deribit_basis_discount_fear_gated_long_v31 · strategy

closed trades

46%

win rate

-267.38

total pnl ($)

0.749

weight

7d window — n=23 wr=35% pnl=-71.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:40	BTC	Buy	59694→58825.1	-7.72	timeout
06-30 06:28	BTC	Buy	60316→59603	-6.34	timeout
06-29 23:43	BTC	Buy	59853→60231	+2.73	timeout
06-29 16:53	BTC	Buy	59860→59830	-0.78	timeout
06-29 10:19	BTC	Buy	59249→60257	+7.98	timeout
06-28 23:24	BTC	Buy	60277→59342	-8.22	timeout
06-28 17:15	BTC	Buy	59982→59640	-3.29	timeout
06-28 08:31	BTC	Buy	60250→60183	-1.01	timeout
06-28 02:27	BTC	Buy	60607→60102	-4.62	timeout
06-27 19:55	BTC	Buy	60543→60128	-3.85	timeout
06-26 23:45	BTC	Buy	59382→60043	+5.10	timeout
06-26 17:30	BTC	Buy	59952→60178	+1.39	timeout
06-26 10:54	BTC	Buy	59774→59327	-4.22	timeout
06-26 04:50	BTC	Buy	59342→59875	+4.05	timeout
06-25 13:51	BTC	Buy	61090.1→59217.4	-15.77	stop_loss
06-25 13:46	BTC	Buy	61543.1→59659.2	-15.72	stop_loss
06-25 10:42	BTC	Buy	60844→61437.9	+4.42	timeout
06-25 04:39	BTC	Buy	60273→60914	+4.87	timeout
06-24 15:40	BTC	Buy	62472.1→60556.7	-15.76	stop_loss
06-24 14:20	BTC	Buy	62758.1→60838.5	-15.73	stop_loss
06-24 10:48	BTC	Buy	62541.1→62509.9	-0.72	timeout
06-24 04:40	BTC	Buy	62594.1→62642.9	-0.09	timeout
06-23 22:26	BTC	Buy	62337.1→62555.9	+1.31	timeout
06-23 17:01	BTC	Buy	63630.2→62510.9	-9.24	timeout
06-23 08:27	BTC	Buy	64013.2→62054.9	-15.71	stop_loss
06-23 04:18	BTC	Buy	64711.2→63959.8	-6.26	timeout
06-22 22:10	BTC	Buy	64234.2→64310.8	+0.15	timeout
06-22 16:02	BTC	Buy	63917.2→64686.8	+5.57	timeout
06-22 09:48	BTC	Buy	63878.2→64098.8	+1.23	timeout
06-22 03:44	BTC	Buy	64269.2→64135.8	-1.51	timeout
06-21 21:37	BTC	Buy	64151.2→63682.8	-4.10	timeout
06-21 15:34	BTC	Buy	64331.2→64163.8	-1.72	timeout
06-21 02:46	BTC	Buy	63866.2→64207.8	+2.22	timeout
06-20 17:23	BTC	Buy	63701.2→63871.8	+0.88	timeout
06-20 01:27	BTC	Buy	62763.1→63408.8	+4.69	timeout
06-19 19:23	BTC	Buy	62731.1→62965.9	+1.41	timeout
06-19 13:21	BTC	Buy	63047.2→62685.9	-3.27	timeout
06-19 07:18	BTC	Buy	62621.1→62713.9	+0.31	timeout
06-18 15:58	BTC	Buy	64182.2→62218.8	-15.71	stop_loss
06-18 15:57	BTC	Buy	64221.2→62255.7	-15.61	stop_loss
06-18 13:26	BTC	Buy	64610.2→64377.8	-2.25	timeout
06-18 07:33	BTC	Buy	64415.2→64225.8	-1.91	timeout
06-18 01:22	BTC	Buy	65015.3→64651.8	-3.28	timeout
06-17 19:15	BTC	Buy	65671.3→65326.7	-3.09	timeout
06-17 13:02	BTC	Buy	65778.3→65010.7	-6.31	timeout
06-17 07:11	BTC	Buy	65688.3→65649.7	-0.76	timeout
06-17 01:03	BTC	Buy	66427.3→65757.7	-5.52	timeout
06-16 19:00	BTC	Buy	66399.3→65738.7	-5.46	timeout
