deribit_basis_discount_fear_gated_long_v15 · strategy

109

closed trades

36%

win rate

-450.23

total pnl ($)

0.694

weight

7d window — n=22 wr=41% pnl=-79.66 · 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 11:41	BTC	Buy	59821→59206	-5.57	timeout
06-30 01:03	BTC	Buy	59495→59773	+1.95	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.29	timeout
06-29 07:30	BTC	Buy	60081→60071	-0.53	timeout
06-28 20:07	BTC	Buy	60242→59508	-6.52	timeout
06-28 19:05	BTC	Buy	60570→59478	-9.45	timeout
06-28 07:01	BTC	Buy	60365→60045	-3.08	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60004→58522.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60274→58779.7	-12.79	stop_loss
06-24 17:20	BTC	Buy	60975→59472.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61269.1→59732.1	-12.97	stop_loss
06-24 14:17	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:24	BTC	Buy	63791.2→62221.8	-12.75	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-23 03:51	BTC	Buy	64073.2→64038.8	-0.72	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:10	BTC	Buy	63477.2→64222.8	+5.38	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 14:52	BTC	Buy	65175.3→63572	-12.74	stop_loss
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:29	BTC	Buy	66041.3→64417.6	-12.75	stop_loss
06-17 18:32	BTC	Buy	65954.3→65544.7	-3.66	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.38	timeout
06-17 08:44	BTC	Buy	66498.3→64853.3	-12.83	stop_loss
06-16 18:21	BTC	Buy	66816.3→65972.7	-6.83	timeout
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 12:00	BTC	Buy	66224.3→66429.7	+1.01	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:05	BTC	Buy	64453.2→65913.7	+10.88	timeout
06-14 09:44	BTC	Buy	63788.2→64526.8	+5.29	timeout
06-14 08:37	BTC	Buy	63843.2→64469.8	+4.43	timeout
06-14 07:34	BTC	Buy	63741.2→64322.8	+4.11	timeout
06-13 09:33	BTC	Buy	63868.2→63796.8	-1.10	timeout
06-13 08:26	BTC	Buy	63471.2→63779.8	+1.88	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 09:04	BTC	Buy	62889.1→63408.8	+3.61	timeout
06-12 07:51	BTC	Buy	62676.1→62984.9	+1.97	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-10 22:16	BTC	Buy	62629.1→61088.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:12	BTC	Buy	61089.1→62410.9	+10.34	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62549.1→61009.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63128.2→62602.9	-4.56	timeout
06-09 00:46	BTC	Buy	64061.2→62479.6	-12.80	stop_loss
06-08 22:07	BTC	Buy	61751.1→63456.8	+13.33	timeout
06-08 11:36	BTC	Buy	62540.1→63692.8	+8.74	timeout
06-08 06:18	BTC	Buy	61730.1→62994.9	+9.79	timeout
06-07 12:16	BTC	Buy	61037.1→62200.9	+9.08	timeout
06-07 10:43	BTC	Buy	60391→62326.9	+15.60	timeout
06-07 05:58	BTC	Buy	60869→61733.9	+6.70	timeout
06-06 04:32	BTC	Buy	61186.1→59680.2	-12.76	stop_loss
06-06 04:13	BTC	Buy	61619.1→60099.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62834.1→61282.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 02:30	BTC	Buy	64157.2→62579.6	-12.74	stop_loss
06-05 01:45	BTC	Buy	62802.1→63344.8	+3.89	timeout
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 09:30	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-04 01:19	BTC	Buy	64347.2→62764.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 19:52	BTC	Buy	67112.4→65460	-12.80	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67166.4→65513.9	-12.76	stop_loss
06-03 03:34	BTC	Buy	67603.4→65928.7	-12.84	stop_loss
06-03 03:33	BTC	Buy	67672.4→66005.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 12:31	BTC	Buy	70898.5→69151.9	-12.83	stop_loss
06-02 12:06	BTC	Buy	71006.6→69253.9	-12.85	stop_loss
06-01 22:25	BTC	Buy	73979.7→71211.8	-19.30	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

36%

win rate

-450.23

total pnl ($)

-82.2 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	109	36%	-82.2	-450.23

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…