deribit_basis_discount_fear_gate_long_v54 · strategy

closed trades

47%

win rate

-132.47

total pnl ($)

0.896

weight

7d window — n=24 wr=50% pnl=-36.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:29	BTC	Buy	59933→59661	-2.71	timeout
06-30 00:00	BTC	Buy	60345→60168	-1.91	timeout
06-29 17:38	BTC	Buy	59893→60358	+3.39	timeout
06-29 10:25	BTC	Buy	59943→60187	+1.55	timeout
06-29 04:18	BTC	Buy	59425→59908	+3.61	timeout
06-28 17:45	BTC	Buy	60281→59493	-6.98	timeout
06-28 11:11	BTC	Buy	60005→60093	+0.27	timeout
06-28 02:35	BTC	Buy	60243→60100	-1.64	timeout
06-27 20:27	BTC	Buy	60602→60225	-3.55	timeout
06-27 13:55	BTC	Buy	60543→60526	-0.59	timeout
06-26 18:50	BTC	Buy	59251→59619	+2.63	timeout
06-26 12:27	BTC	Buy	59950→59624	-3.18	timeout
06-26 05:55	BTC	Buy	59785→59911	+0.60	timeout
06-25 23:45	BTC	Buy	59481→59912	+3.17	timeout
06-25 13:53	BTC	Buy	61209.1→59028.5	-18.26	stop_loss
06-25 12:02	BTC	Buy	61613.1→61201.9	-3.79	timeout
06-25 05:36	BTC	Buy	61012.1→61581.9	+4.23	timeout
06-24 23:30	BTC	Buy	59689→60926	+9.93	timeout
06-24 15:46	BTC	Buy	62596.1→60368.8	-18.23	stop_loss
06-24 11:56	BTC	Buy	62847.1→62868.9	-0.28	timeout
06-24 05:50	BTC	Buy	62689.1→62888.9	+1.13	timeout
06-23 23:43	BTC	Buy	62513.1→62578.9	+0.08	timeout
06-23 17:19	BTC	Buy	62379.1→62518.9	+0.67	timeout
06-23 11:47	BTC	Buy	63341.2→62487.9	-7.13	timeout
06-23 01:39	BTC	Buy	64445.2→64029.8	-3.67	timeout
06-22 19:26	BTC	Buy	65025.3→64292.8	-6.09	timeout
06-22 13:25	BTC	Buy	64218.2→65022.7	+5.78	timeout
06-22 07:13	BTC	Buy	63844.2→64190.8	+2.26	timeout
06-22 01:05	BTC	Buy	64152.2→63885.8	-2.54	timeout
06-21 19:04	BTC	Buy	64082.2→64189.8	+0.40	timeout
06-21 12:56	BTC	Buy	64270.2→64111.8	-1.67	timeout
06-21 06:44	BTC	Buy	64291.2→64279.8	-0.54	timeout
06-20 23:46	BTC	Buy	63792.2→64290.8	+3.45	timeout
06-20 07:31	BTC	Buy	63484.2→63751.8	+1.66	timeout
06-20 01:30	BTC	Buy	62974.1→63476.8	+3.54	timeout
06-19 19:26	BTC	Buy	62728.1→62915.9	+1.04	timeout
06-19 13:23	BTC	Buy	62731.1→62706.9	-0.62	timeout
06-19 07:21	BTC	Buy	63043.2→62718.9	-3.01	timeout
06-19 01:18	BTC	Buy	62627.1→63010.8	+2.64	timeout
06-18 19:24	BTC	Buy	64310.2→62709.9	-12.84	timeout
06-18 13:18	BTC	Buy	64119.2→64387.8	+1.64	timeout
06-18 07:19	BTC	Buy	64613.2→64141.8	-4.10	timeout
06-18 01:18	BTC	Buy	65010.3→64677.8	-3.03	timeout
06-17 19:12	BTC	Buy	65017.3→65090.7	+0.10	timeout
06-17 13:09	BTC	Buy	65590.3→64971.8	-5.18	timeout
06-17 07:03	BTC	Buy	65764.3→65562.7	-1.99	timeout
06-17 01:02	BTC	Buy	65726.3→65738.7	-0.37	timeout
06-16 19:01	BTC	Buy	66391.3→65764.7	-5.19	timeout
06-16 12:59	BTC	Buy	66411.3→66399.7	-0.56	timeout
