deribit_basis_trend_follow_long_v2 · strategy

114

closed trades

49%

win rate

-281.28

total pnl ($)

0.779

weight

7d window — n=21 wr=48% pnl=-55.65 · 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 19:44	BTC	Buy	59417→60403	+7.70	timeout
06-29 18:36	BTC	Buy	59582→60222	+4.77	timeout
06-29 17:26	BTC	Buy	59590→60365	+5.90	timeout
06-28 18:20	BTC	Buy	60499→59593	-7.90	timeout
06-28 17:15	BTC	Buy	60557→59603	-8.29	timeout
06-28 16:08	BTC	Buy	60779→59873	-7.95	timeout
06-27 17:23	BTC	Buy	60094→60562	+3.44	timeout
06-27 16:25	BTC	Buy	60008→60691	+5.28	timeout
06-27 15:26	BTC	Buy	60303→60730	+3.10	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 14:26	BTC	Buy	59459→59999	+4.04	timeout
06-25 13:51	BTC	Buy	60715→59219.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60822→59315.4	-12.78	stop_loss
06-25 13:48	BTC	Buy	60890→59391.3	-12.71	stop_loss
06-24 15:46	BTC	Buy	61873.1→60350.8	-12.74	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62820.1→61266.3	-12.82	stop_loss
06-24 12:39	BTC	Buy	62304.1→62860.9	+4.01	timeout
06-24 11:37	BTC	Buy	62565.1→62464.9	-1.27	timeout
06-24 06:38	BTC	Buy	62858.1→62833.9	-0.70	timeout
06-23 06:20	BTC	Buy	64374.2→62791.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64379.2→62793.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64519.2→62928.4	-12.79	stop_loss
06-22 21:00	BTC	Buy	63802.2→64414.8	+4.33	timeout
06-22 19:57	BTC	Buy	64179.2→64455.8	+1.66	timeout
06-22 18:55	BTC	Buy	64157.2→64367.8	+1.13	timeout
06-21 20:18	BTC	Buy	63929.2→64089.8	+0.81	timeout
06-21 19:16	BTC	Buy	63886.2→64172.8	+1.83	timeout
06-21 18:13	BTC	Buy	63819.2→63969.8	+0.81	timeout
06-20 20:13	BTC	Buy	63044.2→63949.8	+6.77	timeout
06-20 19:08	BTC	Buy	63028.2→63817.8	+5.83	timeout
06-20 18:05	BTC	Buy	63118.2→63840.8	+5.27	timeout
06-19 18:45	BTC	Buy	62761.1→63031.8	+1.69	timeout
06-19 17:48	BTC	Buy	62632.1→63057.8	+2.94	timeout
06-19 17:07	BTC	Buy	62500.1→62972.9	+3.33	timeout
06-18 15:56	BTC	Buy	63951.2→62378.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64243.2→62659.5	-12.58	stop_loss
06-18 15:17	BTC	Buy	64797.2→63202.2	-12.49	stop_loss
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65471.3→63859.9	-12.75	stop_loss
06-17 17:03	BTC	Buy	65742.3→65861.7	+0.35	timeout
06-17 15:56	BTC	Buy	65948.3→65694.7	-2.44	timeout
06-17 05:25	BTC	Buy	66065.3→65776.7	-2.66	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:19	BTC	Buy	66515.3→65674.7	-6.85	timeout
06-16 03:20	BTC	Buy	67234.4→65579.9	-12.73	stop_loss
06-15 13:19	BTC	Buy	63998.2→66807.7	+21.51	take_profit
06-15 13:06	BTC	Buy	63805.2→66606.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63789.2→66590.7	+21.52	take_profit
06-14 20:02	BTC	Buy	64260.2→63836.8	-3.78	timeout
06-14 18:58	BTC	Buy	64118.2→63773.8	-3.20	timeout
06-14 17:51	BTC	Buy	63988.2→63733.8	-2.54	timeout
06-13 18:27	BTC	Buy	63697.2→64154.8	+3.13	timeout
06-13 17:26	BTC	Buy	63774.2→64012.8	+1.41	timeout
06-13 15:21	BTC	Buy	64199.2→64270.8	+0.08	timeout
06-12 17:20	BTC	Buy	62366.1→63790.8	+10.93	timeout
06-12 16:20	BTC	Buy	62787.1→63796.8	+7.55	timeout
06-12 15:09	BTC	Buy	62766.1→64086.8	+9.99	timeout
06-11 16:42	BTC	Buy	62240.1→62618.9	+2.50	timeout
06-11 15:41	BTC	Buy	62195.1→62805.9	+4.36	timeout
06-11 14:30	BTC	Buy	62007.1→62994.9	+7.41	timeout
06-10 16:20	BTC	Buy	60901→62304.9	+11.00	timeout
06-10 15:19	BTC	Buy	61563.1→61936.9	+2.54	timeout
06-10 14:25	BTC	Buy	61753.1→62058.9	+2.00	timeout
06-09 14:18	BTC	Buy	63310.2→61752	-12.76	stop_loss
06-09 14:17	BTC	Buy	63369.2→61809	-12.76	stop_loss
06-09 13:36	BTC	Buy	63718.2→62150.8	-12.74	stop_loss
06-09 06:05	BTC	Buy	62813.1→63378.8	+4.01	timeout
06-08 22:00	BTC	Buy	61822.1→63637.8	+14.20	timeout
06-08 20:54	BTC	Buy	61863.1→63396.8	+11.90	timeout
06-08 05:06	BTC	Buy	61792.1→62643.9	+6.43	timeout
06-07 20:37	BTC	Buy	60660→61714.9	+8.27	timeout
06-07 19:33	BTC	Buy	60614→61357.9	+5.74	timeout
06-07 04:45	BTC	Buy	59778→61733.9	+15.93	timeout
06-06 19:29	BTC	Buy	59815→60591	+6.09	timeout
06-06 18:29	BTC	Buy	60152→60688	+4.05	timeout
06-06 04:34	BTC	Buy	60933→59434.3	-12.75	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	61077.1→59575.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:42	BTC	Buy	62213.1→62186.9	-0.69	timeout
06-05 06:23	BTC	Buy	62820.1→61273.3	-12.70	stop_loss
06-05 06:03	BTC	Buy	63641.2→62072.8	-12.72	stop_loss
06-04 10:28	BTC	Buy	64076.2→62500.6	-12.71	stop_loss
06-04 09:30	BTC	Buy	64305.2→62722.5	-12.75	stop_loss
06-04 09:29	BTC	Buy	64323.2→62738.5	-12.77	stop_loss
06-04 01:22	BTC	Buy	64287.2→62706.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-04 00:24	BTC	Buy	65528.3→63916.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66338.3→64652.4	-13.20	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67252.4→65593.9	-12.81	stop_loss
06-03 03:28	BTC	Buy	67752.4→66086.6	-12.75	stop_loss
06-02 14:23	BTC	Buy	69650.5→67927.6	-12.83	stop_loss
06-02 14:22	BTC	Buy	69873.5→68140.5	-12.86	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-02 06:47	BTC	Buy	71828.6→70061.4	-12.86	stop_loss
06-02 01:32	BTC	Buy	72811.6→71020.9	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

114

closed

49%

win rate

-281.28

total pnl ($)

-48.9 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	114	49%	-48.9	-281.28

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…