deribit_basis_low_long · strategy

141

closed trades

45%

win rate

+100.12

total pnl ($)

1.983

weight

7d window — n=29 wr=52% pnl=+127.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:31	SOL	Buy	70.5696→73.6749	+21.52	take_profit
06-26 19:31	SOL	Buy	70.5716→73.6559	+21.37	take_profit
06-26 16:00	SOL	Buy	69.7365→72.7891	+21.38	take_profit
06-26 15:39	SOL	Buy	69.1284→72.1492	+21.36	take_profit
06-26 14:28	SOL	Buy	68.9033→71.9192	+21.41	take_profit
06-26 14:26	SOL	Buy	68.6263→71.6273	+21.40	take_profit
06-26 12:43	SOL	Buy	70.0475→68.3106	-12.88	stop_loss
06-26 06:43	SOL	Buy	66.775→69.7035	+21.40	take_profit
06-26 06:24	SOL	Buy	66.479→69.3876	+21.40	take_profit
06-26 06:22	SOL	Buy	66.3389→69.2406	+21.32	take_profit
06-26 06:22	SOL	Buy	66.3199→69.2246	+21.36	take_profit
06-26 06:22	SOL	Buy	65.9409→68.8247	+21.32	take_profit
06-26 02:12	SOL	Buy	68.0552→66.3588	-12.92	stop_loss
06-25 23:30	SOL	Buy	65.8549→68.7427	+21.47	take_profit
06-25 13:48	SOL	Buy	67.2481→65.5813	-12.82	stop_loss
06-25 13:48	SOL	Buy	67.2811→65.6073	-12.86	stop_loss
06-25 13:45	SOL	Buy	67.7932→66.107	-12.86	stop_loss
06-25 13:44	SOL	Buy	68.1582→66.4678	-12.83	stop_loss
06-25 13:39	SOL	Buy	69.0254→67.3142	-12.84	stop_loss
06-25 05:07	SOL	Buy	65.9709→68.8557	+21.45	take_profit
06-24 20:49	SOL	Buy	64.9797→67.8198	+21.41	take_profit
06-24 17:22	SOL	Buy	66.821→65.1546	-12.92	stop_loss
06-24 17:20	SOL	Buy	67.4301→65.7572	-12.85	stop_loss
06-24 16:45	SOL	Buy	68.7893→67.0774	-12.90	stop_loss
06-24 15:45	SOL	Buy	69.1114→67.3912	-12.90	stop_loss
06-24 15:45	SOL	Buy	69.2394→67.5181	-12.89	stop_loss
06-24 15:33	SOL	Buy	69.7715→68.0358	-12.89	stop_loss
06-24 15:33	SOL	Buy	69.8345→68.0987	-12.89	stop_loss
06-24 02:24	SOL	Buy	68.3723→69.5276	+8.26	timeout
06-17 19:46	SOL	Buy	73.205→71.3906	-12.85	stop_loss
06-16 22:24	SOL	Buy	73.596→73.6689	+0.06	timeout
06-16 18:05	SOL	Buy	73.8911→74.0109	+0.37	timeout
06-16 14:33	SOL	Buy	74.1731→72.333	-12.88	stop_loss
06-16 09:24	SOL	Buy	73.9471→74.9408	+6.27	timeout
06-16 08:20	SOL	Buy	73.613→74.6488	+6.64	timeout
06-16 02:18	SOL	Buy	75.1003→73.2254	-12.94	stop_loss
06-15 22:26	SOL	Buy	75.5443→73.6701	-12.87	stop_loss
06-15 22:23	SOL	Buy	76.0084→74.1238	-12.87	stop_loss
06-15 15:39	SOL	Buy	71.3467→74.4658	+21.42	take_profit
06-15 15:38	SOL	Buy	71.3337→74.4518	+21.41	take_profit
06-15 15:38	SOL	Buy	71.1717→74.2889	+21.46	take_profit
06-15 13:18	SOL	Buy	70.8426→73.9509	+21.47	take_profit
06-15 13:16	SOL	Buy	70.4866→73.583	+21.49	take_profit
06-15 00:00	SOL	Buy	68.3813→71.3723	+21.41	take_profit
06-14 23:49	SOL	Buy	68.0592→71.0393	+21.47	take_profit
06-14 22:44	SOL	Buy	67.6912→70.6734	+21.61	take_profit
06-14 22:44	SOL	Buy	67.5951→70.5494	+21.43	take_profit
06-14 21:50	SOL	Buy	67.4991→70.4614	+21.52	take_profit
06-14 15:35	SOL	Buy	68.3853→67.4209	-7.41	timeout
