deribit_basis_discount_fear_gated_long_v23 · strategy

closed trades

50%

win rate

-160.10

total pnl ($)

0.776

weight

7d window — n=15 wr=40% pnl=-76.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 14:20	BTC	Buy	60028→60596	+4.28	timeout
06-27 02:39	BTC	Buy	58788.9→60258	+12.02	timeout
06-26 18:16	BTC	Buy	59419→60034	+4.63	timeout
06-26 17:13	BTC	Buy	59331→60156	+6.39	timeout
06-26 15:11	BTC	Buy	59118→59852	+5.71	timeout
06-26 14:14	BTC	Buy	59263→59951	+5.31	timeout
06-26 02:24	BTC	Buy	59771→58300.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.68	stop_loss
06-25 13:58	BTC	Buy	59616→58150	-12.69	stop_loss
06-25 13:57	BTC	Buy	59822→58344.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60483→58993.5	-12.71	stop_loss
06-25 13:51	BTC	Buy	60674→59181.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60948→59440.3	-12.80	stop_loss
06-24 16:51	BTC	Buy	61134.1→59627.2	-12.75	stop_loss
06-24 13:48	BTC	Buy	62809.1→61262.3	-12.76	stop_loss
06-16 14:44	BTC	Buy	66495.3→65647.7	-6.91	timeout
06-16 14:31	BTC	Buy	67033.4→65376	-12.89	stop_loss
06-16 13:44	BTC	Buy	66515.3→66093.7	-3.70	timeout
06-16 12:40	BTC	Buy	66308.3→66589.7	+1.59	timeout
06-16 11:34	BTC	Buy	66216.3→66395.7	+0.84	timeout
06-15 14:18	BTC	Buy	64239.2→66488.7	+17.07	timeout
06-15 13:13	BTC	Buy	64320.2→66608.7	+17.36	timeout
06-15 13:06	BTC	Buy	63803.2→66604.7	+21.52	take_profit
06-15 12:08	BTC	Buy	64466.2→66192.7	+12.95	timeout
06-15 11:03	BTC	Buy	64464.2→65879.7	+10.53	timeout
06-14 19:09	BTC	Buy	64134.2→63746.8	-3.55	timeout
06-14 13:53	BTC	Buy	64081.2→64274.8	+1.06	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.01	timeout
06-14 10:42	BTC	Buy	63813.2→64586.8	+5.59	timeout
06-13 18:51	BTC	Buy	63787.2→64061.8	+1.70	timeout
06-13 13:12	BTC	Buy	63358.2→64144.8	+5.69	timeout
06-13 12:02	BTC	Buy	63715.2→63928.8	+1.15	timeout
06-13 11:01	BTC	Buy	63650.2→63825.8	+0.83	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-12 18:00	BTC	Buy	63695.2→63841.8	+0.69	timeout
06-12 12:02	BTC	Buy	63013.2→63710.8	+5.01	timeout
06-12 10:56	BTC	Buy	63107.2→63682.8	+4.04	timeout
06-12 09:50	BTC	Buy	62895.1→63805.8	+6.70	timeout
06-12 08:52	BTC	Buy	62898.1→63420.8	+3.62	timeout
06-11 16:51	BTC	Buy	62000.1→62579.9	+4.16	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:19	BTC	Buy	61180.1→62771.9	+12.42	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:15	BTC	Buy	63482.2→61918.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63525.2→61960.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63556.2→61990.9	-12.76	stop_loss
06-09 07:19	BTC	Buy	63069.2→63316.8	+1.46	timeout
06-08 18:54	BTC	Buy	62086.1→63374.8	+9.87	timeout
06-08 17:55	BTC	Buy	62154.1→63438.8	+9.78	timeout
06-08 16:57	BTC	Buy	61978.1→63484.8	+11.61	timeout
06-08 15:56	BTC	Buy	61996.1→63818.8	+14.24	timeout
06-08 06:25	BTC	Buy	61816.1→62973.9	+8.90	timeout
06-07 18:40	BTC	Buy	60599→62176.9	+12.62	timeout
06-07 17:26	BTC	Buy	60621→62225.9	+12.80	timeout
06-07 16:11	BTC	Buy	60712→61996.9	+10.03	timeout
06-07 15:06	BTC	Buy	60536→61661.9	+8.84	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60836	+5.16	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:27	BTC	Buy	61396.1→59869.1	-12.89	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 18:43	BTC	Buy	61288.1→59781.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60426.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62149.1→60620.6	-12.75	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:09	BTC	Buy	62378.1→62309.9	-1.04	timeout
06-05 06:24	BTC	Buy	62643.1→61102.4	-12.74	stop_loss
06-05 06:16	BTC	Buy	63427.2→61867	-12.69	stop_loss
06-05 06:03	BTC	Buy	63607.2→62041.9	-12.70	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-12.71	stop_loss
06-05 02:12	BTC	Buy	62280.1→63192.8	+6.88	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62503.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss
06-04 02:02	BTC	Buy	63307.2→61750	-12.75	stop_loss
06-04 00:53	BTC	Buy	64575.2→62987.3	-12.74	stop_loss
06-04 00:25	BTC	Buy	65444.3→63834.9	-12.74	stop_loss
06-03 19:55	BTC	Buy	66843.3→65166.1	-13.03	stop_loss
06-03 19:55	BTC	Buy	66891.3→65244.1	-12.78	stop_loss
06-03 19:53	BTC	Buy	67098.4→65448	-12.77	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67261.4→65606.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67405.4→65738.8	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-160.10

total pnl ($)

-34.4 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	50%	-34.4	-160.10

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:17	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…