deribit_basis_low_threshold_long_v7 · strategy

152

closed trades

42%

win rate

-485.72

total pnl ($)

0.319

weight

7d window — n=37 wr=43% pnl=-145.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:24	BTC	Buy	59904→60019	+0.57	timeout
06-27 21:24	BTC	Buy	59773→60386	+4.75	timeout
06-27 20:16	BTC	Buy	59733→60252	+3.95	timeout
06-27 19:11	BTC	Buy	59941→60570	+4.83	timeout
06-27 18:03	BTC	Buy	60039→60435	+2.87	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:40	BTC	Buy	59412→59732	+2.12	timeout
06-26 17:38	BTC	Buy	59697→59963	+1.66	timeout
06-26 16:30	BTC	Buy	59465→60122	+4.98	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.57	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60813→59317.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59046.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61035.1→59533.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:49	BTC	Buy	61828.1→60305.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62523.1→60952.5	-12.97	stop_loss
06-24 13:46	BTC	Buy	62858.1→61311.3	-12.75	stop_loss
06-24 10:50	BTC	Buy	62242.1→62470.9	+1.39	timeout
06-24 09:57	BTC	Buy	62366.1→62673.9	+2.01	timeout
06-24 09:18	BTC	Buy	62427.1→62709.9	+1.81	timeout
06-24 08:42	BTC	Buy	62409.1→62693.9	+1.82	timeout
06-24 07:12	BTC	Buy	62996.1→62755.9	-2.41	timeout
06-23 08:27	BTC	Buy	63540.2→61973.9	-12.75	stop_loss
06-23 06:22	BTC	Buy	64078.2→62502.6	-12.56	stop_loss
06-23 06:21	BTC	Buy	64218.2→62638.5	-12.57	stop_loss
06-23 05:34	BTC	Buy	64214.2→63443.8	-6.51	timeout
06-23 03:55	BTC	Buy	64079.2→64003.8	-1.07	timeout
06-23 01:39	BTC	Buy	64491.2→64030.8	-4.02	timeout
06-22 03:10	BTC	Buy	64242.2→63991.8	-2.41	timeout
06-22 02:07	BTC	Buy	64216.2→64510.8	+1.83	timeout
06-22 01:00	BTC	Buy	64262.2→63912.8	-3.22	timeout
06-21 22:40	BTC	Buy	64238.2→63569.8	-5.73	timeout
06-21 21:33	BTC	Buy	63912.2→63735.8	-1.89	timeout
06-20 23:39	BTC	Buy	63314.2→64271.8	+7.08	timeout
06-20 22:32	BTC	Buy	63232.2→64294.8	+7.91	timeout
06-20 21:25	BTC	Buy	63166.2→63948.8	+5.73	timeout
06-20 20:12	BTC	Buy	63049.2→63940.8	+6.62	timeout
06-20 19:02	BTC	Buy	63051.2→63787.8	+5.40	timeout
06-19 20:45	BTC	Buy	63119.2→63062.8	-0.94	timeout
06-19 19:45	BTC	Buy	62911.1→62996.8	+0.19	timeout
06-19 18:45	BTC	Buy	62761.1→63031.8	+1.68	timeout
06-19 17:48	BTC	Buy	62632.1→63057.8	+2.93	timeout
06-19 17:05	BTC	Buy	62564.1→62938.9	+2.54	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64194.2→62601.6	-12.63	stop_loss
06-18 15:40	BTC	Buy	64325.2→62742.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64342.2→62759.5	-12.50	stop_loss
06-18 15:17	BTC	Buy	64919.2→63305.2	-12.61	stop_loss
06-18 04:11	BTC	Buy	65353.3→63743.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65659.3→64044.8	-12.73	stop_loss
06-17 19:38	BTC	Buy	65852.3→64227.7	-12.78	stop_loss
06-17 18:08	BTC	Buy	66085.3→65249.7	-6.82	timeout
06-17 17:01	BTC	Buy	65757.3→65829.7	-0.00	timeout
06-17 15:54	BTC	Buy	65919.3→65696.7	-2.21	timeout
06-17 01:09	BTC	Buy	66271.3→65757.7	-4.34	timeout
06-17 00:03	BTC	Buy	66248.3→65700.7	-4.64	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.82	stop_loss
06-16 14:17	BTC	Buy	66481.3→65838.7	-5.36	timeout
06-15 23:17	BTC	Buy	65564.3→66217.7	+4.60	timeout
06-15 22:12	BTC	Buy	65173.3→66433.7	+9.17	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63784.2→66587.7	+21.54	take_profit
06-15 12:55	BTC	Buy	63781.2→66581.7	+21.52	take_profit
06-14 22:37	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 21:33	BTC	Buy	64251.2→64787.8	+3.68	timeout
06-14 20:25	BTC	Buy	64226.2→63889.8	-3.10	timeout
06-14 19:21	BTC	Buy	64151.2→63787.8	-3.33	timeout
06-14 18:15	BTC	Buy	64059.2→63707.8	-3.29	timeout
06-13 21:18	BTC	Buy	63608.2→64233.8	+4.44	timeout
06-13 20:15	BTC	Buy	63607.2→64248.8	+4.59	timeout
06-13 19:15	BTC	Buy	63685.2→64152.8	+3.22	timeout
06-13 18:11	BTC	Buy	63850.2→64031.8	+0.95	timeout
06-13 17:05	BTC	Buy	64015.2→63935.8	-1.07	timeout
06-12 20:22	BTC	Buy	63440.2→63506.8	+0.05	timeout
06-12 19:16	BTC	Buy	63573.2→63689.8	+0.47	timeout
06-12 18:10	BTC	Buy	63349.2→63757.8	+2.76	timeout
06-12 17:11	BTC	Buy	62502.1→63930.8	+10.97	timeout
06-12 16:08	BTC	Buy	62787.1→63715.8	+6.90	timeout
06-11 19:32	BTC	Buy	61854.1→63844.8	+15.51	timeout
06-11 18:27	BTC	Buy	61854.1→63401.8	+11.93	timeout
06-11 17:24	BTC	Buy	62064.1→62366.9	+1.90	timeout
06-11 16:23	BTC	Buy	62278.1→62631.9	+2.29	timeout
06-11 15:20	BTC	Buy	62103.1→62666.9	+3.99	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 17:56	BTC	Buy	61725.1→61881.9	+0.78	timeout
06-10 16:53	BTC	Buy	61185.1→62092.9	+6.90	timeout
06-10 15:51	BTC	Buy	61244.1→62360.9	+8.61	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 14:36	BTC	Buy	62923.1→61372.2	-12.78	stop_loss
06-09 14:29	BTC	Buy	63129.2→61576.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63395.2→61835	-12.76	stop_loss
06-09 14:10	BTC	Buy	63592.2→62027.9	-12.75	stop_loss
06-09 14:10	BTC	Buy	63599.2→62034.9	-12.75	stop_loss
06-09 08:27	BTC	Buy	63051.2→62920.9	-1.51	timeout
06-09 07:24	BTC	Buy	63180.2→63267.8	+0.19	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

42%

win rate

-485.72

total pnl ($)

-63.8 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	152	42%	-63.8	-485.72

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…