deribit_basis_discount_widening_long_v2 · strategy

124

closed trades

43%

win rate

-399.74

total pnl ($)

0.535

weight

7d window — n=25 wr=36% pnl=-102.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:57	BTC	Buy	59910→58435.8	-12.75	stop_loss
06-30 12:06	BTC	Buy	60435→58948.6	-12.73	stop_loss
06-30 12:02	BTC	Buy	60512→59023.5	-12.73	stop_loss
06-29 20:39	BTC	Buy	59677→60407	+5.52	timeout
06-29 19:30	BTC	Buy	59523→60431	+7.03	timeout
06-29 18:21	BTC	Buy	59595→60436	+6.46	timeout
06-28 20:18	BTC	Buy	60246→59655	-5.34	timeout
06-28 18:13	BTC	Buy	60520→59631	-7.76	timeout
06-28 17:08	BTC	Buy	60538→59773	-6.75	timeout
06-27 20:07	BTC	Buy	59742→60223	+3.63	timeout
06-27 17:11	BTC	Buy	60185→60538	+2.47	timeout
06-27 16:09	BTC	Buy	60237→60774	+4.07	timeout
06-26 17:06	BTC	Buy	59140→60122	+7.76	timeout
06-26 15:42	BTC	Buy	59154→60398	+9.98	timeout
06-26 14:52	BTC	Buy	59700→59725	-0.29	timeout
06-25 13:57	BTC	Buy	59715→58245.9	-12.66	stop_loss
06-25 13:57	BTC	Buy	59826→58354.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60351→58866.6	-12.65	stop_loss
06-24 17:20	BTC	Buy	60976→59473.3	-12.76	stop_loss
06-24 14:19	BTC	Buy	62407.1→60870.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62713.1→61166.3	-12.77	stop_loss
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.08	timeout
06-24 07:43	BTC	Buy	62924.1→62644.9	-2.72	timeout
06-24 07:03	BTC	Buy	62912.1→62695.9	-2.24	timeout
06-23 06:21	BTC	Buy	64114.2→62532.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64287.2→62705.5	-12.76	stop_loss
06-23 06:18	BTC	Buy	64590.2→62993.3	-12.82	stop_loss
06-22 21:10	BTC	Buy	63499.2→64373.8	+6.43	timeout
06-22 20:08	BTC	Buy	64234.2→64497.8	+1.58	timeout
06-22 19:04	BTC	Buy	64196.2→64312.8	+0.41	timeout
06-21 20:06	BTC	Buy	63933.2→64213.8	+1.74	timeout
06-21 19:08	BTC	Buy	63824.2→64136.8	+2.02	timeout
06-21 17:33	BTC	Buy	63996.2→64049.8	+0.05	timeout
06-20 19:08	BTC	Buy	63029.2→63817.8	+5.82	timeout
06-20 18:06	BTC	Buy	63121.2→63842.8	+5.26	timeout
06-20 17:07	BTC	Buy	62974.1→63899.8	+6.87	timeout
06-19 17:51	BTC	Buy	62658.1→63154.8	+3.51	timeout
06-19 16:49	BTC	Buy	62683.1→63161.8	+3.40	timeout
06-19 16:07	BTC	Buy	62626.1→63131.8	+3.58	timeout
06-18 15:57	BTC	Buy	63836.2→62254.7	-12.66	stop_loss
06-18 15:40	BTC	Buy	64239.2→62658.5	-12.77	stop_loss
06-18 15:40	BTC	Buy	64335.2→62752.5	-12.87	stop_loss
06-18 11:47	BTC	Buy	64842.2→63949.8	-7.40	timeout
06-18 04:11	BTC	Buy	65371.3→63743.9	-12.91	stop_loss
06-17 19:29	BTC	Buy	66017.3→64389.6	-12.78	stop_loss
06-17 16:12	BTC	Buy	65839.3→65745.7	-1.13	timeout
06-17 15:13	BTC	Buy	65808.3→65096.7	-5.86	timeout
06-17 11:05	BTC	Buy	66198.3→64566.5	-12.85	stop_loss
