deribit_basis_discount_fear_gate_long_v55 · strategy

closed trades

55%

win rate

-81.98

total pnl ($)

0.885

weight

7d window — n=12 wr=42% pnl=-56.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 17:59	BTC	Buy	59924→60010	+0.21	timeout
06-26 05:18	BTC	Buy	59506→59892	+2.80	timeout
06-26 02:13	BTC	Buy	60168→58620.7	-13.30	stop_loss
06-25 13:46	BTC	Buy	61306.1→59737.1	-13.24	stop_loss
06-25 13:45	BTC	Buy	61493.1→59918	-13.23	stop_loss
06-25 11:15	BTC	Buy	60883→61316.9	+3.11	timeout
06-25 04:48	BTC	Buy	60128→60997.9	+6.80	timeout
06-24 14:19	BTC	Buy	62441.1→60841.5	-13.25	stop_loss
06-24 13:48	BTC	Buy	62852.1→61241.3	-13.26	stop_loss
06-24 10:28	BTC	Buy	62581.1→62529.9	-0.88	timeout
06-24 01:58	BTC	Buy	62447.1→62925.9	+3.36	timeout
06-23 19:45	BTC	Buy	62882.1→62284.9	-5.20	timeout
06-16 17:44	BTC	Buy	66054.3→65714.7	-3.06	timeout
06-16 11:23	BTC	Buy	66156.3→66448.7	+1.72	timeout
06-16 05:17	BTC	Buy	66942.3→65932.7	-7.96	timeout
06-15 23:23	BTC	Buy	66247.3→66163.7	-1.09	timeout
06-15 17:05	BTC	Buy	65592.3→66914.7	+9.57	timeout
06-15 10:56	BTC	Buy	65411.3→65877.7	+3.12	timeout
06-15 04:48	BTC	Buy	64061.2→65665.7	+12.06	timeout
06-14 22:42	BTC	Buy	64593.2→65347.7	+5.37	timeout
06-14 16:38	BTC	Buy	64414.2→64133.8	-2.65	timeout
06-14 10:35	BTC	Buy	64531.2→64635.8	+0.35	timeout
06-14 04:33	BTC	Buy	63997.2→64437.8	+3.02	timeout
06-13 22:27	BTC	Buy	63759.2→64505.8	+5.39	timeout
06-13 16:23	BTC	Buy	63568.2→63978.8	+2.80	timeout
06-13 10:52	BTC	Buy	63492.2→63843.8	+2.27	timeout
06-13 04:00	BTC	Buy	63671.2→63516.8	-1.66	timeout
06-12 21:28	BTC	Buy	63749.2→63491.8	-2.49	timeout
06-12 15:45	BTC	Buy	63454.2→63874.8	+2.84	timeout
06-12 09:39	BTC	Buy	63489.2→63829.8	+2.19	timeout
06-12 03:06	BTC	Buy	62675.1→63539.8	+6.40	timeout
06-11 20:56	BTC	Buy	62904.1→63360.8	+3.11	timeout
06-11 14:50	BTC	Buy	62049.1→62908.9	+6.43	timeout
06-11 08:42	BTC	Buy	61820.1→62898.9	+8.22	timeout
06-11 02:40	BTC	Buy	61901.1→62019.9	+0.48	timeout
06-10 20:18	BTC	Buy	61596.1→61810.9	+1.26	timeout
06-10 04:38	BTC	Buy	60936→62016.9	+8.47	timeout
06-09 14:21	BTC	Buy	63263.2→61638.1	-13.30	stop_loss
06-09 12:52	BTC	Buy	62448.1→62547.9	+0.37	timeout
06-09 06:48	BTC	Buy	63353.2→63381.8	-0.25	timeout
06-09 00:50	BTC	Buy	63548.2→62407.9	-9.43	timeout
06-08 18:45	BTC	Buy	63013.2→63480.8	+3.23	timeout
06-08 12:45	BTC	Buy	63699.2→63544.8	-1.67	timeout
06-08 06:43	BTC	Buy	62173.1→62944.9	+5.75	timeout
06-08 00:37	BTC	Buy	61796.1→63652.8	+14.52	timeout
06-07 18:33	BTC	Buy	62100.1→62245.9	+0.75	timeout
06-07 12:29	BTC	Buy	60771→61935.9	+9.13	timeout
06-07 06:24	BTC	Buy	60496→61837.9	+10.67	timeout
06-07 00:21	BTC	Buy	60910→60806	-1.32	timeout
06-06 17:05	BTC	Buy	59831→60666	+6.54	timeout
06-05 18:44	BTC	Buy	61297.1→59728.1	-13.25	stop_loss
06-05 13:58	BTC	Buy	62343.1→60744.6	-13.27	stop_loss
06-05 06:20	BTC	Buy	63230.2→61607.1	-13.28	stop_loss
06-05 06:03	BTC	Buy	63609.2→61978.9	-13.24	stop_loss
06-05 04:37	BTC	Buy	63569.2→63093.8	-4.16	timeout
06-04 22:00	BTC	Buy	63109.2→63257.8	+0.74	timeout
06-04 10:49	BTC	Buy	63903.2→62267.7	-13.22	stop_loss
06-04 00:26	BTC	Buy	65392.3→63718.9	-13.24	stop_loss
06-03 23:03	BTC	Buy	66146.3→64451.5	-13.26	stop_loss
06-03 18:57	BTC	Buy	66998.3→66038.7	-7.64	timeout
06-03 14:33	BTC	Buy	66659.3→66730.7	+0.06	timeout
06-03 03:43	BTC	Buy	67484.4→65756.8	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

-81.98

total pnl ($)

-26.2 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	62	55%	-26.2	-81.98

Recent bounces (last 20 of 5)

time	sym	side	reason
06-26 18:18	BTC	Buy	stale_intent
06-25 23:35	BTC	Buy	below_min_notional_skip
06-25 17:21	BTC	Buy	below_min_notional_skip
06-24 17:01	BTC	Buy	below_min_notional_skip
06-24 11:16	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…