deribit_basis_discount_fear_gate_long_v25 · strategy

108

closed trades

42%

win rate

-291.27

total pnl ($)

0.250

weight

7d window — n=25 wr=28% pnl=-140.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-29 02:58	BTC	Buy	60152→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	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 21:56	BTC	Buy	59909→60177	+1.85	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→58869.6	-12.67	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→59657.2	-12.95	stop_loss
06-24 15:30	BTC	Buy	62281.1→60749.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62424.1→60882.5	-12.79	stop_loss
06-24 14:17	BTC	Buy	62600.1→61059.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62825.1→61279.3	-12.75	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 05:04	BTC	Buy	65294.3→63689	-12.75	stop_loss
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.80	timeout
06-16 14:23	BTC	Buy	67205.4→65552.9	-12.82	stop_loss
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
06-15 13:21	BTC	Buy	64298.2→66815.7	+19.14	timeout
06-15 13:20	BTC	Buy	64026.2→66840.7	+21.54	take_profit
06-15 13:20	BTC	Buy	64015.2→66826.7	+21.53	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:10	BTC	Buy	64494.2→65956.7	+10.89	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-4.00	timeout
06-14 14:56	BTC	Buy	64211.2→63925.8	-2.68	timeout
06-14 12:50	BTC	Buy	64072.2→64304.8	+1.36	timeout
06-14 11:46	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:43	BTC	Buy	63821.2→64585.8	+5.52	timeout
06-13 19:35	BTC	Buy	63621.2→64123.8	+3.50	timeout
06-13 14:11	BTC	Buy	63389.2→64145.8	+5.47	timeout
06-13 12:22	BTC	Buy	63557.2→63905.8	+2.22	timeout
06-13 11:15	BTC	Buy	63820.2→63923.8	+0.27	timeout
06-13 10:02	BTC	Buy	63710.2→63720.8	-0.45	timeout
06-12 18:50	BTC	Buy	63504.2→63802.8	+1.89	timeout
06-12 12:20	BTC	Buy	62933.1→63561.8	+4.47	timeout
06-12 11:15	BTC	Buy	63147.2→63801.8	+4.66	timeout
06-12 10:10	BTC	Buy	62913.1→63800.8	+6.50	timeout
06-12 09:09	BTC	Buy	62830.1→63483.8	+4.68	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 11:22	BTC	Buy	61218.1→63128.8	+15.03	timeout
06-11 10:20	BTC	Buy	61143.1→62808.9	+13.02	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 16:40	BTC	Buy	60809→62316.9	+11.88	timeout
06-09 14:46	BTC	Buy	62795.1→61247.3	-12.79	stop_loss
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63566.2→62000.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63686.2→62119.8	-12.74	stop_loss
06-09 13:36	BTC	Buy	63751.2→62183.8	-12.73	stop_loss
06-09 06:39	BTC	Buy	62912.1→63374.8	+3.17	timeout
06-09 00:48	BTC	Buy	64007.2→62432.6	-12.76	stop_loss
06-08 21:15	BTC	Buy	61977.1→63703.8	+13.44	timeout
06-08 17:57	BTC	Buy	62163.1→63468.8	+9.95	timeout
06-08 14:57	BTC	Buy	61909.1→64029.8	+16.64	timeout
06-08 13:56	BTC	Buy	61765.1→63724.8	+15.37	timeout
06-08 06:31	BTC	Buy	62022.1→63015.8	+7.55	timeout
06-07 21:05	BTC	Buy	60713→61731.9	+7.96	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.17	timeout
06-07 14:42	BTC	Buy	60936→62014.9	+8.38	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 20:09	BTC	Buy	60771→60537	-2.30	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	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 18:43	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 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60971.4	-12.76	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 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
06-05 06:22	BTC	Buy	62889.1→61342.2	-12.74	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:03	BTC	Buy	63552.2→61982.9	-12.73	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.73	stop_loss
06-05 01:56	BTC	Buy	62174.1→63326.8	+8.83	timeout
06-04 10:30	BTC	Buy	63974.2→62397.7	-12.75	stop_loss
06-04 10:29	BTC	Buy	64009.2→62434.6	-12.71	stop_loss
06-04 09:30	BTC	Buy	64281.2→62700.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64254.2→62673.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

42%

win rate

-291.27

total pnl ($)

-53.6 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	108	42%	-53.6	-291.27

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…