deribit_basis_threshold_fade_long · strategy

closed trades

46%

win rate

-220.53

total pnl ($)

0.560

weight

7d window — n=19 wr=26% pnl=-115.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:50	BTC	Buy	60101→59725	-3.61	timeout
06-28 21:57	BTC	Buy	60176→59365	-7.20	timeout
06-28 20:55	BTC	Buy	60254→59628	-5.62	timeout
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 17:38	BTC	Buy	59657→59968	+2.06	timeout
06-26 16:38	BTC	Buy	59325→60175	+6.60	timeout
06-26 15:34	BTC	Buy	59235→60118	+6.92	timeout
06-26 14:41	BTC	Buy	59574→59604	-0.25	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59518→58053.1	-12.68	stop_loss
06-25 13:57	BTC	Buy	59755→58277.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60284→58780.7	-12.84	stop_loss
06-25 13:48	BTC	Buy	60983→59482.3	-12.70	stop_loss
06-24 17:47	BTC	Buy	60594→59103.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61081.1→59579.2	-12.72	stop_loss
06-24 15:46	BTC	Buy	61904.1→60380.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62744.1→61200.3	-12.75	stop_loss
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 22:04	BTC	Buy	66423.3→65724.7	-5.80	timeout
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:41	BTC	Buy	66368.3→66454.7	+0.12	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-16 10:32	BTC	Buy	65693.3→66588.7	+6.33	timeout
06-15 21:40	BTC	Buy	64992.2→66394.7	+10.28	timeout
06-15 13:20	BTC	Buy	64025.2→66839.7	+21.55	take_profit
06-15 12:10	BTC	Buy	64448.2→66188.7	+13.06	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 10:01	BTC	Buy	64571.2→65593.7	+7.47	timeout
06-14 21:16	BTC	Buy	64245.2→64388.8	+0.64	timeout
06-14 14:55	BTC	Buy	64198.2→63901.8	-2.77	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-14 09:39	BTC	Buy	63783.2→64468.8	+4.87	timeout
06-13 20:45	BTC	Buy	63487.2→64221.8	+5.32	timeout
06-13 14:12	BTC	Buy	63395.2→64133.8	+5.33	timeout
06-13 11:30	BTC	Buy	63771.2→63927.8	+0.69	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-13 09:01	BTC	Buy	63452.2→63788.8	+2.13	timeout
06-12 18:57	BTC	Buy	63501.2→63729.8	+1.35	timeout
06-12 12:09	BTC	Buy	63005.2→63637.8	+4.50	timeout
06-12 10:55	BTC	Buy	63151.2→63678.8	+3.65	timeout
06-12 09:50	BTC	Buy	62895.1→63805.8	+6.69	timeout
06-12 08:48	BTC	Buy	62975.1→63400.8	+2.85	timeout
06-11 17:33	BTC	Buy	61737.1→63407.8	+12.98	timeout
06-11 11:21	BTC	Buy	61165.1→63116.8	+15.38	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	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 14:16	BTC	Buy	63461.2→61899.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63534.2→61966.9	-12.78	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.72	stop_loss
06-09 06:48	BTC	Buy	62967.1→63351.8	+2.55	timeout
06-09 00:46	BTC	Buy	64065.2→62489.6	-12.76	stop_loss
06-08 17:53	BTC	Buy	62143.1→63490.8	+10.29	timeout
06-08 16:53	BTC	Buy	62192.1→63541.8	+10.31	timeout
06-08 14:52	BTC	Buy	61887.1→63907.8	+15.84	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	60709→62025.9	+10.37	timeout
06-07 15:51	BTC	Buy	60818→62068.9	+9.82	timeout
06-07 14:47	BTC	Buy	60939→61819.9	+6.76	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:53	BTC	Buy	62575.1→61036.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.82	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-05 01:21	BTC	Buy	62766.1→63279.8	+3.69	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-04 00:26	BTC	Buy	65198.3→63595	-12.74	stop_loss
06-03 20:45	BTC	Buy	66721.3→65055.2	-12.99	stop_loss
06-03 19:54	BTC	Buy	66970.3→65323.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	67042.4→65389	-12.80	stop_loss
06-03 19:54	BTC	Buy	67049.4→65399	-12.79	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:44	BTC	Buy	67330.4→65672.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67561.4→65899.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-220.53

total pnl ($)

-44.1 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	99	46%	-44.1	-220.53

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…