deribit_basis_discount_fear_gate_long_v50 · strategy

closed trades

45%

win rate

-356.51

total pnl ($)

0.250

weight

7d window — n=25 wr=28% pnl=-193.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 13:57	BTC	Buy	60537→60042	-5.48	timeout
06-28 07:39	BTC	Buy	60407→60187	-2.71	timeout
06-27 11:45	BTC	Buy	59390→60348	+9.08	timeout
06-27 05:41	BTC	Buy	59897→60190	+2.40	timeout
06-26 17:26	BTC	Buy	59505→60082	+5.15	timeout
06-26 02:16	BTC	Buy	60118→58577.8	-15.91	stop_loss
06-25 13:57	BTC	Buy	59875→58342.9	-15.81	stop_loss
06-25 13:48	BTC	Buy	60844→59283.4	-15.88	stop_loss
06-25 13:46	BTC	Buy	61331.1→59760.1	-15.90	stop_loss
06-25 13:45	BTC	Buy	61508.1→59929	-15.92	stop_loss
06-24 15:09	BTC	Buy	62384.1→60787.5	-15.88	stop_loss
06-24 14:20	BTC	Buy	62424.1→60825.5	-15.88	stop_loss
06-24 14:19	BTC	Buy	62504.1→60886.5	-16.05	stop_loss
06-24 13:57	BTC	Buy	62797.1→61189.3	-15.90	stop_loss
06-24 11:00	BTC	Buy	62302.1→62436.9	+0.72	timeout
06-23 08:27	BTC	Buy	63647.2→62017.9	-15.89	stop_loss
06-23 08:17	BTC	Buy	64112.2→62470.6	-15.91	stop_loss
06-23 06:21	BTC	Buy	64319.2→62669.5	-15.94	stop_loss
06-23 06:06	BTC	Buy	64906.2→63245.2	-15.92	stop_loss
06-23 03:40	BTC	Buy	64210.2→63950.8	-2.97	timeout
06-22 21:39	BTC	Buy	63895.2→64128.8	+1.65	timeout
06-22 15:38	BTC	Buy	64187.2→65008.7	+7.05	timeout
06-22 09:36	BTC	Buy	64141.2→64100.8	-1.01	timeout
06-22 03:34	BTC	Buy	64331.2→64233.8	-1.55	timeout
06-21 17:42	BTC	Buy	63871.2→64062.8	+1.36	timeout
06-21 11:25	BTC	Buy	63685.2→64286.8	+5.14	timeout
06-21 03:49	BTC	Buy	63455.2→64396.8	+8.37	timeout
06-20 12:53	BTC	Buy	62772.1→63536.8	+6.72	timeout
06-20 04:38	BTC	Buy	62546.1→63518.8	+8.81	timeout
06-19 22:36	BTC	Buy	62764.1→63231.8	+3.88	timeout
06-19 16:33	BTC	Buy	62516.1→63352.8	+7.50	timeout
06-18 15:57	BTC	Buy	63970.2→62331.7	-15.81	stop_loss
06-18 15:57	BTC	Buy	63940.2→62299.7	-15.72	stop_loss
06-18 15:40	BTC	Buy	64344.2→62696.5	-15.87	stop_loss
06-18 10:26	BTC	Buy	64904.2→63956.8	-9.43	timeout
06-17 19:41	BTC	Buy	65826.3→64139.7	-15.95	stop_loss
06-17 19:40	BTC	Buy	65867.3→64181.7	-15.92	stop_loss
06-17 18:05	BTC	Buy	66410.3→64681.4	-16.17	stop_loss
06-17 16:16	BTC	Buy	65772.3→65915.7	+0.80	timeout
06-17 08:45	BTC	Buy	66547.3→64844.3	-15.91	stop_loss
06-17 04:06	BTC	Buy	66168.3→65843.7	-3.54	timeout
06-16 21:01	BTC	Buy	66471.3→65845.7	-6.30	timeout
06-16 14:21	BTC	Buy	66462.3→65742.7	-7.13	timeout
06-16 08:16	BTC	Buy	65722.3→66468.7	+6.35	timeout
06-16 02:13	BTC	Buy	65623.3→66071.7	+3.57	timeout
06-15 13:53	BTC	Buy	64282.2→66560.7	+20.75	timeout
06-15 12:55	BTC	Buy	63780.2→66580.7	+25.82	take_profit
06-15 07:52	BTC	Buy	64394.2→65708.7	+11.63	timeout
