deribit_basis_discount_fear_highfee_long_v2 · strategy

closed trades

35%

win rate

-159.51

total pnl ($)

1.023

weight

7d window — n=11 wr=27% pnl=-37.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:39	BTC	Buy	60438→59662	-5.50	timeout
06-28 09:28	BTC	Buy	60406→60281	-1.20	timeout
06-28 03:13	BTC	Buy	60838→60239	-4.30	timeout
06-27 20:18	BTC	Buy	60443→60252	-1.60	timeout
06-27 07:41	BTC	Buy	59903→60400	+2.96	timeout
06-26 20:21	BTC	Buy	60232→59703	-3.92	timeout
06-26 08:04	BTC	Buy	59670→60351	+4.23	timeout
06-25 13:53	BTC	Buy	60696→58775.7	-12.98	stop_loss
06-25 08:16	BTC	Buy	60563→61731.9	+7.36	timeout
06-24 17:21	BTC	Buy	61184.1→59308.4	-12.61	stop_loss
06-23 06:58	BTC	Buy	64344.2→62909.9	-9.29	timeout
06-23 00:44	BTC	Buy	65037.3→64076.8	-6.26	timeout
06-21 20:33	BTC	Buy	63983.2→64036.8	-0.03	timeout
06-21 09:31	BTC	Buy	63909.2→64042.8	+0.42	timeout
06-21 03:26	BTC	Buy	64176.2→64402.8	+1.05	timeout
06-20 04:59	BTC	Buy	62935.1→63546.8	+3.53	timeout
06-19 20:38	BTC	Buy	62693.1→63034.8	+1.81	timeout
06-19 15:19	BTC	Buy	62377.1→63107.8	+4.37	timeout
06-19 08:53	BTC	Buy	63095.2→62620.9	-3.31	timeout
06-18 18:37	BTC	Buy	64017.2→62806.9	-7.82	timeout
06-18 04:11	BTC	Buy	65846.3→63828.9	-12.62	stop_loss
06-17 22:04	BTC	Buy	64836.2→63925.8	-5.97	timeout
06-17 15:34	BTC	Buy	65814.3→65373.7	-3.03	timeout
06-17 08:47	BTC	Buy	65822.3→64957.8	-5.63	timeout
06-17 01:48	BTC	Buy	66101.3→65791.7	-2.24	timeout
06-16 19:31	BTC	Buy	66336.3→65716.7	-4.14	timeout
06-15 23:39	BTC	Buy	66193.3→66203.7	-0.31	timeout
06-15 09:20	BTC	Buy	64742.2→65698.7	+5.55	timeout
06-15 01:43	BTC	Buy	64356.2→65627.7	+7.53	timeout
06-14 19:21	BTC	Buy	64312.2→63796.8	-3.59	timeout
06-14 08:04	BTC	Buy	64254.2→64373.8	+0.34	timeout
06-13 13:53	BTC	Buy	63817.2→64065.8	+1.18	timeout
06-12 18:55	BTC	Buy	62932.1→63761.8	+4.91	timeout
06-12 12:37	BTC	Buy	63672.2→63469.8	-1.66	timeout
06-12 06:34	BTC	Buy	63419.2→62897.9	-3.67	timeout
06-10 07:01	BTC	Buy	61727.1→62016.9	+1.56	timeout
06-09 16:39	BTC	Buy	62715.1→60788.5	-12.66	stop_loss
06-09 03:12	BTC	Buy	64096.2→62847.9	-8.14	timeout
06-08 17:41	BTC	Buy	62403.1→63291.8	+5.29	timeout
06-08 10:50	BTC	Buy	63137.2→63133.8	-0.38	timeout
06-07 15:27	BTC	Buy	61561.1→61823.9	+1.34	timeout
06-06 21:52	BTC	Buy	60931→60819	-1.07	timeout
06-06 15:53	BTC	Buy	60674→60695	-0.22	timeout
06-06 04:21	BTC	Buy	61789.1→59899	-12.60	stop_loss
06-06 03:49	BTC	Buy	60322→60625	+1.64	timeout
06-05 13:56	BTC	Buy	62860.1→60937.5	-12.60	stop_loss
06-05 06:24	BTC	Buy	63018.2→61066.4	-12.74	stop_loss
06-05 02:09	BTC	Buy	64278.2→63190.8	-7.13	timeout
06-04 17:14	BTC	Buy	63909.2→63540.8	-2.70	timeout
06-04 00:29	BTC	Buy	65400.3→63400.1	-12.59	stop_loss
06-03 20:55	BTC	Buy	66804.3→64735.4	-12.76	stop_loss
06-03 17:41	BTC	Buy	66993.3→66113.7	-5.64	timeout
06-03 11:05	BTC	Buy	66265.3→67200.6	+5.23	timeout
06-03 03:21	BTC	Buy	67709.4→66340.7	-8.45	timeout
05-31 03:10	BTC	Buy	73882.7→74047.3	+0.51	timeout
05-29 20:04	BTC	Buy	73665.7→73478.3	-1.40	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+2.42	timeout

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-159.51

total pnl ($)

-69.8 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	57	35%	-69.8	-159.51

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 15:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…