deribit_basis_discount_fear_gate_long_v69 · strategy

closed trades

45%

win rate

-363.90

total pnl ($)

0.250

weight

7d window — n=24 wr=29% pnl=-188.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:41	BTC	Buy	59725→59557	-1.79	timeout
06-29 22:20	BTC	Buy	59321→60458	+9.20	timeout
06-29 11:36	BTC	Buy	60285→59923	-3.60	timeout
06-29 05:14	BTC	Buy	59982→59502	-4.47	timeout
06-28 20:30	BTC	Buy	60237→59697	-4.91	timeout
06-28 14:27	BTC	Buy	60608→60122	-4.49	timeout
06-28 07:49	BTC	Buy	60475→60210	-2.68	timeout
06-27 12:57	BTC	Buy	59211→60360	+9.22	timeout
06-27 06:22	BTC	Buy	59923→60160	+1.53	timeout
06-27 00:20	BTC	Buy	59789→60014	+1.43	timeout
06-26 18:17	BTC	Buy	59461→59980	+3.82	timeout
06-25 18:00	BTC	Buy	59418→59688	+1.86	timeout
06-25 13:54	BTC	Buy	61127.1→58535.8	-21.64	stop_loss
06-25 13:54	BTC	Buy	61130.1→58535.8	-21.63	stop_loss
06-25 13:51	BTC	Buy	61703.1→59199.4	-20.72	stop_loss
06-24 16:51	BTC	Buy	62347.1→59814.1	-20.56	stop_loss
06-24 16:06	BTC	Buy	62736.1→60189.9	-20.69	stop_loss
06-24 15:56	BTC	Buy	62801.1→60250.8	-20.72	stop_loss
06-24 15:56	BTC	Buy	62834.1→60283.8	-20.73	stop_loss
06-24 11:50	BTC	Buy	62422.1→63047.8	+4.55	timeout
06-24 05:38	BTC	Buy	63434.2→63042.8	-3.60	timeout
06-23 19:19	BTC	Buy	64398.2→62279.9	-16.91	timeout
06-23 08:17	BTC	Buy	65082.3→62430.6	-20.83	stop_loss
06-23 07:15	BTC	Buy	64225.2→62981.9	-10.16	timeout
06-23 01:13	BTC	Buy	63858.2→64207.8	+2.30	timeout
06-22 19:08	BTC	Buy	64143.2→64342.8	+1.06	timeout
06-22 13:07	BTC	Buy	64119.2→65058.7	+6.73	timeout
06-22 06:56	BTC	Buy	64270.2→63956.8	-2.91	timeout
06-22 00:42	BTC	Buy	64280.2→63917.8	-3.28	timeout
06-21 15:47	BTC	Buy	64141.2→64248.8	+0.44	timeout
06-20 23:15	BTC	Buy	63280.2→64234.8	+7.08	timeout
06-20 17:11	BTC	Buy	62960.1→63854.8	+6.62	timeout
06-20 11:09	BTC	Buy	62480.1→63595.8	+8.43	timeout
06-20 05:07	BTC	Buy	62602.1→63681.8	+8.18	timeout
06-19 23:05	BTC	Buy	62830.1→63283.8	+3.12	timeout
06-19 17:03	BTC	Buy	62539.1→62942.9	+2.78	timeout
06-19 11:06	BTC	Buy	64082.2→62488.9	-12.81	timeout
06-19 05:01	BTC	Buy	63802.2→62465.9	-10.88	timeout
06-18 22:56	BTC	Buy	64361.2→62838.9	-12.19	timeout
06-18 15:18	BTC	Buy	65835.3→63161.2	-20.74	stop_loss
06-18 10:54	BTC	Buy	64813.2→64147.8	-5.68	timeout
06-18 04:50	BTC	Buy	65991.3→63785.8	-17.18	timeout
06-17 22:48	BTC	Buy	65671.3→64351.8	-10.48	timeout
06-17 16:50	BTC	Buy	65712.3→65906.7	+1.01	timeout
06-17 10:43	BTC	Buy	66581.3→64879.8	-13.32	timeout
06-17 04:37	BTC	Buy	65838.3→65857.7	-0.35	timeout
06-16 10:58	BTC	Buy	65832.3→66483.7	+4.44	timeout
