deribit_basis_threshold_discount_long_v3 · strategy

108

closed trades

45%

win rate

-267.01

total pnl ($)

0.443

weight

7d window — n=25 wr=32% pnl=-135.07 · 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 02:59	BTC	Buy	60147→59712	-4.10	timeout
06-29 01:56	BTC	Buy	60195→59494	-6.30	timeout
06-28 19:41	BTC	Buy	60145→59405	-6.58	timeout
06-28 18:38	BTC	Buy	60530→59597	-8.13	timeout
06-28 01:14	BTC	Buy	59953→60030	+0.17	timeout
06-27 23:34	BTC	Buy	59967→59971	-0.37	timeout
06-27 21:56	BTC	Buy	59926→60165	+1.61	timeout
06-27 15:00	BTC	Buy	59554→60589	+8.24	timeout
06-26 18:03	BTC	Buy	59589→60025	+3.11	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.32	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.62	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61105.1→59582.2	-12.89	stop_loss
06-24 15:30	BTC	Buy	62245.1→60714.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62599.1→61059.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:45	BTC	Buy	62883.1→61335.2	-12.76	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65369.3→63738.9	-12.93	stop_loss
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-16 12:40	BTC	Buy	66332.3→66552.7	+1.13	timeout
06-16 11:36	BTC	Buy	66160.3→66349.7	+0.91	timeout
06-16 10:31	BTC	Buy	65693.3→66589.7	+6.34	timeout
06-15 13:12	BTC	Buy	64327.2→66599.7	+17.23	timeout
06-15 13:00	BTC	Buy	63788.2→66593.7	+21.55	take_profit
06-15 12:08	BTC	Buy	64474.2→66170.7	+12.72	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 10:00	BTC	Buy	64563.2→65571.7	+7.36	timeout
06-14 19:11	BTC	Buy	64159.2→63763.8	-3.61	timeout
06-14 12:55	BTC	Buy	64101.2→64270.8	+0.88	timeout
06-14 11:51	BTC	Buy	63893.2→64595.8	+5.06	timeout
06-14 10:48	BTC	Buy	63855.2→64529.8	+4.81	timeout
06-14 09:44	BTC	Buy	63788.2→64525.8	+5.28	timeout
06-13 18:29	BTC	Buy	63757.2→64177.8	+2.83	timeout
06-13 12:03	BTC	Buy	63736.2→63926.8	+0.97	timeout
06-13 11:02	BTC	Buy	63770.2→63815.8	-0.19	timeout
06-13 09:55	BTC	Buy	63755.2→63729.8	-0.72	timeout
06-13 08:53	BTC	Buy	63432.2→63777.8	+2.19	timeout
06-12 18:12	BTC	Buy	63466.2→63867.8	+2.71	timeout
06-12 11:49	BTC	Buy	63063.2→63804.8	+5.35	timeout
06-12 10:38	BTC	Buy	62926.1→63697.8	+5.60	timeout
06-12 09:33	BTC	Buy	62866.1→63885.8	+7.57	timeout
06-12 08:32	BTC	Buy	62918.1→63436.8	+3.59	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.84	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.35	timeout
06-09 15:56	BTC	Buy	62597.1→61057.4	-12.84	stop_loss
06-09 14:46	BTC	Buy	62781.1→61237.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 14:16	BTC	Buy	63406.2→61847	-12.76	stop_loss
06-09 14:16	BTC	Buy	63466.2→61904.9	-12.76	stop_loss
06-09 06:48	BTC	Buy	62957.1→63370.8	+2.78	timeout
06-09 00:48	BTC	Buy	64033.2→62454.6	-12.77	stop_loss
06-09 00:31	BTC	Buy	64092.2→62515.6	-12.76	stop_loss
06-08 21:49	BTC	Buy	61691.1→63753.8	+16.23	timeout
06-08 18:26	BTC	Buy	62194.1→63541.8	+10.32	timeout
06-08 15:20	BTC	Buy	61724.1→64101.8	+18.76	timeout
06-08 14:17	BTC	Buy	61821.1→63718.8	+14.86	timeout
06-08 06:30	BTC	Buy	62024.1→63024.8	+7.61	timeout
06-07 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.94	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62331.1→60795.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62473.1→62107.9	-3.40	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62803.1→61246.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63537.2→61974.9	-12.69	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63247.8	+3.38	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

45%

win rate

-267.01

total pnl ($)

-49.0 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	108	45%	-49.0	-267.01

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…