deribit_basis_discount_fear_gate_long_v61 · strategy

closed trades

40%

win rate

-345.55

total pnl ($)

0.250

weight

7d window — n=25 wr=20% pnl=-195.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 15:35	BTC	Buy	60060→59564	-4.72	timeout
06-29 09:07	BTC	Buy	60364→59823	-5.08	timeout
06-29 02:52	BTC	Buy	60128→59687	-4.15	timeout
06-28 20:06	BTC	Buy	60230→59494	-6.53	timeout
06-28 13:58	BTC	Buy	60521→60043	-4.43	timeout
06-28 07:38	BTC	Buy	60406→60176	-2.41	timeout
06-27 11:52	BTC	Buy	59374→60296	+7.27	timeout
06-27 05:46	BTC	Buy	59772→60193	+3.08	timeout
06-26 23:33	BTC	Buy	60111→59959	-1.75	timeout
06-26 17:26	BTC	Buy	59502→60112	+4.57	timeout
06-25 13:59	BTC	Buy	59839→58003.1	-15.72	stop_loss
06-25 13:53	BTC	Buy	60883→59020.5	-15.70	stop_loss
06-25 13:48	BTC	Buy	61284.1→59396.3	-15.85	stop_loss
06-25 13:45	BTC	Buy	61775.1→59883	-15.74	stop_loss
06-24 15:45	BTC	Buy	62327.1→60418.8	-15.74	stop_loss
06-24 15:37	BTC	Buy	62539.1→60625.6	-15.70	stop_loss
06-24 15:33	BTC	Buy	62591.1→60676.6	-15.68	stop_loss
06-24 14:19	BTC	Buy	62809.1→60886.5	-15.75	stop_loss
06-24 10:59	BTC	Buy	62298.1→62420.9	+0.50	timeout
06-24 05:05	BTC	Buy	63670.2→62698.9	-8.15	timeout
06-23 08:24	BTC	Buy	64097.2→62136.8	-15.69	stop_loss
06-23 08:24	BTC	Buy	64253.2→62282.7	-15.76	stop_loss
06-23 06:20	BTC	Buy	64806.2→62813.4	-15.85	stop_loss
06-23 03:44	BTC	Buy	64132.2→63963.8	-1.77	timeout
06-22 21:39	BTC	Buy	63892.2→64129.8	+1.40	timeout
06-22 15:38	BTC	Buy	64188.2→65021.7	+5.97	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 18:45	BTC	Buy	63803.2→64141.8	+2.25	timeout
06-21 12:44	BTC	Buy	63596.2→64013.8	+2.90	timeout
06-21 04:50	BTC	Buy	63562.2→64389.8	+6.07	timeout
06-20 21:52	BTC	Buy	63099.2→64033.8	+6.97	timeout
06-20 03:10	BTC	Buy	62878.1→63305.8	+2.96	timeout
06-19 21:04	BTC	Buy	63071.2→63145.8	+0.09	timeout
06-19 15:13	BTC	Buy	63574.2→63137.8	-3.78	timeout
06-18 15:57	BTC	Buy	64293.2→62315.7	-15.73	stop_loss
06-18 15:57	BTC	Buy	64259.2→62293.7	-15.47	stop_loss
06-18 15:40	BTC	Buy	64665.2→62685.5	-15.74	stop_loss
06-18 14:51	BTC	Buy	65151.3→63840.8	-10.50	timeout
06-18 08:43	BTC	Buy	64977.2→64491.8	-4.20	timeout
06-18 02:40	BTC	Buy	65787.3→64706.8	-8.72	timeout
06-17 20:23	BTC	Buy	65804.3→64288.8	-11.97	timeout
06-17 14:12	BTC	Buy	66048.3→65302.7	-6.11	timeout
06-17 08:13	BTC	Buy	66456.3→65343.7	-8.80	timeout
06-17 02:06	BTC	Buy	66288.3→65876.7	-3.60	timeout
06-16 20:00	BTC	Buy	66520.3→65623.7	-7.28	timeout
06-16 13:55	BTC	Buy	66456.3→66009.7	-3.89	timeout
06-16 07:55	BTC	Buy	65733.3→66314.7	+4.01	timeout
06-16 01:50	BTC	Buy	65513.3→66375.7	+6.14	timeout
06-15 13:42	BTC	Buy	64326.2→66489.7	+16.39	timeout
