deribit_basis_discount_fear_gate_long_v9 · strategy

103

closed trades

44%

win rate

-252.33

total pnl ($)

0.250

weight

7d window — n=23 wr=26% pnl=-146.95 · 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 11:37	BTC	Buy	59933→59128	-7.15	timeout
06-30 07:04	BTC	Buy	59991→59587	-3.80	timeout
06-29 02:49	BTC	Buy	60096→59690	-3.87	timeout
06-28 22:02	BTC	Buy	60128→59608	-4.79	timeout
06-28 20:52	BTC	Buy	60264→59619	-5.78	timeout
06-28 19:51	BTC	Buy	60171→59327	-7.45	timeout
06-28 18:47	BTC	Buy	60522→59567	-8.32	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:40	BTC	Buy	59412→59732	+2.12	timeout
06-26 17:39	BTC	Buy	59668→59967	+1.94	timeout
06-26 16:30	BTC	Buy	59465→60122	+4.98	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.57	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60813→59317.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:49	BTC	Buy	61828.1→60305.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62760.1→61216.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.73	stop_loss
06-17 05:11	BTC	Buy	65972.3→65763.7	-2.06	timeout
06-16 14:03	BTC	Buy	66300.3→66163.7	-1.57	timeout
06-16 13:01	BTC	Buy	66486.3→66418.7	-1.04	timeout
06-16 11:53	BTC	Buy	66202.3→66347.7	+0.57	timeout
06-16 10:46	BTC	Buy	65756.3→66537.7	+5.40	timeout
06-16 03:20	BTC	Buy	67248.4→65594.9	-12.72	stop_loss
06-15 14:23	BTC	Buy	64269.2→66455.7	+16.57	timeout
06-15 13:20	BTC	Buy	64031.2→66844.7	+21.53	take_profit
06-15 12:14	BTC	Buy	64478.2→66270.7	+13.47	timeout
06-15 11:10	BTC	Buy	64518.2→65965.7	+10.78	timeout
06-15 10:07	BTC	Buy	64521.2→65656.7	+8.35	timeout
06-14 20:07	BTC	Buy	64233.2→63788.8	-3.95	timeout
06-14 13:47	BTC	Buy	64078.2→64312.8	+1.38	timeout
06-14 11:39	BTC	Buy	63887.2→64599.8	+5.14	timeout
06-14 10:37	BTC	Buy	63823.2→64611.8	+5.72	timeout
06-14 09:32	BTC	Buy	63802.2→64381.8	+4.05	timeout
06-13 19:49	BTC	Buy	63625.2→64286.8	+4.75	timeout
06-13 13:12	BTC	Buy	63399.2→64139.8	+5.32	timeout
06-13 11:02	BTC	Buy	63770.2→63814.8	-0.20	timeout
06-13 09:54	BTC	Buy	63776.2→63719.8	-0.97	timeout
06-13 08:52	BTC	Buy	63433.2→63781.8	+2.22	timeout
06-12 18:56	BTC	Buy	63470.2→63728.8	+1.57	timeout
06-12 12:09	BTC	Buy	63005.2→63637.8	+4.50	timeout
06-12 10:55	BTC	Buy	63151.2→63678.8	+3.66	timeout
06-12 09:50	BTC	Buy	62895.1→63805.8	+6.70	timeout
06-12 08:48	BTC	Buy	62975.1→63400.8	+2.84	timeout
06-11 17:33	BTC	Buy	61737.1→63407.8	+12.98	timeout
06-11 11:20	BTC	Buy	61096.1→63086.8	+15.71	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:46	BTC	Buy	62744.1→61201.3	-12.75	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:16	BTC	Buy	63433.2→61868	-12.79	stop_loss
06-09 14:11	BTC	Buy	63534.2→61968.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63754.2→62181.8	-12.76	stop_loss
06-09 06:48	BTC	Buy	62957.1→63351.8	+2.63	timeout
06-09 00:48	BTC	Buy	64007.2→62425.6	-12.81	stop_loss
06-08 17:56	BTC	Buy	62170.1→63462.8	+9.84	timeout
06-08 16:58	BTC	Buy	61992.1→63475.8	+11.42	timeout
06-08 14:57	BTC	Buy	61909.1→64029.8	+16.64	timeout
06-08 13:56	BTC	Buy	61765.1→63723.8	+15.36	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 15:51	BTC	Buy	60797→62053.9	+9.86	timeout
06-07 14:47	BTC	Buy	60933→61820.9	+6.82	timeout
06-07 13:32	BTC	Buy	60686→61865.9	+9.25	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.31	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:56	BTC	Buy	62527.1→60988.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62959.1→61411.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 06:23	BTC	Buy	62733.1→61175.3	-12.86	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:19	BTC	Buy	63290.2→61732	-12.71	stop_loss
06-05 02:47	BTC	Buy	63341.2→62657.9	-5.80	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62502.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62895.4	-12.77	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65060.2	-12.95	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

44%

win rate

-252.33

total pnl ($)

-48.6 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	103	44%	-48.6	-252.33

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…