deribit_basis_low_band_long_v9 · strategy

163

closed trades

53%

win rate

-192.04

total pnl ($)

0.734

weight

7d window — n=36 wr=50% pnl=-82.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 13:54	BTC	Buy	60200→60064	-1.59	timeout
06-28 09:44	BTC	Buy	60232→60366	+0.65	timeout
06-28 08:41	BTC	Buy	60243→60381	+0.70	timeout
06-28 07:41	BTC	Buy	60146→60187	-0.10	timeout
06-28 06:37	BTC	Buy	60531→59934	-5.38	timeout
06-27 13:15	BTC	Buy	59939→60389	+3.29	timeout
06-27 09:55	BTC	Buy	59943→60377	+3.15	timeout
06-27 03:19	BTC	Buy	59928→60235	+2.10	timeout
06-27 02:19	BTC	Buy	59798→60094	+2.01	timeout
06-26 17:41	BTC	Buy	59875→59928	-0.06	timeout
06-26 15:33	BTC	Buy	59225→60113	+7.02	timeout
06-26 14:28	BTC	Buy	58673.9→60091	+11.60	timeout
06-26 13:19	BTC	Buy	59945→58467.8	-12.79	stop_loss
06-26 13:18	BTC	Buy	60322→58838.6	-12.76	stop_loss
06-26 06:03	BTC	Buy	59611→59765	+0.85	timeout
06-26 05:02	BTC	Buy	59247→59903	+5.10	timeout
06-26 03:58	BTC	Buy	59536→59899	+2.64	timeout
06-26 02:56	BTC	Buy	59503→58423.1	-9.50	timeout
06-26 02:06	BTC	Buy	58998.9→59328	+2.34	timeout
06-25 13:48	BTC	Buy	60855→59337.3	-12.90	stop_loss
06-25 13:44	BTC	Buy	61581.1→60066.9	-12.73	stop_loss
06-25 13:43	BTC	Buy	61696.1→60177.9	-12.75	stop_loss
06-25 13:42	BTC	Buy	61710.1→60192.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61870.1→60344.8	-12.77	stop_loss
06-25 08:11	BTC	Buy	60789→61774.9	+7.68	timeout
06-25 07:09	BTC	Buy	59680→61631.9	+15.92	timeout
06-25 06:06	BTC	Buy	59539→61600.9	+16.88	timeout
06-25 05:06	BTC	Buy	59831→61474.9	+13.29	timeout
06-25 04:06	BTC	Buy	60194→60829	+4.83	timeout
06-24 17:20	BTC	Buy	60934→59434.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62458.1→60891.5	-12.99	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62794.1→61250.3	-12.74	stop_loss
06-24 13:45	BTC	Buy	62883.1→61333.2	-12.77	stop_loss
06-23 20:23	BTC	Buy	62381.1→62449.9	+0.10	timeout
06-18 05:03	BTC	Buy	65328.3→63717.9	-12.78	stop_loss
06-16 19:25	BTC	Buy	66353.3→65676.7	-5.59	timeout
06-16 15:17	BTC	Buy	65726.3→65837.7	+0.36	timeout
06-16 14:17	BTC	Buy	66106.3→65869.7	-2.28	timeout
06-16 12:06	BTC	Buy	66336.3→66427.7	+0.20	timeout
06-16 09:04	BTC	Buy	66480.3→66803.7	+1.99	timeout
06-16 06:59	BTC	Buy	66773.3→66404.7	-3.17	timeout
06-16 02:44	BTC	Buy	66506.3→65842.7	-5.45	timeout
06-16 01:45	BTC	Buy	66512.3→66333.7	-1.79	timeout
06-15 23:38	BTC	Buy	66196.3→66186.7	-0.55	timeout
06-15 20:29	BTC	Buy	65658.3→66535.7	+6.20	timeout
06-15 18:19	BTC	Buy	65857.3→66794.7	+6.61	timeout
06-15 13:56	BTC	Buy	65483.3→66413.7	+6.66	timeout
06-15 12:51	BTC	Buy	65520.3→66529.7	+7.26	timeout
06-15 10:45	BTC	Buy	65445.3→65735.7	+1.77	timeout
