deribit_basis_discount_fear_gate_long_v12 · strategy

102

closed trades

45%

win rate

-257.16

total pnl ($)

0.505

weight

7d window — n=21 wr=29% pnl=-125.12 · 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 02:52	BTC	Buy	60128→59689	-4.14	timeout
06-28 21:58	BTC	Buy	60171→59373	-7.10	timeout
06-28 20:52	BTC	Buy	60264→59620	-5.79	timeout
06-28 19:52	BTC	Buy	60171→59340	-7.33	timeout
06-28 18:48	BTC	Buy	60511→59537	-8.48	timeout
06-27 03:02	BTC	Buy	58364.9→60358	+16.61	timeout
06-26 18:39	BTC	Buy	59412→59726	+2.09	timeout
06-26 17:38	BTC	Buy	59668→59947	+1.78	timeout
06-26 16:38	BTC	Buy	59355→60173	+6.35	timeout
06-26 15:33	BTC	Buy	59190→60140	+7.52	timeout
06-26 02:13	BTC	Buy	60226→58742.7	-12.76	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58046.1	-12.71	stop_loss
06-25 13:57	BTC	Buy	59840→58344.9	-12.89	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60919→59420.3	-12.72	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61296.1→59749.1	-13.05	stop_loss
06-24 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61206.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-18 04:11	BTC	Buy	65375.3→63743.9	-12.94	stop_loss
06-16 15:29	BTC	Buy	66645.3→65736.7	-7.35	timeout
06-16 14:23	BTC	Buy	66471.3→65535.7	-7.57	timeout
06-16 13:25	BTC	Buy	66904.3→66089.7	-6.62	timeout
06-16 12:20	BTC	Buy	66256.3→66632.7	+2.30	timeout
06-16 11:14	BTC	Buy	65929.3→66482.7	+3.69	timeout
06-15 13:51	BTC	Buy	64277.2→66594.7	+17.60	timeout
06-15 12:50	BTC	Buy	63752.2→66555.7	+21.55	take_profit
06-15 12:46	BTC	Buy	64333.2→66443.7	+15.97	timeout
06-15 11:42	BTC	Buy	64598.2→66196.7	+11.93	timeout
06-15 10:41	BTC	Buy	64593.2→65721.7	+8.29	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 13:42	BTC	Buy	64203.2→64281.8	+0.16	timeout
06-14 12:38	BTC	Buy	63991.2→64310.8	+2.06	timeout
06-14 11:34	BTC	Buy	63903.2→64596.8	+4.97	timeout
06-14 10:31	BTC	Buy	63758.2→64560.8	+5.81	timeout
06-13 18:29	BTC	Buy	63755.2→64176.8	+2.84	timeout
06-13 13:05	BTC	Buy	63400.2→64096.8	+4.97	timeout
06-13 12:02	BTC	Buy	63715.2→63933.8	+1.19	timeout
06-13 11:01	BTC	Buy	63650.2→63825.8	+0.83	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-12 18:11	BTC	Buy	63342.2→63844.8	+3.51	timeout
06-12 13:00	BTC	Buy	62932.1→63453.8	+3.62	timeout
06-12 11:54	BTC	Buy	63156.2→63801.8	+4.59	timeout
06-12 10:42	BTC	Buy	62890.1→63638.8	+5.42	timeout
06-12 09:37	BTC	Buy	62904.1→63821.8	+6.76	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 11:21	BTC	Buy	61137.1→63076.8	+15.29	timeout
06-11 10:19	BTC	Buy	61179.1→62791.9	+12.58	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.13	timeout
06-09 14:46	BTC	Buy	62777.1→61233.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:16	BTC	Buy	63461.2→61899.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61948.9	-12.86	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62921.1→63343.8	+2.86	timeout
06-09 00:46	BTC	Buy	64065.2→62489.6	-12.76	stop_loss
06-08 17:53	BTC	Buy	62108.1→63480.8	+10.50	timeout
06-08 16:53	BTC	Buy	62184.1→63547.8	+10.42	timeout
06-08 14:52	BTC	Buy	61885.1→63909.8	+15.87	timeout
06-08 13:51	BTC	Buy	61781.1→63537.8	+13.72	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:58	BTC	Buy	60733→62022.9	+10.15	timeout
06-07 15:51	BTC	Buy	60800→62055.9	+9.86	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60836	+5.16	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61288.1→59781.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62597.1→61056.4	-12.76	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62150.9	-2.99	timeout
06-05 06:23	BTC	Buy	62732.1→61174.3	-12.81	stop_loss
06-05 06:22	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65090.2	-12.84	stop_loss
06-03 19:54	BTC	Buy	67019.4→65367	-12.80	stop_loss
06-03 19:53	BTC	Buy	67065.4→65410	-12.82	stop_loss
06-03 19:53	BTC	Buy	67098.4→65439	-12.85	stop_loss
06-03 16:26	BTC	Buy	67227.4→65568.9	-12.80	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

45%

win rate

-257.16

total pnl ($)

-50.0 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	102	45%	-50.0	-257.16

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…