deribit_basis_discount_fear_btcdom_long_v3 · strategy

119

closed trades

48%

win rate

-249.04

total pnl ($)

0.842

weight

7d window — n=24 wr=50% pnl=-50.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 09:59	BTC	Buy	58611.9→58914.1	+2.07	timeout
07-01 03:28	BTC	Buy	58378.9→58913.1	+4.05	timeout
06-30 19:39	BTC	Buy	59487→58724.1	-6.93	timeout
06-30 13:34	BTC	Buy	59725→58195	-13.26	stop_loss
06-30 08:06	BTC	Buy	60464→59512	-8.30	timeout
06-29 19:05	BTC	Buy	59984→60145	+0.82	timeout
06-29 12:07	BTC	Buy	59242→60675	+11.57	timeout
06-29 05:55	BTC	Buy	59589→59947	+2.54	timeout
06-28 23:18	BTC	Buy	60142→59263	-7.82	timeout
06-28 16:51	BTC	Buy	60148→59633	-4.72	timeout
06-28 10:41	BTC	Buy	60185→60085	-1.29	timeout
06-28 04:40	BTC	Buy	60750→60117	-5.66	timeout
06-27 22:32	BTC	Buy	60388→60099	-2.81	timeout
06-27 16:25	BTC	Buy	60424→60689	+1.76	timeout
06-27 10:23	BTC	Buy	59913→60450	+4.01	timeout
06-27 04:31	BTC	Buy	60119→60368	+1.62	timeout
06-26 22:31	BTC	Buy	59721→59848	+0.58	timeout
06-26 16:22	BTC	Buy	59983→59985	-0.47	timeout
06-26 04:03	BTC	Buy	59517→59873	+2.57	timeout
06-26 02:16	BTC	Buy	59952→58411.9	-13.29	stop_loss
06-25 13:48	BTC	Buy	60835→59276.4	-13.24	stop_loss
06-25 13:44	BTC	Buy	61704.1→60123.9	-13.25	stop_loss
06-25 09:56	BTC	Buy	61062.1→61691.9	+4.70	timeout
06-25 03:56	BTC	Buy	60287→60844	+4.18	timeout
06-24 14:13	BTC	Buy	62681.1→61077.4	-13.24	stop_loss
06-24 14:13	BTC	Buy	62734.1→61127.4	-13.25	stop_loss
06-24 09:49	BTC	Buy	62611.1→62638.9	-0.27	timeout
06-24 03:42	BTC	Buy	62255.1→62785.9	+3.78	timeout
06-23 21:40	BTC	Buy	62397.1→62562.9	+0.89	timeout
06-23 08:20	BTC	Buy	63955.2→62315.7	-13.26	stop_loss
06-23 06:21	BTC	Buy	64225.2→62565.6	-13.38	stop_loss
06-23 03:47	BTC	Buy	64996.2→63967.8	-8.36	timeout
06-22 21:35	BTC	Buy	64094.2→64285.8	+1.04	timeout
06-22 15:29	BTC	Buy	64251.2→64994.8	+5.30	timeout
06-22 09:17	BTC	Buy	63560.2→64154.8	+4.19	timeout
06-22 03:15	BTC	Buy	64188.2→64088.8	-1.26	timeout
06-21 21:13	BTC	Buy	63961.2→63571.8	-3.50	timeout
06-21 15:10	BTC	Buy	64242.2→64167.8	-1.00	timeout
06-21 09:08	BTC	Buy	63909.2→63939.8	-0.29	timeout
06-21 03:09	BTC	Buy	63862.2→64229.8	+2.42	timeout
06-20 21:02	BTC	Buy	63438.2→63920.8	+3.36	timeout
06-20 15:02	BTC	Buy	63324.2→63876.8	+3.88	timeout
06-20 09:00	BTC	Buy	63190.2→63410.8	+1.24	timeout
06-20 02:59	BTC	Buy	63183.2→63307.8	+0.54	timeout
06-19 20:56	BTC	Buy	62565.1→63183.8	+4.47	timeout
06-19 15:35	BTC	Buy	62718.1→63180.8	+3.29	timeout
06-19 07:27	BTC	Buy	62769.1→62766.9	-0.45	timeout
06-18 15:57	BTC	Buy	63924.2→62285.7	-13.23	stop_loss
06-18 15:40	BTC	Buy	64288.2→62639.5	-13.15	stop_loss
06-18 12:15	BTC	Buy	64622.2→63970.8	-5.50	timeout
06-18 05:04	BTC	Buy	65373.3→63695.9	-13.29	stop_loss
