deribit_basis_low_long_v2 · strategy

168

closed trades

46%

win rate

-492.56

total pnl ($)

0.276

weight

7d window — n=38 wr=45% pnl=-135.48 · 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 22:14	BTC	Buy	59632→60407	+6.04	timeout
06-29 21:09	BTC	Buy	59667→60294	+4.65	timeout
06-29 20:00	BTC	Buy	59457→60438	+7.65	timeout
06-29 18:51	BTC	Buy	59499→60209	+5.37	timeout
06-29 05:53	BTC	Buy	59926→59952	-0.26	timeout
06-28 21:07	BTC	Buy	60333→59663	-6.01	timeout
06-28 19:03	BTC	Buy	60568→59502	-9.24	timeout
06-28 17:58	BTC	Buy	60548→59575	-8.45	timeout
06-28 16:54	BTC	Buy	60795→59629	-10.01	timeout
06-28 04:54	BTC	Buy	60265→60122	-1.64	timeout
06-27 20:51	BTC	Buy	59748→60258	+3.88	timeout
06-27 18:50	BTC	Buy	59644→60500	+6.75	timeout
06-27 16:50	BTC	Buy	60098→60789	+5.28	timeout
06-27 15:49	BTC	Buy	60359→60765	+2.76	timeout
06-27 04:15	BTC	Buy	59884→60365	+3.57	timeout
06-26 19:25	BTC	Buy	59252→59907	+4.95	timeout
06-26 17:23	BTC	Buy	59478→60091	+4.61	timeout
06-26 15:05	BTC	Buy	59218→59590	+2.61	timeout
06-26 14:26	BTC	Buy	59417→60055	+4.87	timeout
06-26 02:24	BTC	Buy	59757→58281.9	-12.77	stop_loss
06-25 18:04	BTC	Buy	59423→59596	+1.04	timeout
06-25 13:57	BTC	Buy	59685→58217	-12.67	stop_loss
06-25 13:57	BTC	Buy	59829→58337.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60669→59169.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61066.1→59557.2	-12.78	stop_loss
06-24 14:19	BTC	Buy	62420.1→60884.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62579.1→61033.4	-12.80	stop_loss
06-24 14:13	BTC	Buy	62634.1→61093.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62726.1→61181.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62936.1→61387.2	-12.76	stop_loss
06-24 10:53	BTC	Buy	62246.1→62459.9	+1.23	timeout
06-24 09:47	BTC	Buy	62365.1→62648.9	+1.76	timeout
06-24 08:45	BTC	Buy	62321.1→62765.9	+3.07	timeout
06-24 07:44	BTC	Buy	62894.1→62643.9	-2.51	timeout
06-24 07:00	BTC	Buy	62907.1→62760.9	-1.66	timeout
06-23 08:17	BTC	Buy	63957.2→62380.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64261.2→62678.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64329.2→62743.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64412.2→62819.4	-12.83	stop_loss
06-23 06:20	BTC	Buy	64514.2→62927.4	-12.76	stop_loss
06-22 22:04	BTC	Buy	63773.2→64348.8	+4.06	timeout
06-22 21:08	BTC	Buy	63760.2→64396.8	+4.53	timeout
06-22 20:09	BTC	Buy	64212.2→64519.8	+1.92	timeout
06-22 19:07	BTC	Buy	64144.2→64330.8	+0.96	timeout
06-22 18:04	BTC	Buy	63963.2→64677.8	+5.07	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 20:25	BTC	Buy	63919.2→64080.8	+0.81	timeout
06-21 19:28	BTC	Buy	63832.2→64169.8	+2.21	timeout
06-21 18:29	BTC	Buy	63832.2→64001.8	+0.93	timeout
06-21 17:25	BTC	Buy	63860.2→64126.8	+1.72	timeout
06-20 21:16	BTC	Buy	63232.2→63939.8	+5.15	timeout
06-20 20:13	BTC	Buy	63045.2→63949.8	+6.76	timeout
06-20 19:08	BTC	Buy	63028.2→63817.8	+5.83	timeout
06-20 18:04	BTC	Buy	63112.2→63878.8	+5.62	timeout
06-20 17:03	BTC	Buy	62922.1→63952.8	+7.71	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 19:20	BTC	Buy	62663.1→62994.9	+2.17	timeout
06-19 18:16	BTC	Buy	62692.1→63127.8	+3.02	timeout
06-19 17:13	BTC	Buy	62466.1→62940.9	+3.35	timeout
06-19 16:35	BTC	Buy	62620.1→63241.8	+4.53	timeout
06-18 15:40	BTC	Buy	64282.2→62701.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64320.2→62734.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64352.2→62769.5	-12.46	stop_loss
06-18 15:37	BTC	Buy	64451.2→62865.4	-12.45	stop_loss
06-18 15:37	BTC	Buy	64494.2→62878.4	-12.74	stop_loss
06-17 19:50	BTC	Buy	65630.3→64011.8	-12.78	stop_loss
06-17 19:29	BTC	Buy	65923.3→64267.6	-13.01	stop_loss
06-17 19:29	BTC	Buy	65946.3→64324.6	-12.75	stop_loss
06-17 18:45	BTC	Buy	65834.3→65958.7	+0.45	timeout
06-17 17:40	BTC	Buy	65707.3→65883.7	+0.79	timeout
06-17 16:34	BTC	Buy	65689.3→66008.7	+1.92	timeout
06-17 15:32	BTC	Buy	65826.3→65289.7	-4.49	timeout
06-16 22:14	BTC	Buy	66338.3→65815.7	-4.47	timeout
06-16 14:47	BTC	Buy	66603.3→65634.7	-7.80	timeout
06-16 14:23	BTC	Buy	67099.4→65448	-12.83	stop_loss
06-16 14:23	BTC	Buy	67170.4→65514.9	-12.85	stop_loss
06-16 13:53	BTC	Buy	66516.3→65985.7	-4.52	timeout
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 13:16	BTC	Buy	63927.2→66733.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63828.2→66630.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63773.2→66573.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63683.2→66483.7	+21.55	take_profit
06-14 21:00	BTC	Buy	64266.2→63991.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63748.8	-4.70	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.81	timeout
06-14 16:42	BTC	Buy	64042.2→64130.8	+0.20	timeout
06-13 20:26	BTC	Buy	63491.2→64219.8	+5.28	timeout
06-13 19:19	BTC	Buy	63700.2→64148.8	+3.07	timeout
06-13 18:22	BTC	Buy	63682.2→64079.8	+2.65	timeout
06-13 17:22	BTC	Buy	63789.2→64018.8	+1.35	timeout
06-13 16:19	BTC	Buy	63823.2→64031.8	+1.23	timeout
06-12 20:02	BTC	Buy	63563.2→63605.8	-0.11	timeout
06-12 18:57	BTC	Buy	63502.2→63702.8	+1.11	timeout
06-12 17:53	BTC	Buy	63476.2→63843.8	+2.44	timeout
06-12 16:52	BTC	Buy	62591.1→63921.8	+10.13	timeout
06-12 15:50	BTC	Buy	62596.1→63706.8	+8.29	timeout
06-11 19:28	BTC	Buy	61778.1→63570.8	+13.92	timeout

Paper vs Live

Paper (trades.jsonl)

168

closed

46%

win rate

-492.56

total pnl ($)

-58.5 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	168	46%	-58.5	-492.56

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:26	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…