deribit_basis_discount_fear_gate_long_v45 · strategy

closed trades

48%

win rate

-139.79

total pnl ($)

0.568

weight

7d window — n=11 wr=18% pnl=-109.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 23:18	BTC	Buy	60019→59955	-1.02	timeout
06-26 17:14	BTC	Buy	59393→60182	+6.08	timeout
06-25 17:02	BTC	Buy	59963→59267	-6.21	timeout
06-25 13:53	BTC	Buy	60861→58694.7	-18.21	stop_loss
06-25 13:53	BTC	Buy	61153.1→58957.6	-18.39	stop_loss
06-25 13:48	BTC	Buy	61666.1→59468.3	-18.25	stop_loss
06-24 15:58	BTC	Buy	62424.1→60202.9	-18.24	stop_loss
06-24 15:46	BTC	Buy	62592.1→60362.8	-18.20	stop_loss
06-24 15:42	BTC	Buy	62784.1→60549.7	-18.21	stop_loss
06-24 13:38	BTC	Buy	62255.1→61847.9	-3.72	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.39	timeout
06-20 09:02	BTC	Buy	62591.1→63431.8	+6.15	timeout
06-17 07:12	BTC	Buy	66375.3→65658.7	-5.82	timeout
06-17 00:57	BTC	Buy	66243.3→65720.7	-4.45	timeout
06-16 18:45	BTC	Buy	66791.3→65828.7	-7.75	timeout
06-16 12:46	BTC	Buy	66462.3→66423.7	-0.82	timeout
06-16 06:36	BTC	Buy	65812.3→66371.7	+3.88	timeout
06-16 00:18	BTC	Buy	65694.3→66352.7	+4.61	timeout
06-15 18:09	BTC	Buy	63677.2→66774.7	+23.77	timeout
06-15 12:08	BTC	Buy	64485.2→66184.7	+12.74	timeout
06-15 06:01	BTC	Buy	64347.2→65808.7	+10.89	timeout
06-14 23:57	BTC	Buy	64430.2→65743.7	+9.76	timeout
06-14 17:53	BTC	Buy	63981.2→63757.8	-2.29	timeout
06-14 11:48	BTC	Buy	63881.2→64564.8	+4.91	timeout
06-14 05:51	BTC	Buy	63525.2→64342.8	+6.00	timeout
06-13 23:46	BTC	Buy	63506.2→64402.8	+6.60	timeout
06-13 17:50	BTC	Buy	63823.2→63977.8	+0.74	timeout
06-13 11:40	BTC	Buy	63686.2→63872.8	+0.93	timeout
06-13 05:37	BTC	Buy	63405.2→63518.8	+0.45	timeout
06-12 23:10	BTC	Buy	63348.2→63430.8	+0.15	timeout
06-12 14:43	BTC	Buy	62822.1→63497.8	+4.85	timeout
06-12 08:37	BTC	Buy	62921.1→63394.8	+3.24	timeout
06-12 02:35	BTC	Buy	61942.1→63480.8	+11.87	timeout
06-11 20:33	BTC	Buy	61881.1→63368.8	+11.44	timeout
06-11 14:30	BTC	Buy	61992.1→62967.9	+7.32	timeout
06-11 08:19	BTC	Buy	61601.1→62803.9	+9.19	timeout
06-10 16:38	BTC	Buy	60931→62263.9	+10.40	timeout
06-10 00:53	BTC	Buy	62510.1→62016.9	-4.29	timeout
06-09 15:56	BTC	Buy	63267.2→60998.4	-18.44	stop_loss
06-09 15:55	BTC	Buy	63354.2→61099.4	-18.38	stop_loss
06-09 12:49	BTC	Buy	63565.2→62547.9	-8.42	timeout
06-09 06:47	BTC	Buy	62958.1→63349.8	+2.61	timeout
06-09 00:45	BTC	Buy	63642.2→62584.9	-8.77	timeout
06-08 18:42	BTC	Buy	62170.1→63487.8	+10.08	timeout
06-08 12:38	BTC	Buy	61829.1→63359.8	+11.92	timeout
06-08 06:33	BTC	Buy	62090.1→63052.8	+7.29	timeout
06-08 00:29	BTC	Buy	60771→63448.8	+21.51	timeout
06-07 18:26	BTC	Buy	60623→62186.9	+12.49	timeout
06-07 12:21	BTC	Buy	60934→62096.9	+9.09	timeout
06-07 05:05	BTC	Buy	59930→61774.9	+14.97	timeout
06-05 18:52	BTC	Buy	61434.1→59247.4	-18.25	stop_loss
06-05 15:39	BTC	Buy	62374.1→60154.9	-18.23	stop_loss
06-05 13:56	BTC	Buy	63230.2→60976.4	-18.27	stop_loss
06-05 10:03	BTC	Buy	63127.2→62822.9	-2.85	timeout
06-05 06:22	BTC	Buy	63554.2→61292.3	-18.21	stop_loss
06-05 06:22	BTC	Buy	63610.2→61346.2	-18.22	stop_loss
06-05 05:09	BTC	Buy	63903.2→63388.8	-4.42	timeout
06-04 00:39	BTC	Buy	65392.3→63065.3	-18.24	stop_loss
06-03 23:54	BTC	Buy	66412.3→64046.8	-18.26	stop_loss
06-03 23:37	BTC	Buy	66661.3→64288.6	-18.26	stop_loss
06-03 20:55	BTC	Buy	67230.4→64833.3	-18.31	stop_loss
06-03 17:52	BTC	Buy	67415.4→65880.7	-11.89	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-139.79

total pnl ($)

-44.6 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	62	48%	-44.6	-139.79

Recent bounces (last 20 of 3)

time	sym	side	reason
06-26 11:50	BTC	Buy	below_min_notional_skip
06-24 23:19	BTC	Buy	below_min_notional_skip
06-24 11:16	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…