06-14 14:35	SOL	Buy	68.8063→67.0984	-12.79	stop_loss
06-14 12:18	SOL	Buy	68.1862→68.0328	-1.43	timeout
06-14 09:10	SOL	Buy	68.3182→68.1478	-1.65	timeout
06-14 08:07	SOL	Buy	68.0882→68.1178	-0.17	timeout
06-14 01:49	SOL	Buy	67.3501→68.9107	+11.36	timeout
06-13 20:25	SOL	Buy	67.1221→68.1108	+7.06	timeout
06-13 17:12	SOL	Buy	66.538→67.8838	+9.72	timeout
06-13 14:36	SOL	Buy	66.75→68.2158	+10.58	timeout
06-13 13:22	SOL	Buy	67.1161→67.9218	+5.63	timeout
06-13 07:07	SOL	Buy	66.811→66.9929	+1.02	timeout
06-13 01:43	SOL	Buy	66.2509→67.3659	+8.06	timeout
06-12 22:38	SOL	Buy	67.0811→66.536	-4.40	timeout
06-12 20:17	SOL	Buy	66.928→66.554	-3.13	timeout
06-12 18:27	SOL	Buy	66.773→67.1299	+2.37	timeout
06-12 12:51	SOL	Buy	66.834→66.798	-0.83	timeout
06-12 02:07	SOL	Buy	65.0748→66.753	+12.45	timeout
06-12 01:00	SOL	Buy	65.0718→66.762	+12.49	timeout
06-11 23:54	SOL	Buy	65.0178→66.839	+13.46	timeout
06-11 22:43	SOL	Buy	65.1208→66.883	+12.97	timeout
06-11 18:01	SOL	Buy	64.4287→67.2449	+21.31	take_profit
06-11 06:25	SOL	Buy	63.4185→65.3002	+14.27	timeout
06-11 05:23	SOL	Buy	63.4415→65.1662	+13.03	timeout
06-11 04:21	SOL	Buy	63.3425→65.0852	+13.19	timeout
06-11 03:19	SOL	Buy	63.4535→64.4473	+7.27	timeout
06-11 01:52	SOL	Buy	62.3794→65.1052	+21.38	take_profit
06-10 21:11	SOL	Buy	64.2186→62.6253	-12.74	stop_loss
06-10 10:41	SOL	Buy	63.7836→63.4155	-3.21	timeout
06-09 16:15	SOL	Buy	65.5098→63.8855	-12.73	stop_loss
06-09 15:57	SOL	Buy	65.8249→64.1903	-12.85	stop_loss
06-09 15:57	SOL	Buy	65.8329→64.1982	-12.85	stop_loss
06-09 14:46	SOL	Buy	66.0079→64.3681	-12.84	stop_loss
06-09 11:41	SOL	Buy	66.751→66.0301	-5.76	timeout
06-09 00:36	SOL	Buy	67.2231→65.5434	-12.87	stop_loss
06-09 00:31	SOL	Buy	67.3961→65.7243	-12.81	stop_loss
06-09 00:26	SOL	Buy	67.5351→65.8592	-12.83	stop_loss
06-09 00:05	SOL	Buy	65.4518→66.671	+9.13	timeout
06-08 20:55	SOL	Buy	66.4→67.2649	+6.11	timeout
06-08 19:54	SOL	Buy	65.8529→67.3989	+11.36	timeout
06-08 17:45	SOL	Buy	66.1839→66.96	+5.43	timeout
06-08 16:44	SOL	Buy	66.2999→67.0819	+5.34	timeout
06-08 05:41	SOL	Buy	66.608→64.9518	-12.82	stop_loss
06-07 22:15	SOL	Buy	64.8267→67.6668	+21.78	take_profit
06-07 22:15	SOL	Buy	64.7567→67.5889	+21.70	take_profit
06-07 22:15	SOL	Buy	64.7347→67.5889	+21.95	take_profit
06-07 22:14	SOL	Buy	64.1506→66.974	+21.76	take_profit
06-07 22:14	SOL	Buy	64.1296→66.974	+22.10	take_profit
06-07 12:10	SOL	Buy	65.9249→64.2882	-12.79	stop_loss
06-07 08:43	SOL	Buy	62.7434→65.0782	+18.42	timeout
06-07 07:33	SOL	Buy	62.2653→64.8883	+20.84	timeout
06-07 06:36	SOL	Buy	62.1803→64.8993	+21.57	take_profit
06-07 06:28	SOL	Buy	61.8793→64.6003	+21.67	take_profit

Paper vs Live

Paper (trades.jsonl)

141

closed

45%

win rate

+100.12

total pnl ($)

+13.3 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 ($)
SOL	141	45%	+13.3	+100.12

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…