deribit_basis_discount_fear_gate_long_v40 · strategy

closed trades

44%

win rate

-247.91

total pnl ($)

0.764

weight

7d window — n=25 wr=40% pnl=-82.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 23:51	BTC	Buy	60242→59728	-4.76	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 07:49	BTC	Buy	60186→60206	-0.29	timeout
06-28 01:42	BTC	Buy	60555→60229	-3.15	timeout
06-27 19:01	BTC	Buy	60336→60555	+1.38	timeout
06-26 23:18	BTC	Buy	59394→59955	+4.26	timeout
06-26 16:24	BTC	Buy	59965→59987	-0.31	timeout
06-26 03:44	BTC	Buy	59150→59456	+2.15	timeout
06-26 02:16	BTC	Buy	60012→58474.8	-13.24	stop_loss
06-25 13:46	BTC	Buy	61215.1→59648.2	-13.24	stop_loss
06-25 13:44	BTC	Buy	61672.1→60093.9	-13.20	stop_loss
06-25 10:37	BTC	Buy	60909→61509.9	+4.49	timeout
06-25 04:39	BTC	Buy	60272→60890	+4.69	timeout
06-24 13:48	BTC	Buy	62859.1→61248.3	-13.23	stop_loss
06-24 13:48	BTC	Buy	62863.1→61254.3	-13.24	stop_loss
06-24 10:54	BTC	Buy	62533.1→62486.9	-0.82	timeout
06-24 04:03	BTC	Buy	62417.1→62713.9	+1.90	timeout
06-23 21:58	BTC	Buy	62354.1→62555.9	+1.18	timeout
06-23 17:40	BTC	Buy	63452.2→62563.9	-7.46	timeout
06-23 08:24	BTC	Buy	63923.2→62282.7	-13.20	stop_loss
06-23 03:14	BTC	Buy	65063.3→63977.8	-8.81	timeout
06-22 22:06	BTC	Buy	64185.2→64308.8	+0.53	timeout
06-22 16:12	BTC	Buy	63941.2→64683.8	+5.33	timeout
06-22 09:44	BTC	Buy	63850.2→64090.8	+1.36	timeout
06-22 03:44	BTC	Buy	64272.2→64132.8	-1.54	timeout
06-21 21:35	BTC	Buy	64096.2→63747.8	-3.17	timeout
06-21 15:35	BTC	Buy	64327.2→64164.8	-1.67	timeout
06-21 04:00	BTC	Buy	64054.2→64395.8	+2.21	timeout
06-20 17:25	BTC	Buy	63704.2→63869.8	+0.86	timeout
06-20 10:35	BTC	Buy	63239.2→63626.8	+2.59	timeout
06-19 17:07	BTC	Buy	62603.1→62967.9	+2.46	timeout
06-19 11:05	BTC	Buy	62828.1→62527.9	-2.80	timeout
06-19 05:04	BTC	Buy	62509.1→62557.9	-0.04	timeout
06-18 17:01	BTC	Buy	63799.2→62588.9	-9.79	timeout
06-18 15:53	BTC	Buy	64081.2→62428.6	-13.28	stop_loss
06-18 10:57	BTC	Buy	64321.2→64124.8	-2.03	timeout
06-17 22:54	BTC	Buy	64804.2→64361.8	-3.86	timeout
06-17 19:41	BTC	Buy	65836.3→64146.7	-13.29	stop_loss
06-17 16:50	BTC	Buy	65991.3→65891.7	-1.21	timeout
06-17 10:48	BTC	Buy	65672.3→64844.8	-6.80	timeout
06-17 04:49	BTC	Buy	65699.3→66002.7	+1.84	timeout
06-16 22:43	BTC	Buy	66581.3→65686.7	-7.21	timeout
06-16 16:38	BTC	Buy	65850.3→65729.7	-1.41	timeout
06-15 23:49	BTC	Buy	66161.3→66239.7	+0.12	timeout
06-15 17:44	BTC	Buy	65708.3→66850.7	+8.19	timeout
06-15 09:20	BTC	Buy	64763.2→65722.7	+6.97	timeout
