deribit_basis_discount_fear_dom_gate_long_v3 · strategy

closed trades

46%

win rate

-214.37

total pnl ($)

0.780

weight

7d window — n=22 wr=41% pnl=-64.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:46	BTC	Buy	59853→60254	+2.91	timeout
06-29 16:24	BTC	Buy	59896→59655	-2.54	timeout
06-29 10:14	BTC	Buy	59607→60204	+4.48	timeout
06-28 23:51	BTC	Buy	60242→59728	-4.75	timeout
06-28 17:14	BTC	Buy	59982→59617	-3.48	timeout
06-28 08:39	BTC	Buy	60235→60455	+1.38	timeout
06-28 02:27	BTC	Buy	60615→60058	-5.05	timeout
06-27 19:37	BTC	Buy	60390→60118	-2.68	timeout
06-27 01:01	BTC	Buy	59143→59984	+6.64	timeout
06-26 13:18	BTC	Buy	60309→58762.7	-13.28	stop_loss
06-26 12:31	BTC	Buy	59752→59669	-1.17	timeout
06-26 06:23	BTC	Buy	59552→59992	+3.25	timeout
06-25 13:45	BTC	Buy	61368.1→59796.1	-13.25	stop_loss
06-25 13:44	BTC	Buy	61652.1→60068.9	-13.27	stop_loss
06-25 12:15	BTC	Buy	61003.1→61178.9	+0.99	timeout
06-25 06:11	BTC	Buy	59563→61696.9	+17.48	timeout
06-24 13:48	BTC	Buy	62841.1→61233.3	-13.24	stop_loss
06-24 13:48	BTC	Buy	62840.1→61232.3	-13.24	stop_loss
06-24 06:20	BTC	Buy	62353.1→62765.9	+2.83	timeout
06-24 00:07	BTC	Buy	62428.1→62778.9	+2.36	timeout
06-23 17:51	BTC	Buy	63399.2→62462.9	-7.83	timeout
06-23 06:21	BTC	Buy	64412.2→62761.5	-13.28	stop_loss
06-23 01:16	BTC	Buy	65077.3→64194.8	-7.22	timeout
06-22 19:16	BTC	Buy	64224.2→64372.8	+0.68	timeout
06-22 13:12	BTC	Buy	63849.2→65117.7	+9.41	timeout
06-22 07:07	BTC	Buy	64144.2→64024.8	-1.39	timeout
06-22 01:08	BTC	Buy	64132.2→63908.8	-2.23	timeout
06-21 19:00	BTC	Buy	64269.2→64158.8	-1.29	timeout
06-21 12:42	BTC	Buy	64285.2→64005.8	-2.59	timeout
06-21 03:59	BTC	Buy	64103.2→64401.8	+1.88	timeout
06-20 17:50	BTC	Buy	63596.2→63826.8	+1.36	timeout
06-20 01:26	BTC	Buy	62727.1→63373.8	+4.70	timeout
06-19 19:22	BTC	Buy	62757.1→62987.9	+1.38	timeout
06-19 14:00	BTC	Buy	63018.2→63150.8	+0.65	timeout
06-19 07:38	BTC	Buy	62828.1→62491.9	-3.10	timeout
06-18 15:57	BTC	Buy	63960.2→62316.7	-13.28	stop_loss
06-18 15:40	BTC	Buy	64399.2→62749.5	-13.15	stop_loss
06-18 13:53	BTC	Buy	64480.2→64043.8	-3.83	timeout
06-18 07:54	BTC	Buy	64118.2→64429.8	+1.97	timeout
06-18 01:49	BTC	Buy	65281.3→64504.8	-6.43	timeout
06-17 19:45	BTC	Buy	65489.3→64226.8	-10.09	timeout
06-17 13:29	BTC	Buy	65557.3→64887.8	-5.57	timeout
06-17 07:26	BTC	Buy	65671.3→65506.7	-1.68	timeout
06-17 01:08	BTC	Buy	66245.3→65760.7	-4.14	timeout
06-16 19:00	BTC	Buy	66420.3→65807.7	-5.10	timeout
06-16 09:23	BTC	Buy	66510.3→66595.7	+0.19	timeout
06-15 23:58	BTC	Buy	66201.3→66299.7	+0.33	timeout
