deribit_basis_drop_capture_long · strategy

closed trades

37%

win rate

-266.44

total pnl ($)

0.860

weight

7d window — n=10 wr=30% pnl=-66.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60493→58942.6	-13.29	stop_loss
06-27 18:03	BTC	Buy	59616→60449	+6.56	timeout
06-27 15:57	BTC	Buy	59524→60785	+10.12	timeout
06-27 14:25	BTC	Buy	59366→60605	+9.97	timeout
06-25 13:59	BTC	Buy	59521→57998.1	-13.16	stop_loss
06-25 13:57	BTC	Buy	59808→58275.9	-13.19	stop_loss
06-25 13:48	BTC	Buy	61062.1→59499.3	-13.19	stop_loss
06-24 17:47	BTC	Buy	60623→59067.5	-13.26	stop_loss
06-24 16:51	BTC	Buy	61462.1→59877.1	-13.32	stop_loss
06-23 06:18	BTC	Buy	64673.2→63009.3	-13.33	stop_loss
06-21 11:11	BTC	Buy	62458.1→64435.8	+15.39	timeout
06-21 07:58	BTC	Buy	62601.1→64132.8	+11.67	timeout
06-18 15:40	BTC	Buy	64314.2→62665.5	-13.24	stop_loss
06-18 15:37	BTC	Buy	64579.2→62925.4	-13.23	stop_loss
06-18 04:11	BTC	Buy	65424.3→63743.9	-13.30	stop_loss
06-17 11:05	BTC	Buy	66183.3→64483.5	-13.42	stop_loss
06-17 11:05	BTC	Buy	66317.3→64619.4	-13.37	stop_loss
06-16 10:12	BTC	Buy	64487.2→66504.7	+15.18	timeout
06-15 21:50	BTC	Buy	64470.2→66385.7	+14.29	timeout
06-15 19:47	BTC	Buy	64277.2→66599.7	+17.47	timeout
06-14 09:46	BTC	Buy	63862.2→64546.8	+4.81	timeout
06-13 19:46	BTC	Buy	63630.2→64275.8	+4.62	timeout
06-13 17:45	BTC	Buy	63315.2→64087.8	+5.62	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.90	timeout
06-11 17:56	BTC	Buy	61712.1→63433.8	+13.29	timeout
06-11 15:54	BTC	Buy	61200.1→62595.9	+10.74	timeout
06-09 21:40	BTC	Buy	61785.1→62016.9	+1.70	timeout
06-09 14:30	BTC	Buy	63040.2→61426.2	-13.27	stop_loss
06-09 14:29	BTC	Buy	63165.2→61544.1	-13.30	stop_loss
06-07 22:15	BTC	Buy	61159.1→64210.8	+24.52	take_profit
06-07 22:14	BTC	Buy	59985→62978.9	+24.52	take_profit
06-07 19:43	BTC	Buy	62769.1→61162.3	-13.23	stop_loss
06-07 08:03	BTC	Buy	59458→62430.9	+24.70	take_profit
06-06 04:10	BTC	Buy	61900.1→60315.8	-13.25	stop_loss
06-05 18:52	BTC	Buy	60861→59303.4	-13.26	stop_loss
06-05 18:43	BTC	Buy	61422.1→59850.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61924.1→60332.8	-13.30	stop_loss
06-05 13:57	BTC	Buy	62436.1→60836.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62551.1→60937.5	-13.36	stop_loss
06-05 06:03	BTC	Buy	63639.2→62010.9	-13.19	stop_loss
06-05 06:03	BTC	Buy	63669.2→62035.9	-13.21	stop_loss
06-04 09:31	BTC	Buy	64292.2→62645.5	-13.25	stop_loss
06-04 01:16	BTC	Buy	64435.2→62786.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65071.3→63406.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66421.3→64652.4	-13.81	stop_loss
06-03 19:55	BTC	Buy	66980.3→65264.1	-13.32	stop_loss
06-03 19:55	BTC	Buy	66998.3→65270.1	-13.42	stop_loss
06-03 03:43	BTC	Buy	67579.4→65828.8	-13.41	stop_loss
06-02 19:33	BTC	Buy	68081.4→66338.5	-13.25	stop_loss
06-02 14:27	BTC	Buy	69572.5→67791.7	-13.25	stop_loss
06-02 14:23	BTC	Buy	69753.5→67968.6	-13.26	stop_loss
06-01 22:24	BTC	Buy	74124.7→71107.9	-21.05	stop_loss
06-01 22:24	BTC	Buy	74111.7→71107.9	-20.98	stop_loss
06-01 22:24	BTC	Buy	73780.7→71107.9	-18.85	stop_loss
05-30 21:44	BTC	Buy	73901.7→73978.3	-0.16	timeout
05-30 20:29	BTC	Buy	73645.7→73921.3	+1.20	timeout
05-30 17:19	BTC	Buy	73438.7→73871.3	+2.27	timeout
05-30 10:45	BTC	Buy	73476.7→73617.3	+0.39	timeout
05-30 08:38	BTC	Buy	73247.7→73518.3	+1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-266.44

total pnl ($)

-89.5 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	59	37%	-89.5	-266.44

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:50	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…