deribit_basis_mr_p30_long · strategy

113

closed trades

35%

win rate

-492.27

total pnl ($)

0.250

weight

7d window — n=22 wr=23% pnl=-166.35 · 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 22:52	BTC	Buy	60494→59004.5	-12.91	stop_loss
06-28 22:52	BTC	Buy	60505→59015.5	-12.91	stop_loss
06-28 22:43	BTC	Buy	60515→59026.5	-12.93	stop_loss
06-28 19:46	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-28 19:32	BTC	Buy	59967→59609	-3.39	timeout
06-27 18:13	BTC	Buy	59457→60502	+8.38	timeout
06-27 17:08	BTC	Buy	59169→60532	+11.04	timeout
06-27 15:58	BTC	Buy	59520→60811	+10.46	timeout
06-27 14:56	BTC	Buy	59657→60583	+7.31	timeout
06-26 17:57	BTC	Buy	59398→59940	+3.89	timeout
06-25 13:58	BTC	Buy	59627→58160	-12.68	stop_loss
06-25 13:55	BTC	Buy	59936→58459.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60355→58867.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60709→59216.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60906→59408.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.72	stop_loss
06-24 15:30	BTC	Buy	62255.1→60719.6	-12.69	stop_loss
06-24 15:08	BTC	Buy	62331.1→60790.5	-12.73	stop_loss
06-24 14:20	BTC	Buy	62363.1→60827.5	-12.72	stop_loss
06-24 13:44	BTC	Buy	62920.1→61370.2	-12.76	stop_loss
06-24 13:44	BTC	Buy	62955.1→61407.2	-12.74	stop_loss
06-23 08:17	BTC	Buy	63975.2→62401.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64231.2→62646.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64400.2→62812.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64442.2→62842.4	-12.88	stop_loss
06-23 06:20	BTC	Buy	64514.2→62927.4	-12.76	stop_loss
06-22 21:24	BTC	Buy	63920.2→64223.8	+1.91	timeout
06-22 20:25	BTC	Buy	63919.2→64386.8	+3.16	timeout
06-22 19:27	BTC	Buy	63839.2→64324.8	+3.27	timeout
06-22 18:29	BTC	Buy	63832.2→64566.8	+5.19	timeout
06-22 17:25	BTC	Buy	63860.2→64518.8	+4.63	timeout
06-20 20:24	BTC	Buy	63103.2→63912.8	+6.03	timeout
06-20 19:20	BTC	Buy	62663.1→63884.8	+9.33	timeout
06-20 18:16	BTC	Buy	62692.1→63811.8	+8.47	timeout
06-20 17:13	BTC	Buy	62466.1→63899.8	+10.99	timeout
06-20 16:35	BTC	Buy	62620.1→63918.8	+9.77	timeout
06-18 15:40	BTC	Buy	64320.2→62737.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64352.2→62768.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64579.2→62985.3	-12.37	stop_loss
06-18 15:17	BTC	Buy	64821.2→63204.2	-12.51	stop_loss
06-18 15:17	BTC	Buy	64887.2→63282.2	-12.37	stop_loss
06-17 19:44	BTC	Buy	65689.3→64073.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65826.3→64207.7	-12.76	stop_loss
06-17 08:40	BTC	Buy	66530.3→64894.3	-12.78	stop_loss
06-17 08:39	BTC	Buy	66582.3→64945.3	-12.81	stop_loss
06-17 08:39	BTC	Buy	66603.3→64965.3	-12.81	stop_loss
06-16 14:23	BTC	Buy	67099.4→65448	-12.83	stop_loss
06-16 14:23	BTC	Buy	67170.4→65514.9	-12.85	stop_loss
06-16 09:40	BTC	Buy	64480.2→66641.7	+16.24	timeout
06-15 15:36	BTC	Buy	64291.2→66675.7	+18.05	timeout
06-15 13:24	BTC	Buy	64068.2→66880.7	+21.53	take_profit
06-15 13:24	BTC	Buy	64066.2→66878.7	+21.53	take_profit
06-15 13:20	BTC	Buy	64034.2→66845.7	+21.54	take_profit
06-14 08:52	BTC	Buy	63411.2→64433.8	+7.52	timeout
06-13 17:52	BTC	Buy	63485.2→63971.8	+3.35	timeout
06-13 16:53	BTC	Buy	62602.1→63922.8	+10.10	timeout
06-13 15:53	BTC	Buy	62557.1→64255.8	+13.09	timeout
06-13 14:49	BTC	Buy	62889.1→64185.8	+9.77	timeout
06-12 07:51	BTC	Buy	61665.1→62989.9	+10.21	timeout
06-11 17:33	BTC	Buy	61790.1→63308.8	+11.67	timeout
06-11 16:30	BTC	Buy	61014.1→62583.9	+12.18	timeout
06-11 15:28	BTC	Buy	61368.1→62708.9	+10.28	timeout
06-11 14:35	BTC	Buy	61432.1→62923.9	+11.49	timeout
06-09 20:39	BTC	Buy	61713.1→62016.9	+2.14	timeout
06-09 14:47	BTC	Buy	62719.1→61176.3	-12.75	stop_loss
06-09 14:30	BTC	Buy	63030.2→61480.2	-12.77	stop_loss
06-09 14:20	BTC	Buy	63232.2→61673.1	-12.79	stop_loss
06-09 14:11	BTC	Buy	63585.2→62020.9	-12.75	stop_loss
06-09 10:03	BTC	Buy	62395.1→62750.9	+2.46	timeout
06-07 22:15	BTC	Buy	61396.1→64095.8	+21.54	take_profit
06-07 22:14	BTC	Buy	60971→63647.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60642→63304.8	+21.53	take_profit
06-07 20:09	BTC	Buy	60771→61502.9	+5.64	timeout
06-07 19:18	BTC	Buy	62812.1→61266.3	-12.73	stop_loss
06-07 08:48	BTC	Buy	60190→62835.9	+21.56	take_profit
06-07 07:56	BTC	Buy	59707→62327.9	+21.53	take_profit
06-06 04:27	BTC	Buy	61318.1→59809.1	-12.76	stop_loss
06-06 04:21	BTC	Buy	61413.1→59899	-12.78	stop_loss
06-06 04:11	BTC	Buy	61762.1→60241.9	-12.76	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60467.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62432.1→60892.5	-12.79	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61350.2	-12.75	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62745.1→61185.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62915.1→61367.2	-12.67	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-05 06:03	BTC	Buy	63587.2→62009.9	-12.79	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 09:30	BTC	Buy	64253.2→62672.5	-12.75	stop_loss
06-04 09:29	BTC	Buy	64338.2→62753.5	-12.76	stop_loss
06-04 02:02	BTC	Buy	63255.2→61699	-12.75	stop_loss
06-04 01:16	BTC	Buy	64411.2→62827.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65082.3→63482.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65480.3→63869.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

35%

win rate

-492.27

total pnl ($)

-87.2 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	113	35%	-87.2	-492.27

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…