deribit_basis_discount_fear_gate_long_v47 · strategy

closed trades

51%

win rate

-143.72

total pnl ($)

0.497

weight

7d window — n=14 wr=29% pnl=-120.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:21	BTC	Buy	60011→60455	+3.27	timeout
06-27 12:10	BTC	Buy	59430→60296	+6.81	timeout
06-27 05:56	BTC	Buy	59921→60221	+2.07	timeout
06-26 23:37	BTC	Buy	60073→59966	-1.37	timeout
06-26 17:34	BTC	Buy	59474→60122	+4.91	timeout
06-25 17:20	BTC	Buy	59530→59369	-1.74	timeout
06-25 13:55	BTC	Buy	60918→58445.8	-20.69	stop_loss
06-25 13:53	BTC	Buy	61307.1→58783.7	-21.02	stop_loss
06-25 13:51	BTC	Buy	61605.1→59104.5	-20.72	stop_loss
06-24 16:51	BTC	Buy	62324.1→59758.1	-20.99	stop_loss
06-24 16:47	BTC	Buy	62528.1→59991	-20.59	stop_loss
06-24 15:56	BTC	Buy	62801.1→60252.8	-20.80	stop_loss
06-24 13:45	BTC	Buy	62370.1→61491.9	-7.48	timeout
06-24 07:45	BTC	Buy	62874.1→62664.9	-2.16	timeout
06-17 02:24	BTC	Buy	66028.3→66078.7	-0.09	timeout
06-16 20:18	BTC	Buy	66506.3→65743.7	-6.28	timeout
06-16 14:15	BTC	Buy	66432.3→66009.7	-3.71	timeout
06-16 08:15	BTC	Buy	65731.3→66442.7	+5.03	timeout
06-16 02:13	BTC	Buy	65620.3→66071.7	+2.99	timeout
06-15 20:08	BTC	Buy	63780.2→66550.7	+21.20	timeout
06-15 14:04	BTC	Buy	64267.2→66327.7	+15.60	timeout
06-15 08:04	BTC	Buy	64380.2→65729.7	+10.04	timeout
06-15 02:02	BTC	Buy	64555.2→65445.7	+6.42	timeout
06-14 19:56	BTC	Buy	64302.2→63770.8	-4.63	timeout
06-14 13:55	BTC	Buy	64046.2→64282.8	+1.40	timeout
06-14 07:55	BTC	Buy	63838.2→64394.8	+3.85	timeout
06-14 02:06	BTC	Buy	63776.2→64580.8	+5.87	timeout
06-13 20:04	BTC	Buy	63635.2→64246.8	+4.36	timeout
06-13 13:51	BTC	Buy	63238.2→64103.8	+6.34	timeout
06-13 07:44	BTC	Buy	63037.2→63791.8	+5.52	timeout
06-12 23:11	BTC	Buy	63358.2→63446.8	+0.20	timeout
06-12 15:01	BTC	Buy	62658.1→64133.8	+11.24	timeout
06-12 08:53	BTC	Buy	62921.1→63446.8	+3.66	timeout
06-12 02:53	BTC	Buy	62033.1→63566.8	+11.81	timeout
06-11 20:46	BTC	Buy	61768.1→63244.8	+11.37	timeout
06-11 14:45	BTC	Buy	61896.1→62839.9	+7.07	timeout
06-11 08:19	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-10 16:38	BTC	Buy	60929→62276.9	+10.53	timeout
06-10 01:02	BTC	Buy	62675.1→62016.9	-5.59	timeout
06-09 16:39	BTC	Buy	63323.2→60751.6	-20.80	stop_loss
06-09 16:05	BTC	Buy	63499.2→60911.5	-20.96	stop_loss
06-09 13:00	BTC	Buy	63771.2→62619.9	-9.44	timeout
06-09 06:57	BTC	Buy	62943.1→63256.8	+1.99	timeout
06-09 00:55	BTC	Buy	63634.2→62567.9	-8.84	timeout
06-08 18:55	BTC	Buy	62075.1→63383.8	+10.03	timeout
06-08 12:51	BTC	Buy	61841.1→63523.8	+13.13	timeout
06-08 06:47	BTC	Buy	62105.1→62953.9	+6.37	timeout
06-08 00:42	BTC	Buy	60794→63697.8	+23.32	timeout
06-07 18:37	BTC	Buy	60555→62215.9	+13.31	timeout
06-07 12:33	BTC	Buy	60750→61796.9	+8.15	timeout
06-07 05:05	BTC	Buy	59843→61785.9	+15.81	timeout
06-06 16:54	BTC	Buy	61346.1→60799	-4.88	timeout
06-05 16:10	BTC	Buy	62466.1→59928	-20.75	stop_loss
06-05 13:59	BTC	Buy	63228.2→60661.6	-20.75	stop_loss
06-05 13:57	BTC	Buy	63436.2→60856.5	-20.79	stop_loss
06-05 09:59	BTC	Buy	63244.2→62834.9	-3.67	timeout
06-05 06:24	BTC	Buy	63743.2→61150.4	-20.77	stop_loss
06-05 05:11	BTC	Buy	63711.2→63436.8	-2.54	timeout
06-04 01:16	BTC	Buy	65447.3→62791.4	-20.74	stop_loss
06-04 00:29	BTC	Buy	66038.3→63358.1	-20.73	stop_loss
06-04 00:24	BTC	Buy	66663.3→63957.8	-20.73	stop_loss
06-03 23:42	BTC	Buy	66922.3→64206.7	-20.74	stop_loss
06-03 17:51	BTC	Buy	67383.4→65888.7	-11.60	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-143.72

total pnl ($)

-45.3 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	63	51%	-45.3	-143.72

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 18:24	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…