deribit_basis_percentile_contrarian_long · strategy

closed trades

37%

win rate

-298.76

total pnl ($)

0.250

weight

7d window — n=23 wr=30% pnl=-152.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59803→58272.9	-13.22	stop_loss
06-30 12:58	BTC	Buy	59910→58371.9	-13.26	stop_loss
06-29 23:20	BTC	Buy	59979→60275	+2.09	timeout
06-29 20:27	BTC	Buy	60235→60365	+0.33	timeout
06-29 19:24	BTC	Buy	60353→60388	-0.46	timeout
06-28 22:53	BTC	Buy	60413→58866.6	-13.27	stop_loss
06-28 22:53	BTC	Buy	60451→58877.6	-13.48	stop_loss
06-27 18:08	BTC	Buy	59595→60479	+7.00	timeout
06-27 17:07	BTC	Buy	59135→60511	+11.14	timeout
06-27 15:59	BTC	Buy	59564→60798	+9.88	timeout
06-27 14:57	BTC	Buy	59507→60583	+8.59	timeout
06-27 14:10	BTC	Buy	59574→60580	+7.98	timeout
06-25 13:59	BTC	Buy	59539→58012.1	-13.21	stop_loss
06-25 13:58	BTC	Buy	59673→58144	-13.20	stop_loss
06-25 13:57	BTC	Buy	59830→58298.9	-13.18	stop_loss
06-25 13:53	BTC	Buy	60285→58741.7	-13.18	stop_loss
06-25 13:51	BTC	Buy	60654→59089.5	-13.29	stop_loss
06-24 17:21	BTC	Buy	60922→59363.3	-13.23	stop_loss
06-24 15:08	BTC	Buy	62402.1→60799.5	-13.22	stop_loss
06-24 15:08	BTC	Buy	62407.1→60809.5	-13.19	stop_loss
06-24 15:08	BTC	Buy	62417.1→60816.5	-13.20	stop_loss
06-24 14:19	BTC	Buy	62447.1→60842.5	-13.28	stop_loss
06-24 14:19	BTC	Buy	62577.1→60975.4	-13.23	stop_loss
06-18 05:04	BTC	Buy	65371.3→63697.9	-13.26	stop_loss
06-17 08:49	BTC	Buy	66509.3→64803.3	-13.29	stop_loss
06-17 08:31	BTC	Buy	66848.3→65137.2	-13.24	stop_loss
06-17 08:20	BTC	Buy	66883.3→65171.1	-13.22	stop_loss
06-16 14:32	BTC	Buy	67084.4→65366	-13.33	stop_loss
06-16 08:56	BTC	Buy	64452.2→66924.7	+18.79	timeout
06-15 15:54	BTC	Buy	64412.2→67246.6	+21.58	take_profit
06-15 15:47	BTC	Buy	64254.2→67075.6	+21.54	take_profit
06-15 15:46	BTC	Buy	64144.2→66961.7	+21.55	take_profit
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.54	take_profit
06-14 08:53	BTC	Buy	63454.2→64423.8	+7.10	timeout
06-13 21:39	BTC	Buy	63484.2→64298.8	+5.91	timeout
06-13 19:38	BTC	Buy	63750.2→64228.8	+3.30	timeout
06-13 18:32	BTC	Buy	63387.2→64145.8	+5.51	timeout
06-13 17:26	BTC	Buy	62331.1→64012.8	+13.04	timeout
06-12 08:15	BTC	Buy	61610.1→63273.8	+12.83	timeout
06-11 18:51	BTC	Buy	61714.1→63473.8	+13.55	timeout
06-11 18:01	BTC	Buy	61054.1→63738.8	+21.40	take_profit
06-11 17:40	BTC	Buy	61793.1→63204.8	+10.80	timeout
06-11 16:39	BTC	Buy	60808→62676.9	+14.72	timeout
06-09 21:11	BTC	Buy	61792.1→62016.9	+1.65	timeout
06-09 15:56	BTC	Buy	62643.1→61024.4	-13.38	stop_loss
06-09 14:43	BTC	Buy	62915.1→61304.3	-13.26	stop_loss
06-09 14:35	BTC	Buy	63003.2→61390.2	-13.27	stop_loss
06-09 14:21	BTC	Buy	63244.2→61622.1	-13.28	stop_loss
06-09 09:37	BTC	Buy	62521.1→62615.9	+0.34	timeout
06-09 08:33	BTC	Buy	62468.1→62851.9	+2.58	timeout
06-07 22:14	BTC	Buy	61022.1→63702.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60699→63363.8	+21.52	take_profit
06-07 20:09	BTC	Buy	60757→61501.9	+5.76	timeout
06-07 08:48	BTC	Buy	60188→62831.9	+21.55	take_profit
06-07 08:28	BTC	Buy	59914→62544.9	+21.57	take_profit
06-06 04:15	BTC	Buy	61589.1→60007	-13.30	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60678→59125.5	-13.25	stop_loss
06-05 18:54	BTC	Buy	60716→59162.4	-13.25	stop_loss
06-05 18:53	BTC	Buy	60753→59198.4	-13.25	stop_loss
06-05 18:44	BTC	Buy	61293.1→59724.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61976.1→60387.8	-13.26	stop_loss
06-05 13:59	BTC	Buy	62295.1→60700.6	-13.26	stop_loss
06-05 13:56	BTC	Buy	62500.1→60899.5	-13.26	stop_loss
06-05 13:53	BTC	Buy	62644.1→61039.4	-13.28	stop_loss
06-05 13:49	BTC	Buy	62947.1→61335.2	-13.26	stop_loss
06-05 06:22	BTC	Buy	62983.1→61346.2	-13.39	stop_loss
06-05 06:19	BTC	Buy	63367.2→61743	-13.18	stop_loss
06-05 06:03	BTC	Buy	63652.2→62019.9	-13.22	stop_loss
06-04 11:10	BTC	Buy	63842.2→62208.8	-13.22	stop_loss
06-04 10:29	BTC	Buy	64067.2→62426.6	-13.23	stop_loss
06-04 09:25	BTC	Buy	64593.2→62940.4	-13.24	stop_loss
06-04 01:22	BTC	Buy	64300.2→62654.5	-13.25	stop_loss
06-04 00:29	BTC	Buy	65053.3→63388.1	-13.25	stop_loss
06-04 00:25	BTC	Buy	65498.3→63821.9	-13.25	stop_loss
06-03 20:55	BTC	Buy	66539.3→64832.3	-13.33	stop_loss
06-03 19:55	BTC	Buy	66944.3→65231.1	-13.28	stop_loss
06-03 19:54	BTC	Buy	67041.4→65326.1	-13.27	stop_loss
06-03 19:54	BTC	Buy	67072.4→65356	-13.28	stop_loss
06-03 16:27	BTC	Buy	67227.4→65504	-13.28	stop_loss
06-03 03:50	BTC	Buy	67221.4→65472	-13.47	stop_loss
06-03 03:50	BTC	Buy	67189.4→65469	-13.26	stop_loss
06-03 03:44	BTC	Buy	67423.4→65688.9	-13.32	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-298.76

total pnl ($)

-71.9 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	83	37%	-71.9	-298.76

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…