deribit_basis_discount_fear_gated_long_v5 · strategy

closed trades

41%

win rate

-323.88

total pnl ($)

0.674

weight

7d window — n=20 wr=45% pnl=-90.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:19	BTC	Buy	59921→59921	-0.39	timeout
06-27 17:58	BTC	Buy	60007→60545	+4.04	timeout
06-27 15:50	BTC	Buy	60305→60768	+3.40	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 13:19	BTC	Buy	59953→58476.8	-12.78	stop_loss
06-26 02:13	BTC	Buy	60182→58701.7	-12.73	stop_loss
06-25 13:57	BTC	Buy	59701→58233	-12.65	stop_loss
06-25 13:53	BTC	Buy	60494→59006.5	-12.64	stop_loss
06-25 13:51	BTC	Buy	60701→59208.4	-12.66	stop_loss
06-24 17:47	BTC	Buy	60596→59100.5	-12.77	stop_loss
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-23 06:23	BTC	Buy	64073.2→62497.6	-12.58	stop_loss
06-23 06:21	BTC	Buy	64153.2→62555.6	-12.74	stop_loss
06-23 06:20	BTC	Buy	64388.2→62802.4	-12.61	stop_loss
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:55	BTC	Buy	63417.2→64402.8	+7.31	timeout
06-21 02:43	BTC	Buy	63362.2→64216.8	+6.29	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:27	BTC	Buy	62923.1→63145.8	+1.27	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:55	BTC	Buy	63974.2→62398.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64360.2→62775.5	-12.52	stop_loss
06-18 10:40	BTC	Buy	64892.2→63993.8	-7.44	timeout
06-17 19:42	BTC	Buy	65723.3→64105.7	-12.74	stop_loss
06-17 17:49	BTC	Buy	65872.3→65800.7	-1.07	timeout
06-17 08:39	BTC	Buy	66594.3→64945.3	-12.90	stop_loss
06-16 21:23	BTC	Buy	66511.3→65710.7	-6.56	timeout
06-16 15:42	BTC	Buy	66825.3→65851.7	-7.84	timeout
06-16 08:09	BTC	Buy	65680.3→66339.7	+4.58	timeout
06-15 12:31	BTC	Buy	64445.2→66252.7	+13.59	timeout
06-15 11:04	BTC	Buy	64446.2→65885.7	+10.72	timeout
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-14 08:19	BTC	Buy	63793.2→64472.8	+4.83	timeout
06-14 04:41	BTC	Buy	63583.2→64402.8	+6.03	timeout
06-14 01:51	BTC	Buy	63779.2→64602.8	+6.02	timeout
06-12 23:02	BTC	Buy	63406.2→63429.8	-0.34	timeout
06-12 17:40	BTC	Buy	63213.2→63782.8	+4.04	timeout
06-12 15:25	BTC	Buy	62714.1→64261.8	+11.85	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-11 16:02	BTC	Buy	62494.1→62699.9	+1.05	timeout
06-11 14:49	BTC	Buy	61917.1→62860.9	+7.07	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:40	BTC	Buy	62262.1→60730.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63169.2→61614.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63692.2→62111.8	-12.84	stop_loss
06-09 00:48	BTC	Buy	63996.2→62422.7	-12.75	stop_loss
06-08 18:15	BTC	Buy	62244.1→63586.8	+10.26	timeout
06-08 15:07	BTC	Buy	61676.1→64001.8	+18.36	timeout
06-08 13:44	BTC	Buy	61727.1→63508.8	+13.94	timeout
06-07 17:11	BTC	Buy	60625→62214.9	+12.66	timeout
06-07 14:46	BTC	Buy	60891→61854.9	+7.45	timeout
06-07 13:32	BTC	Buy	60686→61865.9	+9.25	timeout
06-06 16:04	BTC	Buy	60216→60882	+5.15	timeout
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61580.1→60065.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 15:39	BTC	Buy	61702.1→60184.9	-12.73	stop_loss
06-05 14:26	BTC	Buy	61874.1→60349.8	-12.76	stop_loss
06-05 13:49	BTC	Buy	62767.1→61217.3	-12.80	stop_loss
06-05 06:22	BTC	Buy	62877.1→61325.3	-12.79	stop_loss
06-05 02:54	BTC	Buy	63236.2→62632.9	-5.17	timeout
06-04 10:30	BTC	Buy	63962.2→62388.7	-12.73	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	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 20:55	BTC	Buy	66442.3→64808.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67166.4→65513.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67257.4→65600.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67267.4→65612.9	-12.75	stop_loss
06-03 03:49	BTC	Buy	67311.4→65654.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67451.4→65790.8	-12.76	stop_loss
06-02 14:08	BTC	Buy	70257.5→68527.3	-12.78	stop_loss
06-02 12:31	BTC	Buy	70886.5→69143	-12.82	stop_loss
06-02 12:17	BTC	Buy	70955.5→69208.9	-12.81	stop_loss
06-01 15:32	BTC	Buy	73704.7→71299.8	-16.88	stop_loss
06-01 15:32	BTC	Buy	73631.7→71299.8	-16.42	stop_loss
06-01 15:32	BTC	Buy	73620.7→71299.8	-16.36	stop_loss
05-30 12:12	BTC	Buy	73338.7→73563.3	+1.03	timeout
05-30 11:05	BTC	Buy	73619.7→73610.3	-0.57	timeout
05-30 09:52	BTC	Buy	73711.7→73546.3	-1.60	timeout
05-30 08:40	BTC	Buy	73780.7→73496.3	-2.42	timeout
05-30 07:50	BTC	Buy	73372.7→73502.3	+0.39	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-323.88

total pnl ($)

-69.3 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	93	41%	-69.3	-323.88

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…