deribit_basis_discount_btcdom_fear_long_v2 · strategy

100

closed trades

49%

win rate

-189.46

total pnl ($)

0.699

weight

7d window — n=25 wr=44% pnl=-85.09 · 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 16:49	BTC	Buy	59765→59888	+0.50	timeout
06-29 10:19	BTC	Buy	59266→60257	+7.84	timeout
06-29 03:09	BTC	Buy	59919→60114	+1.16	timeout
06-28 21:01	BTC	Buy	60350→59619	-6.49	timeout
06-28 14:50	BTC	Buy	60110→60046	-1.00	timeout
06-28 08:01	BTC	Buy	60197→60196	-0.48	timeout
06-28 01:56	BTC	Buy	60527→60184	-3.30	timeout
06-27 19:36	BTC	Buy	60400→60199	-2.09	timeout
06-27 00:06	BTC	Buy	59453→60082	+4.82	timeout
06-26 17:54	BTC	Buy	59884→59944	+0.00	timeout
06-26 11:35	BTC	Buy	60108→59463	-5.85	timeout
06-26 05:16	BTC	Buy	59514→59982	+3.49	timeout
06-25 13:48	BTC	Buy	61270.1→59395.3	-15.74	stop_loss
06-25 13:46	BTC	Buy	61561.1→59666.2	-15.81	stop_loss
06-25 10:49	BTC	Buy	60827→61333.9	+3.70	timeout
06-25 04:45	BTC	Buy	60228→60951	+5.56	timeout
06-24 15:45	BTC	Buy	62341.1→60433.7	-15.73	stop_loss
06-24 14:19	BTC	Buy	62860.1→60937.5	-15.73	stop_loss
06-24 11:22	BTC	Buy	62583.1→62292.9	-2.78	timeout
06-24 05:06	BTC	Buy	62431.1→62699.9	+1.67	timeout
06-23 22:33	BTC	Buy	62309.1→62595.9	+1.86	timeout
06-23 17:06	BTC	Buy	63695.2→62418.9	-10.47	timeout
06-23 08:24	BTC	Buy	64107.2→62143.8	-15.74	stop_loss
06-23 04:11	BTC	Buy	64688.2→64032.8	-5.52	timeout
06-22 22:00	BTC	Buy	64105.2→64294.8	+1.03	timeout
06-22 15:44	BTC	Buy	64133.2→65028.7	+6.56	timeout
06-22 09:46	BTC	Buy	63822.2→64063.8	+1.40	timeout
06-22 03:46	BTC	Buy	64272.2→64117.8	-1.68	timeout
06-21 21:40	BTC	Buy	64201.2→63905.8	-2.75	timeout
06-21 15:34	BTC	Buy	64332.2→64170.8	-1.68	timeout
06-21 06:55	BTC	Buy	63762.2→64263.8	+3.48	timeout
06-21 00:45	BTC	Buy	63595.2→64268.8	+4.82	timeout
06-20 17:01	BTC	Buy	63552.2→63953.8	+2.69	timeout
06-20 09:51	BTC	Buy	63101.2→63648.8	+3.84	timeout
06-19 15:49	BTC	Buy	62659.1→63171.8	+3.69	timeout
06-19 09:33	BTC	Buy	62957.1→62413.9	-4.69	timeout
06-19 03:50	BTC	Buy	62726.1→62647.9	-1.05	timeout
06-18 15:57	BTC	Buy	64256.2→62286.7	-15.68	stop_loss
06-18 15:35	BTC	Buy	64286.2→63200.8	-8.71	timeout
06-18 09:15	BTC	Buy	64318.2→64399.8	+0.15	timeout
06-18 03:06	BTC	Buy	65139.3→64576.8	-4.78	timeout
06-17 20:58	BTC	Buy	64942.2→64395.8	-4.65	timeout
06-17 14:54	BTC	Buy	65823.3→65235.7	-4.92	timeout
06-17 08:55	BTC	Buy	65841.3→64890.8	-7.68	timeout
06-17 02:49	BTC	Buy	65635.3→65844.7	+1.14	timeout
06-16 20:49	BTC	Buy	66614.3→65806.7	-6.56	timeout
06-16 14:47	BTC	Buy	65838.3→65634.7	-2.04	timeout
06-16 08:35	BTC	Buy	66612.3→66619.7	-0.36	timeout
06-16 02:24	BTC	Buy	66402.3→66003.7	-3.45	timeout
