deribit_basis_discount_fear_long_v22 · strategy

103

closed trades

47%

win rate

-236.53

total pnl ($)

0.547

weight

7d window — n=21 wr=38% pnl=-110.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:14	BTC	Buy	59953→60030	+0.17	timeout
06-27 23:34	BTC	Buy	59967→59972	-0.36	timeout
06-27 21:56	BTC	Buy	59926→60165	+1.61	timeout
06-27 14:59	BTC	Buy	59628→60581	+7.54	timeout
06-26 18:03	BTC	Buy	59589→60025	+3.11	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.32	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.63	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61105.1→59582.2	-12.89	stop_loss
06-24 15:30	BTC	Buy	62245.1→60714.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62599.1→61059.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:45	BTC	Buy	62883.1→61335.2	-12.76	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65369.3→63738.9	-12.93	stop_loss
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-16 12:40	BTC	Buy	66332.3→66552.7	+1.13	timeout
06-16 11:36	BTC	Buy	66160.3→66349.7	+0.91	timeout
06-16 10:31	BTC	Buy	65693.3→66589.7	+6.34	timeout
06-15 13:12	BTC	Buy	64327.2→66599.7	+17.23	timeout
06-15 13:00	BTC	Buy	63788.2→66593.7	+21.55	take_profit
06-15 12:08	BTC	Buy	64474.2→66170.7	+12.72	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 10:00	BTC	Buy	64563.2→65571.7	+7.36	timeout
06-14 19:11	BTC	Buy	64159.2→63763.8	-3.61	timeout
06-14 12:55	BTC	Buy	64101.2→64270.8	+0.88	timeout
06-14 11:51	BTC	Buy	63893.2→64595.8	+5.06	timeout
06-14 10:48	BTC	Buy	63855.2→64529.8	+4.81	timeout
06-14 09:44	BTC	Buy	63788.2→64525.8	+5.28	timeout
06-13 18:29	BTC	Buy	63757.2→64177.8	+2.83	timeout
06-13 12:03	BTC	Buy	63736.2→63926.8	+0.97	timeout
06-13 11:02	BTC	Buy	63770.2→63815.8	-0.19	timeout
06-13 09:55	BTC	Buy	63755.2→63729.8	-0.72	timeout
06-13 08:53	BTC	Buy	63432.2→63777.8	+2.19	timeout
06-12 18:12	BTC	Buy	63466.2→63867.8	+2.71	timeout
06-12 11:49	BTC	Buy	63063.2→63804.8	+5.35	timeout
06-12 10:38	BTC	Buy	62926.1→63697.8	+5.60	timeout
06-12 09:33	BTC	Buy	62866.1→63885.8	+7.57	timeout
06-12 08:31	BTC	Buy	62903.1→63457.8	+3.87	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 16:39	BTC	Buy	60818→62258.9	+11.32	timeout
06-09 14:46	BTC	Buy	62744.1→61197.3	-12.79	stop_loss
06-09 14:19	BTC	Buy	63276.2→61719	-12.76	stop_loss
06-09 14:11	BTC	Buy	63568.2→61998.9	-12.79	stop_loss
06-09 13:36	BTC	Buy	63754.2→62175.8	-12.82	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.73	stop_loss
06-09 06:41	BTC	Buy	62956.1→63308.8	+2.30	timeout
06-09 00:49	BTC	Buy	63978.2→62397.7	-12.81	stop_loss
06-08 21:07	BTC	Buy	61747.1→63644.8	+14.88	timeout
06-08 17:52	BTC	Buy	62175.1→63466.8	+9.84	timeout
06-08 14:50	BTC	Buy	61747.1→63831.8	+16.40	timeout
06-08 13:49	BTC	Buy	61694.1→63482.8	+14.00	timeout
06-08 06:30	BTC	Buy	62004.1→63024.8	+7.77	timeout
06-07 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.91	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:05	BTC	Buy	60165→60896	+5.69	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62331.1→60798.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62473.1→62107.9	-3.40	timeout
06-05 10:28	BTC	Buy	62557.1→62522.9	-0.73	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62803.1→61246.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63537.2→61974.9	-12.69	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
06-03 20:45	BTC	Buy	66747.3→65104.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67041.4→65381	-12.86	stop_loss
06-03 19:54	BTC	Buy	67049.4→65398	-12.80	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

47%

win rate

-236.53

total pnl ($)

-45.5 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	103	47%	-45.5	-236.53

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…