deribit_basis_discount_fear_long_v25 · strategy

108

closed trades

41%

win rate

-313.45

total pnl ($)

0.250

weight

7d window — n=26 wr=23% pnl=-164.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:45	BTC	Buy	59870→59253	-5.59	timeout
06-29 02:53	BTC	Buy	60139→59686	-4.25	timeout
06-28 21:47	BTC	Buy	60225→59445	-6.94	timeout
06-28 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 19:42	BTC	Buy	60141→59399	-6.59	timeout
06-28 18:39	BTC	Buy	60530→59556	-8.48	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 02:52	BTC	Buy	58540.9→60309	+14.66	timeout
06-26 18:12	BTC	Buy	59468→60110	+4.84	timeout
06-26 17:12	BTC	Buy	59308→60183	+6.84	timeout
06-26 15:06	BTC	Buy	59222→59621	+2.87	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.67	stop_loss
06-25 13:58	BTC	Buy	59646→58176	-12.70	stop_loss
06-25 13:57	BTC	Buy	59791→58300.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60482→58993.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60667→59172.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60963→59459.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61168.1→59664.2	-12.72	stop_loss
06-24 15:37	BTC	Buy	62149.1→60620.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62421.1→60877.5	-12.81	stop_loss
06-24 14:13	BTC	Buy	62608.1→61066.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-18 04:11	BTC	Buy	65422.3→63812.9	-12.76	stop_loss
06-16 15:01	BTC	Buy	66667.3→65655.7	-8.12	timeout
06-16 14:23	BTC	Buy	67112.4→65462	-12.82	stop_loss
06-16 14:04	BTC	Buy	66347.3→66182.7	-1.77	timeout
06-16 13:06	BTC	Buy	66587.3→66316.7	-2.56	timeout
06-16 12:02	BTC	Buy	66170.3→66407.7	+1.26	timeout
06-15 13:24	BTC	Buy	64065.2→66878.7	+21.52	take_profit
06-15 13:19	BTC	Buy	64000.2→66809.7	+21.51	take_profit
06-15 13:17	BTC	Buy	64377.2→66707.7	+17.67	timeout
06-15 12:13	BTC	Buy	64480.2→66243.7	+13.24	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 14:56	BTC	Buy	64207.2→63910.8	-2.77	timeout
06-14 12:50	BTC	Buy	64072.2→64305.8	+1.38	timeout
06-14 11:46	BTC	Buy	63880.2→64577.8	+5.02	timeout
06-14 10:43	BTC	Buy	63846.2→64586.8	+5.33	timeout
06-13 19:35	BTC	Buy	63621.2→64123.8	+3.50	timeout
06-13 14:12	BTC	Buy	63399.2→64143.8	+5.38	timeout
06-13 12:23	BTC	Buy	63574.2→63921.8	+2.21	timeout
06-13 11:16	BTC	Buy	63803.2→63935.8	+0.50	timeout
06-13 10:03	BTC	Buy	63694.2→63733.8	-0.22	timeout
06-12 18:50	BTC	Buy	63504.2→63802.8	+1.89	timeout
06-12 12:22	BTC	Buy	62887.1→63535.8	+4.63	timeout
06-12 11:16	BTC	Buy	63150.2→63801.8	+4.63	timeout
06-12 10:11	BTC	Buy	62891.1→63699.8	+5.88	timeout
06-12 09:10	BTC	Buy	62853.1→63463.8	+4.34	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 11:22	BTC	Buy	61218.1→63128.8	+15.03	timeout
06-11 10:20	BTC	Buy	61143.1→62808.9	+13.02	timeout
06-11 09:18	BTC	Buy	61103.1→62804.9	+13.34	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.40	timeout
06-10 16:40	BTC	Buy	60809→62314.9	+11.87	timeout
06-09 14:46	BTC	Buy	62795.1→61247.3	-12.79	stop_loss
06-09 14:35	BTC	Buy	62961.1→61410.2	-12.77	stop_loss
06-09 14:11	BTC	Buy	63516.2→61949.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63566.2→62000.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63678.2→62111.8	-12.74	stop_loss
06-09 07:40	BTC	Buy	63203.2→63152.8	-0.90	timeout
06-09 00:48	BTC	Buy	64007.2→62425.6	-12.81	stop_loss
06-08 17:32	BTC	Buy	62273.1→63432.8	+8.77	timeout
06-08 16:27	BTC	Buy	62204.1→63962.8	+13.61	timeout
06-08 15:26	BTC	Buy	61856.1→63989.8	+16.74	timeout
06-08 14:24	BTC	Buy	62030.1→63807.8	+13.84	timeout
06-08 06:52	BTC	Buy	62132.1→62966.9	+6.25	timeout
06-07 17:14	BTC	Buy	60699→62255.9	+12.35	timeout
06-07 15:47	BTC	Buy	60824→62007.9	+9.13	timeout
06-07 14:43	BTC	Buy	60912→61954.9	+8.09	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:07	BTC	Buy	61034.1→61654.9	+4.68	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61217.1→59711.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:04	BTC	Buy	62125.1→60596.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 11:45	BTC	Buy	62316.1→61996.9	-3.04	timeout
06-05 06:23	BTC	Buy	62746.1→61186.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:22	BTC	Buy	62903.1→61347.2	-12.81	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

41%

win rate

-313.45

total pnl ($)

-57.7 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	108	41%	-57.7	-313.45

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…