deribit_basis_discount_fear_gate_long_v48 · strategy

closed trades

48%

win rate

-257.88

total pnl ($)

0.331

weight

7d window — n=24 wr=38% pnl=-145.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:58	BTC	Buy	59370→60342	+7.70	timeout
06-27 05:51	BTC	Buy	59820→60231	+2.99	timeout
06-26 17:32	BTC	Buy	59488→60139	+4.92	timeout
06-26 02:16	BTC	Buy	60064→58522.8	-13.28	stop_loss
06-25 13:59	BTC	Buy	59530→58003.1	-13.21	stop_loss
06-25 13:48	BTC	Buy	60902→59343.3	-13.21	stop_loss
06-25 13:46	BTC	Buy	61265.1→59666.2	-13.49	stop_loss
06-25 13:44	BTC	Buy	61618.1→60038	-13.25	stop_loss
06-24 15:30	BTC	Buy	62323.1→60728.6	-13.23	stop_loss
06-24 14:19	BTC	Buy	62539.1→60937.5	-13.24	stop_loss
06-24 14:19	BTC	Buy	62591.1→60942.5	-13.60	stop_loss
06-24 13:57	BTC	Buy	62806.1→61198.3	-13.25	stop_loss
06-24 10:59	BTC	Buy	62298.1→62420.9	+0.50	timeout
06-23 08:27	BTC	Buy	63670.2→62040.9	-13.24	stop_loss
06-23 08:17	BTC	Buy	64117.2→62476.6	-13.25	stop_loss
06-23 06:21	BTC	Buy	64233.2→62588.6	-13.28	stop_loss
06-23 06:18	BTC	Buy	64706.2→63046.3	-13.30	stop_loss
06-23 04:04	BTC	Buy	63935.2→64032.8	+0.32	timeout
06-22 21:55	BTC	Buy	63775.2→64246.8	+3.24	timeout
06-22 15:56	BTC	Buy	64194.2→64801.8	+4.36	timeout
06-22 09:36	BTC	Buy	64123.2→64077.8	-0.88	timeout
06-22 03:35	BTC	Buy	64332.2→64234.8	-1.29	timeout
06-21 17:43	BTC	Buy	63853.2→64076.8	+1.38	timeout
06-21 11:25	BTC	Buy	63685.2→64281.8	+4.25	timeout
06-21 04:50	BTC	Buy	63562.2→64389.8	+6.07	timeout
06-20 12:48	BTC	Buy	62326.1→63576.8	+9.54	timeout
06-20 06:33	BTC	Buy	62819.1→63661.8	+6.25	timeout
06-20 00:22	BTC	Buy	62894.1→63448.8	+3.95	timeout
06-19 18:02	BTC	Buy	62615.1→63126.8	+3.63	timeout
06-18 15:56	BTC	Buy	64029.2→62389.7	-13.11	stop_loss
06-18 15:52	BTC	Buy	64136.2→62493.6	-13.20	stop_loss
06-18 15:37	BTC	Buy	64646.2→62985.3	-13.04	stop_loss
06-18 11:49	BTC	Buy	64834.2→63845.8	-8.14	timeout
06-17 22:03	BTC	Buy	65540.3→63850.9	-13.33	stop_loss
06-17 19:50	BTC	Buy	65683.3→63969.8	-13.51	stop_loss
06-17 19:42	BTC	Buy	65773.3→64089.7	-13.26	stop_loss
06-17 17:39	BTC	Buy	65704.3→65905.7	+0.99	timeout
06-17 11:02	BTC	Buy	66399.3→64699.4	-13.34	stop_loss
06-17 05:32	BTC	Buy	66022.3→65833.7	-1.91	timeout
06-16 23:31	BTC	Buy	66160.3→65691.7	-4.08	timeout
06-16 15:43	BTC	Buy	66848.3→65820.7	-8.21	timeout
06-16 09:39	BTC	Buy	65511.3→66577.7	+7.68	timeout
06-16 03:32	BTC	Buy	65700.3→65952.7	+1.49	timeout
06-15 13:53	BTC	Buy	64282.2→66560.7	+17.29	timeout
06-15 13:19	BTC	Buy	63999.2→66808.7	+21.51	take_profit
06-15 07:52	BTC	Buy	64394.2→65708.7	+9.69	timeout
06-15 01:50	BTC	Buy	64618.2→65512.7	+6.45	timeout
