deribit_basis_low_percentile_long_v5 · strategy

102

closed trades

43%

win rate

-274.43

total pnl ($)

0.491

weight

7d window — n=20 wr=30% pnl=-123.87 · 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 22:13	BTC	Buy	60114→59626	-4.53	timeout
06-28 21:11	BTC	Buy	60332→59646	-6.14	timeout
06-28 20:11	BTC	Buy	60269→59554	-6.36	timeout
06-28 19:08	BTC	Buy	60547→59496	-9.11	timeout
06-27 15:07	BTC	Buy	59742→60656	+7.20	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.48	timeout
06-26 17:22	BTC	Buy	59470→60097	+4.71	timeout
06-26 16:21	BTC	Buy	59678→59978	+1.97	timeout
06-26 15:19	BTC	Buy	59284→59912	+4.80	timeout
06-26 14:18	BTC	Buy	58935.9→59880	+7.51	timeout
06-25 13:58	BTC	Buy	59651→58174	-12.77	stop_loss
06-25 13:57	BTC	Buy	59724→58254.9	-12.69	stop_loss
06-25 13:57	BTC	Buy	59750→58280.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.70	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60875→59371.3	-12.79	stop_loss
06-24 16:51	BTC	Buy	61166.1→59661.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61987.1→60450.7	-12.83	stop_loss
06-24 13:57	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62778.1→61233.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67177.4→65518.9	-12.87	stop_loss
06-16 13:43	BTC	Buy	66487.3→66067.7	-3.69	timeout
06-16 12:40	BTC	Buy	66308.3→66585.7	+1.56	timeout
06-16 11:34	BTC	Buy	66219.3→66394.7	+0.81	timeout
06-15 14:17	BTC	Buy	64244.2→66474.7	+16.92	timeout
06-15 13:12	BTC	Buy	64323.2→66587.7	+17.17	timeout
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 12:07	BTC	Buy	64490.2→66190.7	+12.75	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 19:09	BTC	Buy	64144.2→63749.8	-3.60	timeout
06-14 13:53	BTC	Buy	64080.2→64275.8	+1.08	timeout
06-14 12:49	BTC	Buy	64068.2→64298.8	+1.36	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.02	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-13 18:55	BTC	Buy	63779.2→64084.8	+1.94	timeout
06-13 13:11	BTC	Buy	63401.2→64139.8	+5.30	timeout
06-13 12:04	BTC	Buy	63704.2→63940.8	+1.33	timeout
06-13 11:03	BTC	Buy	63760.2→63814.8	-0.12	timeout
06-13 09:55	BTC	Buy	63769.2→63739.8	-0.76	timeout
06-12 18:02	BTC	Buy	63758.2→63861.8	+0.35	timeout
06-12 12:48	BTC	Buy	62874.1→63463.8	+4.17	timeout
06-12 11:29	BTC	Buy	63160.2→63821.8	+4.71	timeout
06-12 10:16	BTC	Buy	62886.1→63718.8	+6.07	timeout
06-12 09:10	BTC	Buy	62853.1→63463.8	+4.34	timeout
06-11 17:41	BTC	Buy	61681.1→63297.8	+12.56	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.03	timeout
06-09 14:46	BTC	Buy	62739.1→61193.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63184.2→61622.1	-12.81	stop_loss
06-09 14:16	BTC	Buy	63433.2→61868	-12.79	stop_loss
06-09 14:11	BTC	Buy	63535.2→61970.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63801.2→62230.8	-12.73	stop_loss
06-09 07:50	BTC	Buy	63325.2→63153.8	-1.86	timeout
06-09 00:48	BTC	Buy	64013.2→62438.6	-12.76	stop_loss
06-08 17:26	BTC	Buy	62218.1→63558.8	+10.23	timeout
06-08 16:19	BTC	Buy	62175.1→63930.8	+13.56	timeout
06-08 15:18	BTC	Buy	61740.1→63914.8	+17.12	timeout
06-08 14:17	BTC	Buy	61834.1→63792.8	+15.35	timeout
06-08 06:51	BTC	Buy	62148.1→62950.9	+5.99	timeout
06-07 17:10	BTC	Buy	60607→62236.9	+12.97	timeout
06-07 16:01	BTC	Buy	60769→62057.9	+10.13	timeout
06-07 14:56	BTC	Buy	60876→61888.9	+7.85	timeout
06-07 13:54	BTC	Buy	60765→61726.9	+7.44	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61351.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62744.1→61177.3	-12.93	stop_loss
06-05 06:22	BTC	Buy	62852.1→61305.3	-12.74	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66745.3→65101.2	-12.82	stop_loss
06-03 19:53	BTC	Buy	67069.4→65412	-12.83	stop_loss
06-03 19:53	BTC	Buy	67073.4→65412	-12.87	stop_loss
06-03 19:53	BTC	Buy	67099.4→65449	-12.78	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

43%

win rate

-274.43

total pnl ($)

-53.4 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	102	43%	-53.4	-274.43

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…