06-16 09:23	BTC	Buy	66510.3→66595.7	+0.19	timeout
06-15 23:59	BTC	Buy	66219.3→66293.7	+0.13	timeout
06-15 17:52	BTC	Buy	65764.3→66906.7	+8.18	timeout
06-15 09:20	BTC	Buy	64757.2→65709.7	+6.91	timeout
06-14 23:18	BTC	Buy	64529.2→65577.7	+7.65	timeout
06-14 17:19	BTC	Buy	64330.2→63939.8	-3.52	timeout
06-14 11:15	BTC	Buy	64430.2→64542.8	+0.42	timeout
06-14 05:13	BTC	Buy	63951.2→64317.8	+2.43	timeout
06-13 23:08	BTC	Buy	63857.2→64424.8	+3.98	timeout
06-13 16:44	BTC	Buy	63606.2→64014.8	+2.76	timeout
06-13 09:34	BTC	Buy	63516.2→63800.8	+1.75	timeout
06-12 23:27	BTC	Buy	63811.2→63428.8	-3.47	timeout
06-12 17:49	BTC	Buy	63364.2→63828.8	+3.21	timeout
06-12 11:42	BTC	Buy	63649.2→63745.8	+0.27	timeout
06-12 05:37	BTC	Buy	63197.2→63399.8	+1.13	timeout
06-11 19:07	BTC	Buy	62633.1→63451.8	+6.02	timeout
06-11 04:02	BTC	Buy	62488.1→62631.9	+0.63	timeout
06-10 20:20	BTC	Buy	61597.1→61776.9	+0.98	timeout
06-10 03:09	BTC	Buy	61639.1→62016.9	+2.66	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:29	BTC	Buy	63147.2→62871.9	-2.64	timeout
06-09 02:12	BTC	Buy	63841.2→62737.9	-9.08	timeout
06-08 20:06	BTC	Buy	63154.2→63395.8	+1.45	timeout
06-08 14:01	BTC	Buy	63123.2→63753.8	+4.52	timeout
06-08 08:00	BTC	Buy	61204.1→63196.8	+15.81	timeout
06-08 01:54	BTC	Buy	61723.1→63026.8	+10.08	timeout
06-07 19:49	BTC	Buy	62213.1→61249.9	-8.17	timeout
06-07 14:26	BTC	Buy	61222.1→62101.9	+6.73	timeout
06-07 07:54	BTC	Buy	60593→62241.9	+13.18	timeout
06-07 01:35	BTC	Buy	60802→61562.9	+5.77	timeout
06-06 04:32	BTC	Buy	61530.1→59648.2	-15.74	stop_loss
06-05 18:54	BTC	Buy	60988→59122.5	-15.75	stop_loss
06-05 13:56	BTC	Buy	62854.1→60930.5	-15.75	stop_loss
06-05 13:49	BTC	Buy	63110.2→61176.3	-15.77	stop_loss
06-05 06:20	BTC	Buy	63668.2→61716	-15.75	stop_loss
06-05 03:53	BTC	Buy	63797.2→62714.9	-8.90	timeout
06-04 21:46	BTC	Buy	63142.2→63351.8	+1.22	timeout
06-04 10:30	BTC	Buy	64357.2→62388.7	-15.71	stop_loss
06-04 00:30	BTC	Buy	65266.3→63270.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66865.3→64819.3	-15.77	stop_loss
06-03 16:42	BTC	Buy	66363.3→65887.7	-4.06	timeout
06-03 11:34	BTC	Buy	66545.3→67160.6	+4.11	timeout
06-03 03:58	BTC	Buy	67309.4→65774.7	-11.86	timeout
06-02 14:22	BTC	Buy	70218.5→68062.5	-15.82	stop_loss
06-02 13:41	BTC	Buy	70888.5→68720.2	-15.76	stop_loss
05-29 19:49	BTC	Buy	73377.7→73619.3	+1.18	timeout
05-29 02:15	BTC	Buy	73310.7→73616.3	+1.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-267.38

total pnl ($)

-56.1 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	95	46%	-56.1	-267.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…