deribit_basis_discount_fear_gate_long_v5 · strategy

107

closed trades

42%

win rate

-302.85

total pnl ($)

0.250

weight

7d window — n=25 wr=28% pnl=-140.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:57	BTC	Buy	60153→59744	-3.89	timeout
06-29 01:53	BTC	Buy	60235→59443	-7.06	timeout
06-28 19:42	BTC	Buy	60160→59409	-6.68	timeout
06-28 18:39	BTC	Buy	60531→59566	-8.40	timeout
06-28 01:11	BTC	Buy	59948→59999	-0.01	timeout
06-27 23:32	BTC	Buy	59959→59970	-0.31	timeout
06-27 21:56	BTC	Buy	59909→60177	+1.85	timeout
06-26 19:12	BTC	Buy	59279→59959	+5.16	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.02	timeout
06-26 17:08	BTC	Buy	59169→60115	+7.45	timeout
06-26 15:58	BTC	Buy	59520→60302	+6.04	timeout
06-26 14:56	BTC	Buy	59657→59408	-2.59	timeout
06-25 17:57	BTC	Buy	59398→59582	+1.13	timeout
06-25 13:58	BTC	Buy	59627→58161	-12.67	stop_loss
06-25 13:55	BTC	Buy	59936→58460.8	-12.67	stop_loss
06-25 13:53	BTC	Buy	60355→58869.6	-12.67	stop_loss
06-25 13:51	BTC	Buy	60647→59149.5	-12.73	stop_loss
06-24 17:20	BTC	Buy	60906→59408.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61190.1→59657.2	-12.95	stop_loss
06-24 15:30	BTC	Buy	62281.1→60749.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62424.1→60882.5	-12.79	stop_loss
06-24 14:17	BTC	Buy	62602.1→61060.4	-12.76	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62879.1→61331.3	-12.76	stop_loss
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-17 22:03	BTC	Buy	65563.3→63944.8	-12.79	stop_loss
06-16 15:36	BTC	Buy	66667.3→65905.7	-6.26	timeout
06-16 14:33	BTC	Buy	66504.3→65349.7	-9.21	timeout
06-16 13:40	BTC	Buy	66611.3→65993.7	-5.17	timeout
06-16 12:37	BTC	Buy	66278.3→66619.7	+2.05	timeout
06-16 11:32	BTC	Buy	66178.3→66414.7	+1.25	timeout
06-15 13:41	BTC	Buy	64265.2→66516.7	+17.08	timeout
06-15 13:00	BTC	Buy	63792.2→66592.7	+21.52	take_profit
06-15 12:37	BTC	Buy	64293.2→66268.7	+14.93	timeout
06-15 11:31	BTC	Buy	64559.2→66269.7	+12.80	timeout
06-15 10:28	BTC	Buy	64580.2→65705.7	+8.27	timeout
06-14 18:34	BTC	Buy	64170.2→63714.8	-4.09	timeout
06-14 13:19	BTC	Buy	64114.2→64348.8	+1.38	timeout
06-14 12:14	BTC	Buy	63924.2→64466.8	+3.81	timeout
06-14 11:11	BTC	Buy	63905.2→64521.8	+4.37	timeout
06-14 10:07	BTC	Buy	63753.2→64514.8	+5.49	timeout
06-13 18:23	BTC	Buy	63684.2→64082.8	+2.65	timeout
06-13 13:08	BTC	Buy	63424.2→64122.8	+4.99	timeout
06-13 12:05	BTC	Buy	63653.2→63912.8	+1.51	timeout
06-13 11:03	BTC	Buy	63802.2→63813.8	-0.46	timeout
06-13 09:54	BTC	Buy	63771.2→63728.8	-0.86	timeout
06-12 17:46	BTC	Buy	63324.2→63830.8	+3.53	timeout
06-12 12:40	BTC	Buy	62759.1→63370.8	+4.35	timeout
06-12 11:28	BTC	Buy	63114.2→63808.8	+4.97	timeout
06-12 10:16	BTC	Buy	62885.1→63720.8	+6.10	timeout
06-12 09:10	BTC	Buy	62830.1→63465.8	+4.54	timeout
06-11 17:20	BTC	Buy	62121.1→62384.9	+1.61	timeout
06-11 11:21	BTC	Buy	61149.1→63076.8	+15.18	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.41	timeout
06-09 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63283.2→61727	-12.75	stop_loss
06-09 14:11	BTC	Buy	63522.2→61940.9	-12.90	stop_loss
06-09 13:36	BTC	Buy	63715.2→62143.8	-12.77	stop_loss
06-09 13:23	BTC	Buy	63810.2→62240.8	-12.73	stop_loss
06-09 06:42	BTC	Buy	62936.1→63308.8	+2.46	timeout
06-09 00:48	BTC	Buy	64024.2→62434.6	-12.87	stop_loss
06-08 21:13	BTC	Buy	61971.1→63739.8	+13.78	timeout
06-08 17:59	BTC	Buy	62142.1→63483.8	+10.24	timeout
06-08 14:59	BTC	Buy	61882.1→63977.8	+16.44	timeout
06-08 13:57	BTC	Buy	61761.1→63709.8	+15.28	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:04	BTC	Buy	60696→61675.9	+7.64	timeout
06-07 16:58	BTC	Buy	60726→61985.9	+9.90	timeout
06-07 14:42	BTC	Buy	60936→62014.9	+8.38	timeout
06-07 13:32	BTC	Buy	60688→61829.9	+8.94	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:05	BTC	Buy	60190→60891	+5.44	timeout
06-06 04:14	BTC	Buy	61589.1→60071.9	-12.77	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61350.2	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61411.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62775.1→61229.3	-12.76	stop_loss
06-05 06:19	BTC	Buy	63290.2→61732	-12.71	stop_loss
06-05 06:03	BTC	Buy	63629.2→62052.9	-12.77	stop_loss
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.28	timeout
06-04 10:29	BTC	Buy	64000.2→62425.6	-12.73	stop_loss
06-04 10:28	BTC	Buy	64096.2→62519.6	-12.72	stop_loss
06-04 09:25	BTC	Buy	64496.2→62909.4	-12.75	stop_loss
06-04 02:03	BTC	Buy	63004.2→61454.2	-12.75	stop_loss
06-04 01:49	BTC	Buy	64071.2→62495.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65187.3→63584	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

42%

win rate

-302.85

total pnl ($)

-56.2 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	107	42%	-56.2	-302.85

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…