06-16 03:25	BTC	Buy	66506.3→65897.7	-5.02	timeout
06-15 16:57	BTC	Buy	65833.3→67152.6	+9.55	timeout
06-15 10:02	BTC	Buy	65853.3→65590.7	-2.44	timeout
06-15 03:20	BTC	Buy	64763.2→65694.7	+6.73	timeout
06-14 13:02	BTC	Buy	64264.2→64325.8	+0.03	timeout
06-14 06:57	BTC	Buy	64519.2→64252.8	-2.51	timeout
06-14 00:29	BTC	Buy	64174.2→64462.8	+1.80	timeout
06-13 17:07	BTC	Buy	63848.2→63987.8	+0.64	timeout
06-13 10:50	BTC	Buy	63626.2→63845.8	+1.25	timeout
06-13 03:14	BTC	Buy	63574.2→63656.8	+0.20	timeout
06-12 15:30	BTC	Buy	63749.2→64034.8	+1.77	timeout
06-12 09:26	BTC	Buy	63384.2→63665.8	+1.75	timeout
06-12 02:58	BTC	Buy	63359.2→63545.8	+1.00	timeout
06-11 21:01	BTC	Buy	62658.1→63387.8	+5.34	timeout
06-10 22:09	BTC	Buy	62421.1→61247.9	-9.85	timeout
06-10 14:19	BTC	Buy	61596.1→61894.9	+1.97	timeout
06-09 21:09	BTC	Buy	61614.1→62016.9	+2.85	timeout
06-09 13:43	BTC	Buy	63175.2→62410.9	-6.50	timeout
06-09 02:22	BTC	Buy	63232.2→62616.9	-5.31	timeout
06-08 20:11	BTC	Buy	63756.2→63301.8	-4.02	timeout
06-08 14:05	BTC	Buy	63152.2→63556.8	+2.74	timeout
06-08 08:01	BTC	Buy	63120.2→63115.8	-0.49	timeout
06-07 22:14	BTC	Buy	61268.1→63222.8	+15.50	take_profit
06-07 19:53	BTC	Buy	61804.1→61336.9	-4.22	timeout
06-07 13:49	BTC	Buy	62212.1→61726.9	-4.35	timeout
06-07 08:25	BTC	Buy	61279.1→62426.9	+8.93	timeout
06-07 01:52	BTC	Buy	60593→61376.9	+6.00	timeout
06-06 19:34	BTC	Buy	60756→60566	-2.00	timeout
06-06 04:16	BTC	Buy	61492.1→60236	-10.67	timeout
06-05 21:26	BTC	Buy	60988→61626.9	+4.78	timeout
06-05 13:57	BTC	Buy	63072.2→60827.5	-18.25	stop_loss
06-05 10:09	BTC	Buy	62890.1→62720.9	-1.79	timeout
06-05 03:19	BTC	Buy	63616.2→62727.9	-7.42	timeout
06-04 21:52	BTC	Buy	63860.2→63312.8	-4.73	timeout
06-04 15:45	BTC	Buy	62939.1→63793.8	+6.31	timeout
06-04 10:59	BTC	Buy	64355.2→62438.9	-15.31	timeout
06-04 01:16	BTC	Buy	65258.3→62936.4	-18.24	stop_loss
06-03 19:33	BTC	Buy	67158.4→65638.7	-11.78	timeout
06-03 10:40	BTC	Buy	66380.3→67262.6	+6.16	timeout
06-03 05:53	BTC	Buy	66680.3→67223.6	+3.61	timeout
06-02 13:15	BTC	Buy	70120.5→68899.6	-9.17	timeout
06-02 09:05	BTC	Buy	71003.6→69579.5	-10.52	timeout
06-01 06:04	BTC	Buy	73847.7→73288.3	-4.25	timeout
05-31 21:12	BTC	Buy	73631.7→73698.3	+0.00	timeout
05-31 13:06	BTC	Buy	73973.7→73850.3	-1.31	timeout
05-28 20:40	BTC	Buy	72913.6→73659.3	+4.63	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-132.47

total pnl ($)

-27.8 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	95	47%	-27.8	-132.47

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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