deribit_basis_discount_fear_gated_long_v24 · strategy

closed trades

48%

win rate

-226.66

total pnl ($)

0.629

weight

7d window — n=16 wr=38% pnl=-98.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:13	BTC	Buy	58835.9→60147	+10.68	timeout
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 17:39	BTC	Buy	59647→59967	+2.15	timeout
06-26 16:38	BTC	Buy	59320→60184	+6.73	timeout
06-26 15:34	BTC	Buy	59279→60109	+6.53	timeout
06-26 02:21	BTC	Buy	59820→58343.9	-12.77	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59824→58343.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60301→58775.7	-13.02	stop_loss
06-25 13:48	BTC	Buy	60924→59417.3	-12.76	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59582.2	-13.05	stop_loss
06-24 15:47	BTC	Buy	61854.1→60330.8	-12.76	stop_loss
06-24 13:57	BTC	Buy	62743.1→61200.3	-12.74	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-18 04:11	BTC	Buy	65369.3→63738.9	-12.93	stop_loss
06-16 14:24	BTC	Buy	66403.3→65617.7	-6.45	timeout
06-16 13:25	BTC	Buy	66881.3→66077.7	-6.54	timeout
06-16 12:20	BTC	Buy	66257.3→66631.7	+2.29	timeout
06-16 11:16	BTC	Buy	65980.3→66519.7	+3.57	timeout
06-16 10:11	BTC	Buy	65694.3→66539.7	+5.98	timeout
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:46	BTC	Buy	64337.2→66449.7	+15.98	timeout
06-15 11:43	BTC	Buy	64597.2→66185.7	+11.85	timeout
06-15 10:41	BTC	Buy	64593.2→65719.7	+8.27	timeout
06-15 09:37	BTC	Buy	64442.2→65535.7	+8.05	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-14 12:38	BTC	Buy	63991.2→64311.8	+2.06	timeout
06-14 11:34	BTC	Buy	63903.2→64600.8	+5.01	timeout
06-14 10:31	BTC	Buy	63759.2→64567.8	+5.86	timeout
06-14 09:27	BTC	Buy	63791.2→64317.8	+3.62	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	+2.20	timeout
06-12 18:11	BTC	Buy	63363.2→63844.8	+3.34	timeout
06-12 11:55	BTC	Buy	63148.2→63778.8	+4.47	timeout
06-12 10:50	BTC	Buy	62935.1→63681.8	+5.41	timeout
06-12 09:44	BTC	Buy	62883.1→63862.8	+7.25	timeout
06-12 08:43	BTC	Buy	62832.1→63348.8	+3.59	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 11:22	BTC	Buy	61151.1→63116.8	+15.49	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.02	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60809→62312.9	+11.84	timeout
06-09 16:06	BTC	Buy	62416.1→60881.5	-12.84	stop_loss
06-09 14:18	BTC	Buy	63315.2→61756	-12.76	stop_loss
06-09 14:16	BTC	Buy	63457.2→61892.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63535.2→61969.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63746.2→62175.8	-12.75	stop_loss
06-09 06:51	BTC	Buy	62957.1→63226.8	+1.64	timeout
06-09 00:31	BTC	Buy	64169.2→62585.6	-12.80	stop_loss
06-08 17:59	BTC	Buy	62141.1→63503.8	+10.42	timeout
06-08 17:01	BTC	Buy	62062.1→63422.8	+10.42	timeout
06-08 14:57	BTC	Buy	61909.1→64029.8	+16.64	timeout
06-08 13:54	BTC	Buy	61745.1→63787.8	+16.05	timeout
06-08 06:30	BTC	Buy	62003.1→63035.8	+7.87	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.91	timeout
06-07 15:50	BTC	Buy	60798→62037.9	+9.76	timeout
06-07 14:47	BTC	Buy	60898→61790.9	+6.86	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	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→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62331.1→60795.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62473.1→62107.9	-3.40	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.81	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.72	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62504.6	-12.72	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65060.2	-12.95	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67292.4→65635.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67420.4→65758.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-226.66

total pnl ($)

-46.3 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	97	48%	-46.3	-226.66

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…