06-14 19:50	BTC	Buy	64304.2→63749.8	-4.81	timeout
06-14 13:49	BTC	Buy	64161.2→64289.8	+0.55	timeout
06-14 07:49	BTC	Buy	63826.2→64385.8	+3.93	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.88	timeout
06-13 19:16	BTC	Buy	63678.2→64154.8	+3.29	timeout
06-13 11:38	BTC	Buy	63675.2→63891.8	+1.16	timeout
06-13 05:52	BTC	Buy	63331.2→63473.8	+0.67	timeout
06-12 23:40	BTC	Buy	63594.2→63525.8	-1.03	timeout
06-12 17:39	BTC	Buy	63209.2→63814.8	+4.33	timeout
06-12 10:59	BTC	Buy	63135.2→63673.8	+3.74	timeout
06-12 04:56	BTC	Buy	62762.1→63666.8	+6.69	timeout
06-11 21:55	BTC	Buy	61243.1→63455.8	+17.47	timeout
06-11 14:26	BTC	Buy	62034.1→62850.9	+6.03	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 19:46	BTC	Buy	61803.1→61908.9	+0.33	timeout
06-09 16:39	BTC	Buy	62352.1→60754.6	-13.27	stop_loss
06-09 14:29	BTC	Buy	63169.2→61552.1	-13.25	stop_loss
06-09 13:39	BTC	Buy	63543.2→62189.9	-11.08	timeout
06-09 07:34	BTC	Buy	63158.2→63127.8	-0.75	timeout
06-09 01:30	BTC	Buy	62719.1→62788.9	+0.11	timeout
06-08 17:12	BTC	Buy	62232.1→63390.8	+8.76	timeout
06-08 11:10	BTC	Buy	62500.1→63261.8	+5.64	timeout
06-08 05:07	BTC	Buy	61791.1→62556.9	+5.74	timeout
06-07 22:14	BTC	Buy	60537→63194.8	+21.51	take_profit
06-07 16:49	BTC	Buy	60792→62157.9	+10.75	timeout
06-07 10:41	BTC	Buy	60307→62308.9	+16.17	timeout
06-06 15:40	BTC	Buy	60149→60766	+4.68	timeout
06-06 04:15	BTC	Buy	61591.1→60015	-13.25	stop_loss
06-05 13:49	BTC	Buy	62869.1→61249.3	-13.34	stop_loss
06-05 06:23	BTC	Buy	62864.1→61249.3	-13.23	stop_loss
06-05 06:21	BTC	Buy	63086.2→61471.2	-13.24	stop_loss
06-05 06:20	BTC	Buy	63290.2→61670.1	-13.22	stop_loss
06-05 06:03	BTC	Buy	63712.2→62079.8	-13.22	stop_loss
06-04 09:29	BTC	Buy	64407.2→62756.5	-13.26	stop_loss
06-04 00:27	BTC	Buy	65253.3→63583	-13.24	stop_loss
06-03 20:55	BTC	Buy	66345.3→64646.4	-13.29	stop_loss
06-03 20:55	BTC	Buy	66357.3→64649.4	-13.37	stop_loss
06-03 19:55	BTC	Buy	66912.3→65174.1	-13.45	stop_loss
06-03 03:50	BTC	Buy	67302.4→65579.9	-13.25	stop_loss
06-02 14:10	BTC	Buy	70105.5→68299.4	-13.35	stop_loss
06-02 12:40	BTC	Buy	70852.5→69036	-13.34	stop_loss
05-31 16:59	BTC	Buy	73895.7→73500.3	-3.18	timeout
05-30 14:53	BTC	Buy	73067.7→73889.3	+5.02	timeout
05-30 07:49	BTC	Buy	73381.7→73502.3	+0.33	timeout
05-29 21:43	BTC	Buy	73868.7→73560.3	-2.59	timeout
05-29 14:12	BTC	Buy	72622.6→72987.4	+2.04	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-257.88

total pnl ($)

-55.2 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	48%	-55.2	-257.88

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 05:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…