deribit_basis_discount_fear_gate_long_v71 · strategy

159

closed trades

44%

win rate

-482.94

total pnl ($)

0.250

weight

7d window — n=43 wr=51% pnl=-168.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:48	BTC	Buy	60785→59700	-9.39	timeout
06-27 20:20	BTC	Buy	59770→60256	+3.67	timeout
06-27 19:13	BTC	Buy	59981→60562	+4.42	timeout
06-27 18:11	BTC	Buy	60066→60529	+3.42	timeout
06-27 17:06	BTC	Buy	60110→60497	+2.75	timeout
06-27 16:06	BTC	Buy	60378→60765	+2.81	timeout
06-26 18:54	BTC	Buy	59478→59619	+0.62	timeout
06-26 17:52	BTC	Buy	59463→59972	+3.73	timeout
06-26 16:40	BTC	Buy	59288→60238	+7.45	timeout
06-26 15:28	BTC	Buy	59226→60131	+7.08	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-25 13:59	BTC	Buy	59548→58081	-12.69	stop_loss
06-25 13:58	BTC	Buy	59622→58154	-12.69	stop_loss
06-25 13:55	BTC	Buy	59856→58379.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-25 13:48	BTC	Buy	60843→59346.3	-12.69	stop_loss
06-24 17:46	BTC	Buy	60670→59176.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61173.1→59657.2	-12.82	stop_loss
06-24 14:19	BTC	Buy	62517.1→60966.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62661.1→61120.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62727.1→61184.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62865.1→61318.3	-12.75	stop_loss
06-24 11:29	BTC	Buy	62493.1→62365.9	-1.48	timeout
06-24 10:24	BTC	Buy	62373.1→62492.9	+0.46	timeout
06-24 09:21	BTC	Buy	62439.1→62689.9	+1.49	timeout
06-24 08:19	BTC	Buy	62434.1→62652.9	+1.25	timeout
06-24 07:21	BTC	Buy	63053.2→62671.9	-3.56	timeout
06-23 08:17	BTC	Buy	63968.2→62391.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63993.2→62415.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64281.2→62695.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64367.2→62784.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64413.2→62825.4	-12.79	stop_loss
06-22 22:05	BTC	Buy	63748.2→64343.8	+4.22	timeout
06-22 21:01	BTC	Buy	63809.2→64440.8	+4.49	timeout
06-22 20:00	BTC	Buy	64180.2→64497.8	+1.99	timeout
06-22 18:59	BTC	Buy	64141.2→64346.8	+1.10	timeout
06-22 17:52	BTC	Buy	64147.2→64523.8	+2.42	timeout
06-21 21:27	BTC	Buy	63939.2→63673.8	-2.53	timeout
06-21 20:25	BTC	Buy	63920.2→64081.8	+0.81	timeout
06-21 19:28	BTC	Buy	63834.2→64169.8	+2.20	timeout
06-21 18:27	BTC	Buy	63832.2→64022.8	+1.09	timeout
06-21 17:23	BTC	Buy	63864.2→64104.8	+1.50	timeout
06-20 21:16	BTC	Buy	63237.2→63939.8	+5.11	timeout
06-20 20:14	BTC	Buy	63045.2→63946.8	+6.73	timeout
06-20 19:08	BTC	Buy	63029.2→63818.8	+5.83	timeout
06-20 18:04	BTC	Buy	63107.2→63888.8	+5.74	timeout
06-20 17:04	BTC	Buy	62887.1→63953.8	+8.00	timeout
06-19 20:08	BTC	Buy	63105.2→63049.8	-0.92	timeout
06-19 19:09	BTC	Buy	62639.1→63001.8	+2.42	timeout
06-19 18:09	BTC	Buy	62678.1→63095.8	+2.88	timeout
06-19 17:11	BTC	Buy	62447.1→62971.9	+3.75	timeout
06-19 16:37	BTC	Buy	62559.1→63274.8	+5.28	timeout
06-18 15:57	BTC	Buy	63901.2→62295.7	-12.88	stop_loss
06-18 15:40	BTC	Buy	64233.2→62653.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64298.2→62713.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64311.2→62725.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64586.2→62996.3	-12.45	stop_loss
06-18 04:11	BTC	Buy	65440.3→63828.9	-12.77	stop_loss
06-17 19:46	BTC	Buy	65688.3→64071.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65940.3→64318.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	66044.3→64418.6	-12.76	stop_loss
06-17 18:15	BTC	Buy	66094.3→65406.7	-5.74	timeout
06-17 17:09	BTC	Buy	65758.3→65825.7	-0.03	timeout
06-17 16:06	BTC	Buy	65822.3→65808.7	-0.59	timeout
06-17 15:03	BTC	Buy	65656.3→65169.7	-4.07	timeout
06-16 22:15	BTC	Buy	66377.3→65811.7	-4.80	timeout
06-16 14:39	BTC	Buy	66454.3→65658.7	-6.52	timeout
06-16 14:23	BTC	Buy	67098.4→65446	-12.84	stop_loss
06-16 14:23	BTC	Buy	67159.4→65508	-12.82	stop_loss
06-16 13:46	BTC	Buy	66507.3→66130.7	-3.36	timeout
06-15 21:33	BTC	Buy	64835.2→66391.7	+11.50	timeout
06-15 13:16	BTC	Buy	63934.2→66743.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63788.2→66592.7	+21.55	take_profit
06-15 12:46	BTC	Buy	63662.2→66457.7	+21.52	take_profit
06-14 21:02	BTC	Buy	64290.2→63993.8	-2.78	timeout
06-14 19:55	BTC	Buy	64302.2→63761.8	-4.70	timeout
06-14 18:55	BTC	Buy	64090.2→63773.8	-2.99	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.83	timeout
06-14 16:42	BTC	Buy	64039.2→64130.8	+0.23	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:27	BTC	Buy	63757.2→64117.8	+2.38	timeout
06-13 18:25	BTC	Buy	63707.2→64107.8	+2.68	timeout
06-13 17:23	BTC	Buy	63753.2→64012.8	+1.59	timeout
06-13 16:21	BTC	Buy	63802.2→64007.8	+1.21	timeout
06-12 20:29	BTC	Buy	63338.2→63503.8	+0.84	timeout
06-12 19:24	BTC	Buy	63657.2→63685.8	-0.24	timeout
06-12 18:19	BTC	Buy	63483.2→63708.8	+1.32	timeout
06-12 17:13	BTC	Buy	62403.1→63857.8	+11.16	timeout
06-12 16:13	BTC	Buy	62748.1→63866.8	+8.40	timeout
06-11 19:45	BTC	Buy	62009.1→63642.8	+12.60	timeout
06-11 18:42	BTC	Buy	61781.1→63471.8	+13.11	timeout
06-11 17:38	BTC	Buy	61738.1→63170.8	+11.07	timeout
06-11 16:37	BTC	Buy	62354.1→62765.9	+2.75	timeout
06-11 15:37	BTC	Buy	62307.1→62813.9	+3.52	timeout
06-10 18:35	BTC	Buy	61735.1→61832.9	+0.30	timeout
06-10 17:34	BTC	Buy	61805.1→61804.9	-0.50	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:28	BTC	Buy	61347.1→62314.9	+7.39	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

44%

win rate

-482.94

total pnl ($)

-60.6 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	159	44%	-60.6	-482.94

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…