06-15 20:22	BTC	Buy	65624.3→66544.7	+6.53	timeout
06-15 14:19	BTC	Buy	65674.3→66509.7	+5.92	timeout
06-15 07:56	BTC	Buy	63771.2→65638.7	+14.18	timeout
06-15 01:52	BTC	Buy	64279.2→65520.7	+9.19	timeout
06-14 19:51	BTC	Buy	64398.2→63746.8	-5.53	timeout
06-14 13:49	BTC	Buy	64618.2→64277.8	-3.08	timeout
06-14 07:48	BTC	Buy	64289.2→64385.8	+0.30	timeout
06-14 01:48	BTC	Buy	64051.2→64598.8	+3.84	timeout
06-13 19:49	BTC	Buy	63826.2→64282.8	+3.13	timeout
06-13 13:44	BTC	Buy	63743.2→64142.8	+2.66	timeout
06-13 07:07	BTC	Buy	63668.2→63652.8	-0.58	timeout
06-12 21:36	BTC	Buy	63841.2→63520.8	-2.98	timeout
06-12 15:39	BTC	Buy	63448.2→63915.8	+3.20	timeout
06-12 08:53	BTC	Buy	63346.2→63440.8	+0.26	timeout
06-12 00:51	BTC	Buy	62932.1→63692.8	+5.52	timeout
06-11 18:39	BTC	Buy	62936.1→63525.8	+4.17	timeout
06-11 09:56	BTC	Buy	61257.1→62907.9	+12.96	timeout
06-11 02:50	BTC	Buy	61930.1→62010.9	+0.17	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 07:46	BTC	Buy	61803.1→62016.9	+1.34	timeout
06-10 01:45	BTC	Buy	62402.1→62016.9	-3.48	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 06:47	BTC	Buy	63395.2→63350.8	-0.83	timeout
06-09 00:32	BTC	Buy	63163.2→62634.9	-4.65	timeout
06-08 18:25	BTC	Buy	62980.1→63541.8	+3.97	timeout
06-08 10:27	BTC	Buy	63043.2→63096.8	-0.02	timeout
06-08 04:28	BTC	Buy	62131.1→62894.9	+5.69	timeout
06-07 22:26	BTC	Buy	62512.1→63032.8	+3.72	timeout
06-07 16:20	BTC	Buy	61584.1→62229.9	+4.76	timeout
06-07 10:18	BTC	Buy	60733→62425.9	+13.49	timeout
06-07 04:13	BTC	Buy	60788→61513.9	+5.52	timeout
06-06 18:07	BTC	Buy	60999→60471	-4.75	timeout
06-06 04:33	BTC	Buy	61488.1→59603.2	-15.78	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 21:41	BTC	Buy	62790.1→63155.8	+2.47	timeout
06-04 10:30	BTC	Buy	64383.2→62413.7	-15.72	stop_loss
06-04 00:39	BTC	Buy	64997.2→63009.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66858.3→64813.3	-15.76	stop_loss
06-03 16:38	BTC	Buy	66353.3→65830.7	-4.42	timeout
06-03 11:51	BTC	Buy	66705.3→67035.6	+1.96	timeout
06-03 04:06	BTC	Buy	67409.4→66438.7	-7.66	timeout
06-02 14:23	BTC	Buy	70015.5→67862.7	-15.84	stop_loss
05-31 04:58	BTC	Buy	73896.7→74172.3	+1.38	timeout
05-30 02:51	BTC	Buy	72806.6→73696.3	+5.64	timeout
05-29 19:47	BTC	Buy	73372.7→73638.3	+1.33	timeout
05-29 09:43	BTC	Buy	73865.7→73791.3	-0.99	timeout
05-29 02:32	BTC	Buy	72896.6→73369.3	+2.73	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

49%

win rate

-189.46

total pnl ($)

-37.7 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	100	49%	-37.7	-189.46

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 18:26	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…