deribit_basis_extreme_compression_long_v1 · strategy

120

closed trades

41%

win rate

-407.50

total pnl ($)

0.250

weight

7d window — n=33 wr=27% pnl=-172.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:08	BTC	Buy	60641→59149.5	-12.76	stop_loss
06-29 10:45	BTC	Buy	60107→60122	-0.48	timeout
06-29 07:49	BTC	Buy	60213→60029	-2.01	timeout
06-29 05:20	BTC	Buy	59975→59596	-3.63	timeout
06-28 21:10	BTC	Buy	60331→59663	-6.00	timeout
06-28 19:05	BTC	Buy	60570→59477	-9.46	timeout
06-28 08:48	BTC	Buy	60374→60389	-0.32	timeout
06-27 19:42	BTC	Buy	59913→60141	+1.50	timeout
06-27 03:28	BTC	Buy	59082→60289	+9.76	timeout
06-26 21:15	BTC	Buy	59589→59728	+0.62	timeout
06-26 19:05	BTC	Buy	59378→59679	+1.97	timeout
06-26 17:04	BTC	Buy	59191→60141	+7.46	timeout
06-26 14:57	BTC	Buy	59507→59465	-0.86	timeout
06-26 02:16	BTC	Buy	60063→58585.8	-12.74	stop_loss
06-25 13:58	BTC	Buy	59645→58178	-12.68	stop_loss
06-25 13:53	BTC	Buy	60472→58967.6	-12.83	stop_loss
06-25 13:48	BTC	Buy	60842→59343.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60883→59381.3	-12.75	stop_loss
06-25 13:48	BTC	Buy	60920→59417.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61295.1→59732.1	-13.18	stop_loss
06-24 14:11	BTC	Buy	62503.1→61343.9	-9.71	timeout
06-24 13:57	BTC	Buy	62755.1→61211.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62765.1→61219.3	-12.76	stop_loss
06-24 12:10	BTC	Buy	62464.1→62872.9	+2.81	timeout
06-24 10:08	BTC	Buy	62480.1→62617.9	+0.58	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 05:48	BTC	Buy	63353.2→62925.9	-3.88	timeout
06-23 08:17	BTC	Buy	63976.2→62369.7	-13.03	stop_loss
06-23 06:38	BTC	Buy	64047.2→62872.9	-9.65	timeout
06-23 06:08	BTC	Buy	64667.2→63077.3	-12.76	stop_loss
06-23 04:37	BTC	Buy	63984.2→63828.8	-1.67	timeout
06-22 22:25	BTC	Buy	63702.2→64201.8	+3.47	timeout
06-22 18:27	BTC	Buy	64029.2→64567.8	+3.69	timeout
06-22 16:22	BTC	Buy	64202.2→64722.8	+3.61	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-21 21:22	BTC	Buy	63917.2→63676.8	-2.33	timeout
06-21 17:45	BTC	Buy	63802.2→64123.8	+2.15	timeout
06-21 14:48	BTC	Buy	63920.2→63996.8	+0.21	timeout
06-21 05:53	BTC	Buy	63618.2→64202.8	+4.14	timeout
06-20 00:41	BTC	Buy	63007.2→63537.8	+3.74	timeout
06-19 22:44	BTC	Buy	62777.1→63279.8	+3.51	timeout
06-19 20:41	BTC	Buy	63122.2→63039.8	-1.14	timeout
06-19 18:39	BTC	Buy	62687.1→63009.8	+2.11	timeout
06-19 16:32	BTC	Buy	62521.1→63273.8	+5.57	timeout
06-18 15:57	BTC	Buy	63833.2→62254.7	-12.69	stop_loss
06-18 15:57	BTC	Buy	63909.2→62293.7	-13.02	stop_loss
06-18 15:55	BTC	Buy	63977.2→62396.7	-12.66	stop_loss
06-18 15:40	BTC	Buy	64185.2→62601.6	-12.78	stop_loss
06-18 15:40	BTC	Buy	64366.2→62782.5	-12.73	stop_loss
06-18 11:56	BTC	Buy	64843.2→63926.8	-7.58	timeout
06-18 09:59	BTC	Buy	64873.2→64158.8	-6.04	timeout