06-15 17:49	BTC	Buy	65758.3→66888.7	+8.09	timeout
06-15 09:20	BTC	Buy	64742.2→65698.7	+6.94	timeout
06-14 21:16	BTC	Buy	64389.2→64428.8	-0.15	timeout
06-14 14:31	BTC	Buy	64521.2→64113.8	-3.61	timeout
06-14 08:28	BTC	Buy	64232.2→64452.8	+1.26	timeout
06-14 02:23	BTC	Buy	64122.2→64551.8	+2.91	timeout
06-13 20:17	BTC	Buy	63795.2→64266.8	+3.24	timeout
06-13 09:28	BTC	Buy	63513.2→63787.8	+1.67	timeout
06-12 23:59	BTC	Buy	63727.2→63556.8	-1.85	timeout
06-12 17:49	BTC	Buy	63343.2→63826.8	+3.36	timeout
06-12 11:52	BTC	Buy	63527.2→63784.8	+1.54	timeout
06-12 05:41	BTC	Buy	63323.2→63335.8	-0.38	timeout
06-11 23:01	BTC	Buy	63048.2→63406.8	+2.33	timeout
06-11 03:59	BTC	Buy	62609.1→62660.9	-0.11	timeout
06-10 20:19	BTC	Buy	61626.1→61828.9	+1.17	timeout
06-10 03:08	BTC	Buy	61567.1→62016.9	+3.26	timeout
06-09 14:29	BTC	Buy	63167.2→61550.1	-13.25	stop_loss
06-09 08:13	BTC	Buy	63187.2→62882.9	-2.87	timeout
06-09 02:18	BTC	Buy	63679.2→62653.9	-8.49	timeout
06-08 20:06	BTC	Buy	63165.2→63375.8	+1.20	timeout
06-08 14:03	BTC	Buy	63113.2→63650.8	+3.79	timeout
06-08 01:53	BTC	Buy	61804.1→63113.8	+10.11	timeout
06-07 22:15	BTC	Buy	61298.1→64051.8	+22.01	take_profit
06-07 19:49	BTC	Buy	62212.1→61213.9	-8.45	timeout
06-07 13:48	BTC	Buy	61485.1→61705.9	+1.34	timeout
06-07 07:41	BTC	Buy	60548→62195.9	+13.17	timeout
06-07 01:33	BTC	Buy	60712→61492.9	+5.95	timeout
06-06 04:27	BTC	Buy	61415.1→59839.1	-13.28	stop_loss
06-05 18:54	BTC	Buy	60685→59131.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62616.1→61011.4	-13.27	stop_loss
06-05 13:51	BTC	Buy	62751.1→61145.4	-13.25	stop_loss
06-05 06:01	BTC	Buy	63730.2→62097.8	-13.23	stop_loss
06-05 03:49	BTC	Buy	63753.2→62757.9	-8.23	timeout
06-04 21:41	BTC	Buy	62806.1→63148.8	+2.29	timeout
06-04 09:30	BTC	Buy	64324.2→62677.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	64998.2→63335.1	-13.24	stop_loss
06-03 19:54	BTC	Buy	67092.4→65367	-13.32	stop_loss
06-03 16:38	BTC	Buy	66354.3→65846.7	-4.30	timeout
06-03 11:46	BTC	Buy	66687.3→67090.6	+2.51	timeout
06-03 03:43	BTC	Buy	67556.4→65823.8	-13.28	stop_loss
06-02 14:10	BTC	Buy	70035.5→68227.5	-13.37	stop_loss
06-02 12:40	BTC	Buy	70851.5→69036	-13.32	stop_loss
05-30 02:52	BTC	Buy	73004.7→73700.3	+4.29	timeout
05-29 19:50	BTC	Buy	73373.7→73637.3	+1.32	timeout
05-29 02:37	BTC	Buy	72924.6→73425.3	+2.92	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-214.37

total pnl ($)

-46.4 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	46%	-46.4	-214.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:51	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…