deribit_basis_discount_fear_gate_long_v24 · strategy

closed trades

47%

win rate

-119.92

total pnl ($)

0.874

weight

7d window — n=16 wr=31% pnl=-58.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:17	BTC	Buy	58821.9→60209	+5.67	timeout
06-26 18:27	BTC	Buy	59583→59867	+0.91	timeout
06-26 17:28	BTC	Buy	59474→60165	+2.63	timeout
06-26 15:20	BTC	Buy	59254→59950	+2.66	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.05	timeout
06-26 02:24	BTC	Buy	59746→58275.9	-6.37	stop_loss
06-25 13:59	BTC	Buy	59555→58088	-6.34	stop_loss
06-25 13:57	BTC	Buy	59712→58243	-6.34	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-6.44	stop_loss
06-25 13:53	BTC	Buy	60451→58959.6	-6.35	stop_loss
06-25 13:48	BTC	Buy	60919→59420.3	-6.34	stop_loss
06-24 17:44	BTC	Buy	60749→59254.4	-6.37	stop_loss
06-24 16:51	BTC	Buy	61138.1→59634.2	-6.36	stop_loss
06-24 15:45	BTC	Buy	61933.1→60398.8	-6.42	stop_loss
06-24 13:57	BTC	Buy	62760.1→61216.3	-6.37	stop_loss
06-24 13:48	BTC	Buy	62779.1→61235.3	-6.37	stop_loss
06-18 04:11	BTC	Buy	65415.3→63803.9	-6.39	stop_loss
06-16 14:46	BTC	Buy	66590.3→65694.7	-3.63	timeout
06-16 13:53	BTC	Buy	66570.3→66005.7	-2.39	timeout
06-16 12:48	BTC	Buy	66480.3→66454.7	-0.36	timeout
06-16 11:43	BTC	Buy	66174.3→66360.7	+0.44	timeout
06-16 10:37	BTC	Buy	65706.3→66627.7	+3.26	timeout
06-15 13:00	BTC	Buy	63795.2→66595.7	+10.76	take_profit
06-15 12:48	BTC	Buy	64300.2→66473.7	+8.24	timeout
06-15 11:43	BTC	Buy	64594.2→66168.7	+5.87	timeout
06-15 10:41	BTC	Buy	64592.2→65719.7	+4.14	timeout
06-15 09:38	BTC	Buy	64442.2→65535.7	+4.02	timeout
06-14 19:56	BTC	Buy	64302.2→63770.8	-2.31	timeout
06-14 12:39	BTC	Buy	64002.2→64306.8	+0.97	timeout
06-14 11:36	BTC	Buy	63918.2→64614.8	+2.50	timeout
06-14 10:33	BTC	Buy	63792.2→64592.8	+2.90	timeout
06-14 09:29	BTC	Buy	63798.2→64326.8	+1.82	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+1.93	timeout
06-13 12:02	BTC	Buy	63674.2→63929.8	+0.74	timeout
06-13 11:01	BTC	Buy	63658.2→63825.8	+0.38	timeout
06-13 09:54	BTC	Buy	63771.2→63729.8	-0.43	timeout
06-13 08:53	BTC	Buy	63454.2→63775.8	+1.00	timeout
06-12 18:40	BTC	Buy	63509.2→63840.8	+1.07	timeout
06-12 11:56	BTC	Buy	63101.2→63802.8	+2.52	timeout
06-12 10:43	BTC	Buy	62913.1→63646.8	+2.65	timeout
06-12 09:37	BTC	Buy	62900.1→63837.8	+3.46	timeout
06-12 08:38	BTC	Buy	62916.1→63403.8	+1.67	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+1.24	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+7.72	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+6.33	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+6.70	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+4.50	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+6.01	timeout
06-09 14:46	BTC	Buy	62739.1→61193.3	-6.39	stop_loss
06-09 14:20	BTC	Buy	63262.2→61705	-6.38	stop_loss
06-09 14:11	BTC	Buy	63535.2→61970.9	-6.38	stop_loss
06-09 13:36	BTC	Buy	63751.2→62183.8	-6.36	stop_loss
06-09 13:23	BTC	Buy	63801.2→62230.8	-6.37	stop_loss
06-09 06:48	BTC	Buy	62966.1→63351.8	+1.28	timeout
06-09 00:48	BTC	Buy	64013.2→62438.6	-6.38	stop_loss
06-08 17:52	BTC	Buy	62106.1→63480.8	+5.26	timeout
06-08 15:52	BTC	Buy	62124.1→63953.8	+7.11	timeout
06-08 14:50	BTC	Buy	61786.1→63808.8	+7.94	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+6.91	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+3.94	timeout
06-07 16:58	BTC	Buy	60725→61998.9	+5.01	timeout
06-07 15:50	BTC	Buy	60820→62040.9	+4.79	timeout
06-07 14:47	BTC	Buy	60921→61816.9	+3.44	timeout
06-07 13:32	BTC	Buy	60699→61888.9	+4.66	timeout
06-07 06:06	BTC	Buy	61083.1→61611.9	+1.96	timeout
06-06 16:05	BTC	Buy	60197→60820	+2.37	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-6.38	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+10.75	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-6.38	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-6.38	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-6.38	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-6.38	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-6.37	stop_loss
06-05 13:56	BTC	Buy	62466.1→60929.5	-6.38	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-6.37	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-6.38	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-6.40	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-6.37	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-6.35	stop_loss
06-05 05:59	BTC	Buy	63813.2→62230.8	-6.40	stop_loss
06-05 02:42	BTC	Buy	63332.2→62841.9	-2.14	timeout
06-05 01:27	BTC	Buy	62751.1→63271.8	+1.87	timeout
06-04 10:49	BTC	Buy	63804.2→62234.8	-6.37	stop_loss
06-04 10:48	BTC	Buy	63915.2→62343.7	-6.36	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-6.37	stop_loss
06-04 01:22	BTC	Buy	64171.2→62592.6	-6.38	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-6.37	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-6.37	stop_loss
06-03 20:45	BTC	Buy	66746.3→65100.2	-6.42	stop_loss
06-03 19:55	BTC	Buy	66830.3→65167.1	-6.46	stop_loss
06-03 19:54	BTC	Buy	67042.4→65386	-6.42	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-6.40	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-6.42	stop_loss
06-03 03:50	BTC	Buy	67240.4→65585.9	-6.38	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-6.38	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-119.92

total pnl ($)

-49.6 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	96	47%	-49.6	-119.92

Recent bounces (last 20 of 9)

time	sym	side	reason
06-25 16:32	BTC	Buy	below_min_notional_skip
06-25 15:29	BTC	Buy	below_min_notional_skip
06-25 14:52	BTC	Buy	below_min_notional_skip
06-24 19:38	BTC	Buy	below_min_notional_skip
06-24 15:49	BTC	Buy	below_min_notional_skip
06-24 15:00	BTC	Buy	stale_intent
06-24 13:52	BTC	Buy	stale_intent
06-24 13:52	BTC	Buy	stale_intent
06-24 06:22	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…