deribit_basis_discount_fear_gated_long_v17 · strategy

closed trades

49%

win rate

-204.12

total pnl ($)

0.681

weight

7d window — n=15 wr=33% pnl=-95.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:21	BTC	Buy	60261→59648	-5.53	timeout
06-28 19:19	BTC	Buy	60493→59444	-9.10	timeout
06-26 18:10	BTC	Buy	59629→60062	+3.08	timeout
06-26 17:09	BTC	Buy	59168→60150	+7.74	timeout
06-26 16:08	BTC	Buy	59543→60271	+5.57	timeout
06-26 15:06	BTC	Buy	59153→59585	+3.15	timeout
06-26 14:25	BTC	Buy	59378→60054	+5.19	timeout
06-25 13:59	BTC	Buy	59605→58079	-13.17	stop_loss
06-25 13:59	BTC	Buy	59617→58088	-13.20	stop_loss
06-25 13:57	BTC	Buy	59752→58218	-13.21	stop_loss
06-25 13:53	BTC	Buy	60460→58911.6	-13.18	stop_loss
06-25 13:51	BTC	Buy	60686→59114.5	-13.34	stop_loss
06-24 17:20	BTC	Buy	60935→59371.3	-13.27	stop_loss
06-24 16:51	BTC	Buy	61277.1→59705.1	-13.25	stop_loss
06-24 14:02	BTC	Buy	62782.1→61174.3	-13.25	stop_loss
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-16 12:40	BTC	Buy	66332.3→66552.7	+1.13	timeout
06-16 11:36	BTC	Buy	66160.3→66349.7	+0.91	timeout
06-16 10:31	BTC	Buy	65693.3→66589.7	+6.34	timeout
06-15 13:12	BTC	Buy	64327.2→66599.7	+17.23	timeout
06-15 13:08	BTC	Buy	63788.2→66653.7	+22.02	take_profit
06-15 12:08	BTC	Buy	64474.2→66170.7	+12.72	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 10:00	BTC	Buy	64563.2→65571.7	+7.36	timeout
06-14 19:11	BTC	Buy	64159.2→63763.8	-3.61	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:45	BTC	Buy	63882.2→64580.8	+5.02	timeout
06-14 10:41	BTC	Buy	63804.2→64586.8	+5.66	timeout
06-14 09:38	BTC	Buy	63778.2→64434.8	+4.64	timeout
06-13 18:51	BTC	Buy	63801.2→64061.8	+1.59	timeout
06-13 12:03	BTC	Buy	63736.2→63926.8	+0.97	timeout
06-13 11:02	BTC	Buy	63770.2→63815.8	-0.19	timeout
06-13 09:55	BTC	Buy	63755.2→63729.8	-0.72	timeout
06-13 08:53	BTC	Buy	63432.2→63777.8	+2.19	timeout
06-12 17:59	BTC	Buy	63522.2→63829.8	+1.96	timeout
06-12 11:49	BTC	Buy	63063.2→63804.8	+5.35	timeout
06-12 10:43	BTC	Buy	62913.1→63646.8	+5.30	timeout
06-12 09:40	BTC	Buy	62897.1→63823.8	+6.83	timeout
06-12 08:39	BTC	Buy	62947.1→63437.8	+3.37	timeout
06-11 16:55	BTC	Buy	62079.1→62555.9	+3.33	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.84	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:29	BTC	Buy	63162.2→61541.1	-13.29	stop_loss
06-09 14:20	BTC	Buy	63308.2→61684.1	-13.28	stop_loss
06-09 14:16	BTC	Buy	63497.2→61870	-13.26	stop_loss
06-09 14:16	BTC	Buy	63518.2→61891.9	-13.25	stop_loss
06-09 14:11	BTC	Buy	63555.2→61923.9	-13.28	stop_loss
06-09 07:18	BTC	Buy	63030.2→63326.8	+1.85	timeout
06-08 18:46	BTC	Buy	62211.1→63465.8	+9.57	timeout
06-08 17:45	BTC	Buy	62218.1→63372.8	+8.72	timeout
06-08 16:46	BTC	Buy	62203.1→63548.8	+10.28	timeout
06-08 15:46	BTC	Buy	61993.1→63785.8	+13.95	timeout
06-08 06:25	BTC	Buy	61820.1→62974.9	+8.88	timeout
06-07 18:39	BTC	Buy	60634→62170.9	+12.27	timeout
06-07 17:25	BTC	Buy	60639→62221.9	+12.60	timeout
06-07 16:11	BTC	Buy	60713→61997.9	+10.02	timeout
06-07 15:06	BTC	Buy	60524→61681.9	+9.10	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	timeout
06-06 04:27	BTC	Buy	61363.1→59793.1	-13.25	stop_loss
06-05 21:04	BTC	Buy	59311→61973.9	+22.00	take_profit
06-05 18:54	BTC	Buy	60678→59125.5	-13.25	stop_loss
06-05 18:54	BTC	Buy	60716→59162.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60765→59209.4	-13.25	stop_loss
06-05 18:44	BTC	Buy	61258.1→59690.2	-13.25	stop_loss
06-05 14:26	BTC	Buy	61976.1→60387.8	-13.26	stop_loss
06-05 14:04	BTC	Buy	62101.1→60510.7	-13.26	stop_loss
06-05 13:56	BTC	Buy	62500.1→60899.5	-13.26	stop_loss
06-05 13:49	BTC	Buy	62858.1→61249.3	-13.25	stop_loss
06-05 13:49	BTC	Buy	62947.1→61335.2	-13.26	stop_loss
06-05 11:08	BTC	Buy	62406.1→62317.9	-1.19	timeout
06-05 06:24	BTC	Buy	62774.1→61167.3	-13.24	stop_loss
06-05 06:18	BTC	Buy	63432.2→61802	-13.24	stop_loss
06-05 06:03	BTC	Buy	63681.2→62051.9	-13.19	stop_loss
06-05 06:01	BTC	Buy	63786.2→62152.8	-13.21	stop_loss
06-05 02:20	BTC	Buy	62551.1→62974.9	+2.94	timeout
06-04 11:10	BTC	Buy	63799.2→62166.8	-13.22	stop_loss
06-04 10:29	BTC	Buy	64069.2→62429.6	-13.22	stop_loss
06-04 09:26	BTC	Buy	64524.2→62872.4	-13.25	stop_loss
06-04 02:03	BTC	Buy	63120.2→61504.2	-13.25	stop_loss
06-04 01:16	BTC	Buy	64500.2→62849.4	-13.25	stop_loss
06-04 00:26	BTC	Buy	65435.3→63760.9	-13.24	stop_loss
06-03 20:45	BTC	Buy	66790.3→65055.2	-13.46	stop_loss
06-03 20:43	BTC	Buy	66861.3→65150.1	-13.28	stop_loss
06-03 19:54	BTC	Buy	67047.4→65324.1	-13.32	stop_loss
06-03 19:52	BTC	Buy	67184.4→65464	-13.29	stop_loss
06-03 16:24	BTC	Buy	67330.4→65596.9	-13.34	stop_loss
06-03 03:44	BTC	Buy	67423.4→65696.8	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-204.12

total pnl ($)

-43.9 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	92	49%	-43.9	-204.12

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…