06-17 23:57	BTC	Buy	64820.2→64427.8	-3.50	timeout
06-17 15:50	BTC	Buy	65791.3→65739.7	-0.85	timeout
06-17 09:58	BTC	Buy	65747.3→64856.8	-7.27	timeout
06-17 03:21	BTC	Buy	65736.3→65737.7	-0.46	timeout
06-16 17:24	BTC	Buy	66065.3→65728.7	-3.03	timeout
06-16 11:05	BTC	Buy	66196.3→66526.7	+2.00	timeout
06-16 04:51	BTC	Buy	67084.4→65819.7	-9.85	timeout
06-15 22:54	BTC	Buy	65847.3→66180.7	+2.06	timeout
06-15 16:41	BTC	Buy	65634.3→67182.6	+11.29	timeout
06-15 10:28	BTC	Buy	65189.3→65694.7	+3.43	timeout
06-15 04:24	BTC	Buy	64151.2→65715.7	+11.73	timeout
06-14 22:18	BTC	Buy	64531.2→65053.7	+3.57	timeout
06-14 16:15	BTC	Buy	64484.2→64080.8	-3.61	timeout
06-14 10:12	BTC	Buy	64368.2→64475.8	+0.37	timeout
06-14 04:06	BTC	Buy	64026.2→64497.8	+3.25	timeout
06-13 22:04	BTC	Buy	63737.2→64409.8	+4.81	timeout
06-13 15:59	BTC	Buy	63512.2→64300.8	+5.77	timeout
06-13 09:54	BTC	Buy	63473.2→63728.8	+1.53	timeout
06-13 02:48	BTC	Buy	63473.2→63576.8	+0.37	timeout
06-12 20:42	BTC	Buy	63370.2→63529.8	+0.80	timeout
06-12 14:59	BTC	Buy	63582.2→63928.8	+2.24	timeout
06-12 08:58	BTC	Buy	63383.2→63444.8	+0.00	timeout
06-12 02:52	BTC	Buy	62920.1→63568.8	+4.66	timeout
06-11 20:46	BTC	Buy	62868.1→63245.8	+2.48	timeout
06-11 14:42	BTC	Buy	62032.1→62890.9	+6.42	timeout
06-11 08:33	BTC	Buy	61861.1→62906.9	+7.94	timeout
06-11 02:27	BTC	Buy	62096.1→62119.9	-0.29	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 05:20	BTC	Buy	61804.1→62016.9	+1.33	timeout
06-09 16:05	BTC	Buy	62504.1→60904.5	-13.28	stop_loss
06-09 14:29	BTC	Buy	63181.2→61563.1	-13.26	stop_loss
06-09 11:07	BTC	Buy	63458.2→62621.9	-7.01	timeout
06-09 04:42	BTC	Buy	63658.2→63212.8	-3.95	timeout
06-08 22:34	BTC	Buy	63348.2→63264.8	-1.13	timeout
06-08 16:31	BTC	Buy	62853.1→63834.8	+7.32	timeout
06-08 10:28	BTC	Buy	62942.1→63097.8	+0.79	timeout
06-08 04:49	BTC	Buy	62158.1→62798.9	+4.70	timeout
06-07 22:24	BTC	Buy	62522.1→62989.9	+3.29	timeout
06-07 16:07	BTC	Buy	61581.1→61942.9	+2.46	timeout
06-07 10:02	BTC	Buy	60784→62376.9	+12.65	timeout
06-07 03:58	BTC	Buy	60790→61618.9	+6.36	timeout
06-06 21:52	BTC	Buy	60912→60819	-1.18	timeout
06-06 15:52	BTC	Buy	60610→60789	+1.03	timeout
06-06 04:12	BTC	Buy	61759.1→60174.9	-13.28	stop_loss
06-05 18:54	BTC	Buy	60656→59102.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62585.1→60971.4	-13.35	stop_loss
06-05 13:49	BTC	Buy	63040.2→61426.2	-13.25	stop_loss
06-05 06:01	BTC	Buy	63717.2→62086.8	-13.22	stop_loss
06-05 03:47	BTC	Buy	63765.2→62734.9	-8.50	timeout

Paper vs Live

Paper (trades.jsonl)

119

closed

48%

win rate

-249.04

total pnl ($)

-41.6 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	119	48%	-41.6	-249.04

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:43	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…