06-16 15:45	BTC	Buy	66897.3→65759.7	-9.03	timeout
06-16 14:34	BTC	Buy	66506.3→65487.7	-8.19	timeout
06-16 13:17	BTC	Buy	66720.3→66235.7	-4.16	timeout
06-15 13:18	BTC	Buy	63983.2→66795.7	+21.55	take_profit
06-15 13:16	BTC	Buy	63906.2→66711.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63784.2→66584.7	+21.52	take_profit
06-14 19:09	BTC	Buy	64143.2→63749.8	-3.59	timeout
06-14 18:08	BTC	Buy	64041.2→63724.8	-3.02	timeout
06-14 16:17	BTC	Buy	64029.2→64088.8	-0.04	timeout
06-13 18:13	BTC	Buy	63880.2→64045.8	+0.82	timeout
06-13 17:12	BTC	Buy	63903.2→63948.8	-0.09	timeout
06-13 16:11	BTC	Buy	63690.2→64063.8	+2.48	timeout
06-12 17:46	BTC	Buy	63324.2→63830.8	+3.53	timeout
06-12 16:46	BTC	Buy	62616.1→63875.8	+9.57	timeout
06-12 15:45	BTC	Buy	62608.1→63868.8	+9.54	timeout
06-11 17:27	BTC	Buy	62028.1→62324.9	+1.86	timeout
06-11 16:26	BTC	Buy	62188.1→62590.9	+2.69	timeout
06-11 15:27	BTC	Buy	62269.1→62735.9	+3.20	timeout
06-10 17:22	BTC	Buy	61767.1→62025.9	+1.59	timeout
06-10 16:19	BTC	Buy	60869→62284.9	+11.13	timeout
06-10 15:19	BTC	Buy	61563.1→61936.9	+2.54	timeout
06-09 16:19	BTC	Buy	62382.1→60846.5	-12.77	stop_loss
06-09 14:36	BTC	Buy	62913.1→61365.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 13:19	BTC	Buy	63842.2→62267.7	-12.76	stop_loss
06-09 06:48	BTC	Buy	62967.1→63351.8	+2.55	timeout
06-08 21:20	BTC	Buy	61811.1→63686.8	+14.69	timeout
06-08 15:46	BTC	Buy	62028.1→63836.8	+14.12	timeout
06-08 05:47	BTC	Buy	61763.1→62498.9	+5.51	timeout
06-07 20:20	BTC	Buy	60535→61557.9	+8.03	timeout
06-07 14:56	BTC	Buy	60881→61904.9	+7.95	timeout
06-07 05:04	BTC	Buy	59885→61791.9	+15.50	timeout
06-06 19:31	BTC	Buy	59691→60591	+7.15	timeout
06-06 14:26	BTC	Buy	60440→60799	+2.53	timeout
06-06 04:13	BTC	Buy	61625.1→60108.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60888→59390.3	-12.76	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62427.1→60891.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-12.71	stop_loss
06-05 02:17	BTC	Buy	62473.1→63134.8	+4.85	timeout
06-04 10:49	BTC	Buy	63830.2→62259.7	-12.72	stop_loss
06-04 10:48	BTC	Buy	63904.2→62332.7	-12.71	stop_loss
06-04 02:03	BTC	Buy	63221.2→61666.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64496.2→62910.4	-12.74	stop_loss
06-04 00:25	BTC	Buy	65464.3→63853.9	-12.75	stop_loss
06-03 23:02	BTC	Buy	66243.3→64614.4	-12.74	stop_loss
06-03 16:27	BTC	Buy	67214.4→65553.9	-12.83	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

124

closed

43%

win rate

-399.74

total pnl ($)

-64.0 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	124	43%	-64.0	-399.74

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…