deribit_basis_discount_fear_gated_long_v33 · strategy

closed trades

43%

win rate

-219.47

total pnl ($)

0.693

weight

7d window — n=22 wr=36% pnl=-90.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:15	BTC	Buy	59604→60163	+4.16	timeout
06-28 23:45	BTC	Buy	60286→59698	-5.40	timeout
06-28 17:22	BTC	Buy	59961→59600	-3.44	timeout
06-28 09:36	BTC	Buy	60360→60335	-0.67	timeout
06-28 03:32	BTC	Buy	60771→60212	-5.05	timeout
06-27 19:55	BTC	Buy	60518→60116	-3.75	timeout
06-27 07:39	BTC	Buy	59872→60401	+3.95	timeout
06-26 15:40	BTC	Buy	59433→60461	+8.15	timeout
06-26 09:16	BTC	Buy	59566→60115	+4.13	timeout
06-26 02:56	BTC	Buy	59680→58405.1	-11.10	timeout
06-25 13:53	BTC	Buy	60724→58866.6	-15.70	stop_loss
06-25 13:45	BTC	Buy	61740.1→59851.1	-15.73	stop_loss
06-25 08:47	BTC	Buy	60919→61747.9	+6.34	timeout
06-25 03:09	BTC	Buy	60833→60788	-0.81	timeout
06-24 15:30	BTC	Buy	62670.1→60751.6	-15.71	stop_loss
06-24 14:58	BTC	Buy	62631.1→61045.9	-13.06	timeout
06-24 06:01	BTC	Buy	62407.1→62786.9	+2.57	timeout
06-23 23:18	BTC	Buy	62379.1→62548.9	+0.91	timeout
06-23 17:41	BTC	Buy	63425.2→62537.9	-7.45	timeout
06-23 08:27	BTC	Buy	64011.2→62052.9	-15.72	stop_loss
06-23 04:20	BTC	Buy	64745.2→63926.8	-6.78	timeout
06-22 22:19	BTC	Buy	64178.2→64243.8	+0.06	timeout
06-22 16:10	BTC	Buy	63933.2→64715.8	+5.67	timeout
06-22 10:11	BTC	Buy	63573.2→64205.8	+4.48	timeout
06-22 04:07	BTC	Buy	64161.2→63908.8	-2.43	timeout
06-21 21:46	BTC	Buy	64092.2→63806.8	-2.67	timeout
06-21 15:35	BTC	Buy	64323.2→64163.8	-1.68	timeout
06-21 05:42	BTC	Buy	63871.2→64310.8	+2.99	timeout
06-20 13:29	BTC	Buy	63492.2→63301.8	-1.97	timeout
06-20 07:29	BTC	Buy	62974.1→63736.8	+5.60	timeout
06-20 01:27	BTC	Buy	62729.1→63408.8	+4.96	timeout
06-19 19:23	BTC	Buy	62763.1→62981.9	+1.28	timeout
06-19 13:36	BTC	Buy	62859.1→62784.9	-0.99	timeout
06-19 07:16	BTC	Buy	62663.1→62741.9	+0.20	timeout
06-19 01:52	BTC	Buy	64048.2→62942.9	-9.02	timeout
06-18 15:57	BTC	Buy	64305.2→62315.7	-15.80	stop_loss
06-18 13:30	BTC	Buy	64693.2→64309.8	-3.41	timeout
06-18 07:24	BTC	Buy	64726.2→64221.8	-4.34	timeout
06-18 01:15	BTC	Buy	65019.3→64656.8	-3.27	timeout
06-17 19:15	BTC	Buy	65679.3→65234.7	-3.86	timeout
06-17 13:06	BTC	Buy	65781.3→65002.7	-6.39	timeout
06-17 07:08	BTC	Buy	65722.3→65558.7	-1.71	timeout
06-17 01:08	BTC	Buy	66310.3→65752.7	-4.68	timeout
06-16 19:00	BTC	Buy	66422.3→65797.7	-5.19	timeout
06-16 09:24	BTC	Buy	66525.3→66620.7	+0.27	timeout
06-15 23:58	BTC	Buy	66201.3→66299.7	+0.29	timeout
06-15 17:52	BTC	Buy	65769.3→66892.7	+8.03	timeout
06-15 04:39	BTC	Buy	64129.2→65651.7	+11.41	timeout
06-14 20:41	BTC	Buy	64454.2→64026.8	-3.78	timeout
06-14 14:25	BTC	Buy	64538.2→64238.8	-2.77	timeout
06-14 08:21	BTC	Buy	64242.2→64480.8	+1.39	timeout
06-14 02:13	BTC	Buy	64157.2→64605.8	+3.05	timeout
06-13 20:08	BTC	Buy	63768.2→64226.8	+3.15	timeout
06-13 13:53	BTC	Buy	63817.2→64065.8	+1.47	timeout
06-12 23:48	BTC	Buy	63800.2→63497.8	-2.86	timeout
06-12 17:19	BTC	Buy	63500.2→63841.8	+2.23	timeout
06-12 10:03	BTC	Buy	63557.2→63668.8	+0.38	timeout
06-12 03:00	BTC	Buy	62723.1→63600.8	+6.50	timeout
06-11 19:08	BTC	Buy	62620.1→63435.8	+6.00	timeout
06-11 04:01	BTC	Buy	62498.1→62560.9	-0.02	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.27	timeout
06-10 03:09	BTC	Buy	61633.1→62016.9	+2.72	timeout
06-09 14:44	BTC	Buy	63197.2→61262.3	-15.77	stop_loss
06-09 08:25	BTC	Buy	63252.2→62910.9	-3.15	timeout
06-09 02:24	BTC	Buy	63848.2→62655.9	-9.78	timeout
06-08 20:13	BTC	Buy	63132.2→63179.8	-0.09	timeout
06-08 14:07	BTC	Buy	63087.2→63751.8	+4.80	timeout
06-08 07:58	BTC	Buy	61280.1→63281.8	+15.85	timeout
06-08 01:52	BTC	Buy	61806.1→63112.8	+10.09	timeout
06-07 19:47	BTC	Buy	62217.1→61186.9	-8.70	timeout
06-07 13:47	BTC	Buy	61369.1→61741.9	+2.58	timeout
06-07 07:40	BTC	Buy	60542→62219.9	+13.42	timeout
06-07 01:33	BTC	Buy	60712→61497.9	+5.99	timeout
06-06 04:34	BTC	Buy	61413.1→59534.2	-15.75	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:59	BTC	Buy	62588.1→60672.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61075.4	-15.76	stop_loss
06-05 06:18	BTC	Buy	63741.2→61791	-15.72	stop_loss
06-05 03:45	BTC	Buy	63784.2→62655.9	-9.27	timeout
06-04 21:39	BTC	Buy	62821.1→63293.8	+3.32	timeout
06-04 10:28	BTC	Buy	64416.2→62443.6	-15.73	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:45	BTC	Buy	67110.4→65054.2	-15.79	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 14:28	BTC	Buy	66649.3→66699.7	-0.10	timeout
06-03 06:44	BTC	Buy	67267.4→67284.6	-0.36	timeout
06-02 15:26	BTC	Buy	69479.5→67351.9	-15.77	stop_loss
06-02 13:47	BTC	Buy	70839.5→68877.6	-14.32	timeout
05-31 07:46	BTC	Buy	74029.7→73860.3	-1.67	timeout
05-30 02:51	BTC	Buy	72836.6→73696.3	+5.43	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:40	BTC	Buy	72875.6→73430.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-219.47

total pnl ($)

-47.5 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	92	43%	-47.5	-219.47

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:40	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…