deribit_basis_extreme_low_long · strategy

closed trades

43%

win rate

-250.18

total pnl ($)

0.657

weight

7d window — n=16 wr=31% pnl=-99.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:14	BTC	Buy	60374→59646	-6.48	timeout
06-28 20:13	BTC	Buy	60248→59600	-5.80	timeout
06-28 19:10	BTC	Buy	60556→59492	-9.21	timeout
06-26 18:10	BTC	Buy	59629→60062	+3.08	timeout
06-26 17:10	BTC	Buy	59218→60210	+7.82	timeout
06-26 16:08	BTC	Buy	59543→60271	+5.57	timeout
06-26 15:06	BTC	Buy	59153→59585	+3.15	timeout
06-26 14:26	BTC	Buy	59459→59999	+4.04	timeout
06-25 13:58	BTC	Buy	59605→58139	-12.67	stop_loss
06-25 13:58	BTC	Buy	59617→58151	-12.67	stop_loss
06-25 13:57	BTC	Buy	59792→58321.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60438→58946.6	-12.71	stop_loss
06-25 13:51	BTC	Buy	60663→59171.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60935→59432.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61110.1→59586.2	-12.89	stop_loss
06-24 13:48	BTC	Buy	62782.1→61233.3	-12.78	stop_loss
06-17 05:25	BTC	Buy	66065.3→65776.7	-2.66	timeout
06-16 17:39	BTC	Buy	66835.3→65730.7	-8.79	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:19	BTC	Buy	66515.3→65674.7	-6.85	timeout
06-16 13:24	BTC	Buy	66873.3→66151.7	-5.93	timeout
06-16 03:20	BTC	Buy	67234.4→65579.9	-12.73	stop_loss
06-15 13:47	BTC	Buy	64331.2→66496.7	+16.39	timeout
06-15 13:20	BTC	Buy	64020.2→66832.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63805.2→66606.7	+21.52	take_profit
06-15 12:42	BTC	Buy	64327.2→66439.7	+15.99	timeout
06-15 11:35	BTC	Buy	64607.2→66233.7	+12.15	timeout
06-14 19:24	BTC	Buy	64162.2→63781.8	-3.46	timeout
06-14 15:02	BTC	Buy	64192.2→64090.8	-1.26	timeout
06-14 12:56	BTC	Buy	64114.2→64290.8	+0.93	timeout
06-14 11:53	BTC	Buy	63891.2→64594.8	+5.07	timeout
06-14 10:49	BTC	Buy	63863.2→64528.8	+4.76	timeout
06-13 18:50	BTC	Buy	63816.2→64049.8	+1.38	timeout
06-13 14:15	BTC	Buy	63421.2→64134.8	+5.13	timeout
06-13 12:02	BTC	Buy	63715.2→63933.8	+1.19	timeout
06-13 11:01	BTC	Buy	63692.2→63839.8	+0.61	timeout
06-13 09:56	BTC	Buy	63810.2→63739.8	-1.08	timeout
06-12 17:53	BTC	Buy	63476.2→63832.8	+2.35	timeout
06-12 12:03	BTC	Buy	62989.1→63712.8	+5.22	timeout
06-12 11:00	BTC	Buy	63104.2→63668.8	+3.95	timeout
06-12 09:56	BTC	Buy	62912.1→63808.8	+6.59	timeout
06-12 08:56	BTC	Buy	62906.1→63430.8	+3.64	timeout
06-11 16:53	BTC	Buy	62116.1→62605.9	+3.43	timeout
06-11 11:27	BTC	Buy	60950→63074.8	+16.85	timeout
06-11 10:25	BTC	Buy	61237.1→62811.9	+12.26	timeout
06-11 09:22	BTC	Buy	60795→62770.9	+15.67	timeout
06-11 08:16	BTC	Buy	61661.1→62768.9	+8.41	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.43	timeout
06-09 14:36	BTC	Buy	62926.1→61377.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 14:16	BTC	Buy	63424.2→61864	-12.75	stop_loss
06-09 14:16	BTC	Buy	63457.2→61893.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63567.2→61999.9	-12.78	stop_loss
06-09 07:20	BTC	Buy	63110.2→63315.8	+1.12	timeout
06-08 22:27	BTC	Buy	63047.2→63323.8	+1.71	timeout
06-08 18:08	BTC	Buy	62178.1→63536.8	+10.39	timeout
06-08 17:07	BTC	Buy	62234.1→63536.8	+9.92	timeout
06-08 16:05	BTC	Buy	62005.1→63830.8	+14.16	timeout
06-08 06:32	BTC	Buy	62026.1→63039.8	+7.71	timeout
06-07 22:01	BTC	Buy	60747→61696.9	+7.38	timeout
06-07 17:27	BTC	Buy	60598→62218.9	+12.95	timeout
06-07 16:12	BTC	Buy	60748→61961.9	+9.47	timeout
06-07 15:07	BTC	Buy	60582→61666.9	+8.49	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.09	timeout
06-06 04:20	BTC	Buy	61466.1→59951	-12.78	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.74	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62909.1→61356.2	-12.80	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:09	BTC	Buy	62275.1→62294.9	-0.33	timeout
06-05 06:23	BTC	Buy	62724.1→61175.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:17	BTC	Buy	63420.2→61851	-12.76	stop_loss
06-05 06:01	BTC	Buy	63668.2→62100.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63896.2→62315.7	-12.79	stop_loss
06-05 02:26	BTC	Buy	63041.2→62814.9	-2.24	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 02:01	BTC	Buy	63440.2→61879.9	-12.75	stop_loss
06-04 01:16	BTC	Buy	64470.2→62883.4	-12.76	stop_loss
06-04 00:25	BTC	Buy	65430.3→63820.9	-12.75	stop_loss
06-03 20:45	BTC	Buy	66753.3→65111.2	-12.77	stop_loss
06-03 19:55	BTC	Buy	66821.3→65167.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67033.4→65385	-12.77	stop_loss
06-03 16:27	BTC	Buy	67159.4→65505	-12.79	stop_loss
06-03 16:24	BTC	Buy	67275.4→65620.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67420.4→65758.8	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-250.18

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	95	43%	-52.3	-250.18

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…