deribit_basis_low_threshold_long_v8 · strategy

145

closed trades

42%

win rate

-477.42

total pnl ($)

0.250

weight

7d window — n=37 wr=30% pnl=-208.80 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 00:05	BTC	Buy	59346→60210	+6.86	timeout
06-29 17:27	BTC	Buy	59595→60379	+5.98	timeout
06-29 10:44	BTC	Buy	60096→60096	-0.60	timeout
06-29 02:01	BTC	Buy	60217→59413	-7.15	timeout
06-28 23:55	BTC	Buy	60006→59628	-3.66	timeout
06-28 21:51	BTC	Buy	60139→59345	-7.07	timeout
06-28 15:37	BTC	Buy	60818→59898	-8.06	timeout
06-28 08:24	BTC	Buy	60442→60184	-2.60	timeout
06-27 23:57	BTC	Buy	60060→59989	-1.16	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-27 19:47	BTC	Buy	59894→60172	+1.92	timeout
06-27 15:31	BTC	Buy	60172→60751	+4.37	timeout
06-27 05:12	BTC	Buy	59910→60256	+2.44	timeout
06-26 20:25	BTC	Buy	59625→59740	+0.44	timeout
06-26 18:28	BTC	Buy	59618→59863	+1.48	timeout
06-26 16:16	BTC	Buy	59679→60228	+4.06	timeout
06-26 12:43	BTC	Buy	60490→59002.5	-12.76	stop_loss
06-26 02:24	BTC	Buy	59759→58279.9	-12.81	stop_loss
06-26 02:24	BTC	Buy	59763→58292.9	-12.74	stop_loss
06-25 13:57	BTC	Buy	59773→58301.9	-12.66	stop_loss
06-25 13:54	BTC	Buy	60056→58578.8	-12.65	stop_loss
06-25 13:51	BTC	Buy	60709→59216.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	60748→59253.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60805→59309.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60867→59370.3	-12.73	stop_loss
06-24 16:47	BTC	Buy	61474.1→59957	-12.77	stop_loss
06-24 15:08	BTC	Buy	62352.1→60818.5	-12.56	stop_loss
06-24 13:49	BTC	Buy	62392.1→61411.9	-8.22	timeout
06-24 13:46	BTC	Buy	62861.1→61314.3	-12.75	stop_loss
06-24 11:40	BTC	Buy	62598.1→62597.9	-0.43	timeout
06-24 09:50	BTC	Buy	62365.1→62647.9	+1.81	timeout
06-24 08:39	BTC	Buy	62294.1→62691.9	+2.73	timeout
06-23 06:21	BTC	Buy	64163.2→62555.6	-12.95	stop_loss
06-23 06:21	BTC	Buy	64218.2→62638.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64604.2→63012.3	-12.64	stop_loss
06-23 05:22	BTC	Buy	65052.3→63449.1	-12.81	stop_loss
06-23 04:27	BTC	Buy	63911.2→63929.8	-0.33	timeout
06-22 22:28	BTC	Buy	65495.3→63857.9	-12.94	stop_loss
06-22 10:05	BTC	Buy	64193.2→64168.8	-0.79	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 04:02	BTC	Buy	64392.2→63861.8	-4.59	timeout
06-22 01:57	BTC	Buy	64244.2→64597.8	+2.28	timeout
06-21 23:37	BTC	Buy	64258.2→63291.8	-8.05	timeout
06-21 04:23	BTC	Buy	63471.2→64458.8	+7.33	timeout
06-21 02:15	BTC	Buy	63435.2→64214.8	+5.71	timeout
06-21 00:08	BTC	Buy	63556.2→64226.8	+4.81	timeout
06-20 21:56	BTC	Buy	63033.2→64000.8	+7.19	timeout
06-20 19:44	BTC	Buy	62993.1→63909.8	+6.83	timeout
06-20 01:34	BTC	Buy	62834.1→63571.8	+5.43	timeout
06-19 22:50	BTC	Buy	62867.1→63309.8	+3.08	timeout
