deribit_basis_low_threshold_long_v5 · strategy

closed trades

47%

win rate

-227.45

total pnl ($)

0.511

weight

7d window — n=16 wr=31% pnl=-116.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:15	BTC	Buy	58850.9→60159	+10.66	timeout
06-26 18:42	BTC	Buy	59412→59725	+2.06	timeout
06-26 17:36	BTC	Buy	59665→59971	+2.02	timeout
06-26 15:12	BTC	Buy	59103→59737	+4.87	timeout
06-26 14:26	BTC	Buy	59429→59998	+4.29	timeout
06-26 02:24	BTC	Buy	59784→58310.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59546→58080	-12.68	stop_loss
06-25 13:58	BTC	Buy	59647→58176	-12.71	stop_loss
06-25 13:57	BTC	Buy	59817→58343.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60491→59003.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60651→59155.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60951→59429.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61176.1→59658.2	-12.83	stop_loss
06-24 15:56	BTC	Buy	61791.1→60271.8	-12.73	stop_loss
06-24 13:48	BTC	Buy	62788.1→61241.3	-12.77	stop_loss
06-24 13:46	BTC	Buy	62843.1→61296.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65422.3→63808.9	-12.79	stop_loss
06-16 14:40	BTC	Buy	66499.3→65696.7	-6.57	timeout
06-16 13:49	BTC	Buy	66554.3→66137.7	-3.66	timeout
06-16 12:46	BTC	Buy	66472.3→66414.7	-0.96	timeout
06-16 11:42	BTC	Buy	66187.3→66365.7	+0.81	timeout
06-16 10:37	BTC	Buy	65716.3→66627.7	+6.42	timeout
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 12:50	BTC	Buy	64312.2→66485.7	+16.47	timeout
06-15 11:44	BTC	Buy	64588.2→66131.7	+11.51	timeout
06-15 10:42	BTC	Buy	64592.2→65722.7	+8.30	timeout
06-15 09:38	BTC	Buy	64442.2→65535.7	+8.04	timeout
06-14 18:56	BTC	Buy	64090.2→63777.8	-2.96	timeout
06-14 12:26	BTC	Buy	63938.2→64473.8	+3.75	timeout
06-14 11:23	BTC	Buy	63927.2→64500.8	+4.03	timeout
06-14 10:19	BTC	Buy	63742.2→64524.8	+5.65	timeout
06-14 09:15	BTC	Buy	63788.2→64408.8	+4.37	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 12:05	BTC	Buy	63654.2→63930.8	+1.64	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-13 08:55	BTC	Buy	63433.2→63778.8	+2.20	timeout
06-12 18:13	BTC	Buy	63439.2→63896.8	+3.15	timeout
06-12 11:42	BTC	Buy	63110.2→63743.8	+4.49	timeout
06-12 10:37	BTC	Buy	62889.1→63703.8	+5.95	timeout
06-12 09:31	BTC	Buy	62829.1→63769.8	+6.95	timeout
06-12 08:32	BTC	Buy	62915.1→63442.8	+3.65	timeout
06-11 17:10	BTC	Buy	62104.1→62517.9	+2.82	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:46	BTC	Buy	62776.1→61232.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63324.2→61766	-12.76	stop_loss
06-09 14:16	BTC	Buy	63438.2→61877.9	-12.76	stop_loss
06-09 14:15	BTC	Buy	63476.2→61913.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63851.2→62279.7	-12.74	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.64	timeout
06-09 00:46	BTC	Buy	64067.2→62491.6	-12.74	stop_loss
06-08 18:02	BTC	Buy	62209.1→63595.8	+10.61	timeout
06-08 17:03	BTC	Buy	62111.1→63342.8	+9.37	timeout
06-08 15:01	BTC	Buy	61842.1→63970.8	+16.71	timeout
06-08 13:59	BTC	Buy	61728.1→63715.8	+15.61	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	timeout
06-07 15:50	BTC	Buy	60798→62037.9	+9.73	timeout
06-07 14:47	BTC	Buy	60896→61828.9	+7.19	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60645	+0.59	timeout
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:53	BTC	Buy	62575.1→61036.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.82	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 02:42	BTC	Buy	63332.2→62842.9	-4.28	timeout
06-05 01:27	BTC	Buy	62751.1→63272.8	+3.75	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66740.3→65099.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66901.3→65253.1	-12.79	stop_loss
06-03 19:55	BTC	Buy	66900.3→65253.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67261.4→65592.9	-12.87	stop_loss
06-03 03:44	BTC	Buy	67330.4→65673.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67503.4→65835.8	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-227.45

total pnl ($)

-47.0 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	96	47%	-47.0	-227.45

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…