deribit_basis_threshold_contrarian_long · strategy

107

closed trades

44%

win rate

-279.42

total pnl ($)

0.412

weight

7d window — n=24 wr=29% pnl=-142.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:58	BTC	Buy	60152→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:11	BTC	Buy	59953→59981	-0.21	timeout
06-28 00:08	BTC	Buy	60105→60090	-0.51	timeout
06-27 21:54	BTC	Buy	59953→60159	+1.33	timeout
06-26 18:55	BTC	Buy	59496→59587	+0.19	timeout
06-26 17:51	BTC	Buy	59436→59958	+3.83	timeout
06-26 16:47	BTC	Buy	59125→60079	+7.53	timeout
06-26 15:36	BTC	Buy	59372→60258	+6.93	timeout
06-26 14:50	BTC	Buy	59492→59776	+1.89	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59715→58245.9	-12.66	stop_loss
06-25 13:57	BTC	Buy	59781→58309.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59826→58354.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60351→58866.6	-12.65	stop_loss
06-24 17:20	BTC	Buy	60976→59472.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61312.1→59803.1	-12.74	stop_loss
06-24 14:19	BTC	Buy	62377.1→60841.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62782.1→61235.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62862.1→61316.3	-12.74	stop_loss
06-24 08:25	BTC	Buy	62289.1→62662.9	+2.47	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-16 14:45	BTC	Buy	66554.3→65712.7	-6.86	timeout
06-16 13:46	BTC	Buy	66557.3→66105.7	-3.93	timeout
06-16 12:42	BTC	Buy	66447.3→66466.7	-0.38	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-16 10:30	BTC	Buy	65693.3→66557.7	+6.09	timeout
06-15 13:14	BTC	Buy	64342.2→66614.7	+17.23	timeout
06-15 13:00	BTC	Buy	63789.2→66590.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66254.7	+13.57	timeout
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-15 10:01	BTC	Buy	64570.2→65588.7	+7.44	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 12:56	BTC	Buy	64106.2→64290.8	+0.99	timeout
06-14 11:52	BTC	Buy	63891.2→64595.8	+5.08	timeout
06-14 10:48	BTC	Buy	63864.2→64531.8	+4.76	timeout
06-14 09:45	BTC	Buy	63781.2→64529.8	+5.37	timeout
06-13 18:27	BTC	Buy	63720.2→64141.8	+2.84	timeout
06-13 12:03	BTC	Buy	63737.2→63925.8	+0.95	timeout
06-13 11:02	BTC	Buy	63696.2→63833.8	+0.53	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-13 08:54	BTC	Buy	63437.2→63781.8	+2.19	timeout
06-12 18:13	BTC	Buy	63418.2→63830.8	+2.79	timeout
06-12 11:50	BTC	Buy	63108.2→63787.8	+4.86	timeout
06-12 10:39	BTC	Buy	62881.1→63719.8	+6.14	timeout
06-12 09:34	BTC	Buy	62912.1→63875.8	+7.12	timeout
06-12 08:33	BTC	Buy	62921.1→63461.8	+3.76	timeout
06-11 17:19	BTC	Buy	62112.1→62385.9	+1.67	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.83	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 16:40	BTC	Buy	60861→62319.9	+11.46	timeout
06-09 14:44	BTC	Buy	62817.1→61271.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63267.2→61711	-12.75	stop_loss
06-09 14:18	BTC	Buy	63290.2→61734	-12.75	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-09 14:11	BTC	Buy	63512.2→61948.9	-12.76	stop_loss
06-09 06:50	BTC	Buy	62972.1→63272.8	+1.88	timeout
06-09 00:48	BTC	Buy	64016.2→62435.6	-12.80	stop_loss
06-08 21:50	BTC	Buy	61635.1→63747.8	+16.65	timeout
06-08 18:27	BTC	Buy	62194.1→63550.8	+10.38	timeout
06-08 16:26	BTC	Buy	62267.1→64019.8	+13.53	timeout
06-08 14:18	BTC	Buy	61895.1→63675.8	+13.89	timeout
06-08 06:31	BTC	Buy	62006.1→63027.8	+7.78	timeout
06-07 21:04	BTC	Buy	60708→61756.9	+8.21	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.23	timeout
06-07 15:46	BTC	Buy	60872→62004.9	+8.71	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61044.1→61618.9	+4.31	timeout
06-06 20:09	BTC	Buy	60736→60538	-2.01	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61436.1→59918	-12.81	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61218.1→59712.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 06:24	BTC	Buy	62704.1→61161.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62732.1→61173.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62865.1→61319.3	-12.73	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64061.2→62485.6	-12.72	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64174.2→62595.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 20:45	BTC	Buy	66736.3→65095.2	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

44%

win rate

-279.42

total pnl ($)

-51.8 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	107	44%	-51.8	-279.42

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…