deribit_basis_discount_fear_long_v12 · strategy

106

closed trades

45%

win rate

-230.00

total pnl ($)

0.385

weight

7d window — n=25 wr=28% pnl=-134.59 · 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 02:59	BTC	Buy	60138→59722	-3.94	timeout
06-29 01:56	BTC	Buy	60195→59494	-6.30	timeout
06-28 19:44	BTC	Buy	60172→59410	-6.76	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:09	BTC	Buy	59956→60004	-0.05	timeout
06-27 23:34	BTC	Buy	59967→59972	-0.36	timeout
06-27 21:58	BTC	Buy	59906→60166	+1.79	timeout
06-27 15:21	BTC	Buy	59940→60701	+5.91	timeout
06-26 18:03	BTC	Buy	59583→59988	+2.86	timeout
06-26 17:02	BTC	Buy	59273→60052	+6.01	timeout
06-26 15:58	BTC	Buy	59524→60303	+5.98	timeout
06-26 14:57	BTC	Buy	59505→59532	-0.28	timeout
06-26 14:07	BTC	Buy	58993.9→59890	+7.10	timeout
06-25 13:59	BTC	Buy	59528→58062	-12.70	stop_loss
06-25 13:58	BTC	Buy	59660→58192	-12.69	stop_loss
06-25 13:57	BTC	Buy	59812→58329.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60270→58767.7	-12.86	stop_loss
06-25 13:48	BTC	Buy	60792→59292.4	-12.75	stop_loss
06-24 17:20	BTC	Buy	60871→59371.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61165.1→59661.2	-12.72	stop_loss
06-24 15:33	BTC	Buy	62200.1→60669.6	-12.75	stop_loss
06-24 14:17	BTC	Buy	62600.1→61060.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62771.1→61226.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62860.1→61311.3	-12.77	stop_loss
06-24 08:23	BTC	Buy	62362.1→62672.9	+1.95	timeout
06-16 14:08	BTC	Buy	66337.3→66047.7	-2.71	timeout
06-16 13:07	BTC	Buy	66585.3→66308.7	-2.60	timeout
06-16 12:06	BTC	Buy	66197.3→66427.7	+1.20	timeout
06-16 11:01	BTC	Buy	65872.3→66496.7	+4.24	timeout
06-16 09:56	BTC	Buy	65568.3→66514.7	+6.77	timeout
06-15 13:34	BTC	Buy	64224.2→66791.7	+19.56	timeout
06-15 12:50	BTC	Buy	63758.2→66559.7	+21.53	take_profit
06-15 11:25	BTC	Buy	64531.2→66301.7	+13.26	timeout
06-15 10:24	BTC	Buy	64613.2→65714.7	+8.08	timeout
06-15 09:19	BTC	Buy	64314.2→65750.7	+10.73	timeout
06-14 19:34	BTC	Buy	64170.2→63804.8	-3.36	timeout
06-14 13:18	BTC	Buy	64126.2→64364.8	+1.41	timeout
06-14 11:10	BTC	Buy	63913.2→64511.8	+4.23	timeout
06-14 10:07	BTC	Buy	63748.2→64514.8	+5.53	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-13 19:27	BTC	Buy	63757.2→64118.8	+2.38	timeout
06-13 13:11	BTC	Buy	63413.2→64114.8	+5.01	timeout
06-13 11:01	BTC	Buy	63650.2→63825.8	+0.83	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-13 08:53	BTC	Buy	63447.2→63775.8	+2.06	timeout
06-12 18:45	BTC	Buy	63504.2→63837.8	+2.16	timeout
06-12 12:01	BTC	Buy	63047.2→63654.8	+4.29	timeout
06-12 10:50	BTC	Buy	62935.1→63682.8	+5.41	timeout
06-12 09:46	BTC	Buy	62888.1→63849.8	+7.10	timeout
06-12 08:47	BTC	Buy	62897.1→63387.8	+3.36	timeout
06-11 17:23	BTC	Buy	62036.1→62356.9	+2.04	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.84	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.34	timeout
06-09 15:56	BTC	Buy	62597.1→61057.4	-12.84	stop_loss
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 14:16	BTC	Buy	63406.2→61847	-12.76	stop_loss
06-09 14:16	BTC	Buy	63466.2→61904.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63516.2→61953.9	-12.76	stop_loss
06-09 06:48	BTC	Buy	62957.1→63370.8	+2.78	timeout
06-09 00:31	BTC	Buy	64092.2→62515.6	-12.76	stop_loss
06-08 21:49	BTC	Buy	61691.1→63753.8	+16.23	timeout
06-08 18:26	BTC	Buy	62194.1→63541.8	+10.32	timeout
06-08 16:25	BTC	Buy	62249.1→64014.8	+13.63	timeout
06-08 14:17	BTC	Buy	61821.1→63718.8	+14.86	timeout
06-08 06:30	BTC	Buy	62024.1→63024.8	+7.61	timeout
06-07 21:04	BTC	Buy	60715→61741.9	+8.03	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.07	timeout
06-07 15:45	BTC	Buy	60847→62068.9	+9.45	timeout
06-07 13:32	BTC	Buy	60688→61830.9	+8.94	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60763→60537	-2.24	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59330→61934.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60773→59278.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61330.3	-12.75	stop_loss
06-05 11:47	BTC	Buy	62323.1→62153.9	-1.84	timeout
06-05 06:23	BTC	Buy	62781.1→61213.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62884.1→61337.2	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.70	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.77	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
06-03 20:45	BTC	Buy	66748.3→65107.2	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

45%

win rate

-230.00

total pnl ($)

-43.0 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	106	45%	-43.0	-230.00

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…