deribit_basis_trend_follow_long_v4 · strategy

156

closed trades

49%

win rate

-393.35

total pnl ($)

0.451

weight

7d window — n=36 wr=47% pnl=-107.68 · 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 21:43	BTC	Buy	59683→60428	+5.64	timeout
06-29 20:38	BTC	Buy	59668→60387	+5.42	timeout
06-29 19:28	BTC	Buy	59493→60449	+7.43	timeout
06-29 18:20	BTC	Buy	59612→60437	+6.32	timeout
06-29 17:09	BTC	Buy	59747→60143	+2.71	timeout
06-28 20:24	BTC	Buy	60247→59671	-5.21	timeout
06-28 19:23	BTC	Buy	60419→59467	-8.30	timeout
06-28 18:19	BTC	Buy	60503→59623	-7.69	timeout
06-28 17:14	BTC	Buy	60545→59616	-8.10	timeout
06-28 16:07	BTC	Buy	60798→59870	-8.12	timeout
06-27 19:24	BTC	Buy	59852→60403	+4.19	timeout
06-27 18:24	BTC	Buy	60008→60469	+3.41	timeout
06-27 17:22	BTC	Buy	60147→60541	+2.82	timeout
06-27 16:24	BTC	Buy	60048→60682	+4.87	timeout
06-27 15:24	BTC	Buy	60091→60714	+4.74	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	+5.63	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:20	BTC	Buy	59374→59862	+3.61	timeout
06-25 13:59	BTC	Buy	59464→57998.1	-12.70	stop_loss
06-25 13:54	BTC	Buy	60004→58517.8	-12.76	stop_loss
06-25 13:51	BTC	Buy	60615→59119.5	-12.72	stop_loss
06-25 13:51	BTC	Buy	60706→59212.4	-12.69	stop_loss
06-25 13:46	BTC	Buy	61059.1→59557.2	-12.70	stop_loss
06-24 14:19	BTC	Buy	62443.1→60880.5	-12.96	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 12:13	BTC	Buy	62386.1→62838.9	+3.17	timeout
06-24 11:11	BTC	Buy	62332.1→62356.9	-0.28	timeout
06-24 10:10	BTC	Buy	62421.1→62594.9	+0.88	timeout
06-24 09:10	BTC	Buy	62382.1→62706.9	+2.10	timeout
06-24 07:11	BTC	Buy	62995.1→62739.9	-2.53	timeout
06-23 08:17	BTC	Buy	63935.2→62360.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63954.2→62369.7	-12.86	stop_loss
06-23 08:15	BTC	Buy	64057.2→62480.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64167.2→62588.6	-12.76	stop_loss
06-23 06:18	BTC	Buy	64647.2→63041.3	-12.89	stop_loss
06-22 21:53	BTC	Buy	63805.2→64225.8	+2.84	timeout
06-22 20:52	BTC	Buy	63729.2→64393.8	+4.74	timeout
06-22 19:50	BTC	Buy	64192.2→64335.8	+0.63	timeout
06-22 18:48	BTC	Buy	64153.2→64441.8	+1.73	timeout
06-22 17:46	BTC	Buy	64131.2→64451.8	+2.02	timeout
06-21 21:39	BTC	Buy	63925.2→63888.8	-0.74	timeout
06-21 20:38	BTC	Buy	63845.2→64002.8	+0.78	timeout
06-21 19:34	BTC	Buy	63857.2→64196.8	+2.23	timeout
06-21 18:30	BTC	Buy	63854.2→64001.8	+0.76	timeout
06-21 17:26	BTC	Buy	63877.2→64121.8	+1.53	timeout
06-20 20:47	BTC	Buy	63179.2→63867.8	+5.02	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 18:42	BTC	Buy	63035.2→63808.8	+5.70	timeout
06-20 17:35	BTC	Buy	62998.1→63780.8	+5.75	timeout
06-20 16:36	BTC	Buy	63253.2→63886.8	+4.49	timeout