06-14 19:09	BTC	Buy	64214.2→63736.8	-4.20	timeout
06-14 13:03	BTC	Buy	64504.2→64328.8	-1.81	timeout
06-14 06:29	BTC	Buy	64174.2→64328.8	+0.76	timeout
06-13 23:07	BTC	Buy	63848.2→64425.8	+4.06	timeout
06-13 16:50	BTC	Buy	63626.2→63896.8	+1.67	timeout
06-13 09:33	BTC	Buy	63535.2→63789.8	+1.51	timeout
06-12 23:46	BTC	Buy	63818.2→63499.8	-2.91	timeout
06-12 17:44	BTC	Buy	63372.2→63784.8	+2.80	timeout
06-12 11:44	BTC	Buy	63615.2→63760.8	+0.66	timeout
06-12 05:44	BTC	Buy	63286.2→63365.8	+0.15	timeout
06-11 22:06	BTC	Buy	62870.1→63574.8	+5.08	timeout
06-11 04:03	BTC	Buy	62477.1→62616.9	+0.60	timeout
06-10 21:39	BTC	Buy	61385.1→61600.9	+1.30	timeout
06-10 03:09	BTC	Buy	61636.1→62016.9	+2.69	timeout
06-09 14:29	BTC	Buy	63168.2→61550.1	-13.26	stop_loss
06-09 06:49	BTC	Buy	63356.2→63343.8	-0.57	timeout
06-09 00:48	BTC	Buy	63564.2→62478.9	-9.00	timeout
06-08 18:46	BTC	Buy	62991.1→63465.8	+3.29	timeout
06-08 12:44	BTC	Buy	63705.2→63617.8	-1.14	timeout
06-08 06:43	BTC	Buy	62173.1→62944.9	+5.75	timeout
06-08 00:38	BTC	Buy	61843.1→63675.8	+14.32	timeout
06-07 18:33	BTC	Buy	62100.1→62245.9	+0.75	timeout
06-07 12:36	BTC	Buy	60918→61831.9	+7.04	timeout
06-07 06:26	BTC	Buy	60592→61803.9	+9.57	timeout
06-07 00:22	BTC	Buy	60876→60822	-0.90	timeout
06-06 04:15	BTC	Buy	61542.1→59967	-13.25	stop_loss
06-05 18:54	BTC	Buy	60679→59126.5	-13.25	stop_loss
06-05 13:55	BTC	Buy	62622.1→61019.4	-13.25	stop_loss
06-05 13:48	BTC	Buy	63136.2→61519.1	-13.26	stop_loss
06-05 06:03	BTC	Buy	63614.2→61985.9	-13.22	stop_loss
06-05 03:50	BTC	Buy	63713.2→62790.9	-7.66	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 10:27	BTC	Buy	64258.2→62582.6	-13.46	stop_loss
06-04 00:26	BTC	Buy	65389.3→63715.9	-13.24	stop_loss
06-03 20:46	BTC	Buy	66755.3→65025.2	-13.42	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 03:43	BTC	Buy	67496.4→65768.8	-13.25	stop_loss
06-02 14:10	BTC	Buy	70167.5→68371.4	-13.26	stop_loss
06-02 12:52	BTC	Buy	70822.5→69009	-13.32	stop_loss
06-01 02:29	BTC	Buy	73579.7→73496.3	-1.05	timeout
05-31 17:16	BTC	Buy	74153.7→73524.3	-4.72	timeout
05-31 03:12	BTC	Buy	73919.7→74078.3	+0.59	timeout
05-30 00:57	BTC	Buy	73264.7→73504.3	+1.16	timeout
05-29 18:39	BTC	Buy	73650.7→73809.3	+0.57	timeout
05-29 09:43	BTC	Buy	73882.7→73790.3	-1.11	timeout
05-29 01:30	BTC	Buy	73087.7→73558.3	+2.69	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-247.91

total pnl ($)

-53.2 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	93	44%	-53.2	-247.91

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…