deribit_basis_discount_fear_gated_v3 · strategy

107

closed trades

43%

win rate

-247.45

total pnl ($)

0.463

weight

7d window — n=25 wr=32% pnl=-106.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:52	BTC	Buy	60128→59687	-4.15	timeout
06-28 19:41	BTC	Buy	60155→59409	-6.62	timeout
06-28 18:38	BTC	Buy	60531→59589	-8.21	timeout
06-28 01:10	BTC	Buy	59934→59984	-0.06	timeout
06-27 23:30	BTC	Buy	59934→59947	-0.29	timeout
06-27 21:55	BTC	Buy	59919→60189	+1.87	timeout
06-26 19:18	BTC	Buy	59203→59938	+5.63	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:50	BTC	Buy	59253→60361	+8.80	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-26 14:09	BTC	Buy	59449→60005	+4.18	timeout
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60071→58540.8	-13.11	stop_loss
06-25 13:48	BTC	Buy	60986→59482.3	-12.72	stop_loss
06-25 13:41	BTC	Buy	61871.1→60345.8	-12.76	stop_loss
06-25 07:16	BTC	Buy	59232→61833.9	+21.53	take_profit
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62432.1→60880.5	-12.87	stop_loss
06-24 14:17	BTC	Buy	62596.1→61056.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62618.1→61077.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-18 04:11	BTC	Buy	65358.3→63743.9	-12.81	stop_loss
06-16 15:00	BTC	Buy	66578.3→65597.7	-7.89	timeout
06-16 14:23	BTC	Buy	67113.4→65463	-12.82	stop_loss
06-16 14:03	BTC	Buy	66330.3→66156.7	-1.84	timeout
06-16 13:05	BTC	Buy	66524.3→66327.7	-2.01	timeout
06-16 12:01	BTC	Buy	66176.3→66430.7	+1.39	timeout
06-15 14:22	BTC	Buy	64221.2→66451.7	+16.92	timeout
06-15 13:17	BTC	Buy	64377.2→66707.7	+17.67	timeout
06-15 12:50	BTC	Buy	63754.2→66553.7	+21.52	take_profit
06-15 12:12	BTC	Buy	64476.2→66247.7	+13.30	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-14 19:13	BTC	Buy	64160.2→63778.8	-3.48	timeout
06-14 14:00	BTC	Buy	64084.2→64295.8	+1.20	timeout
06-14 12:55	BTC	Buy	64090.2→64281.8	+1.04	timeout
06-14 11:51	BTC	Buy	63894.2→64594.8	+5.04	timeout
06-14 10:47	BTC	Buy	63864.2→64528.8	+4.73	timeout
06-13 18:23	BTC	Buy	63684.2→64082.8	+2.66	timeout
06-13 13:08	BTC	Buy	63424.2→64122.8	+4.99	timeout
06-13 12:05	BTC	Buy	63653.2→63912.8	+1.51	timeout
06-13 11:03	BTC	Buy	63802.2→63813.8	-0.46	timeout
06-13 09:54	BTC	Buy	63771.2→63728.8	-0.86	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.28	timeout
06-12 12:22	BTC	Buy	62759.1→63558.8	+5.85	timeout
06-12 11:11	BTC	Buy	63160.2→63723.8	+3.94	timeout
06-12 10:08	BTC	Buy	62927.1→63709.8	+5.67	timeout
06-12 09:09	BTC	Buy	62831.1→63453.8	+4.44	timeout
06-11 17:21	BTC	Buy	62098.1→62348.9	+1.50	timeout
06-11 11:21	BTC	Buy	61151.1→63076.8	+15.16	timeout
06-11 10:20	BTC	Buy	61165.1→62796.9	+12.75	timeout
06-11 09:16	BTC	Buy	61029.1→62772.9	+13.72	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 16:40	BTC	Buy	60861→62318.9	+11.44	timeout
06-09 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:20	BTC	Buy	63264.2→61708	-12.75	stop_loss
06-09 14:11	BTC	Buy	63534.2→61971.9	-12.74	stop_loss
06-09 13:25	BTC	Buy	63797.2→62227.8	-12.72	stop_loss
06-09 13:23	BTC	Buy	63803.2→62228.8	-12.76	stop_loss
06-09 06:49	BTC	Buy	62949.1→63353.8	+2.71	timeout
06-09 00:48	BTC	Buy	64018.2→62443.6	-12.76	stop_loss
06-08 18:07	BTC	Buy	62172.1→63604.8	+10.98	timeout
06-08 16:04	BTC	Buy	62004.1→63792.8	+13.83	timeout
06-08 15:01	BTC	Buy	61833.1→64000.8	+17.04	timeout
06-08 13:58	BTC	Buy	61731.1→63688.8	+15.36	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 15:45	BTC	Buy	60850→62032.9	+9.26	timeout
06-07 14:42	BTC	Buy	60925→62003.9	+8.39	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:44	BTC	Buy	62212.1→62106.9	-1.32	timeout
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62880.1→61330.3	-12.76	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-247.45

total pnl ($)

-45.8 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	107	43%	-45.8	-247.45

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…