06-15 12:50	BTC	Buy	63732.2→66530.7	+21.52	take_profit
06-15 07:39	BTC	Buy	64292.2→65724.7	+10.67	timeout
06-15 01:39	BTC	Buy	64557.2→65603.7	+7.63	timeout
06-14 19:37	BTC	Buy	64248.2→63789.8	-4.07	timeout
06-14 13:32	BTC	Buy	64160.2→64234.8	+0.13	timeout
06-14 07:29	BTC	Buy	63752.2→64337.8	+4.14	timeout
06-14 01:25	BTC	Buy	63611.2→64637.8	+7.67	timeout
06-13 19:17	BTC	Buy	63635.2→64128.8	+3.43	timeout
06-13 09:31	BTC	Buy	63764.2→63799.8	-0.26	timeout
06-13 03:39	BTC	Buy	63447.2→63479.8	-0.20	timeout
06-12 20:35	BTC	Buy	63361.2→63495.8	+0.60	timeout
06-12 12:51	BTC	Buy	62932.1→63445.8	+3.56	timeout
06-12 06:29	BTC	Buy	62823.1→63115.8	+1.83	timeout
06-11 21:55	BTC	Buy	61243.1→63455.8	+17.47	timeout
06-11 14:34	BTC	Buy	61979.1→62855.9	+6.52	timeout
06-11 08:18	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 19:47	BTC	Buy	61793.1→61935.9	+0.63	timeout
06-10 13:46	BTC	Buy	62352.1→62275.9	-1.08	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 14:35	BTC	Buy	63356.2→61416.2	-15.77	stop_loss
06-09 12:33	BTC	Buy	63214.2→62599.9	-5.26	timeout
06-09 06:26	BTC	Buy	63016.2→63425.8	+2.75	timeout
06-08 22:28	BTC	Buy	62942.1→63306.8	+2.41	timeout
06-08 16:22	BTC	Buy	62254.1→63930.8	+12.90	timeout
06-08 10:24	BTC	Buy	62523.1→63196.8	+4.95	timeout
06-08 04:22	BTC	Buy	61548.1→62830.9	+9.95	timeout
06-07 22:14	BTC	Buy	60722→63387.8	+21.51	take_profit
06-07 16:13	BTC	Buy	60788→62046.9	+9.78	timeout
06-07 06:07	BTC	Buy	61016.1→61688.9	+5.11	timeout
06-06 15:20	BTC	Buy	60656→60456	-2.09	timeout
06-06 04:33	BTC	Buy	61522.1→59626.2	-15.86	stop_loss
06-05 13:57	BTC	Buy	62785.1→60864.5	-15.75	stop_loss
06-05 13:49	BTC	Buy	63105.2→61169.3	-15.79	stop_loss
06-05 06:24	BTC	Buy	63089.2→61157.3	-15.70	stop_loss
06-05 06:19	BTC	Buy	63712.2→61763	-15.70	stop_loss
06-05 06:19	BTC	Buy	63717.2→61766	-15.73	stop_loss
06-04 10:30	BTC	Buy	64355.2→62386.7	-15.72	stop_loss
06-04 00:30	BTC	Buy	65258.3→63262.2	-15.74	stop_loss
06-03 23:24	BTC	Buy	66343.3→64312.6	-15.73	stop_loss
06-03 23:10	BTC	Buy	66380.3→64348.6	-15.73	stop_loss
06-03 20:45	BTC	Buy	67158.4→65102.2	-15.78	stop_loss
06-02 14:23	BTC	Buy	70105.5→67956.6	-15.79	stop_loss
06-02 14:00	BTC	Buy	70852.5→68685.2	-15.77	stop_loss
05-31 19:19	BTC	Buy	74031.7→73584.3	-3.50	timeout
05-30 14:54	BTC	Buy	72938.6→73889.3	+5.92	timeout
05-30 07:50	BTC	Buy	73373.7→73502.3	+0.39	timeout
05-29 21:43	BTC	Buy	73874.7→73561.3	-2.62	timeout
05-29 14:35	BTC	Buy	72933.6→72826.4	-1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-345.55

total pnl ($)

-70.2 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	98	40%	-70.2	-345.55

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…