deribit_basis_discount_fear_carry_long · strategy

107

closed trades

43%

win rate

-281.43

total pnl ($)

0.414

weight

7d window — n=25 wr=28% pnl=-140.28 · 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 03:00	BTC	Buy	60152→59764	-3.71	timeout
06-29 01:57	BTC	Buy	60204→59420	-6.99	timeout
06-28 19:45	BTC	Buy	60171→59376	-7.03	timeout
06-28 18:41	BTC	Buy	60525→59600	-8.07	timeout
06-28 01:13	BTC	Buy	59955→59989	-0.19	timeout
06-27 23:33	BTC	Buy	59959→59975	-0.27	timeout
06-27 21:57	BTC	Buy	59935→60167	+1.55	timeout
06-26 19:12	BTC	Buy	59279→59959	+5.16	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.02	timeout
06-26 17:08	BTC	Buy	59169→60115	+7.45	timeout
06-26 15:58	BTC	Buy	59520→60298	+6.00	timeout
06-26 14:56	BTC	Buy	59657→59409	-2.58	timeout
06-25 17:57	BTC	Buy	59398→59582	+1.13	timeout
06-25 13:58	BTC	Buy	59627→58161	-12.66	stop_loss
06-25 13:55	BTC	Buy	59936→58460.8	-12.67	stop_loss
06-25 13:53	BTC	Buy	60355→58867.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60647→59149.5	-12.73	stop_loss
06-24 17:20	BTC	Buy	60906→59408.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61190.1→59685.2	-12.72	stop_loss
06-24 15:30	BTC	Buy	62281.1→60749.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62448.1→60882.5	-12.98	stop_loss
06-24 14:17	BTC	Buy	62600.1→61059.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62723.1→61177.3	-12.77	stop_loss
06-24 13:45	BTC	Buy	62879.1→61332.3	-12.75	stop_loss
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-18 04:11	BTC	Buy	65370.3→63746.9	-12.87	stop_loss
06-16 14:44	BTC	Buy	66489.3→65641.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65542.9	-12.82	stop_loss
06-16 13:44	BTC	Buy	66512.3→66094.7	-3.67	timeout
06-16 12:41	BTC	Buy	66321.3→66465.7	+0.56	timeout
06-16 11:35	BTC	Buy	66240.3→66360.7	+0.38	timeout
06-15 14:19	BTC	Buy	64252.2→66520.7	+17.21	timeout
06-15 13:13	BTC	Buy	64319.2→66607.7	+17.36	timeout
06-15 12:55	BTC	Buy	63779.2→66581.7	+21.53	take_profit
06-15 12:08	BTC	Buy	64475.2→66173.7	+12.73	timeout
06-15 11:05	BTC	Buy	64453.2→65930.7	+11.01	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 14:00	BTC	Buy	64068.2→64295.8	+1.33	timeout
06-14 12:55	BTC	Buy	64103.2→64286.8	+0.98	timeout
06-14 11:51	BTC	Buy	63893.2→64594.8	+5.05	timeout
06-14 10:48	BTC	Buy	63861.2→64531.8	+4.78	timeout
06-13 18:31	BTC	Buy	63713.2→64180.8	+3.21	timeout
06-13 13:07	BTC	Buy	63405.2→64139.8	+5.27	timeout
06-13 11:58	BTC	Buy	63758.2→63939.8	+0.89	timeout
06-13 10:57	BTC	Buy	63669.2→63795.8	+0.45	timeout
06-13 09:49	BTC	Buy	63812.2→63759.8	-0.94	timeout
06-12 17:55	BTC	Buy	63468.2→63814.8	+2.27	timeout
06-12 12:41	BTC	Buy	62756.1→63397.8	+4.59	timeout
06-12 11:30	BTC	Buy	63185.2→63764.8	+4.06	timeout
06-12 10:18	BTC	Buy	62815.1→63709.8	+6.57	timeout
06-12 09:12	BTC	Buy	62818.1→63495.8	+4.87	timeout
06-11 17:09	BTC	Buy	62151.1→62482.9	+2.16	timeout
06-11 11:22	BTC	Buy	61219.1→63128.8	+15.01	timeout
06-11 10:21	BTC	Buy	61141.1→62807.9	+13.04	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:17	BTC	Buy	61657.1→62773.9	+8.48	timeout
06-10 16:39	BTC	Buy	60868→62271.9	+10.99	timeout
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.76	stop_loss
06-09 14:44	BTC	Buy	62820.1→61275.3	-12.75	stop_loss
06-09 14:11	BTC	Buy	63541.2→61978.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63739.2→62165.8	-12.79	stop_loss
06-09 13:19	BTC	Buy	63878.2→62307.7	-12.73	stop_loss
06-09 07:41	BTC	Buy	63203.2→63166.8	-0.79	timeout
06-09 00:48	BTC	Buy	64003.2→62425.6	-12.77	stop_loss
06-08 20:42	BTC	Buy	61699.1→63375.8	+13.09	timeout
06-08 17:34	BTC	Buy	62222.1→63388.8	+8.82	timeout
06-08 15:28	BTC	Buy	61880.1→64074.8	+17.23	timeout
06-08 14:25	BTC	Buy	62140.1→63762.8	+12.57	timeout
06-08 06:53	BTC	Buy	62113.1→62945.9	+6.23	timeout
06-07 20:22	BTC	Buy	60581→61827.9	+9.87	timeout
06-07 17:15	BTC	Buy	60697→62278.9	+12.57	timeout
06-07 14:43	BTC	Buy	60912→61945.9	+8.02	timeout
06-07 13:33	BTC	Buy	60714→61827.9	+8.70	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.11	timeout
06-06 04:21	BTC	Buy	61414.1→59900	-12.78	stop_loss
06-05 21:04	BTC	Buy	59287→61889.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61226.1→59720.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61975.1→60450.7	-12.75	stop_loss
06-05 13:58	BTC	Buy	62264.1→60731.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62486.1→60937.5	-12.84	stop_loss
06-05 13:49	BTC	Buy	62959.1→61411.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62368.1→62167.9	-2.08	timeout
06-05 10:29	BTC	Buy	62516.1→62523.9	-0.40	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:22	BTC	Buy	62889.1→61342.2	-12.74	stop_loss
06-05 06:20	BTC	Buy	63161.2→61607.1	-12.70	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.71	timeout
06-05 01:24	BTC	Buy	62762.1→63227.8	+3.30	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-281.43

total pnl ($)

-52.2 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	107	43%	-52.2	-281.43

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…