deribit_basis_threshold_discount_long_v4 · strategy

closed trades

47%

win rate

-190.64

total pnl ($)

0.704

weight

7d window — n=15 wr=33% pnl=-91.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:21	BTC	Buy	60261→59648	-5.53	timeout
06-28 19:19	BTC	Buy	60493→59444	-9.10	timeout
06-26 18:10	BTC	Buy	59629→60062	+3.08	timeout
06-26 17:10	BTC	Buy	59218→60210	+7.82	timeout
06-26 16:08	BTC	Buy	59543→60271	+5.57	timeout
06-26 15:06	BTC	Buy	59153→59585	+3.15	timeout
06-26 14:25	BTC	Buy	59378→60054	+5.19	timeout
06-25 13:58	BTC	Buy	59605→58139	-12.67	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.68	stop_loss
06-25 13:57	BTC	Buy	59792→58321.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60460→58967.6	-12.72	stop_loss
06-25 13:51	BTC	Buy	60686→59193.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60935→59432.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61277.1→59745.1	-12.93	stop_loss
06-24 13:48	BTC	Buy	62782.1→61236.3	-12.76	stop_loss
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 14:23	BTC	Buy	67178.4→65524.9	-12.83	stop_loss
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
06-15 14:18	BTC	Buy	64239.2→66488.7	+17.07	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
06-14 19:11	BTC	Buy	64159.2→63763.8	-3.61	timeout
06-14 13:55	BTC	Buy	64054.2→64280.8	+1.32	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:41	BTC	Buy	63804.2→64586.8	+5.66	timeout
06-13 18:51	BTC	Buy	63801.2→64061.8	+1.59	timeout
06-13 13:12	BTC	Buy	63395.2→64138.8	+5.35	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
06-12 18:12	BTC	Buy	63466.2→63867.8	+2.71	timeout
06-12 12:48	BTC	Buy	62874.1→63463.8	+4.17	timeout
06-12 11:16	BTC	Buy	63148.2→63796.8	+4.61	timeout
06-12 10:12	BTC	Buy	62905.1→63715.8	+5.89	timeout
06-12 09:14	BTC	Buy	62800.1→63495.8	+5.02	timeout
06-11 16:56	BTC	Buy	62105.1→62581.9	+3.33	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.83	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 14:35	BTC	Buy	62952.1→61404.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63447.2→61884.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63530.2→61966.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63563.2→61999.9	-12.76	stop_loss
06-09 07:19	BTC	Buy	63051.2→63316.8	+1.60	timeout
06-08 22:25	BTC	Buy	62991.1→63306.8	+2.02	timeout
06-08 18:20	BTC	Buy	62140.1→63538.8	+10.73	timeout
06-08 17:19	BTC	Buy	62278.1→63419.8	+8.63	timeout
06-08 16:17	BTC	Buy	62146.1→63894.8	+13.54	timeout
06-08 06:25	BTC	Buy	61819.1→62975.9	+8.90	timeout
06-07 22:15	BTC	Buy	61342.1→64035.8	+21.51	take_profit
06-07 18:40	BTC	Buy	60598→62177.9	+12.64	timeout
06-07 17:25	BTC	Buy	60639→62221.9	+12.63	timeout
06-07 16:11	BTC	Buy	60713→61997.9	+10.08	timeout
06-07 15:06	BTC	Buy	60524→61681.9	+9.10	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	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 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61350.2	-12.84	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:08	BTC	Buy	62406.1→62317.9	-1.19	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:01	BTC	Buy	63681.2→62102.8	-12.80	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 05:59	BTC	Buy	63786.2→62216.8	-12.71	stop_loss
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.29	timeout
06-04 10:29	BTC	Buy	64000.2→62426.6	-12.72	stop_loss
06-04 10:28	BTC	Buy	64096.2→62517.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64496.2→62909.4	-12.75	stop_loss
06-04 02:02	BTC	Buy	63380.2→61821	-12.75	stop_loss
06-04 01:16	BTC	Buy	64491.2→62905.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65401.3→63792.9	-12.74	stop_loss
06-03 20:45	BTC	Buy	66747.3→65101.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66808.3→65164.1	-12.78	stop_loss
06-03 19:53	BTC	Buy	67100.4→65450	-12.77	stop_loss
06-03 16:27	BTC	Buy	67191.4→65535.9	-12.79	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-190.64

total pnl ($)

-40.6 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	93	47%	-40.6	-190.64

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…