06-15 07:33	BTC	Buy	63791.2→65756.7	+14.95	timeout
06-15 05:25	BTC	Buy	63891.2→65796.7	+14.45	timeout
06-15 01:14	BTC	Buy	64322.2→65482.7	+8.56	timeout
06-15 00:11	BTC	Buy	64448.2→65710.7	+9.34	timeout
06-14 22:02	BTC	Buy	64578.2→65413.7	+5.99	timeout
06-14 18:55	BTC	Buy	64253.2→63772.8	-4.23	timeout
06-14 16:47	BTC	Buy	64345.2→64104.8	-2.34	timeout
06-14 12:26	BTC	Buy	64447.2→64473.8	-0.24	timeout
06-14 11:23	BTC	Buy	64529.2→64514.8	-0.56	timeout
06-14 09:17	BTC	Buy	64238.2→64369.8	+0.55	timeout
06-14 06:09	BTC	Buy	64054.2→64450.8	+2.65	timeout
06-14 04:04	BTC	Buy	64090.2→64497.8	+2.75	timeout
06-13 23:51	BTC	Buy	63895.2→64360.8	+3.19	timeout
06-13 22:49	BTC	Buy	63863.2→64478.8	+4.36	timeout
06-13 20:45	BTC	Buy	63864.2→64221.8	+2.34	timeout
06-13 17:34	BTC	Buy	63551.2→64092.8	+3.81	timeout
06-13 15:25	BTC	Buy	63555.2→64261.8	+5.09	timeout
06-13 11:10	BTC	Buy	63452.2→63907.8	+3.09	timeout
06-13 09:52	BTC	Buy	63453.2→63737.8	+1.75	timeout
06-13 08:35	BTC	Buy	63501.2→63836.8	+2.15	timeout
06-13 05:25	BTC	Buy	63800.2→63527.8	-2.58	timeout
06-13 03:13	BTC	Buy	64320.2→63663.8	-5.56	timeout
06-12 21:55	BTC	Buy	63773.2→63473.8	-2.82	timeout
06-12 20:54	BTC	Buy	63431.2→63379.8	-0.87	timeout
06-12 19:49	BTC	Buy	63016.2→63617.8	+4.32	timeout
06-12 16:34	BTC	Buy	63714.2→63830.8	+0.44	timeout
06-12 14:28	BTC	Buy	63510.2→63604.8	+0.26	timeout
06-12 01:51	BTC	Buy	63052.2→63406.8	+2.31	timeout
06-12 00:50	BTC	Buy	62880.1→63636.8	+5.50	timeout
06-11 23:44	BTC	Buy	63092.2→63607.8	+3.57	timeout
06-11 22:31	BTC	Buy	62898.1→63602.8	+5.09	timeout
06-11 21:25	BTC	Buy	62782.1→63477.8	+5.02	timeout
06-11 12:46	BTC	Buy	61831.1→62892.9	+8.08	timeout
06-11 11:42	BTC	Buy	61576.1→63098.8	+11.85	timeout
06-11 10:37	BTC	Buy	61344.1→62898.9	+12.15	timeout
06-11 09:35	BTC	Buy	61668.1→62933.9	+9.75	timeout
06-11 08:34	BTC	Buy	61895.1→62923.9	+7.79	timeout
06-11 00:25	BTC	Buy	61058.1→61817.9	+5.77	timeout
06-10 23:23	BTC	Buy	61142.1→61480.9	+2.33	timeout
06-10 22:20	BTC	Buy	61145.1→61099.9	-0.82	timeout
06-10 21:18	BTC	Buy	61107.1→61548.9	+3.15	timeout
06-10 20:16	BTC	Buy	61651.1→61746.9	+0.30	timeout
06-10 04:41	BTC	Buy	60883→62016.9	+8.93	timeout
06-09 14:36	BTC	Buy	62901.1→61352.2	-12.77	stop_loss
06-09 14:20	BTC	Buy	63239.2→61684.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63373.2→61812	-12.77	stop_loss
06-09 14:16	BTC	Buy	63415.2→61854	-12.76	stop_loss
06-09 12:00	BTC	Buy	63059.2→62672.9	-3.49	timeout
06-09 07:51	BTC	Buy	63419.2→63173.8	-2.41	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

53%

win rate

-192.04

total pnl ($)

-23.4 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	163	53%	-23.4	-192.04

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…