deribit_basis_threshold_discount_long_v2 · strategy

106

closed trades

45%

win rate

-303.04

total pnl ($)

0.370

weight

7d window — n=22 wr=36% pnl=-138.49 · 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 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 21:59	BTC	Buy	59893→60171	+1.94	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 17:17	BTC	Buy	59473→60078	+4.55	timeout
06-26 16:15	BTC	Buy	59733→60145	+2.90	timeout
06-26 15:10	BTC	Buy	59208→59888	+5.24	timeout
06-26 14:31	BTC	Buy	59228→59954	+5.63	timeout
06-25 13:59	BTC	Buy	59516→58052.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59774→58300.9	-12.70	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60826→59320.4	-12.77	stop_loss
06-25 13:48	BTC	Buy	60861→59362.3	-12.70	stop_loss
06-24 17:47	BTC	Buy	60600→59109.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60750→59252.4	-12.76	stop_loss
06-24 16:51	BTC	Buy	61313.1→59805.1	-12.73	stop_loss
06-24 15:56	BTC	Buy	61771.1→60250.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62421.1→60883.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62622.1→61079.4	-12.76	stop_loss
06-24 13:48	BTC	Buy	62782.1→61238.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62827.1→61279.3	-12.77	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 15:10	BTC	Buy	66609.3→65803.7	-6.58	timeout
06-16 14:08	BTC	Buy	66337.3→66054.7	-2.66	timeout
06-16 13:08	BTC	Buy	66614.3→66297.7	-2.90	timeout
06-16 12:06	BTC	Buy	66181.3→66406.7	+1.17	timeout
06-16 11:01	BTC	Buy	65875.3→66494.7	+4.20	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.65	timeout
06-15 12:50	BTC	Buy	63762.2→66562.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64447.2→66251.7	+13.56	timeout
06-15 11:25	BTC	Buy	64531.2→66325.7	+13.45	timeout
06-15 10:24	BTC	Buy	64600.2→65698.7	+8.06	timeout
06-14 18:32	BTC	Buy	64154.2→63705.8	-4.04	timeout
06-14 13:18	BTC	Buy	64126.2→64364.8	+1.41	timeout
06-14 12:14	BTC	Buy	63920.2→64460.8	+3.79	timeout
06-14 11:10	BTC	Buy	63914.2→64509.8	+4.20	timeout
06-14 10:07	BTC	Buy	63753.2→64515.8	+5.49	timeout
06-13 18:25	BTC	Buy	63708.2→64107.8	+2.67	timeout
06-13 13:12	BTC	Buy	63408.2→64138.8	+5.24	timeout
06-13 12:01	BTC	Buy	63629.2→63938.8	+1.90	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-12 17:50	BTC	Buy	63568.2→63822.8	+1.54	timeout
06-12 12:41	BTC	Buy	62785.1→63386.8	+4.27	timeout
06-12 11:29	BTC	Buy	63139.2→63820.8	+4.87	timeout
06-12 10:17	BTC	Buy	62860.1→63719.8	+6.29	timeout
06-12 09:10	BTC	Buy	62853.1→63463.8	+4.34	timeout
06-11 17:20	BTC	Buy	62121.1→62384.9	+1.60	timeout
06-11 11:21	BTC	Buy	61136.1→63076.8	+15.29	timeout
06-11 10:19	BTC	Buy	61152.1→62770.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:46	BTC	Buy	62744.1→61201.3	-12.75	stop_loss
06-09 14:20	BTC	Buy	63262.2→61705	-12.76	stop_loss
06-09 14:11	BTC	Buy	63564.2→61999.9	-12.75	stop_loss
06-09 14:05	BTC	Buy	63603.2→62199.9	-11.48	timeout
06-09 13:36	BTC	Buy	63702.2→62109.8	-12.93	stop_loss
06-09 06:42	BTC	Buy	62950.1→63325.8	+2.48	timeout
06-09 00:49	BTC	Buy	63968.2→62393.7	-12.77	stop_loss
06-08 17:52	BTC	Buy	62076.1→63464.8	+10.63	timeout
06-08 15:52	BTC	Buy	62125.1→63954.8	+14.22	timeout
06-08 14:51	BTC	Buy	61816.1→63836.8	+15.86	timeout
06-08 13:50	BTC	Buy	61737.1→63540.8	+14.11	timeout
06-08 06:30	BTC	Buy	61999.1→63030.8	+7.86	timeout
06-07 16:58	BTC	Buy	60725→61998.9	+10.02	timeout
06-07 15:46	BTC	Buy	60889→62018.9	+8.81	timeout
06-07 14:42	BTC	Buy	60936→62013.9	+8.38	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59329→61934.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61351.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 02:42	BTC	Buy	63332.2→62840.9	-4.30	timeout
06-05 01:27	BTC	Buy	62751.1→63272.8	+3.75	timeout
06-04 10:49	BTC	Buy	63804.2→62234.8	-12.73	stop_loss
06-04 10:48	BTC	Buy	63915.2→62343.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64171.2→62592.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65095.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66830.3→65167.1	-12.92	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

45%

win rate

-303.04

total pnl ($)

-56.8 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	106	45%	-56.8	-303.04

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…