deribit_basis_discount_fear_gated_long_v27 · strategy

closed trades

42%

win rate

-222.85

total pnl ($)

0.565

weight

7d window — n=17 wr=24% pnl=-114.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:49	BTC	Buy	60090→59687	-3.83	timeout
06-28 20:56	BTC	Buy	60255→59634	-5.58	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-27 03:19	BTC	Buy	58862.9→60220	+11.07	timeout
06-26 21:00	BTC	Buy	59443→59669	+1.35	timeout
06-26 18:59	BTC	Buy	59466→59598	+0.55	timeout
06-26 16:59	BTC	Buy	59290→60055	+5.89	timeout
06-26 14:51	BTC	Buy	59689→59718	-0.26	timeout
06-26 02:21	BTC	Buy	59835→58350.9	-12.85	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60477→58987.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60747→59252.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60851→59348.3	-12.76	stop_loss
06-25 13:48	BTC	Buy	60930→59417.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61203.1→59667.2	-12.98	stop_loss
06-24 13:57	BTC	Buy	62754.1→61208.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62769.1→61220.3	-12.79	stop_loss
06-18 04:11	BTC	Buy	65371.3→63739.9	-12.94	stop_loss
06-16 23:42	BTC	Buy	66176.3→65707.7	-4.07	timeout
06-16 17:32	BTC	Buy	66712.3→65719.7	-7.98	timeout
06-16 15:30	BTC	Buy	66623.3→65794.7	-6.75	timeout
06-16 13:25	BTC	Buy	66889.3→66088.7	-6.51	timeout
06-16 11:21	BTC	Buy	66193.3→66509.7	+1.88	timeout
06-15 22:55	BTC	Buy	65377.3→66188.7	+5.71	timeout
06-15 13:24	BTC	Buy	64061.2→66873.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64021.2→66832.7	+21.52	take_profit
06-15 12:41	BTC	Buy	64319.2→66330.7	+15.20	timeout
06-15 10:42	BTC	Buy	64592.2→65721.7	+8.29	timeout
06-14 22:20	BTC	Buy	64412.2→65161.7	+5.32	timeout
06-14 20:19	BTC	Buy	64266.2→63806.8	-4.07	timeout
06-14 16:10	BTC	Buy	64070.2→64013.8	-0.97	timeout
06-14 12:03	BTC	Buy	63933.2→64516.8	+4.13	timeout
06-14 10:01	BTC	Buy	63729.2→64564.8	+6.07	timeout
06-13 20:41	BTC	Buy	63536.2→64221.8	+4.93	timeout
06-13 18:42	BTC	Buy	63880.2→64246.8	+2.41	timeout
06-13 14:13	BTC	Buy	63346.2→64150.8	+5.85	timeout
06-13 11:48	BTC	Buy	63806.2→63873.8	-0.01	timeout
06-13 09:47	BTC	Buy	63908.2→63763.8	-1.66	timeout
06-12 19:24	BTC	Buy	63657.2→63685.8	-0.24	timeout
06-12 17:20	BTC	Buy	62378.1→63805.8	+10.95	timeout
06-12 13:21	BTC	Buy	62984.1→63440.8	+3.10	timeout
06-12 11:03	BTC	Buy	63171.2→63778.8	+4.29	timeout
06-12 08:57	BTC	Buy	62893.1→63448.8	+3.88	timeout
06-11 17:38	BTC	Buy	61738.1→63170.8	+11.07	timeout
06-11 15:32	BTC	Buy	62314.1→62645.9	+2.12	timeout
06-11 12:24	BTC	Buy	61055.1→62768.9	+13.46	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.24	timeout
06-09 15:55	BTC	Buy	62642.1→61098.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62763.1→61216.3	-12.78	stop_loss
06-09 14:11	BTC	Buy	63494.2→61929.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63533.2→61968.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63721.2→62153.8	-12.74	stop_loss
06-09 08:59	BTC	Buy	63140.2→62828.9	-2.92	timeout
06-09 00:49	BTC	Buy	63991.2→62417.7	-12.75	stop_loss
06-08 20:32	BTC	Buy	61769.1→63224.8	+11.29	timeout
06-08 18:27	BTC	Buy	62194.1→63554.8	+10.41	timeout
06-08 16:29	BTC	Buy	62155.1→63862.8	+13.19	timeout
06-08 14:27	BTC	Buy	62130.1→63735.8	+12.43	timeout
06-08 08:13	BTC	Buy	62305.1→63122.8	+6.03	timeout
06-07 19:49	BTC	Buy	60594→61363.9	+5.95	timeout
06-07 17:48	BTC	Buy	60609→62105.9	+11.93	timeout
06-07 15:36	BTC	Buy	60698→62031.9	+10.52	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 18:58	BTC	Buy	59482→60660	+9.51	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 18:53	BTC	Buy	60668→59174.4	-12.77	stop_loss
06-05 18:37	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-05 14:26	BTC	Buy	61922.1→60398.8	-12.75	stop_loss
06-05 14:26	BTC	Buy	61927.1→60402.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62419.1→60883.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62442.1→60906.5	-12.75	stop_loss
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 05:59	BTC	Buy	63786.2→62216.8	-12.71	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.72	timeout
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	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
06-03 23:24	BTC	Buy	65927.3→64300.6	-12.78	stop_loss
06-03 23:03	BTC	Buy	66064.3→64438.5	-12.75	stop_loss
06-03 19:52	BTC	Buy	67107.4→65457	-12.77	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	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

42%

win rate

-222.85

total pnl ($)

-49.1 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	90	42%	-49.1	-222.85

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…