deribit_basis_discount_fear_gated_long_v11 · strategy

closed trades

47%

win rate

-270.81

total pnl ($)

0.309

weight

7d window — n=23 wr=35% pnl=-149.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:08	BTC	Buy	60105→60099	-0.44	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 16:33	BTC	Buy	60122→60658	+4.04	timeout
06-27 04:58	BTC	Buy	59880→60189	+2.14	timeout
06-27 02:47	BTC	Buy	58739.9→60305	+12.86	timeout
06-26 20:26	BTC	Buy	59616→59695	+0.11	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 13:18	BTC	Buy	60270→58787.7	-12.76	stop_loss
06-26 02:24	BTC	Buy	59762→58285.9	-12.79	stop_loss
06-26 02:24	BTC	Buy	59751→58277.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59966→58478.8	-12.84	stop_loss
06-25 18:02	BTC	Buy	59344→59662	+2.26	timeout
06-25 13:53	BTC	Buy	60254→58767.7	-12.72	stop_loss
06-25 13:53	BTC	Buy	60288→58772.7	-12.94	stop_loss
06-25 13:48	BTC	Buy	61027.1→59525.2	-12.70	stop_loss
06-25 13:48	BTC	Buy	61033.1→59532.2	-12.70	stop_loss
06-24 16:51	BTC	Buy	61412.1→59885	-12.86	stop_loss
06-24 14:17	BTC	Buy	62603.1→61063.4	-12.73	stop_loss
06-24 14:04	BTC	Buy	62571.1→61285.9	-10.71	timeout
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62823.1→61277.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:20	BTC	Buy	62408.1→62625.9	+1.21	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 04:30	BTC	Buy	65923.3→65851.7	-1.04	timeout
06-17 00:23	BTC	Buy	66264.3→65690.7	-4.86	timeout
06-16 14:23	BTC	Buy	67189.4→65534.9	-12.84	stop_loss
06-16 14:03	BTC	Buy	66329.3→66155.7	-1.84	timeout
06-16 12:02	BTC	Buy	66169.3→66413.7	+1.31	timeout
06-16 03:46	BTC	Buy	65902.3→66098.7	+1.07	timeout
06-15 23:38	BTC	Buy	65605.3→66176.7	+3.86	timeout
06-15 13:16	BTC	Buy	63923.2→66731.7	+21.53	take_profit
06-15 13:12	BTC	Buy	64323.2→66622.7	+17.44	timeout
06-15 11:10	BTC	Buy	64505.2→65962.7	+10.84	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 22:49	BTC	Buy	64474.2→65383.7	+6.56	timeout
06-14 16:43	BTC	Buy	64038.2→64129.8	+0.22	timeout
06-14 12:37	BTC	Buy	64003.2→64285.8	+1.77	timeout
06-14 10:36	BTC	Buy	63818.2→64626.8	+5.86	timeout
06-14 01:18	BTC	Buy	63637.2→64652.8	+7.58	timeout
06-13 20:59	BTC	Buy	63441.2→64260.8	+5.99	timeout
06-13 14:41	BTC	Buy	63565.2→64190.8	+4.43	timeout
06-13 12:24	BTC	Buy	63539.2→63933.8	+2.58	timeout
06-13 10:03	BTC	Buy	63702.2→63733.8	-0.28	timeout
06-13 00:20	BTC	Buy	63619.2→63538.8	-1.17	timeout
06-12 18:58	BTC	Buy	63504.2→63665.8	+0.82	timeout
06-12 12:41	BTC	Buy	62780.1→63387.8	+4.31	timeout
06-12 10:30	BTC	Buy	62833.1→63580.8	+5.43	timeout
06-12 08:31	BTC	Buy	62903.1→63457.8	+3.88	timeout
06-11 19:43	BTC	Buy	61992.1→63750.8	+13.61	timeout
06-11 17:20	BTC	Buy	62132.1→62383.9	+1.49	timeout
06-11 12:23	BTC	Buy	61026.1→62679.9	+12.98	timeout
06-11 10:19	BTC	Buy	61180.1→62771.9	+12.42	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 18:51	BTC	Buy	61715.1→61673.9	-0.83	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62749.1→61205.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:11	BTC	Buy	63494.2→61932.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63519.2→61953.9	-12.77	stop_loss
06-09 13:37	BTC	Buy	63667.2→62101.8	-12.73	stop_loss
06-09 06:54	BTC	Buy	62978.1→63231.8	+1.51	timeout
06-09 00:49	BTC	Buy	63992.2→62418.7	-12.75	stop_loss
06-08 20:39	BTC	Buy	61709.1→63281.8	+12.25	timeout
06-08 18:34	BTC	Buy	62228.1→63559.8	+10.17	timeout
06-08 16:36	BTC	Buy	62217.1→63675.8	+11.20	timeout
06-08 14:32	BTC	Buy	62249.1→63827.8	+12.19	timeout
06-08 06:12	BTC	Buy	61683.1→62887.9	+9.31	timeout
06-07 19:52	BTC	Buy	60577→61337.9	+5.88	timeout
06-07 17:50	BTC	Buy	60581→62193.9	+12.89	timeout
06-07 15:36	BTC	Buy	60700→62025.9	+10.46	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 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 04:14	BTC	Buy	61591.1→60071.9	-12.79	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-12.76	stop_loss
06-05 18:42	BTC	Buy	61420.1→59909	-12.76	stop_loss
06-05 14:06	BTC	Buy	61936.1→60411.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61984.1→60456.7	-12.77	stop_loss
06-05 13:57	BTC	Buy	62391.1→60856.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62433.1→60897.5	-12.75	stop_loss
06-05 13:52	BTC	Buy	62598.1→61057.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62792.1→61248.3	-12.68	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:20	BTC	Buy	62551.1→62970.9	+2.91	timeout
06-04 11:10	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-04 01:16	BTC	Buy	64435.2→62850.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 23:38	BTC	Buy	65880.3→64259.6	-12.75	stop_loss
06-03 23:07	BTC	Buy	66059.3→64416.6	-12.88	stop_loss
06-03 19:55	BTC	Buy	66858.3→65170.1	-13.11	stop_loss
06-03 19:54	BTC	Buy	67004.4→65356	-12.77	stop_loss
06-03 16:26	BTC	Buy	67223.4→65568.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67260.4→65599.9	-12.80	stop_loss
06-03 03:34	BTC	Buy	67592.4→65928.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-270.81

total pnl ($)

-55.0 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	98	47%	-55.0	-270.81

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…