deribit_basis_discount_fear_gated_long_v21 · strategy

103

closed trades

45%

win rate

-236.69

total pnl ($)

0.361

weight

7d window — n=22 wr=27% pnl=-130.15 · 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 07:02	BTC	Buy	59916→59604	-3.03	timeout
06-29 02:50	BTC	Buy	60110→59702	-3.88	timeout
06-28 21:58	BTC	Buy	60177→59367	-7.20	timeout
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-27 03:03	BTC	Buy	58501.9→60312	+15.01	timeout
06-26 18:39	BTC	Buy	59412→59726	+2.09	timeout
06-26 17:38	BTC	Buy	59668→59947	+1.78	timeout
06-26 16:38	BTC	Buy	59355→60173	+6.35	timeout
06-26 15:34	BTC	Buy	59268→60114	+6.64	timeout
06-26 02:13	BTC	Buy	60226→58742.7	-12.76	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58041.1	-12.75	stop_loss
06-25 13:57	BTC	Buy	59760→58287.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60301→58772.7	-13.07	stop_loss
06-25 13:48	BTC	Buy	60919→59417.3	-12.74	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61281.1→59749.1	-12.93	stop_loss
06-24 15:56	BTC	Buy	61779.1→60259.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61206.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 14:25	BTC	Buy	66382.3→65616.7	-6.30	timeout
06-16 13:26	BTC	Buy	66837.3→66090.7	-6.12	timeout
06-16 12:21	BTC	Buy	66189.3→66630.7	+2.80	timeout
06-16 11:15	BTC	Buy	65964.3→66476.7	+3.37	timeout
06-16 10:10	BTC	Buy	65701.3→66541.7	+5.94	timeout
06-15 12:50	BTC	Buy	63756.2→66556.7	+21.52	take_profit
06-15 12:47	BTC	Buy	64287.2→66448.7	+16.38	timeout
06-15 11:42	BTC	Buy	64598.2→66195.7	+11.92	timeout
06-15 10:42	BTC	Buy	64593.2→65722.7	+8.30	timeout
06-15 09:38	BTC	Buy	64441.2→65540.7	+8.10	timeout
06-14 18:52	BTC	Buy	64078.2→63772.8	-2.92	timeout
06-14 12:38	BTC	Buy	63992.2→64311.8	+2.06	timeout
06-14 11:34	BTC	Buy	63904.2→64603.8	+5.02	timeout
06-14 10:31	BTC	Buy	63758.2→64571.8	+5.90	timeout
06-14 09:27	BTC	Buy	63790.2→64318.8	+3.63	timeout
06-13 18:36	BTC	Buy	63737.2→64194.8	+3.13	timeout
06-13 12:04	BTC	Buy	63670.2→63939.8	+1.59	timeout
06-13 11:04	BTC	Buy	63829.2→63828.8	-0.55	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-13 08:54	BTC	Buy	63431.2→63784.8	+2.26	timeout
06-12 18:20	BTC	Buy	63547.2→63664.8	+0.47	timeout
06-12 11:55	BTC	Buy	63108.2→63795.8	+4.92	timeout
06-12 10:50	BTC	Buy	62935.1→63678.8	+5.38	timeout
06-12 09:45	BTC	Buy	62895.1→63836.8	+6.95	timeout
06-12 08:44	BTC	Buy	62829.1→63342.8	+3.55	timeout
06-11 17:39	BTC	Buy	61711.1→63204.8	+11.56	timeout
06-11 11:22	BTC	Buy	61223.1→63129.8	+14.99	timeout
06-11 10:20	BTC	Buy	61145.1→62809.9	+13.03	timeout
06-11 09:17	BTC	Buy	61054.1→62761.9	+13.42	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.01	timeout
06-09 14:46	BTC	Buy	62775.1→61226.3	-12.80	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:16	BTC	Buy	63473.2→61908.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63525.2→61940.9	-12.92	stop_loss
06-09 13:23	BTC	Buy	63812.2→62241.7	-12.73	stop_loss
06-09 06:49	BTC	Buy	62926.1→63345.8	+2.83	timeout
06-09 00:48	BTC	Buy	64002.2→62425.6	-12.78	stop_loss
06-08 17:54	BTC	Buy	62147.1→63473.8	+10.12	timeout
06-08 16:54	BTC	Buy	62173.1→63538.8	+10.44	timeout
06-08 14:51	BTC	Buy	61891.1→63862.8	+15.44	timeout
06-08 13:51	BTC	Buy	61798.1→63659.8	+14.57	timeout
06-08 06:31	BTC	Buy	62013.1→63024.8	+7.70	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 15:52	BTC	Buy	60782→62105.9	+10.29	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+8.59	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.16	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61439.1→59921	-12.81	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62477.1→60937.5	-12.78	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 10:28	BTC	Buy	62568.1→62530.9	-0.76	timeout
06-05 06:22	BTC	Buy	62826.1→61281.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65094.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67047.4→65397	-12.78	stop_loss
06-03 19:54	BTC	Buy	67049.4→65400	-12.78	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

45%

win rate

-236.69

total pnl ($)

-45.5 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	45%	-45.5	-236.69

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…