deribit_basis_z2_long_x2189877 · strategy

121

closed trades

40%

win rate

-446.83

total pnl ($)

0.418

weight

7d window — n=25 wr=32% pnl=-113.35 · 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 14:08	BTC	Buy	60675→59122.5	-13.25	stop_loss
06-29 13:58	BTC	Buy	60049→59454	-5.52	timeout
06-29 11:49	BTC	Buy	60260→59844	-4.05	timeout
06-29 09:37	BTC	Buy	60322→59884	-4.23	timeout
06-29 05:13	BTC	Buy	59984→59449	-4.93	timeout
06-28 12:00	BTC	Buy	60324→60318	-0.55	timeout
06-28 09:57	BTC	Buy	60391→60216	-1.93	timeout
06-28 07:48	BTC	Buy	60454→60219	-2.42	timeout
06-27 19:35	BTC	Buy	59967→60192	+1.47	timeout
06-26 20:52	BTC	Buy	59403→59740	+2.31	timeout
06-26 18:43	BTC	Buy	59425→59712	+1.85	timeout
06-26 16:44	BTC	Buy	59203→60130	+7.27	timeout
06-26 14:45	BTC	Buy	59450→59542	+0.27	timeout
06-25 18:02	BTC	Buy	59330→59565	+1.57	timeout
06-25 13:53	BTC	Buy	60542→58987.5	-13.20	stop_loss
06-25 13:51	BTC	Buy	60653→59099.5	-13.18	stop_loss
06-25 13:48	BTC	Buy	60910→59337.3	-13.30	stop_loss
06-24 16:51	BTC	Buy	61211.1→59641.2	-13.25	stop_loss
06-24 14:13	BTC	Buy	62739.1→61133.4	-13.24	stop_loss
06-24 12:07	BTC	Buy	62427.1→62807.9	+2.60	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 05:48	BTC	Buy	63349.2→62925.9	-3.84	timeout
06-23 08:20	BTC	Buy	63940.2→62300.7	-13.26	stop_loss
06-23 06:59	BTC	Buy	63998.2→62902.9	-9.03	timeout
06-23 06:18	BTC	Buy	64650.2→62993.3	-13.28	stop_loss
06-22 22:44	BTC	Buy	63634.2→63885.8	+1.52	timeout
06-22 18:41	BTC	Buy	64161.2→64503.8	+2.17	timeout
06-22 16:25	BTC	Buy	64194.2→64664.8	+3.22	timeout
06-22 06:11	BTC	Buy	64179.2→64214.8	-0.19	timeout
06-21 21:25	BTC	Buy	63952.2→63616.8	-3.08	timeout
06-21 17:42	BTC	Buy	63815.2→64046.8	+1.44	timeout
06-21 14:51	BTC	Buy	63930.2→64025.8	+0.36	timeout
06-21 05:50	BTC	Buy	63595.2→64213.8	+4.41	timeout
06-19 20:31	BTC	Buy	63103.2→63041.8	-0.97	timeout
06-19 18:29	BTC	Buy	62843.1→63090.8	+1.51	timeout
06-19 16:30	BTC	Buy	62578.1→63301.8	+5.34	timeout
06-19 14:44	BTC	Buy	63828.2→63293.8	-4.53	timeout
06-18 15:57	BTC	Buy	63894.2→62255.7	-13.12	stop_loss
06-18 15:57	BTC	Buy	63960.2→62293.7	-13.39	stop_loss
06-18 15:53	BTC	Buy	64117.2→62467.6	-13.26	stop_loss
06-18 14:10	BTC	Buy	65233.3→63866.8	-10.91	timeout
06-18 12:04	BTC	Buy	64792.2→63983.8	-6.76	timeout
06-18 10:04	BTC	Buy	64824.2→64127.8	-5.92	timeout
06-18 04:11	BTC	Buy	65454.3→63745.9	-13.52	stop_loss
06-17 13:14	BTC	Buy	66150.3→65071.7	-8.65	timeout
06-17 10:04	BTC	Buy	66467.3→64766.4	-13.34	stop_loss
06-17 08:20	BTC	Buy	66885.3→65171.1	-13.25	stop_loss
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 12:56	BTC	Buy	66539.3→66359.7	-1.88	timeout
06-16 10:58	BTC	Buy	65889.3→66458.7	+3.82	timeout
06-16 06:16	BTC	Buy	65858.3→66130.7	+1.68	timeout
