deribit_basis_z_discount_long · strategy

109

closed trades

44%

win rate

-371.22

total pnl ($)

0.472

weight

7d window — n=26 wr=42% pnl=-127.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:03	BTC	Buy	60313→59620	-6.19	timeout
06-28 17:57	BTC	Buy	60548→59570	-8.49	timeout
06-28 16:51	BTC	Buy	60799→59627	-10.06	timeout
06-27 20:56	BTC	Buy	59730→60248	+3.94	timeout
06-27 17:43	BTC	Buy	60034→60585	+4.14	timeout
06-27 15:36	BTC	Buy	60315→60765	+3.29	timeout
06-26 19:18	BTC	Buy	59203→59938	+5.63	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 13:59	BTC	Buy	59548→58080	-12.70	stop_loss
06-25 13:58	BTC	Buy	59619→58152	-12.68	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-24 17:46	BTC	Buy	60670→59176.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61173.1→59658.2	-12.81	stop_loss
06-24 14:17	BTC	Buy	62567.1→61027.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62622.1→61075.4	-12.80	stop_loss
06-24 13:48	BTC	Buy	62777.1→61233.3	-12.74	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:17	BTC	Buy	63987.2→62409.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63980.2→62403.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64238.2→62658.5	-12.76	stop_loss
06-22 23:33	BTC	Buy	63391.2→63945.8	+3.98	timeout
06-22 21:28	BTC	Buy	63693.2→64285.8	+4.19	timeout
06-22 20:23	BTC	Buy	64090.2→64428.8	+2.17	timeout
06-21 23:15	BTC	Buy	64241.2→63700.8	-4.63	timeout
06-21 19:40	BTC	Buy	63879.2→64182.8	+1.94	timeout
06-21 18:41	BTC	Buy	63816.2→64169.8	+2.37	timeout
06-20 20:49	BTC	Buy	63136.2→63868.8	+5.37	timeout
06-20 18:25	BTC	Buy	63120.2→63829.8	+5.18	timeout
06-20 17:25	BTC	Buy	62911.1→63848.8	+6.99	timeout
06-19 19:57	BTC	Buy	62932.1→63024.8	+0.25	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:57	BTC	Buy	63854.2→62277.7	-12.66	stop_loss
06-18 15:38	BTC	Buy	64399.2→62811.4	-12.49	stop_loss
06-18 15:37	BTC	Buy	64588.2→62996.3	-12.56	stop_loss
06-18 05:04	BTC	Buy	65308.3→63701.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65559.3→63938.8	-12.80	stop_loss
06-17 19:50	BTC	Buy	65632.3→64017.8	-12.75	stop_loss
06-17 06:30	BTC	Buy	66319.3→65620.7	-5.74	timeout
06-17 05:27	BTC	Buy	66034.3→65813.7	-2.15	timeout
06-17 00:14	BTC	Buy	66362.3→65736.7	-5.23	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-16 04:01	BTC	Buy	65883.3→66139.7	+1.54	timeout
06-15 23:02	BTC	Buy	65353.3→66189.7	+5.90	timeout
06-15 04:05	BTC	Buy	64504.2→65771.7	+9.34	timeout
06-15 02:53	BTC	Buy	64464.2→65453.7	+7.19	timeout
06-14 22:22	BTC	Buy	64431.2→65227.7	+5.69	timeout
06-14 02:25	BTC	Buy	63736.2→64546.8	+5.92	timeout
06-14 01:24	BTC	Buy	63635.2→64621.8	+7.35	timeout
06-13 21:51	BTC	Buy	63454.2→64447.8	+7.35	timeout
06-13 02:20	BTC	Buy	63597.2→63767.8	+0.86	timeout
06-13 00:31	BTC	Buy	63563.2→63529.8	-0.81	timeout
06-12 20:59	BTC	Buy	63386.2→63439.8	-0.05	timeout
06-11 23:24	BTC	Buy	61462.1→63357.8	+14.85	timeout
06-11 21:55	BTC	Buy	61242.1→63452.8	+17.46	timeout
06-11 19:20	BTC	Buy	61713.1→63632.8	+14.97	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:09	BTC	Buy	60909→62438.9	+12.05	timeout
06-10 15:09	BTC	Buy	61588.1→61961.9	+2.54	timeout
06-10 14:19	BTC	Buy	61785.1→61855.9	+0.10	timeout
06-09 14:19	BTC	Buy	63269.2→61713	-12.76	stop_loss
06-09 13:36	BTC	Buy	63676.2→62107.8	-12.76	stop_loss
06-09 13:36	BTC	Buy	63741.2→62173.8	-12.74	stop_loss
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 20:50	BTC	Buy	61803.1→63375.8	+12.23	timeout
06-08 16:14	BTC	Buy	62121.1→63777.8	+12.79	timeout
06-07 19:56	BTC	Buy	60643→61288.9	+4.92	timeout
06-07 16:43	BTC	Buy	60704→62182.9	+11.69	timeout
06-07 15:26	BTC	Buy	60624→61852.9	+9.67	timeout
06-06 19:32	BTC	Buy	59472→60585	+8.96	timeout
06-06 15:43	BTC	Buy	60421→60812	+2.79	timeout
06-06 14:32	BTC	Buy	60329→60894	+4.24	timeout
06-05 18:52	BTC	Buy	60822→59326.4	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 15:39	BTC	Buy	61683.1→60165.9	-12.74	stop_loss
06-05 13:56	BTC	Buy	62538.1→60996.4	-12.78	stop_loss
06-05 12:11	BTC	Buy	62435.1→62213.9	-2.26	timeout
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-05 02:32	BTC	Buy	63170.2→62724.9	-3.96	timeout
06-04 10:30	BTC	Buy	63981.2→62402.7	-12.76	stop_loss
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 01:16	BTC	Buy	64428.2→62843.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:45	BTC	Buy	66706.3→65058.2	-12.83	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67275.4→65617.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66103.6	-12.80	stop_loss
06-02 14:27	BTC	Buy	69414.5→67694.7	-12.84	stop_loss
06-02 14:08	BTC	Buy	70222.5→68495.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70967.5→69221.9	-12.80	stop_loss
06-02 09:04	BTC	Buy	71263.6→69510.7	-12.80	stop_loss
06-01 15:25	BTC	Buy	73845.7→71111.9	-19.06	stop_loss
06-01 15:25	BTC	Buy	73722.7→71111.9	-18.27	stop_loss
06-01 15:25	BTC	Buy	73452.7→71111.9	-16.51	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

44%

win rate

-371.22

total pnl ($)

-67.9 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	109	44%	-67.9	-371.22

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 19:57	BTC	Buy	circuit_breaker
06-28 18:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…