deribit_basis_discount_fear_gate_long_v67 · strategy

closed trades

40%

win rate

-168.67

total pnl ($)

0.601

weight

7d window — n=11 wr=36% pnl=-83.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:10	BTC	Buy	59986→59443	-4.96	timeout
06-28 19:09	BTC	Buy	60573→59514	-9.17	timeout
06-28 01:34	BTC	Buy	59929→60195	+1.74	timeout
06-27 13:33	BTC	Buy	58926.9→60419	+12.19	timeout
06-27 01:10	BTC	Buy	59534→59928	+2.85	timeout
06-25 13:53	BTC	Buy	60841→58957.6	-15.88	stop_loss
06-25 13:53	BTC	Buy	60930→59066.5	-15.74	stop_loss
06-24 15:45	BTC	Buy	62378.1→60469.7	-15.74	stop_loss
06-24 14:13	BTC	Buy	62998.1→61070.4	-15.74	stop_loss
06-24 12:34	BTC	Buy	62371.1→62809.9	+3.06	timeout
06-23 08:27	BTC	Buy	63984.2→62023.9	-15.75	stop_loss
06-23 08:24	BTC	Buy	64156.2→62189.8	-15.73	stop_loss
06-22 22:00	BTC	Buy	63710.2→64301.8	+4.19	timeout
06-22 09:56	BTC	Buy	64189.2→64107.8	-1.16	timeout
06-21 21:57	BTC	Buy	64008.2→63748.8	-2.48	timeout
06-21 08:14	BTC	Buy	63516.2→64107.8	+4.12	timeout
06-20 20:09	BTC	Buy	63049.2→63933.8	+6.60	timeout
06-20 08:06	BTC	Buy	62597.1→63565.8	+7.22	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.40	timeout
06-19 06:37	BTC	Buy	64017.2→62721.9	-10.52	timeout
06-18 14:52	BTC	Buy	65602.3→63596	-15.87	stop_loss
06-17 13:34	BTC	Buy	65958.3→65004.7	-7.70	timeout
06-17 01:25	BTC	Buy	66324.3→65514.7	-6.60	timeout
06-16 13:42	BTC	Buy	66494.3→66094.7	-3.54	timeout
06-16 01:14	BTC	Buy	65486.3→66245.7	+5.35	timeout
06-15 13:07	BTC	Buy	64345.2→66622.7	+17.27	timeout
06-15 00:58	BTC	Buy	64530.2→65609.7	+7.88	timeout
06-14 12:53	BTC	Buy	64078.2→64275.8	+1.09	timeout
06-14 01:47	BTC	Buy	63804.2→64590.8	+5.74	timeout
06-13 10:22	BTC	Buy	63740.2→63741.8	-0.52	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.65	timeout
06-12 09:59	BTC	Buy	62898.1→63720.8	+6.00	timeout
06-11 21:54	BTC	Buy	61215.1→63501.8	+18.09	timeout
06-11 08:18	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 19:43	BTC	Buy	61830.1→61955.9	+0.49	timeout
06-09 14:46	BTC	Buy	63171.2→61238.3	-15.75	stop_loss
06-09 10:43	BTC	Buy	63229.2→62680.9	-4.73	timeout
06-08 22:28	BTC	Buy	62955.1→63319.8	+2.41	timeout
06-08 10:30	BTC	Buy	62522.1→63123.8	+4.37	timeout
06-07 22:14	BTC	Buy	60495→63514.8	+24.52	take_profit
06-06 04:34	BTC	Buy	61415.1→59536.2	-15.75	stop_loss
06-05 13:59	BTC	Buy	62622.1→60704.6	-15.76	stop_loss
06-05 09:42	BTC	Buy	62875.1→62789.9	-1.11	timeout
06-05 06:19	BTC	Buy	63730.2→61781	-15.72	stop_loss
06-04 00:39	BTC	Buy	64998.2→63010.3	-15.74	stop_loss
06-03 23:18	BTC	Buy	66358.3→64328.6	-15.75	stop_loss
06-03 20:50	BTC	Buy	67059.4→65008.2	-15.77	stop_loss
06-02 14:23	BTC	Buy	70109.5→67962.6	-15.78	stop_loss
06-02 13:15	BTC	Buy	70998.5→68805.1	-15.90	stop_loss
05-31 19:49	BTC	Buy	74030.7→73488.3	-4.10	timeout
05-30 07:48	BTC	Buy	73375.7→73479.3	+0.21	timeout
05-29 14:39	BTC	Buy	72912.6→72665.4	-2.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-168.67

total pnl ($)

-64.5 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	52	40%	-64.5	-168.67

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…