06-15 01:50	BTC	Buy	64618.2→65505.7	+7.67	timeout
06-14 19:50	BTC	Buy	64304.2→63749.8	-5.77	timeout
06-14 13:50	BTC	Buy	64143.2→64277.8	+0.72	timeout
06-14 07:50	BTC	Buy	63799.2→64407.8	+5.17	timeout
06-14 01:45	BTC	Buy	63764.2→64550.8	+6.90	timeout
06-13 19:16	BTC	Buy	63678.2→64154.8	+3.95	timeout
06-13 11:25	BTC	Buy	63844.2→63922.8	+0.09	timeout
06-13 05:45	BTC	Buy	63374.2→63546.8	+1.09	timeout
06-12 23:37	BTC	Buy	63494.2→63432.8	-1.17	timeout
06-12 17:36	BTC	Buy	63145.2→63782.8	+5.50	timeout
06-12 10:59	BTC	Buy	63136.2→63669.8	+4.44	timeout
06-12 04:53	BTC	Buy	62774.1→63694.8	+8.18	timeout
06-11 21:54	BTC	Buy	61240.1→63492.8	+21.37	timeout
06-11 14:34	BTC	Buy	61935.1→62847.9	+8.19	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+11.04	timeout
06-10 19:47	BTC	Buy	61804.1→61960.9	+0.89	timeout
06-09 16:19	BTC	Buy	62464.1→60862.5	-15.94	stop_loss
06-09 14:29	BTC	Buy	63171.2→61554.1	-15.90	stop_loss
06-09 14:19	BTC	Buy	63353.2→61732	-15.90	stop_loss
06-09 12:35	BTC	Buy	63219.2→62526.9	-7.06	timeout
06-09 06:26	BTC	Buy	63000.1→63424.8	+3.44	timeout
06-08 22:28	BTC	Buy	62955.1→63319.8	+2.90	timeout
06-08 16:22	BTC	Buy	62231.1→63919.8	+15.63	timeout
06-08 10:22	BTC	Buy	62453.1→63212.8	+6.77	timeout
06-08 04:21	BTC	Buy	61584.1→62814.9	+11.43	timeout
06-07 22:14	BTC	Buy	60584→63243.8	+25.81	take_profit
06-07 16:13	BTC	Buy	60786→62054.9	+11.84	timeout
06-07 06:08	BTC	Buy	61071.1→61682.9	+5.53	timeout
06-06 04:20	BTC	Buy	61513.1→59938	-15.91	stop_loss
06-05 18:54	BTC	Buy	60685→59131.5	-15.91	stop_loss
06-05 13:56	BTC	Buy	62616.1→61011.4	-15.92	stop_loss
06-05 13:51	BTC	Buy	62751.1→61145.4	-15.90	stop_loss
06-05 06:23	BTC	Buy	62875.1→61266.3	-15.82	stop_loss
06-05 06:03	BTC	Buy	63708.2→62076.8	-15.85	stop_loss
06-05 06:01	BTC	Buy	63730.2→62096.8	-15.89	stop_loss
06-04 10:27	BTC	Buy	64263.2→62582.6	-16.20	stop_loss
06-04 00:29	BTC	Buy	65223.3→63554	-15.89	stop_loss
06-03 20:55	BTC	Buy	66353.3→64652.4	-15.97	stop_loss
06-03 20:55	BTC	Buy	66521.3→64815.3	-15.99	stop_loss
06-03 19:55	BTC	Buy	66925.3→65167.1	-16.32	stop_loss
06-03 03:50	BTC	Buy	67229.4→65472	-16.23	stop_loss
06-02 14:10	BTC	Buy	70111.5→68310.4	-15.97	stop_loss
06-02 12:33	BTC	Buy	70925.5→69110	-15.98	stop_loss
05-31 16:59	BTC	Buy	73895.7→73500.3	-3.81	timeout
05-30 14:53	BTC	Buy	73067.7→73889.3	+6.03	timeout
05-30 07:50	BTC	Buy	73373.7→73502.3	+0.46	timeout
05-29 21:43	BTC	Buy	73874.7→73561.3	-3.15	timeout
05-29 14:35	BTC	Buy	72933.6→72826.4	-1.59	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-356.51

total pnl ($)

-61.5 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	96	45%	-61.5	-356.51

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…