deribit_basis_discount_btcdom_fear_long_11886 · strategy

closed trades

46%

win rate

-241.33

total pnl ($)

0.646

weight

7d window — n=24 wr=38% pnl=-87.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 17:34	BTC	Buy	59370→58413.1	-8.58	timeout
06-30 12:59	BTC	Buy	59820→58407.1	-12.25	timeout
06-30 06:33	BTC	Buy	60237→59562	-6.04	timeout
06-29 23:44	BTC	Buy	59824→60231	+2.97	timeout
06-29 16:56	BTC	Buy	59773→59815	-0.17	timeout
06-29 10:16	BTC	Buy	59555→60193	+4.83	timeout
06-28 23:29	BTC	Buy	60297→59539	-6.75	timeout
06-28 17:14	BTC	Buy	59979→59614	-3.48	timeout
06-28 08:33	BTC	Buy	60241→60184	-0.92	timeout
06-28 02:26	BTC	Buy	60615→60059	-5.04	timeout
06-27 19:47	BTC	Buy	60473→60172	-2.91	timeout
06-26 23:53	BTC	Buy	59318→60032	+5.57	timeout
06-26 17:43	BTC	Buy	59868→59992	+0.54	timeout
06-26 11:18	BTC	Buy	60019→59405	-5.59	timeout
06-26 05:06	BTC	Buy	59130→59812	+5.32	timeout
06-25 13:48	BTC	Buy	61268.1→59394.3	-15.73	stop_loss
06-25 13:46	BTC	Buy	61605.1→59717.1	-15.74	stop_loss
06-25 11:06	BTC	Buy	60892→61050.9	+0.85	timeout
06-25 04:43	BTC	Buy	60180→60904	+5.57	timeout
06-24 15:44	BTC	Buy	62412.1→60502.7	-15.73	stop_loss
06-24 14:19	BTC	Buy	62806.1→60877.5	-15.79	stop_loss
06-24 10:52	BTC	Buy	62520.1→62441.9	-1.09	timeout
06-24 04:50	BTC	Buy	62517.1→62764.9	+1.50	timeout
06-23 22:26	BTC	Buy	62330.1→62539.9	+1.24	timeout
06-23 16:49	BTC	Buy	63791.2→62556.9	-10.11	timeout
06-23 08:24	BTC	Buy	64096.2→62127.8	-15.78	stop_loss
06-23 02:45	BTC	Buy	64890.2→64133.8	-6.28	timeout
06-22 20:32	BTC	Buy	64186.2→64437.8	+1.50	timeout
06-22 14:14	BTC	Buy	64524.2→65246.7	+5.09	timeout
06-22 08:28	BTC	Buy	64075.2→64180.8	+0.35	timeout
06-22 02:28	BTC	Buy	64012.2→64561.8	+3.80	timeout
06-21 19:27	BTC	Buy	64169.2→64196.8	-0.23	timeout
06-20 20:16	BTC	Buy	63521.2→63934.8	+2.82	timeout
06-20 13:29	BTC	Buy	63476.2→63266.8	-2.12	timeout
06-20 07:29	BTC	Buy	62975.1→63736.8	+5.60	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→62342.7	-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 04:16	BTC	Buy	67194.4→66104.7	-8.53	timeout
06-15 22:13	BTC	Buy	65730.3→66396.7	+4.59	timeout
06-15 16:02	BTC	Buy	65853.3→67119.6	+9.18	timeout
06-15 07:27	BTC	Buy	63787.2→65947.7	+16.48	timeout
06-14 23:17	BTC	Buy	64529.2→65574.7	+7.63	timeout
06-14 17:16	BTC	Buy	64342.2→63938.8	-3.62	timeout
06-14 11:13	BTC	Buy	64426.2→64519.8	+0.27	timeout
06-14 05:12	BTC	Buy	63940.2→64324.8	+2.57	timeout
06-13 22:45	BTC	Buy	63840.2→64486.8	+4.60	timeout
06-13 16:43	BTC	Buy	63594.2→64032.8	+3.00	timeout
06-13 09:13	BTC	Buy	63593.2→63788.8	+1.04	timeout
06-12 23:44	BTC	Buy	63766.2→63509.8	-2.48	timeout
06-12 17:43	BTC	Buy	63373.2→63825.8	+3.11	timeout
06-12 11:42	BTC	Buy	63649.2→63744.8	+0.26	timeout
06-12 05:36	BTC	Buy	63129.2→63420.8	+1.83	timeout
06-11 22:05	BTC	Buy	62831.1→63563.8	+5.31	timeout
06-11 04:02	BTC	Buy	62503.1→62623.9	+0.45	timeout
06-10 20:18	BTC	Buy	61681.1→61771.9	+0.26	timeout
06-10 03:08	BTC	Buy	61566.1→62016.9	+3.27	timeout
06-09 14:46	BTC	Buy	63181.2→61247.3	-15.76	stop_loss
06-09 08:13	BTC	Buy	63187.2→62916.9	-2.60	timeout
06-09 02:10	BTC	Buy	63720.2→62782.9	-7.80	timeout
06-08 20:04	BTC	Buy	63131.2→63343.8	+1.22	timeout
06-08 14:00	BTC	Buy	63219.2→63710.8	+3.42	timeout
06-08 08:04	BTC	Buy	61433.1→63112.8	+13.21	timeout
06-08 01:59	BTC	Buy	61719.1→63148.8	+11.10	timeout
06-07 19:48	BTC	Buy	62223.1→61227.9	-8.42	timeout
06-07 13:48	BTC	Buy	61484.1→61725.9	+1.51	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 03:21	BTC	Buy	60650→60828	+1.01	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	63662.2→61714	-15.72	stop_loss
06-05 03:47	BTC	Buy	63728.2→62767.9	-7.96	timeout
06-04 21:42	BTC	Buy	62820.1→63201.8	+2.60	timeout
06-04 10:49	BTC	Buy	64263.2→62297.7	-15.71	stop_loss
06-04 00:54	BTC	Buy	64973.2→62985.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66925.3→64876.3	-15.78	stop_loss
06-03 16:39	BTC	Buy	66354.3→65817.7	-4.52	timeout
06-03 14:28	BTC	Buy	66649.3→66699.7	-0.10	timeout
06-03 06:45	BTC	Buy	67270.4→67216.6	-0.88	timeout
06-02 15:26	BTC	Buy	69479.5→67352.9	-15.76	stop_loss
06-02 13:47	BTC	Buy	70839.5→68877.6	-14.32	timeout
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 19:48	BTC	Buy	73376.7→73619.3	+1.17	timeout
05-29 02:11	BTC	Buy	72673.6→73571.3	+5.65	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-241.33

total pnl ($)

-49.1 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	98	46%	-49.1	-241.33

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:59	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…