56	BTC	Buy	64354.2→62385.7	-15.71	stop_loss
06-18 13:18	BTC	Buy	64622.2→64365.8	-2.44	timeout
06-18 07:15	BTC	Buy	65193.3→64079.8	-8.99	timeout
06-18 01:15	BTC	Buy	65071.3→64693.8	-3.40	timeout
06-17 19:09	BTC	Buy	65627.3→65174.7	-3.93	timeout
06-17 13:02	BTC	Buy	65727.3→65026.7	-5.81	timeout
06-17 07:03	BTC	Buy	65689.3→65589.7	-1.22	timeout
06-17 01:02	BTC	Buy	66374.3→65706.7	-5.51	timeout
06-16 19:00	BTC	Buy	66404.3→65792.7	-5.09	timeout
06-16 09:25	BTC	Buy	66507.3→66629.7	+0.47	timeout
06-15 22:56	BTC	Buy	65878.3→66189.7	+1.89	timeout
06-15 16:01	BTC	Buy	65876.3→67165.6	+9.34	timeout
06-15 09:20	BTC	Buy	64766.2→65721.7	+6.93	timeout
06-14 20:41	BTC	Buy	64455.2→64028.8	-3.78	timeout
06-14 14:31	BTC	Buy	64519.2→64113.8	-3.59	timeout
06-14 08:27	BTC	Buy	64226.2→64446.8	+1.26	timeout
06-14 02:13	BTC	Buy	64157.2→64606.8	+3.06	timeout
06-13 20:08	BTC	Buy	63768.2→64226.8	+3.15	timeout
06-13 09:14	BTC	Buy	63573.2→63776.8	+1.10	timeout
06-13 00:19	BTC	Buy	63632.2→63539.8	-1.23	timeout
06-12 17:44	BTC	Buy	63372.2→63784.8	+2.80	timeout
06-12 11:44	BTC	Buy	63615.2→63760.8	+0.66	timeout
06-12 05:43	BTC	Buy	63298.2→63366.8	+0.07	timeout
06-11 04:03	BTC	Buy	62477.1→62616.9	+0.60	timeout
06-10 20:18	BTC	Buy	61596.1→61812.9	+1.28	timeout
06-10 03:10	BTC	Buy	61638.1→62016.9	+2.68	timeout
06-09 14:46	BTC	Buy	63153.2→61217.3	-15.78	stop_loss
06-09 08:26	BTC	Buy	63236.2→62906.9	-3.05	timeout
06-09 02:24	BTC	Buy	63848.2→62655.9	-9.78	timeout
06-08 20:13	BTC	Buy	63132.2→63179.8	-0.09	timeout
06-08 14:08	BTC	Buy	63084.2→63739.8	+4.73	timeout
06-08 02:00	BTC	Buy	61732.1→63202.8	+11.43	timeout
06-07 22:15	BTC	Buy	61469.1→64168.8	+21.51	take_profit
06-07 19:48	BTC	Buy	62227.1→61197.9	-8.70	timeout
06-07 13:49	BTC	Buy	61540.1→61717.9	+0.98	timeout
06-07 07:40	BTC	Buy	60547→62178.9	+13.04	timeout
06-07 01:34	BTC	Buy	60756→61524.9	+5.85	timeout
06-06 04:33	BTC	Buy	61497.1→59615.2	-15.75	stop_loss
06-06 03:25	BTC	Buy	60917→60722	-2.06	timeout
06-05 13:56	BTC	Buy	62812.1→60889.5	-15.76	stop_loss
06-05 13:49	BTC	Buy	63135.2→61204.3	-15.74	stop_loss
06-05 06:20	BTC	Buy	63562.2→61614.1	-15.75	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+3.99	timeout
06-04 10:30	BTC	Buy	64355.2→62385.7	-15.72	stop_loss
06-04 00:30	BTC	Buy	65258.3→63262.2	-15.74	stop_loss
06-03 20:46	BTC	Buy	67092.4→65040.2	-15.76	stop_loss
06-03 16:39	BTC	Buy	66341.3→65890.7	-3.88	timeout
06-03 11:33	BTC	Buy	66509.3→67225.6	+4.87	timeout
06-03 03:57	BTC	Buy	67283.4→65898.7	-10.75	timeout
06-02 14:23	BTC	Buy	70109.5→67962.6	-15.78	stop_loss
06-02 13:36	BTC	Buy	70957.5→68783.2	-15.79	stop_loss
06-02 08:06	BTC	Buy	71549.6→70049.5	-11.01	timeout
06-01 03:42	BTC	Buy	73652.7→73785.3	+0.42	timeout
05-31 19:26	BTC	Buy	73881.7→73449.3	-3.39	timeout
05-31 07:49	BTC	Buy	74030.7→73847.3	-1.76	timeout
05-30 02:54	BTC	Buy	72946.6→73745.3	+5.00	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 02:37	BTC	Buy	72923.6→73436.3	+3.00	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-246.96

total pnl ($)

-52.3 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	94	45%	-52.3	-246.96

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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