deribit_basis_discount_volume_surge_long_v2 · strategy

closed trades

44%

win rate

-158.19

total pnl ($)

0.799

weight

7d window — n=13 wr=31% pnl=-71.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:11	BTC	Buy	60576→60113	-4.26	timeout
06-27 20:17	BTC	Buy	60441→60236	-2.12	timeout
06-26 20:23	BTC	Buy	60289→59695	-5.43	timeout
06-26 02:35	BTC	Buy	59903→58860.1	-9.14	timeout
06-25 13:45	BTC	Buy	61874.1→59967	-15.85	stop_loss
06-25 13:25	BTC	Buy	60806→61167.9	+2.54	timeout
06-25 06:47	BTC	Buy	59541→61714.9	+17.82	timeout
06-24 15:08	BTC	Buy	62737.1→60817.5	-15.74	stop_loss
06-24 04:03	BTC	Buy	62417.1→62713.9	+1.90	timeout
06-23 21:54	BTC	Buy	62389.1→62591.9	+1.18	timeout
06-23 08:27	BTC	Buy	64013.2→62054.9	-15.73	stop_loss
06-23 06:23	BTC	Buy	64471.2→62497.6	-15.77	stop_loss
06-23 02:01	BTC	Buy	65462.3→64113.8	-10.74	timeout
06-21 15:35	BTC	Buy	64332.2→64163.8	-1.73	timeout
06-21 09:30	BTC	Buy	63910.2→64022.8	+0.36	timeout
06-21 03:27	BTC	Buy	64176.2→64394.8	+1.25	timeout
06-20 05:01	BTC	Buy	62922.1→63532.8	+4.41	timeout
06-19 21:03	BTC	Buy	62616.1→63135.8	+3.68	timeout
06-19 15:19	BTC	Buy	62378.1→63131.8	+5.64	timeout
06-19 08:54	BTC	Buy	63097.2→62569.9	-4.56	timeout
06-18 18:39	BTC	Buy	64024.2→62685.9	-10.77	timeout
06-18 03:35	BTC	Buy	65342.3→64301.8	-8.42	timeout
06-17 21:17	BTC	Buy	64923.2→64266.8	-5.50	timeout
06-17 14:29	BTC	Buy	66055.3→65224.7	-6.74	timeout
06-17 07:49	BTC	Buy	65624.3→65434.7	-1.86	timeout
06-17 01:47	BTC	Buy	66098.3→65791.7	-2.79	timeout
06-16 19:26	BTC	Buy	66343.3→65682.7	-5.47	timeout
06-16 03:24	BTC	Buy	66647.3→65766.7	-7.05	timeout
06-15 17:53	BTC	Buy	65806.3→66874.7	+7.61	timeout
06-15 09:20	BTC	Buy	64754.2→65709.7	+6.94	timeout
06-14 19:22	BTC	Buy	64318.2→63787.8	-4.61	timeout
06-14 10:52	BTC	Buy	64474.2→64530.8	-0.02	timeout
06-14 04:53	BTC	Buy	63957.2→64301.8	+2.26	timeout
06-13 22:45	BTC	Buy	63843.2→64486.8	+4.58	timeout
06-13 16:36	BTC	Buy	63578.2→63961.8	+2.58	timeout
06-13 10:26	BTC	Buy	63600.2→63751.8	+0.70	timeout
06-12 21:17	BTC	Buy	63527.2→63614.8	+0.23	timeout
06-12 15:27	BTC	Buy	63393.2→64250.8	+6.27	timeout
06-12 08:59	BTC	Buy	63373.2→63437.8	+0.02	timeout
06-12 01:44	BTC	Buy	62910.1→63380.8	+3.24	timeout
06-11 18:49	BTC	Buy	62811.1→63482.8	+4.83	timeout
06-11 10:19	BTC	Buy	61152.1→62783.9	+12.82	timeout
06-11 02:53	BTC	Buy	61872.1→62038.9	+0.87	timeout
06-10 20:27	BTC	Buy	61464.1→61886.9	+2.96	timeout
06-10 07:47	BTC	Buy	61793.1→62016.9	+1.41	timeout
06-10 01:46	BTC	Buy	62349.1→62016.9	-3.06	timeout
06-09 14:46	BTC	Buy	63168.2→61236.3	-15.75	stop_loss
06-09 00:26	BTC	Buy	63001.1→62873.9	-1.50	timeout
06-08 10:09	BTC	Buy	61844.1→63417.8	+12.27	timeout
06-08 04:08	BTC	Buy	61956.1→62899.9	+7.16	timeout
06-07 19:42	BTC	Buy	62198.1→61233.9	-8.17	timeout
06-07 13:31	BTC	Buy	61543.1→61789.9	+1.54	timeout
06-06 21:39	BTC	Buy	61220.1→60774	-4.05	timeout
06-06 15:36	BTC	Buy	60668→60708	-0.12	timeout
06-06 04:32	BTC	Buy	61536.1→59649.2	-15.78	stop_loss
06-06 03:33	BTC	Buy	60560→60560	-0.46	timeout
06-05 13:57	BTC	Buy	62765.1→60845.5	-15.75	stop_loss
06-05 13:51	BTC	Buy	63035.2→61106.4	-15.75	stop_loss
06-05 02:10	BTC	Buy	64301.2→63197.8	-9.03	timeout
06-04 00:38	BTC	Buy	65119.3→63126.3	-15.75	stop_loss
06-03 20:50	BTC	Buy	67063.4→65010.2	-15.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-158.19

total pnl ($)

-51.8 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	61	44%	-51.8	-158.19

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 14:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…