06-15 21:20	BTC	Buy	64738.2→66493.7	+13.05	timeout
06-15 11:11	BTC	Buy	64516.2→65977.7	+10.87	timeout
06-15 09:10	BTC	Buy	64437.2→65668.7	+9.11	timeout
06-15 02:43	BTC	Buy	64498.2→65591.7	+7.99	timeout
06-14 11:52	BTC	Buy	63892.2→64595.8	+5.07	timeout
06-14 09:52	BTC	Buy	63745.2→64563.8	+5.92	timeout
06-14 07:49	BTC	Buy	63833.2→64385.8	+3.87	timeout
06-14 01:50	BTC	Buy	63776.2→64612.8	+6.14	timeout
06-13 09:30	BTC	Buy	63757.2→63796.8	-0.23	timeout
06-13 07:27	BTC	Buy	62990.1→63761.8	+5.66	timeout
06-13 05:23	BTC	Buy	63465.2→63538.8	+0.14	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 08:52	BTC	Buy	62906.1→63420.8	+3.57	timeout
06-12 00:45	BTC	Buy	61779.1→63649.8	+14.56	timeout
06-11 22:36	BTC	Buy	61291.1→63548.8	+17.84	timeout
06-11 14:51	BTC	Buy	61935.1→62917.9	+7.39	timeout
06-11 08:18	BTC	Buy	61677.1→62792.9	+8.47	timeout
06-10 19:01	BTC	Buy	61737.1→61858.9	+0.48	timeout
06-10 15:26	BTC	Buy	61455.1→62276.9	+6.18	timeout
06-10 13:26	BTC	Buy	62292.1→61442.9	-7.27	timeout
06-09 14:29	BTC	Buy	63161.2→61543.1	-13.26	stop_loss
06-09 14:18	BTC	Buy	63393.2→61766	-13.29	stop_loss
06-09 14:11	BTC	Buy	63597.2→61968.9	-13.25	stop_loss
06-08 21:10	BTC	Buy	61789.1→63745.8	+15.35	timeout
06-08 19:06	BTC	Buy	61625.1→63490.8	+14.63	timeout
06-08 17:01	BTC	Buy	62038.1→63421.8	+10.61	timeout
06-08 14:58	BTC	Buy	61882.1→63951.8	+16.23	timeout
06-07 20:05	BTC	Buy	60505→61480.9	+7.66	timeout
06-07 18:08	BTC	Buy	60486→62171.9	+13.52	timeout
06-07 15:57	BTC	Buy	60749→62029.9	+10.11	timeout
06-07 13:55	BTC	Buy	60769→61705.9	+7.24	timeout
06-06 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 04:20	BTC	Buy	61489.1→59914	-13.26	stop_loss
06-05 18:52	BTC	Buy	60919→59359.3	-13.26	stop_loss
06-05 18:43	BTC	Buy	61426.1→59854.1	-13.25	stop_loss
06-05 15:37	BTC	Buy	61844.1→60260.8	-13.24	stop_loss
06-05 14:25	BTC	Buy	61993.1→60405.8	-13.25	stop_loss
06-05 13:59	BTC	Buy	62295.1→60700.6	-13.25	stop_loss
06-05 13:57	BTC	Buy	62410.1→60810.5	-13.27	stop_loss
06-05 06:24	BTC	Buy	62709.1→61104.4	-13.19	stop_loss
06-05 06:24	BTC	Buy	62745.1→61139.4	-13.24	stop_loss
06-05 06:21	BTC	Buy	63116.2→61499.2	-13.26	stop_loss
06-05 06:19	BTC	Buy	63363.2→61742	-13.19	stop_loss
06-05 03:05	BTC	Buy	64005.2→62366.7	-13.22	stop_loss
06-05 02:25	BTC	Buy	62980.1→62887.9	-1.17	timeout
06-04 11:10	BTC	Buy	63806.2→62172.8	-13.23	stop_loss
06-04 09:30	BTC	Buy	64332.2→62685.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64578.2→62925.4	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

121

closed

40%

win rate

-446.83

total pnl ($)

-73.4 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	121	40%	-73.4	-446.83

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…