06-18 04:11	BTC	Buy	65391.3→63743.9	-13.05	stop_loss
06-18 04:11	BTC	Buy	65363.3→63743.9	-12.86	stop_loss
06-17 19:50	BTC	Buy	65633.3→64017.8	-12.78	stop_loss
06-17 17:29	BTC	Buy	65733.3→65940.7	+1.06	timeout
06-17 08:44	BTC	Buy	66495.3→64853.3	-12.80	stop_loss
06-17 08:38	BTC	Buy	66654.3→65015.2	-12.73	stop_loss
06-17 07:15	BTC	Buy	66339.3→65682.7	-5.43	timeout
06-16 21:22	BTC	Buy	66515.3→65713.7	-6.57	timeout
06-16 15:42	BTC	Buy	66862.3→65847.7	-8.11	timeout
06-16 11:02	BTC	Buy	65923.3→66523.7	+4.05	timeout
06-16 08:20	BTC	Buy	65624.3→66453.7	+5.95	timeout
06-16 06:16	BTC	Buy	65859.3→66131.7	+1.67	timeout
06-15 13:12	BTC	Buy	64322.2→66599.7	+17.27	timeout
06-15 10:46	BTC	Buy	64552.2→65736.7	+8.73	timeout
06-15 08:44	BTC	Buy	64455.2→65744.7	+9.54	timeout
06-15 06:41	BTC	Buy	64258.2→65770.7	+11.30	timeout
06-15 02:35	BTC	Buy	64511.2→65578.7	+7.78	timeout
06-14 12:02	BTC	Buy	63942.2→64515.8	+4.05	timeout
06-14 10:00	BTC	Buy	63728.2→64557.8	+6.02	timeout
06-14 07:52	BTC	Buy	63809.2→64386.8	+4.07	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.01	timeout
06-14 01:55	BTC	Buy	63789.2→64602.8	+5.95	timeout
06-13 05:22	BTC	Buy	63478.2→63549.8	+0.13	timeout
06-13 00:35	BTC	Buy	63629.2→63541.8	-1.23	timeout
06-12 22:01	BTC	Buy	63538.2→63505.8	-0.75	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 13:44	BTC	Buy	62918.1→63122.8	+1.11	timeout
06-12 01:11	BTC	Buy	61948.1→63457.8	+11.62	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+21.39	take_profit
06-11 16:02	BTC	Buy	62494.1→62712.9	+1.20	timeout
06-11 11:40	BTC	Buy	60987→63096.8	+16.72	timeout
06-11 09:37	BTC	Buy	61249.1→62898.9	+12.88	timeout
06-10 19:00	BTC	Buy	61764.1→61846.9	+0.16	timeout
06-10 16:23	BTC	Buy	61025.1→62271.9	+9.71	timeout
06-10 14:25	BTC	Buy	61727.1→62085.9	+2.43	timeout
06-09 14:21	BTC	Buy	63161.2→61608.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63494.2→61925.9	-12.80	stop_loss
06-09 13:23	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-09 13:19	BTC	Buy	63875.2→62303.7	-12.72	stop_loss
06-09 12:29	BTC	Buy	63072.2→62631.9	-3.89	timeout
06-09 06:10	BTC	Buy	62923.1→63350.8	+2.90	timeout
06-08 08:05	BTC	Buy	62333.1→63132.8	+5.90	timeout
06-08 05:47	BTC	Buy	61794.1→62473.9	+5.05	timeout
06-08 03:43	BTC	Buy	61612.1→63078.8	+11.43	timeout
06-07 22:15	BTC	Buy	61414.1→64111.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60783→63451.8	+21.52	take_profit
06-06 04:33	BTC	Buy	61109.1→59606.2	-12.75	stop_loss
06-06 04:31	BTC	Buy	61239.1→59733.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

41%

win rate

-407.50

total pnl ($)

-67.6 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	120	41%	-67.6	-407.50

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 16:55	BTC	Buy	circuit_breaker
06-29 14:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…