deribit_basis_low_percentile_long_v4 · strategy

closed trades

45%

win rate

-240.31

total pnl ($)

0.631

weight

7d window — n=15 wr=33% pnl=-97.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 17:39	BTC	Buy	59647→59967	+2.15	timeout
06-26 16:39	BTC	Buy	59273→60174	+7.05	timeout
06-26 15:34	BTC	Buy	59279→60109	+6.47	timeout
06-26 14:38	BTC	Buy	59698→59623	-1.13	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59824→58343.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60301→58775.7	-13.02	stop_loss
06-25 13:48	BTC	Buy	60924→59417.3	-12.76	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59582.2	-13.05	stop_loss
06-24 15:46	BTC	Buy	61873.1→60350.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62759.1→61212.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-18 04:11	BTC	Buy	65370.3→63744.9	-12.89	stop_loss
06-16 14:44	BTC	Buy	66489.3→65641.7	-6.91	timeout
06-16 13:44	BTC	Buy	66512.3→66094.7	-3.67	timeout
06-16 12:41	BTC	Buy	66321.3→66465.7	+0.56	timeout
06-16 11:35	BTC	Buy	66240.3→66360.7	+0.38	timeout
06-16 10:30	BTC	Buy	65692.3→66551.7	+6.06	timeout
06-15 13:22	BTC	Buy	64056.2→66869.7	+21.53	take_profit
06-15 12:55	BTC	Buy	63779.2→66581.7	+21.53	take_profit
06-15 12:08	BTC	Buy	64475.2→66173.7	+12.73	timeout
06-15 11:04	BTC	Buy	64465.2→65927.7	+10.89	timeout
06-15 10:01	BTC	Buy	64570.2→65592.7	+7.47	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 14:56	BTC	Buy	64209.2→63911.8	-2.78	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:43	BTC	Buy	63847.2→64585.8	+5.31	timeout
06-14 09:39	BTC	Buy	63783.2→64467.8	+4.86	timeout
06-13 18:45	BTC	Buy	63842.2→64231.8	+2.60	timeout
06-13 14:13	BTC	Buy	63386.2→64150.8	+5.53	timeout
06-13 11:23	BTC	Buy	63813.2→63921.8	+0.31	timeout
06-13 10:05	BTC	Buy	63673.2→63712.8	-0.22	timeout
06-13 08:54	BTC	Buy	63437.2→63781.8	+2.19	timeout
06-12 17:14	BTC	Buy	62442.1→63869.8	+10.97	timeout
06-12 11:56	BTC	Buy	63100.2→63795.8	+4.99	timeout
06-12 10:44	BTC	Buy	62918.1→63638.8	+5.20	timeout
06-12 09:38	BTC	Buy	62905.1→63824.8	+6.77	timeout
06-12 08:37	BTC	Buy	62911.1→63406.8	+3.40	timeout
06-11 17:10	BTC	Buy	62138.1→62471.9	+2.17	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:20	BTC	Buy	61145.1→62809.9	+13.03	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60862→62283.9	+11.14	timeout
06-09 14:46	BTC	Buy	62777.1→61233.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63122.2→61566.1	-12.78	stop_loss
06-09 14:16	BTC	Buy	63469.2→61905.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63534.2→61971.9	-12.74	stop_loss
06-09 13:26	BTC	Buy	63787.2→62218.8	-12.72	stop_loss
06-09 07:50	BTC	Buy	63292.2→63159.8	-1.55	timeout
06-09 00:48	BTC	Buy	64001.2→62425.6	-12.77	stop_loss
06-08 17:30	BTC	Buy	62242.1→63594.8	+10.32	timeout
06-08 16:23	BTC	Buy	62225.1→63936.8	+13.21	timeout
06-08 15:23	BTC	Buy	61789.1→64043.8	+17.74	timeout
06-08 14:22	BTC	Buy	61919.1→63795.8	+14.66	timeout
06-08 06:52	BTC	Buy	62131.1→62954.9	+6.16	timeout
06-07 17:13	BTC	Buy	60721→62282.9	+12.39	timeout
06-07 16:06	BTC	Buy	60762→61962.9	+9.33	timeout
06-07 14:57	BTC	Buy	60876→61902.9	+7.97	timeout
06-07 13:54	BTC	Buy	60750→61740.9	+7.68	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	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 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63504.2→61937.9	-12.73	stop_loss
06-05 03:06	BTC	Buy	63896.2→62315.7	-12.79	stop_loss
06-05 02:42	BTC	Buy	63457.2→62670.9	-6.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63987.2→62413.7	-12.73	stop_loss
06-04 09:31	BTC	Buy	64231.2→62651.5	-12.74	stop_loss
06-04 09:23	BTC	Buy	64577.2→62989.3	-12.74	stop_loss
06-04 02:01	BTC	Buy	63419.2→61851	-12.81	stop_loss
06-04 01:16	BTC	Buy	64504.2→62917.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66721.3→65059.2	-12.96	stop_loss
06-03 19:54	BTC	Buy	67018.4→65368	-12.78	stop_loss
06-03 19:54	BTC	Buy	67043.4→65384	-12.86	stop_loss
06-03 19:52	BTC	Buy	67115.4→65465	-12.78	stop_loss
06-03 16:26	BTC	Buy	67224.4→65569.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67292.4→65633.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67420.4→65760.8	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-240.31

total pnl ($)

-49.1 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	97	45%	-49.1	-240.31

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…