deribit_basis_discount_fear_long_v23 · strategy

100

closed trades

44%

win rate

-251.94

total pnl ($)

0.276

weight

7d window — n=27 wr=33% pnl=-164.31 · 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 01:12	BTC	Buy	60000→59478	-4.83	timeout
06-28 23:06	BTC	Buy	60272→59202	-9.41	timeout
06-28 20:27	BTC	Buy	60231→59685	-4.99	timeout
06-28 18:21	BTC	Buy	60466→59609	-7.52	timeout
06-28 00:48	BTC	Buy	59930→60103	+0.96	timeout
06-27 22:45	BTC	Buy	59939→60145	+1.32	timeout
06-27 17:37	BTC	Buy	59942→60559	+4.71	timeout
06-27 14:53	BTC	Buy	59635→60588	+7.54	timeout
06-27 04:39	BTC	Buy	59879→60339	+3.40	timeout
06-26 19:59	BTC	Buy	59265→59818	+4.12	timeout
06-26 17:55	BTC	Buy	59566→59985	+2.95	timeout
06-26 15:40	BTC	Buy	59223→60457	+9.88	timeout
06-26 13:18	BTC	Buy	60311→58827.6	-12.76	stop_loss
06-26 02:24	BTC	Buy	59788→58317.9	-12.74	stop_loss
06-26 02:16	BTC	Buy	59900→58425.8	-12.74	stop_loss
06-25 13:59	BTC	Buy	59551→58084	-12.68	stop_loss
06-25 13:57	BTC	Buy	59823→58351.9	-12.65	stop_loss
06-25 13:48	BTC	Buy	60792→59297.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60847→59350.3	-12.68	stop_loss
06-25 13:48	BTC	Buy	60957→59456.3	-12.70	stop_loss
06-24 17:44	BTC	Buy	60748→59253.4	-12.74	stop_loss
06-24 14:19	BTC	Buy	62432.1→60883.5	-12.85	stop_loss
06-24 14:19	BTC	Buy	62504.1→60965.5	-12.72	stop_loss
06-24 14:17	BTC	Buy	62576.1→61036.4	-12.70	stop_loss
06-24 13:48	BTC	Buy	62782.1→61238.3	-12.73	stop_loss
06-24 13:46	BTC	Buy	62303.1→61354.9	-8.03	timeout
06-24 08:20	BTC	Buy	62440.1→62626.9	+0.97	timeout
06-18 05:04	BTC	Buy	65291.3→63682	-12.78	stop_loss
06-16 22:32	BTC	Buy	66101.3→65735.7	-3.31	timeout
06-16 18:29	BTC	Buy	66823.3→65895.7	-7.46	timeout
06-16 14:25	BTC	Buy	66380.3→65649.7	-6.04	timeout
06-16 14:23	BTC	Buy	67193.4→65540.9	-12.82	stop_loss
06-16 12:22	BTC	Buy	66220.3→66602.7	+2.35	timeout
06-15 21:52	BTC	Buy	65494.3→66388.7	+6.32	timeout
06-15 13:46	BTC	Buy	64324.2→66516.7	+16.61	timeout
06-15 13:20	BTC	Buy	64004.2→66817.7	+21.55	take_profit
06-15 12:50	BTC	Buy	63752.2→66550.7	+21.51	take_profit
06-15 11:43	BTC	Buy	64598.2→66179.7	+11.80	timeout
06-14 21:29	BTC	Buy	64236.2→64677.8	+2.96	timeout
06-14 19:23	BTC	Buy	64147.2→63785.8	-3.33	timeout
06-14 15:14	BTC	Buy	64274.2→64085.8	-1.93	timeout
06-14 13:13	BTC	Buy	64159.2→64316.8	+0.77	timeout
06-14 11:11	BTC	Buy	63894.2→64509.8	+4.36	timeout
06-13 20:20	BTC	Buy	63525.2→64230.8	+5.10	timeout
06-13 18:21	BTC	Buy	63669.2→64055.8	+2.56	timeout
06-13 14:10	BTC	Buy	63400.2→64143.8	+5.37	timeout
06-13 11:50	BTC	Buy	63793.2→63874.8	+0.10	timeout
06-13 09:48	BTC	Buy	63816.2→63762.8	-0.95	timeout
06-12 20:06	BTC	Buy	63604.2→63632.8	-0.23	timeout
06-12 18:02	BTC	Buy	63758.2→63861.8	+0.35	timeout
06-12 13:50	BTC	Buy	63078.2→63201.8	+0.46	timeout