06-16 04:02	BTC	Buy	65852.3→66138.7	+1.77	timeout
06-15 19:28	BTC	Buy	63788.2→66530.7	+20.96	timeout
06-15 11:18	BTC	Buy	64528.2→65996.7	+10.92	timeout
06-15 05:16	BTC	Buy	64341.2→65677.7	+9.91	timeout
06-14 23:13	BTC	Buy	64426.2→65558.7	+8.29	timeout
06-14 17:13	BTC	Buy	63954.2→63934.8	-0.67	timeout
06-14 11:07	BTC	Buy	63848.2→64469.8	+4.41	timeout
06-14 04:43	BTC	Buy	63593.2→64367.8	+5.69	timeout
06-13 21:41	BTC	Buy	63536.2→64328.8	+5.76	timeout
06-13 09:30	BTC	Buy	63770.2→63799.8	-0.31	timeout
06-13 03:27	BTC	Buy	63393.2→63540.8	+0.71	timeout
06-12 20:58	BTC	Buy	63359.2→63438.8	+0.16	timeout
06-12 12:30	BTC	Buy	62644.1→63414.8	+5.63	timeout
06-11 16:09	BTC	Buy	62390.1→62746.9	+2.26	timeout
06-11 08:20	BTC	Buy	61597.1→62795.9	+9.13	timeout
06-10 15:09	BTC	Buy	61639.1→61977.9	+2.25	timeout
06-10 07:44	BTC	Buy	63169.2→62016.9	-9.47	timeout
06-09 20:14	BTC	Buy	63230.2→62016.9	-9.94	timeout
06-09 14:12	BTC	Buy	63841.2→62051.9	-14.47	timeout
06-09 08:05	BTC	Buy	63149.2→62979.9	-1.82	timeout
06-09 02:01	BTC	Buy	63123.2→62774.9	-3.19	timeout
06-08 20:00	BTC	Buy	61204.1→63387.8	+17.35	timeout
06-08 13:54	BTC	Buy	61723.1→63700.8	+15.53	timeout
06-08 07:49	BTC	Buy	62213.1→63324.8	+8.45	timeout
06-08 01:49	BTC	Buy	61479.1→63083.8	+12.53	timeout
06-07 19:40	BTC	Buy	60548→61236.9	+5.29	timeout
06-07 13:34	BTC	Buy	60756→61829.9	+8.37	timeout
06-06 22:17	BTC	Buy	61521.1→60670	-7.29	timeout
06-06 15:16	BTC	Buy	60536→60609	+0.16	timeout
06-05 15:41	BTC	Buy	62568.1→60028	-20.73	stop_loss
06-05 14:04	BTC	Buy	63062.2→60502.7	-20.74	stop_loss
06-05 09:41	BTC	Buy	62805.1→62800.9	-0.46	timeout
06-05 06:24	BTC	Buy	63717.2→61127.4	-20.75	stop_loss
06-05 06:24	BTC	Buy	63756.2→61166.3	-20.72	stop_loss
06-05 04:59	BTC	Buy	64355.2→63567.8	-6.51	timeout
06-04 01:22	BTC	Buy	65331.3→62679.5	-20.75	stop_loss
06-04 00:26	BTC	Buy	66369.3→63676	-20.72	stop_loss
06-04 00:25	BTC	Buy	66586.3→63883.8	-20.73	stop_loss
06-03 23:07	BTC	Buy	67158.4→64419.6	-20.86	stop_loss
06-03 19:01	BTC	Buy	67343.4→66007.7	-10.43	timeout
06-02 23:00	BTC	Buy	69447.5→66237.6	-23.57	stop_loss
06-02 14:23	BTC	Buy	70790.5→67917.6	-20.77	stop_loss
05-31 19:46	BTC	Buy	74029.7→73497.3	-4.04	timeout
05-30 14:54	BTC	Buy	72938.6→73889.3	+5.92	timeout
05-30 07:49	BTC	Buy	73381.7→73502.3	+0.33	timeout
05-29 14:54	BTC	Buy	72949.6→72947.4	-0.61	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-363.90

total pnl ($)

-78.0 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	93	45%	-78.0	-363.90

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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