deribit_basis_discount_fear_gate_long_v72 · strategy

169

closed trades

46%

win rate

-464.90

total pnl ($)

0.449

weight

7d window — n=38 wr=47% pnl=-116.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:59	BTC	Buy	59812→58340.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59821→58346.9	-12.76	stop_loss
06-29 23:14	BTC	Buy	59300→60309	+8.09	timeout
06-29 22:14	BTC	Buy	59632→60407	+6.04	timeout
06-29 21:09	BTC	Buy	59667→60294	+4.65	timeout
06-29 20:00	BTC	Buy	59457→60440	+7.67	timeout
06-29 18:51	BTC	Buy	59499→60206	+5.34	timeout
06-28 21:08	BTC	Buy	60334→59668	-5.98	timeout
06-28 20:06	BTC	Buy	60231→59494	-6.54	timeout
06-28 19:03	BTC	Buy	60568→59502	-9.24	timeout
06-28 17:58	BTC	Buy	60548→59575	-8.45	timeout
06-28 16:54	BTC	Buy	60795→59629	-10.01	timeout
06-27 20:58	BTC	Buy	59688→60241	+4.24	timeout
06-27 19:49	BTC	Buy	59819→60165	+2.49	timeout
06-27 18:44	BTC	Buy	59744→60520	+6.06	timeout
06-27 17:36	BTC	Buy	59966→60564	+4.53	timeout
06-27 16:33	BTC	Buy	60126→60658	+3.99	timeout
06-26 19:15	BTC	Buy	59212→59989	+6.00	timeout
06-26 18:13	BTC	Buy	59455→60092	+4.79	timeout
06-26 17:08	BTC	Buy	59176→60120	+7.43	timeout
06-26 15:58	BTC	Buy	59513→60297	+6.03	timeout
06-26 14:59	BTC	Buy	59502→59634	+0.57	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59842→58369.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.66	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 14:19	BTC	Buy	62376.1→60842.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62537.1→60965.5	-13.01	stop_loss
06-24 14:13	BTC	Buy	62662.1→61119.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62788.1→61239.3	-12.78	stop_loss
06-24 11:26	BTC	Buy	62499.1→62341.9	-1.71	timeout
06-24 10:19	BTC	Buy	62404.1→62516.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 08:17	BTC	Buy	63967.2→62388.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64017.2→62430.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64288.2→62707.5	-12.75	stop_loss
06-23 06:20	BTC	Buy	64413.2→62815.4	-12.86	stop_loss
06-23 06:20	BTC	Buy	64413.2→62815.4	-12.87	stop_loss
06-22 21:53	BTC	Buy	63819.2→64205.8	+2.58	timeout
06-22 20:53	BTC	Buy	63733.2→64389.8	+4.69	timeout
06-22 19:50	BTC	Buy	64191.2→64356.8	+0.81	timeout
06-22 18:46	BTC	Buy	64165.2→64375.8	+1.14	timeout
06-22 17:40	BTC	Buy	64052.2→64456.8	+2.65	timeout
06-21 20:40	BTC	Buy	63850.2→63965.8	+0.45	timeout
06-21 19:36	BTC	Buy	63854.2→64166.8	+2.01	timeout
06-21 18:36	BTC	Buy	63831.2→64117.8	+1.83	timeout
06-21 17:33	BTC	Buy	63996.2→64049.8	+0.05	timeout
06-21 16:25	BTC	Buy	64043.2→64186.8	+0.72	timeout
06-20 20:21	BTC	Buy	62974.1→63922.8	+7.11	timeout
06-20 19:14	BTC	Buy	63039.2→63868.8	+6.15	timeout
06-20 18:12	BTC	Buy	63117.2→63830.8	+5.20	timeout
06-20 17:13	BTC	Buy	62951.1→63899.8	+7.07	timeout
06-20 16:11	BTC	Buy	63096.2→64000.8	+6.62	timeout
06-19 19:39	BTC	Buy	62856.1→62952.9	+0.29	timeout
06-19 18:39	BTC	Buy	62693.1→62960.9	+1.67	timeout
06-19 17:37	BTC	Buy	62606.1→62976.9	+2.51	timeout
06-19 16:37	BTC	Buy	62612.1→63283.8	+4.94	timeout
06-19 15:52	BTC	Buy	62545.1→63200.8	+4.85	timeout
06-18 15:56	BTC	Buy	63947.2→62374.7	-12.57	stop_loss
06-18 15:53	BTC	Buy	64039.2→62463.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64301.2→62718.5	-12.87	stop_loss
06-18 15:40	BTC	Buy	64319.2→62733.5	-12.90	stop_loss
06-18 14:44	BTC	Buy	65125.3→63864.8	-10.12	timeout
06-18 04:11	BTC	Buy	65382.3→63743.9	-12.99	stop_loss
06-17 19:50	BTC	Buy	65612.3→63964.8	-13.01	stop_loss
06-17 19:29	BTC	Buy	65908.3→64259.6	-12.96	stop_loss
06-17 19:29	BTC	Buy	66002.3→64371.6	-12.81	stop_loss
06-17 17:49	BTC	Buy	65887.3→65814.7	-1.09	timeout
06-17 16:44	BTC	Buy	65791.3→65944.7	+0.67	timeout
06-17 15:42	BTC	Buy	65856.3→65506.7	-3.01	timeout
06-17 14:42	BTC	Buy	65673.3→65092.7	-4.88	timeout
06-17 13:37	BTC	Buy	65956.3→65134.7	-6.71	timeout
06-16 17:33	BTC	Buy	66652.3→65738.7	-7.39	timeout
06-16 15:32	BTC	Buy	66614.3→65792.7	-6.69	timeout
06-16 14:24	BTC	Buy	66460.3→65532.7	-7.51	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:24	BTC	Buy	66877.3→66151.7	-5.95	timeout
06-15 13:19	BTC	Buy	63999.2→66810.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63931.2→66739.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63750.2→66549.7	+21.52	take_profit
06-14 20:59	BTC	Buy	64267.2→63978.8	-2.72	timeout
06-14 19:54	BTC	Buy	64291.2→63751.8	-4.69	timeout
06-14 18:50	BTC	Buy	64067.2→63769.8	-2.86	timeout
06-14 17:49	BTC	Buy	64068.2→63768.8	-2.86	timeout
06-14 16:50	BTC	Buy	63902.2→63976.8	+0.09	timeout
06-13 20:40	BTC	Buy	63522.2→64215.8	+4.99	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-13 18:33	BTC	Buy	63776.2→64147.8	+2.45	timeout
06-13 17:31	BTC	Buy	63751.2→64042.8	+1.83	timeout
06-13 16:29	BTC	Buy	63903.2→63967.8	+0.09	timeout
06-12 20:31	BTC	Buy	63364.2→63525.8	+0.81	timeout
06-12 19:28	BTC	Buy	63597.2→63713.8	+0.46	timeout
06-12 18:21	BTC	Buy	63550.2→63666.8	+0.46	timeout

Paper vs Live

Paper (trades.jsonl)

169

closed

46%

win rate

-464.90

total pnl ($)

-54.8 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	169	46%	-54.8	-464.90

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:26	BTC	Buy	circuit_breaker
06-30 02:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…