deribit_basis_discount_fear_gate_long_v33 · strategy

closed trades

48%

win rate

-209.72

total pnl ($)

0.666

weight

7d window — n=16 wr=38% pnl=-91.89 · 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 03:02	BTC	Buy	58364.9→60358	+16.61	timeout
06-26 18:39	BTC	Buy	59412→59726	+2.09	timeout
06-26 17:37	BTC	Buy	59614→59938	+2.16	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→59129.5	-12.73	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 14:23	BTC	Buy	66471.3→65534.7	-7.58	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
06-16 10:10	BTC	Buy	65698.3→66556.7	+6.07	timeout
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.51	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
06-15 09:37	BTC	Buy	64441.2→65528.7	+8.00	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 12:38	BTC	Buy	63991.2→64310.8	+2.06	timeout
06-14 11:33	BTC	Buy	63908.2→64584.8	+4.84	timeout
06-14 10:31	BTC	Buy	63758.2→64560.8	+5.81	timeout
06-14 09:27	BTC	Buy	63791.2→64321.8	+3.65	timeout
06-13 18:28	BTC	Buy	63741.2→64150.8	+2.74	timeout
06-13 12:02	BTC	Buy	63715.2→63928.8	+1.15	timeout
06-13 11:01	BTC	Buy	63650.2→63825.8	+0.83	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-13 08:53	BTC	Buy	63447.2→63775.8	+2.06	timeout
06-12 17:27	BTC	Buy	62348.1→63792.8	+11.10	timeout
06-12 11:56	BTC	Buy	63075.2→63773.8	+5.01	timeout
06-12 10:43	BTC	Buy	62913.1→63646.8	+5.30	timeout
06-12 09:37	BTC	Buy	62900.1→63841.8	+6.95	timeout
06-12 08:38	BTC	Buy	62910.1→63430.8	+3.61	timeout
06-11 17:10	BTC	Buy	62104.1→62516.9	+2.81	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-09 14:11	BTC	Buy	63535.2→61969.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63752.2→62181.8	-12.75	stop_loss
06-09 06:49	BTC	Buy	62938.1→63344.8	+2.73	timeout
06-09 00:46	BTC	Buy	64051.2→62472.6	-12.78	stop_loss
06-08 18:01	BTC	Buy	62185.1→63593.8	+10.78	timeout
06-08 17:03	BTC	Buy	62111.1→63342.8	+9.38	timeout
06-08 15:01	BTC	Buy	61842.1→63970.8	+16.72	timeout
06-08 13:59	BTC	Buy	61728.1→63715.8	+15.61	timeout
06-08 06:30	BTC	Buy	62003.1→63035.8	+7.87	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 15:51	BTC	Buy	60800→62055.9	+9.88	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 04:27	BTC	Buy	61396.1→59869.1	-12.89	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 14:01	BTC	Buy	62149.1→60620.6	-12.75	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 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	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	66745.3→65104.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67041.4→65381	-12.85	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss
06-03 19:53	BTC	Buy	67098.4→65445	-12.81	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:50	BTC	Buy	67239.4→65584.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67405.4→65735.8	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-209.72

total pnl ($)

-42.8 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	48%	-42.8	-209.72

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…