deribit_basis_discount_fear_gate_long_v73 · strategy

163

closed trades

45%

win rate

-490.45

total pnl ($)

0.250

weight

7d window — n=43 wr=47% pnl=-164.01 · 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 16:14	BTC	Buy	60737→59801	-8.12	timeout
06-28 15:04	BTC	Buy	60544→60032	-4.74	timeout
06-28 03:20	BTC	Buy	60248→60231	-0.60	timeout
06-27 19:06	BTC	Buy	59662→60565	+7.16	timeout
06-27 18:03	BTC	Buy	60003→60434	+3.16	timeout
06-27 15:58	BTC	Buy	60298→60789	+3.68	timeout
06-27 14:57	BTC	Buy	59555→60584	+8.19	timeout
06-27 02:34	BTC	Buy	58832.9→60239	+11.47	timeout
06-26 18:15	BTC	Buy	59413→60040	+4.73	timeout
06-26 17:13	BTC	Buy	59331→60156	+6.39	timeout
06-26 15:11	BTC	Buy	59118→59852	+5.71	timeout
06-26 14:14	BTC	Buy	59263→59951	+5.31	timeout
06-26 02:24	BTC	Buy	59771→58300.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.68	stop_loss
06-25 13:58	BTC	Buy	59616→58150	-12.69	stop_loss
06-25 13:57	BTC	Buy	59822→58337.9	-12.79	stop_loss
06-25 13:53	BTC	Buy	60483→58993.5	-12.71	stop_loss
06-25 13:51	BTC	Buy	60674→59181.4	-12.71	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 17:20	BTC	Buy	60941→59440.3	-12.74	stop_loss
06-24 15:08	BTC	Buy	62322.1→60789.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62599.1→61058.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62609.1→61067.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62759.1→61214.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62846.1→61300.3	-12.75	stop_loss
06-24 11:01	BTC	Buy	62345.1→62434.9	+0.24	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-24 07:55	BTC	Buy	62900.1→62626.9	-2.67	timeout
06-24 06:54	BTC	Buy	62931.1→62750.9	-1.94	timeout
06-23 08:20	BTC	Buy	63892.2→62320.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64185.2→62605.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64357.2→62769.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64432.2→62842.4	-12.80	stop_loss
06-23 06:18	BTC	Buy	64587.2→62997.3	-12.78	stop_loss
06-22 21:36	BTC	Buy	63733.2→64285.8	+3.87	timeout
06-22 20:36	BTC	Buy	64032.2→64400.8	+2.40	timeout
06-22 19:33	BTC	Buy	64198.2→64412.8	+1.17	timeout
06-22 18:29	BTC	Buy	64009.2→64568.8	+3.86	timeout
06-22 17:27	BTC	Buy	64115.2→64547.8	+2.91	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 20:21	BTC	Buy	63924.2→64055.8	+0.58	timeout
06-21 19:21	BTC	Buy	63887.2→64168.8	+1.79	timeout
06-21 18:17	BTC	Buy	63826.2→63977.8	+0.82	timeout
06-21 17:12	BTC	Buy	63895.2→64181.8	+1.85	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.18	timeout
06-20 20:12	BTC	Buy	63048.2→63934.8	+6.62	timeout
06-20 19:06	BTC	Buy	63058.2→63804.8	+5.48	timeout
06-20 18:03	BTC	Buy	63130.2→63877.8	+5.46	timeout
06-20 17:02	BTC	Buy	62934.1→63933.8	+7.45	timeout
06-19 19:40	BTC	Buy	62861.1→62951.9	+0.24	timeout
06-19 18:39	BTC	Buy	62687.1→62983.9	+1.90	timeout
06-19 17:33	BTC	Buy	62720.1→62973.9	+1.57	timeout
06-19 16:38	BTC	Buy	62611.1→63276.8	+4.88	timeout
06-19 15:59	BTC	Buy	62338.1→63172.8	+6.29	timeout
06-18 15:53	BTC	Buy	64029.2→62454.6	-12.46	stop_loss
06-18 15:40	BTC	Buy	64259.2→62656.5	-12.67	stop_loss
06-18 15:40	BTC	Buy	64247.2→62656.5	-12.54	stop_loss
06-18 15:38	BTC	Buy	64398.2→62811.4	-12.49	stop_loss
06-18 14:37	BTC	Buy	65147.3→63959.8	-9.55	timeout
06-17 22:03	BTC	Buy	65485.3→63850.9	-12.92	stop_loss
06-17 19:29	BTC	Buy	65948.3→64326.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65951.3→64329.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65966.3→64342.6	-12.76	stop_loss
06-17 17:42	BTC	Buy	65708.3→65825.7	+0.35	timeout
06-17 16:39	BTC	Buy	65793.3→66009.7	+1.18	timeout
06-17 15:36	BTC	Buy	65909.3→65368.7	-4.56	timeout
06-17 14:35	BTC	Buy	65543.3→65196.7	-3.10	timeout
06-17 13:30	BTC	Buy	66091.3→64848.8	-9.90	timeout
06-16 17:31	BTC	Buy	66749.3→65689.7	-8.48	timeout
06-16 15:29	BTC	Buy	66645.3→65736.7	-7.35	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 14:22	BTC	Buy	66467.3→65688.7	-6.39	timeout
06-16 13:24	BTC	Buy	66872.3→66147.7	-5.95	timeout
06-15 13:19	BTC	Buy	63999.2→66811.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63931.2→66747.7	+21.59	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.51	take_profit
06-15 12:46	BTC	Buy	63675.2→66470.7	+21.51	take_profit
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:50	BTC	Buy	64042.2→63746.8	-2.84	timeout
06-14 17:48	BTC	Buy	64063.2→63797.8	-2.60	timeout
06-14 16:42	BTC	Buy	64046.2→64130.8	+0.16	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:26	BTC	Buy	63753.2→64131.8	+2.52	timeout
06-13 18:28	BTC	Buy	63736.2→64145.8	+2.74	timeout
06-13 17:25	BTC	Buy	63800.2→64012.8	+1.22	timeout
06-13 16:22	BTC	Buy	63796.2→64011.8	+1.29	timeout
06-12 20:29	BTC	Buy	63330.2→63503.8	+0.91	timeout
06-12 19:24	BTC	Buy	63659.2→63676.8	-0.33	timeout
06-12 18:19	BTC	Buy	63529.2→63687.8	+0.79	timeout
06-12 17:13	BTC	Buy	62418.1→63849.8	+10.97	timeout
06-12 16:10	BTC	Buy	62743.1→63698.8	+7.09	timeout
06-11 19:46	BTC	Buy	61980.1→63645.8	+12.86	timeout
06-11 18:42	BTC	Buy	61791.1→63472.8	+13.03	timeout
06-11 17:37	BTC	Buy	61785.1→63172.8	+10.69	timeout
06-11 16:37	BTC	Buy	62360.1→62759.9	+2.65	timeout
06-11 15:35	BTC	Buy	62292.1→62741.9	+3.06	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

45%

win rate

-490.45

total pnl ($)

-60.0 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	163	45%	-60.0	-490.45

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:22	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…