06-12 11:43	BTC	Buy	63113.2→63752.8	+4.54	timeout
06-12 09:31	BTC	Buy	62815.1→63757.8	+6.97	timeout
06-11 19:08	BTC	Buy	61923.1→63374.8	+11.14	timeout
06-11 17:06	BTC	Buy	62255.1→62446.9	+1.03	timeout
06-11 12:24	BTC	Buy	61059.1→62740.9	+13.20	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 18:52	BTC	Buy	61684.1→61694.9	-0.41	timeout
06-10 16:40	BTC	Buy	60861→62318.9	+11.45	timeout
06-09 14:39	BTC	Buy	62889.1→61342.2	-12.75	stop_loss
06-09 14:20	BTC	Buy	63254.2→61695.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63507.2→61941.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63688.2→62119.8	-12.74	stop_loss
06-09 13:23	BTC	Buy	63803.2→62228.8	-12.76	stop_loss
06-09 07:50	BTC	Buy	63317.2→63155.8	-1.78	timeout
06-08 21:34	BTC	Buy	61708.1→63643.8	+15.20	timeout
06-08 17:27	BTC	Buy	62219.1→63575.8	+10.36	timeout
06-08 15:25	BTC	Buy	61855.1→64057.8	+17.30	timeout
06-08 13:22	BTC	Buy	61690.1→63835.8	+16.90	timeout
06-08 07:12	BTC	Buy	62135.1→63105.8	+7.33	timeout
06-07 20:47	BTC	Buy	60715→61771.9	+8.28	timeout
06-07 16:44	BTC	Buy	60710→62174.9	+11.56	timeout
06-07 14:37	BTC	Buy	60969→62214.9	+9.75	timeout
06-07 12:32	BTC	Buy	60711→61918.9	+9.49	timeout
06-07 05:07	BTC	Buy	59791→61784.9	+16.25	timeout
06-06 18:58	BTC	Buy	59431→60638	+9.76	timeout
06-06 04:14	BTC	Buy	61588.1→60064.9	-12.82	stop_loss
06-05 18:52	BTC	Buy	60890→59392.3	-12.76	stop_loss
06-05 18:37	BTC	Buy	61425.1→59914	-12.76	stop_loss
06-05 14:26	BTC	Buy	61913.1→60387.8	-12.77	stop_loss
06-05 14:06	BTC	Buy	61975.1→60450.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62411.1→60873.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62435.1→60899.5	-12.75	stop_loss
06-05 13:52	BTC	Buy	62584.1→61045.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62732.1→61174.3	-12.81	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 06:01	BTC	Buy	63684.2→62117.8	-12.69	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-12.71	stop_loss
06-05 02:20	BTC	Buy	62505.1→63010.8	+3.60	timeout
06-04 09:30	BTC	Buy	64304.2→62721.5	-12.75	stop_loss
06-04 01:16	BTC	Buy	64471.2→62885.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65494.3→63883.8	-12.74	stop_loss
06-03 23:54	BTC	Buy	65695.3→64076.7	-12.76	stop_loss
06-03 19:54	BTC	Buy	66944.3→65297.1	-12.79	stop_loss
06-03 19:52	BTC	Buy	67113.4→65459	-12.79	stop_loss
06-03 16:27	BTC	Buy	67191.4→65535.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67188.4→65534.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67429.4→65770.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

100

closed

44%

win rate

-251.94

total pnl ($)

-50.0 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	100	44%	-50.0	-251.94

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…