deribit_basis_rise_long_v2 · strategy

103

closed trades

37%

win rate

-414.94

total pnl ($)

0.250

weight

7d window — n=30 wr=33% pnl=-196.30 · 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 22:53	BTC	Buy	60430→58942.6	-12.78	stop_loss
06-28 22:43	BTC	Buy	60520→59030.5	-12.78	stop_loss
06-28 19:46	BTC	Buy	60798→59302.4	-12.72	stop_loss
06-28 14:02	BTC	Buy	59882→60054	+0.93	timeout
06-27 19:28	BTC	Buy	59267→60282	+8.19	timeout
06-27 18:23	BTC	Buy	59584→60455	+6.89	timeout
06-27 17:24	BTC	Buy	59483→60577	+8.75	timeout
06-27 15:14	BTC	Buy	59036→60843	+14.87	timeout
06-26 13:19	BTC	Buy	60015→58538.8	-12.77	stop_loss
06-26 02:23	BTC	Buy	59791→58319.9	-12.74	stop_loss
06-25 13:55	BTC	Buy	59847→58373.9	-12.71	stop_loss
06-25 13:48	BTC	Buy	60842→59343.3	-12.74	stop_loss
06-25 13:48	BTC	Buy	60933→59422.3	-12.81	stop_loss
06-25 13:48	BTC	Buy	61042.1→59540.2	-12.72	stop_loss
06-25 13:46	BTC	Buy	61066.1→59564.2	-12.71	stop_loss
06-24 14:20	BTC	Buy	62364.1→60828.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62404.1→60868.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62378.1→60841.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62427.1→60890.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62501.1→60963.5	-12.73	stop_loss
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64340.2→62755.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64448.2→62863.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64463.2→62865.4	-12.86	stop_loss
06-23 06:20	BTC	Buy	64481.2→62886.4	-12.84	stop_loss
06-22 21:39	BTC	Buy	63932.2→64179.8	+1.47	timeout
06-22 20:38	BTC	Buy	63845.2→64468.8	+4.38	timeout
06-22 19:34	BTC	Buy	63857.2→64394.8	+3.66	timeout
06-22 18:30	BTC	Buy	63840.2→64557.8	+5.04	timeout
06-22 17:25	BTC	Buy	63855.2→64517.8	+4.71	timeout
06-20 20:32	BTC	Buy	63120.2→63871.8	+5.56	timeout
06-20 19:31	BTC	Buy	62781.1→63861.8	+8.19	timeout
06-20 18:28	BTC	Buy	62924.1→63825.8	+6.71	timeout
06-20 17:21	BTC	Buy	62564.1→63888.8	+10.08	timeout
06-20 16:18	BTC	Buy	62600.1→64021.8	+10.71	timeout
06-18 15:57	BTC	Buy	63846.2→62274.7	-12.60	stop_loss
06-18 15:40	BTC	Buy	64274.2→62671.5	-12.89	stop_loss
06-18 15:37	BTC	Buy	64435.2→62840.4	-12.80	stop_loss
06-18 15:17	BTC	Buy	64878.2→63283.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64924.2→63308.2	-12.88	stop_loss
06-18 04:11	BTC	Buy	65414.3→63805.9	-12.76	stop_loss
06-17 19:42	BTC	Buy	65728.3→64108.7	-12.81	stop_loss
06-17 19:41	BTC	Buy	65772.3→64154.7	-12.79	stop_loss
06-17 08:39	BTC	Buy	66553.3→64914.3	-12.72	stop_loss
06-17 08:31	BTC	Buy	66736.3→65094.2	-12.73	stop_loss
06-17 07:54	BTC	Buy	66836.3→65183.1	-12.86	stop_loss
06-16 14:31	BTC	Buy	67067.4→65418	-12.82	stop_loss
06-16 14:23	BTC	Buy	67181.4→65514.9	-12.93	stop_loss
06-15 15:59	BTC	Buy	64427.2→67256.6	+21.53	take_profit
06-15 15:47	BTC	Buy	64299.2→67150.6	+21.76	take_profit