06-19 20:45	BTC	Buy	63119.2→63062.8	-0.94	timeout
06-19 18:45	BTC	Buy	62761.1→63031.8	+1.68	timeout
06-19 17:07	BTC	Buy	62500.1→62972.9	+3.33	timeout
06-18 15:57	BTC	Buy	63912.2→62301.7	-12.92	stop_loss
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64359.2→62775.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64579.2→62991.3	-12.56	stop_loss
06-18 15:36	BTC	Buy	64650.2→63057.3	-12.61	stop_loss
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65628.3→64013.8	-12.74	stop_loss
06-17 19:40	BTC	Buy	65802.3→64175.7	-12.80	stop_loss
06-17 19:29	BTC	Buy	65893.3→64242.6	-12.97	stop_loss
06-17 17:55	BTC	Buy	65926.3→66060.7	+0.50	timeout
06-17 15:43	BTC	Buy	65850.3→65477.7	-3.34	timeout
06-17 03:21	BTC	Buy	65632.3→65737.7	+0.31	timeout
06-17 01:16	BTC	Buy	66273.3→65690.7	-4.86	timeout
06-16 23:08	BTC	Buy	66199.3→65741.7	-3.97	timeout
06-16 14:29	BTC	Buy	66496.3→65603.7	-7.24	timeout
06-16 12:33	BTC	Buy	66252.3→66647.7	+2.45	timeout
06-16 02:03	BTC	Buy	65487.3→66310.7	+5.83	timeout
06-16 00:06	BTC	Buy	65666.3→66337.7	+4.69	timeout
06-15 21:54	BTC	Buy	65440.3→66388.7	+6.75	timeout
06-15 13:40	BTC	Buy	64265.2→66615.7	+17.85	timeout
06-15 11:32	BTC	Buy	64592.2→66159.7	+11.69	timeout
06-15 01:12	BTC	Buy	64657.2→65454.7	+5.69	timeout
06-14 23:03	BTC	Buy	64444.2→65334.7	+6.42	timeout
06-14 20:56	BTC	Buy	64255.2→64023.8	-2.28	timeout
06-14 12:37	BTC	Buy	64002.2→64286.8	+1.77	timeout
06-14 10:36	BTC	Buy	63818.2→64627.8	+5.89	timeout
06-13 23:03	BTC	Buy	63435.2→64428.8	+7.36	timeout
06-13 20:58	BTC	Buy	63443.2→64259.8	+5.96	timeout
06-13 19:00	BTC	Buy	63673.2→64133.8	+3.17	timeout
06-13 12:23	BTC	Buy	63569.2→63921.8	+2.24	timeout
06-13 10:03	BTC	Buy	63702.2→63733.8	-0.28	timeout
06-12 21:32	BTC	Buy	63478.2→63534.8	-0.06	timeout
06-12 19:37	BTC	Buy	63735.2→63771.8	-0.18	timeout
06-12 17:33	BTC	Buy	63335.2→63772.8	+3.00	timeout
06-12 11:08	BTC	Buy	63076.2→63793.8	+5.16	timeout
06-12 09:03	BTC	Buy	62931.1→63443.8	+3.56	timeout
06-11 20:44	BTC	Buy	61800.1→63247.8	+11.12	timeout
06-11 18:37	BTC	Buy	61790.1→63492.8	+13.20	timeout
06-11 16:32	BTC	Buy	62145.1→62546.9	+2.68	timeout
06-11 10:19	BTC	Buy	61180.1→62771.9	+12.42	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 18:51	BTC	Buy	61715.1→61673.9	-0.83	timeout
06-10 16:50	BTC	Buy	61370.1→61962.9	+4.31	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 15:57	BTC	Buy	62507.1→60969.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62673.1→61131.4	-12.75	stop_loss
06-09 14:30	BTC	Buy	62976.1→61426.2	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

42%

win rate

-477.42

total pnl ($)

-65.7 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	145	42%	-65.7	-477.42

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…