deribit_basis_discount_fear_gate_long_v1 · strategy

closed trades

45%

win rate

-267.75

total pnl ($)

0.536

weight

7d window — n=16 wr=31% pnl=-111.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:32	BTC	Buy	59192→60272	+8.67	timeout
06-26 18:44	BTC	Buy	59404→59731	+2.18	timeout
06-26 17:44	BTC	Buy	59527→60042	+3.78	timeout
06-26 16:39	BTC	Buy	59308→60183	+6.82	timeout
06-26 15:31	BTC	Buy	59258→60174	+7.20	timeout
06-26 02:24	BTC	Buy	59755→58280.9	-12.76	stop_loss
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59705→58233	-12.70	stop_loss
06-25 13:57	BTC	Buy	59820→58325.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60442→58955.6	-12.66	stop_loss
06-25 13:48	BTC	Buy	61044.1→59543.2	-12.68	stop_loss
06-24 17:47	BTC	Buy	60633→59141.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61134.1→59628.2	-12.75	stop_loss
06-24 15:46	BTC	Buy	61865.1→60341.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61205.3	-12.77	stop_loss
06-24 13:47	BTC	Buy	62825.1→61277.3	-12.77	stop_loss
06-18 05:04	BTC	Buy	65294.3→63689	-12.75	stop_loss
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.78	timeout
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:11	BTC	Buy	66651.3→66006.7	-5.37	timeout
06-16 12:05	BTC	Buy	66128.3→66379.7	+1.37	timeout
06-16 10:59	BTC	Buy	65897.3→66465.7	+3.77	timeout
06-15 13:21	BTC	Buy	64298.2→66815.7	+19.14	timeout
06-15 13:00	BTC	Buy	63798.2→66598.7	+21.51	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:09	BTC	Buy	64490.2→65960.7	+10.96	timeout
06-15 10:05	BTC	Buy	64534.2→65679.7	+8.43	timeout
06-14 19:12	BTC	Buy	64151.2→63801.8	-3.25	timeout
06-14 12:50	BTC	Buy	64072.2→64304.8	+1.36	timeout
06-14 11:45	BTC	Buy	63882.2→64577.8	+5.00	timeout
06-14 10:43	BTC	Buy	63821.2→64585.8	+5.52	timeout
06-14 09:38	BTC	Buy	63783.2→64435.8	+4.61	timeout
06-13 18:56	BTC	Buy	63743.2→64084.8	+2.23	timeout
06-13 12:04	BTC	Buy	63704.2→63940.8	+1.33	timeout
06-13 11:03	BTC	Buy	63760.2→63814.8	-0.12	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-13 08:54	BTC	Buy	63437.2→63781.8	+2.19	timeout
06-12 18:19	BTC	Buy	63529.2→63687.8	+0.78	timeout
06-12 11:54	BTC	Buy	63144.2→63800.8	+4.67	timeout
06-12 10:43	BTC	Buy	62910.1→63642.8	+5.29	timeout
06-12 09:37	BTC	Buy	62900.1→63833.8	+6.89	timeout
06-12 08:36	BTC	Buy	62923.1→63424.8	+3.45	timeout
06-11 17:22	BTC	Buy	62077.1→62357.9	+1.75	timeout
06-11 11:21	BTC	Buy	61150.1→63077.8	+15.18	timeout
06-11 10:19	BTC	Buy	61171.1→62789.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62761.9	+13.42	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62744.1→61197.3	-12.79	stop_loss
06-09 14:19	BTC	Buy	63276.2→61719	-12.76	stop_loss
06-09 14:16	BTC	Buy	63433.2→61870	-12.77	stop_loss
06-09 14:11	BTC	Buy	63534.2→61970.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63751.2→62175.8	-12.79	stop_loss
06-09 06:48	BTC	Buy	62957.1→63351.8	+2.63	timeout
06-09 00:48	BTC	Buy	64006.2→62426.6	-12.80	stop_loss
06-08 17:53	BTC	Buy	62127.1→63480.8	+10.34	timeout
06-08 16:52	BTC	Buy	62187.1→63530.8	+10.26	timeout
06-08 14:51	BTC	Buy	61891.1→63862.8	+15.44	timeout
06-08 13:50	BTC	Buy	61737.1→63540.8	+14.11	timeout
06-08 06:30	BTC	Buy	62004.1→63024.8	+7.77	timeout
06-07 16:58	BTC	Buy	60726→61985.9	+9.90	timeout
06-07 15:51	BTC	Buy	60818→62086.9	+9.97	timeout
06-07 14:47	BTC	Buy	60927→61828.9	+6.93	timeout
06-07 13:32	BTC	Buy	60688→61829.9	+8.94	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	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 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62443.1→60901.5	-12.80	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62733.1→61175.3	-12.86	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:21	BTC	Buy	63081.2→61522.1	-12.80	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-03 20:44	BTC	Buy	66776.3→65134.2	-12.81	stop_loss
06-03 19:53	BTC	Buy	67069.4→65412	-12.83	stop_loss
06-03 19:53	BTC	Buy	67073.4→65412	-12.87	stop_loss
06-03 19:52	BTC	Buy	67112.4→65459	-12.80	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67332.4→65675.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67498.4→65838.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-267.75

total pnl ($)

-54.8 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	97	45%	-54.8	-267.75

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…