deribit_basis_discount_btc_dom_fear_long · strategy

closed trades

49%

win rate

-277.29

total pnl ($)

0.738

weight

7d window — n=20 wr=50% pnl=-73.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 15:40	BTC	Buy	59739→58331.1	-12.31	timeout
06-30 09:13	BTC	Buy	60392→59332	-9.23	timeout
06-30 02:30	BTC	Buy	59478→59939	+3.46	timeout
06-29 18:15	BTC	Buy	60113→60448	+2.26	timeout
06-29 11:42	BTC	Buy	59768→59865	+0.29	timeout
06-28 20:35	BTC	Buy	60203→59649	-5.04	timeout
06-28 11:44	BTC	Buy	60027→60254	+1.42	timeout
06-28 05:38	BTC	Buy	60595→59902	-6.17	timeout
06-27 07:40	BTC	Buy	59942→60407	+3.40	timeout
06-27 00:57	BTC	Buy	59217→60006	+6.21	timeout
06-26 13:19	BTC	Buy	60310→58455.8	-15.84	stop_loss
06-26 12:26	BTC	Buy	59723→59635	-1.21	timeout
06-26 06:11	BTC	Buy	59560→59732	+0.99	timeout
06-25 13:48	BTC	Buy	61291.1→59413.3	-15.76	stop_loss
06-25 13:45	BTC	Buy	61683.1→59795.1	-15.73	stop_loss
06-25 12:11	BTC	Buy	61068.1→61194.9	+0.59	timeout
06-25 05:42	BTC	Buy	59406→61551.9	+17.63	timeout
06-24 14:19	BTC	Buy	62766.1→60841.5	-15.77	stop_loss
06-24 14:19	BTC	Buy	62879.1→60936.5	-15.89	stop_loss
06-24 00:09	BTC	Buy	62444.1→62854.9	+2.85	timeout
06-23 17:49	BTC	Buy	63365.2→62455.9	-7.63	timeout
06-23 06:23	BTC	Buy	64473.2→62499.6	-15.77	stop_loss
06-23 01:42	BTC	Buy	65267.3→64069.8	-9.61	timeout
06-22 19:38	BTC	Buy	64305.2→64427.8	+0.48	timeout
06-22 13:24	BTC	Buy	64305.2→65060.7	+5.35	timeout
06-22 07:32	BTC	Buy	64192.2→64303.8	+0.41	timeout
06-22 01:29	BTC	Buy	64115.2→64575.8	+3.10	timeout
06-21 19:02	BTC	Buy	64227.2→64240.8	-0.33	timeout
06-21 12:43	BTC	Buy	64282.2→64034.8	-2.34	timeout
06-21 03:58	BTC	Buy	64103.2→64403.8	+1.90	timeout
06-20 17:54	BTC	Buy	63666.2→63804.8	+0.63	timeout
06-20 01:27	BTC	Buy	62728.1→63391.8	+4.84	timeout
06-19 19:23	BTC	Buy	62725.1→62964.9	+1.45	timeout
06-19 13:21	BTC	Buy	63053.2→62667.9	-3.46	timeout
06-19 07:23	BTC	Buy	62754.1→62756.9	-0.41	timeout
06-18 19:17	BTC	Buy	64155.2→62648.9	-12.08	timeout
06-18 15:57	BTC	Buy	64311.2→62343.7	-15.72	stop_loss
06-18 13:19	BTC	Buy	64646.2→64354.8	-2.71	timeout
06-18 07:15	BTC	Buy	65274.3→64048.8	-9.84	timeout
06-18 01:14	BTC	Buy	65077.3→64726.8	-3.18	timeout
06-17 19:09	BTC	Buy	65611.3→65172.7	-3.83	timeout
06-17 13:02	BTC	Buy	65714.3→65025.7	-5.72	timeout
06-17 07:02	BTC	Buy	65691.3→65588.7	-1.24	timeout
06-17 01:01	BTC	Buy	66401.3→65705.7	-5.72	timeout
06-16 18:59	BTC	Buy	66412.3→65817.7	-4.96	timeout
06-16 09:25	BTC	Buy	66493.3→66629.7	+0.57	timeout
06-15 23:55	BTC	Buy	66203.3→66310.7	+0.29	timeout
06-15 17:50	BTC	Buy	65753.3→66881.7	+8.07	timeout
06-15 09:20	BTC	Buy	64755.2→65721.7	+7.02	timeout
06-14 19:02	BTC	Buy	64268.2→63781.8	-4.27	timeout
06-14 12:56	BTC	Buy	64533.2→64289.8	-2.34	timeout
06-14 06:29	BTC	Buy	64184.2→64320.8	+0.62	timeout
06-13 23:07	BTC	Buy	63853.2→64425.8	+4.02	timeout
06-13 16:49	BTC	Buy	63619.2→63960.8	+2.23	timeout
06-13 09:13	BTC	Buy	63608.2→63782.8	+0.87	timeout
06-13 00:10	BTC	Buy	63668.2→63563.8	-1.33	timeout
06-12 17:45	BTC	Buy	63374.2→63797.8	+2.88	timeout
06-12 11:42	BTC	Buy	63648.2→63745.8	+0.28	timeout
06-12 05:43	BTC	Buy	63303.2→63367.8	+0.03	timeout
06-11 03:59	BTC	Buy	62598.1→62701.9	+0.31	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61567.1→62016.9	+3.26	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:11	BTC	Buy	63750.2→62721.9	-8.51	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:00	BTC	Buy	63226.2→63722.8	+3.46	timeout
06-08 08:01	BTC	Buy	61268.1→63166.8	+15.04	timeout
06-08 01:57	BTC	Buy	61761.1→63209.8	+11.25	timeout
06-07 19:48	BTC	Buy	62223.1→61211.9	-8.55	timeout
06-07 13:49	BTC	Buy	61459.1→61682.9	+1.36	timeout
06-07 07:40	BTC	Buy	60557→62221.9	+13.31	timeout
06-07 01:33	BTC	Buy	60711→61500.9	+6.02	timeout
06-06 04:33	BTC	Buy	61488.1→59606.2	-15.75	stop_loss
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 13:59	BTC	Buy	62599.1→60683.6	-15.75	stop_loss
06-05 13:52	BTC	Buy	62978.1→61049.4	-15.76	stop_loss
06-05 06:20	BTC	Buy	63614.2→61666.1	-15.74	stop_loss
06-05 03:49	BTC	Buy	63750.2→62765.9	-8.14	timeout
06-04 21:42	BTC	Buy	62820.1→63201.8	+2.60	timeout
06-04 10:28	BTC	Buy	64416.2→62443.6	-15.73	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:45	BTC	Buy	67110.4→65054.2	-15.79	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 03:50	BTC	Buy	67496.4→65423	-15.81	stop_loss
06-02 14:23	BTC	Buy	70035.5→67889.6	-15.78	stop_loss
06-02 13:13	BTC	Buy	71005.6→68832.1	-15.82	stop_loss
05-31 07:46	BTC	Buy	74029.7→73860.3	-1.67	timeout
05-30 02:52	BTC	Buy	72959.6→73709.3	+4.67	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:40	BTC	Buy	72875.6→73430.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-277.29

total pnl ($)

-60.0 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	92	49%	-60.0	-277.29

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…