06-19 20:30	BTC	Buy	63103.2→63051.8	-0.89	timeout
06-19 19:28	BTC	Buy	62752.1→62967.9	+1.24	timeout
06-19 18:26	BTC	Buy	62906.1→63113.8	+1.19	timeout
06-19 17:20	BTC	Buy	62557.1→63058.8	+3.57	timeout
06-19 16:25	BTC	Buy	62631.1→63287.8	+4.77	timeout
06-18 15:57	BTC	Buy	63891.2→62293.7	-12.77	stop_loss
06-18 15:40	BTC	Buy	64193.2→62608.5	-12.90	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.87	stop_loss
06-18 15:40	BTC	Buy	64364.2→62780.5	-12.86	stop_loss
06-18 15:39	BTC	Buy	64390.2→62806.4	-12.76	stop_loss
06-18 12:18	BTC	Buy	64813.2→64026.8	-6.59	timeout
06-18 04:11	BTC	Buy	65413.3→63803.9	-12.76	stop_loss
06-17 19:44	BTC	Buy	65697.3→64075.7	-12.81	stop_loss
06-17 19:41	BTC	Buy	65789.3→64171.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65871.3→64251.6	-12.77	stop_loss
06-17 15:13	BTC	Buy	65833.3→65140.7	-5.72	timeout
06-17 11:05	BTC	Buy	66135.3→64495.5	-12.93	stop_loss
06-17 00:38	BTC	Buy	66357.3→65789.7	-4.79	timeout
06-16 23:41	BTC	Buy	66176.3→65707.7	-4.14	timeout
06-16 22:35	BTC	Buy	66222.3→65681.7	-4.62	timeout
06-16 15:05	BTC	Buy	66628.3→65664.7	-7.77	timeout
06-16 14:03	BTC	Buy	66334.3→66130.7	-2.07	timeout
06-15 23:50	BTC	Buy	65633.3→66307.7	+4.70	timeout
06-15 22:50	BTC	Buy	65439.3→66161.7	+5.02	timeout
06-15 21:47	BTC	Buy	65289.3→66364.7	+7.73	timeout
06-15 13:20	BTC	Buy	64024.2→66840.7	+21.56	take_profit
06-15 13:00	BTC	Buy	63799.2→66600.7	+21.52	take_profit
06-14 23:42	BTC	Buy	64452.2→65588.7	+8.33	timeout
06-14 22:38	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 21:34	BTC	Buy	64257.2→64873.8	+4.31	timeout
06-14 20:30	BTC	Buy	64228.2→63902.8	-3.03	timeout
06-14 19:28	BTC	Buy	64142.2→63756.8	-3.52	timeout
06-13 23:36	BTC	Buy	63432.2→64426.8	+7.37	timeout
06-13 22:28	BTC	Buy	63581.2→64499.8	+6.74	timeout
06-13 21:24	BTC	Buy	63542.2→64211.8	+4.80	timeout
06-13 20:19	BTC	Buy	63515.2→64251.8	+5.35	timeout
06-13 19:19	BTC	Buy	63701.2→64148.8	+3.06	timeout
06-12 21:03	BTC	Buy	63381.2→63447.8	+0.04	timeout
06-12 19:58	BTC	Buy	63613.2→63587.8	-0.67	timeout
06-12 18:52	BTC	Buy	63515.2→63796.8	+1.76	timeout
06-12 17:44	BTC	Buy	63275.2→63771.8	+3.46	timeout
06-12 15:41	BTC	Buy	62782.1→63834.8	+7.85	timeout
06-11 20:34	BTC	Buy	61881.1→63370.8	+11.45	timeout
06-11 19:31	BTC	Buy	61852.1→63824.8	+15.37	timeout
06-11 18:24	BTC	Buy	61932.1→63373.8	+11.07	timeout
06-11 17:20	BTC	Buy	62136.1→62383.9	+1.48	timeout
06-11 14:40	BTC	Buy	61977.1→62879.9	+6.73	timeout

Paper vs Live

Paper (trades.jsonl)

156

closed

49%

win rate

-393.35

total pnl ($)

-50.0 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	156	49%	-50.0	-393.35

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…