deribit_basis_discount_fear_gated_24h_long · strategy

108

closed trades

44%

win rate

-293.12

total pnl ($)

0.250

weight

7d window — n=27 wr=26% pnl=-165.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:57	BTC	Buy	60152→59732	-3.97	timeout
06-29 01:53	BTC	Buy	60236→59448	-7.02	timeout
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-28 01:11	BTC	Buy	59952→59981	-0.20	timeout
06-27 23:31	BTC	Buy	59923→59943	-0.23	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 14:42	BTC	Buy	59662→60597	+7.38	timeout
06-27 03:03	BTC	Buy	58365.9→60331	+16.38	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:23	BTC	Buy	59455→60128	+5.12	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.04	timeout
06-26 13:19	BTC	Buy	60022→58542.8	-12.79	stop_loss
06-26 02:24	BTC	Buy	59751→58277.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	60025→58542.8	-12.78	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60878.5	-12.98	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 08:23	BTC	Buy	62381.1→62678.9	+1.84	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 22:04	BTC	Buy	66423.3→65724.7	-5.80	timeout
06-16 14:44	BTC	Buy	66506.3→65650.7	-6.97	timeout
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:40	BTC	Buy	66307.3→66602.7	+1.70	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-15 21:40	BTC	Buy	64992.2→66394.7	+10.28	timeout
06-15 14:18	BTC	Buy	64242.2→66485.7	+17.02	timeout
06-15 13:22	BTC	Buy	64055.2→66868.7	+21.53	take_profit
06-15 12:10	BTC	Buy	64448.2→66188.7	+13.06	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 21:16	BTC	Buy	64245.2→64388.8	+0.64	timeout
06-14 14:55	BTC	Buy	64198.2→63901.8	-2.77	timeout
06-14 13:53	BTC	Buy	64071.2→64275.8	+1.15	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-13 20:45	BTC	Buy	63487.2→64221.8	+5.32	timeout
06-13 14:11	BTC	Buy	63394.2→64135.8	+5.35	timeout
06-13 12:47	BTC	Buy	63450.2→64077.8	+4.42	timeout
06-13 11:29	BTC	Buy	63827.2→63949.8	+0.42	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-12 18:49	BTC	Buy	63497.2→63816.8	+2.06	timeout
06-12 12:20	BTC	Buy	62933.1→63561.8	+4.47	timeout
06-12 11:15	BTC	Buy	63147.2→63801.8	+4.66	timeout
06-12 10:10	BTC	Buy	62913.1→63800.8	+6.51	timeout
06-12 09:08	BTC	Buy	62831.1→63454.8	+4.43	timeout
06-11 17:21	BTC	Buy	62087.1→62376.9	+1.79	timeout
06-11 11:21	BTC	Buy	61137.1→63076.8	+15.29	timeout
06-11 10:19	BTC	Buy	61179.1→62791.9	+12.58	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.21	timeout
06-09 14:20	BTC	Buy	63263.2→61705	-12.77	stop_loss
06-09 14:19	BTC	Buy	63269.2→61711	-12.76	stop_loss
06-09 14:11	BTC	Buy	63535.2→61971.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63752.2→62184.8	-12.72	stop_loss
06-09 13:23	BTC	Buy	63803.2→62232.8	-12.73	stop_loss
06-09 06:48	BTC	Buy	62957.1→63351.8	+2.63	timeout
06-08 22:25	BTC	Buy	62991.1→63307.8	+2.03	timeout
06-08 18:01	BTC	Buy	62185.1→63593.8	+10.78	timeout
06-08 16:02	BTC	Buy	62051.1→63733.8	+12.96	timeout
06-08 13:59	BTC	Buy	61728.1→63715.8	+15.61	timeout
06-08 06:30	BTC	Buy	62003.1→63035.8	+7.87	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 16:57	BTC	Buy	60700→61975.9	+10.03	timeout
06-07 15:45	BTC	Buy	60847→62048.9	+9.47	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:44	BTC	Buy	62212.1→62106.9	-1.32	timeout
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61248.3	-12.68	stop_loss
06-05 06:22	BTC	Buy	62880.1→61328.3	-12.78	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-05 01:21	BTC	Buy	62766.1→63279.8	+3.69	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62493.6	-12.72	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

44%

win rate

-293.12

total pnl ($)

-53.9 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	108	44%	-53.9	-293.12

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…