06-15 15:47	BTC	Buy	64231.2→67070.6	+21.69	take_profit
06-15 15:45	BTC	Buy	64125.2→66940.7	+21.54	take_profit
06-15 13:25	BTC	Buy	64091.2→66904.7	+21.54	take_profit
06-13 20:32	BTC	Buy	63349.2→64221.8	+6.42	timeout
06-13 19:26	BTC	Buy	63635.2→64136.8	+3.48	timeout
06-13 18:16	BTC	Buy	63570.2→64073.8	+3.46	timeout
06-13 17:18	BTC	Buy	62425.1→63980.8	+12.02	timeout
06-13 16:15	BTC	Buy	62773.1→64035.8	+9.69	timeout
06-11 18:39	BTC	Buy	61743.1→63486.8	+13.41	timeout
06-11 17:37	BTC	Buy	61751.1→63133.8	+10.55	timeout
06-11 16:37	BTC	Buy	61281.1→62748.9	+11.41	timeout
06-11 15:34	BTC	Buy	61327.1→62712.9	+10.55	timeout
06-11 14:34	BTC	Buy	61579.1→62840.9	+9.60	timeout
06-09 15:56	BTC	Buy	62567.1→61025.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62731.1→61187.3	-12.76	stop_loss
06-09 14:36	BTC	Buy	62917.1→61369.2	-12.75	stop_loss
06-09 14:30	BTC	Buy	63017.2→61466.2	-12.77	stop_loss
06-09 14:18	BTC	Buy	63291.2→61734	-12.76	stop_loss
06-09 10:37	BTC	Buy	62383.1→62632.9	+1.64	timeout
06-09 09:36	BTC	Buy	62533.1→62666.9	+0.65	timeout
06-09 07:31	BTC	Buy	62228.1→63086.8	+6.34	timeout
06-07 22:15	BTC	Buy	61165.1→63850.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60368→63019.8	+21.54	take_profit
06-07 08:37	BTC	Buy	59984→62617.9	+21.54	take_profit
06-07 08:36	BTC	Buy	59956→62589.9	+21.56	take_profit
06-07 06:36	BTC	Buy	59562→62180.9	+21.60	take_profit
06-06 04:27	BTC	Buy	61404.1→59870.1	-12.94	stop_loss
06-06 04:21	BTC	Buy	61423.1→59912	-12.75	stop_loss
06-06 04:12	BTC	Buy	61750.1→60230.9	-12.76	stop_loss
06-05 18:55	BTC	Buy	60580→59090.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60772→59277.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60935→59436.3	-12.76	stop_loss
06-05 18:37	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-05 14:27	BTC	Buy	61833.1→60311.8	-12.75	stop_loss
06-05 14:04	BTC	Buy	62059.1→60532.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62387.1→60851.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62425.1→60889.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62506.1→60966.5	-12.77	stop_loss
06-05 06:23	BTC	Buy	62748.1→61204.3	-12.69	stop_loss
06-05 06:22	BTC	Buy	62836.1→61286.3	-12.70	stop_loss
06-05 06:17	BTC	Buy	63368.2→61810	-12.66	stop_loss
06-05 06:03	BTC	Buy	63537.2→61974.9	-12.69	stop_loss
06-04 11:11	BTC	Buy	63715.2→62147.8	-12.72	stop_loss
06-04 09:29	BTC	Buy	64326.2→62725.5	-12.89	stop_loss
06-04 09:27	BTC	Buy	64365.2→62776.5	-12.79	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65214.3→63610	-12.75	stop_loss
06-03 23:10	BTC	Buy	65992.3→64369.6	-12.76	stop_loss
06-03 20:55	BTC	Buy	66384.3→64751.4	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

37%

win rate

-414.94

total pnl ($)

-80.4 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	103	37%	-80.4	-414.94

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…