deribit_basis_discount_fear_long_v26 · strategy

137

closed trades

43%

win rate

-409.82

total pnl ($)

0.638

weight

7d window — n=31 wr=45% pnl=-96.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:57	BTC	Buy	59695→60240	+4.17	timeout
06-27 19:56	BTC	Buy	59822→60139	+2.25	timeout
06-27 18:51	BTC	Buy	59635→60499	+6.81	timeout
06-27 15:42	BTC	Buy	60461→60765	+2.08	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 15:25	BTC	Buy	59294→60124	+6.50	timeout
06-26 14:31	BTC	Buy	59177→59923	+5.80	timeout
06-25 18:51	BTC	Buy	59421→59408	-0.53	timeout
06-25 17:50	BTC	Buy	59366→59507	+0.78	timeout
06-25 13:54	BTC	Buy	60057→58528.8	-13.10	stop_loss
06-25 13:53	BTC	Buy	60445→58957.6	-12.68	stop_loss
06-24 16:51	BTC	Buy	61277.1→59745.1	-12.93	stop_loss
06-24 14:13	BTC	Buy	62656.1→61105.4	-12.82	stop_loss
06-24 14:02	BTC	Buy	62714.1→61166.3	-12.79	stop_loss
06-24 13:48	BTC	Buy	62782.1→61234.3	-12.78	stop_loss
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-24 09:37	BTC	Buy	62451.1→62636.9	+0.96	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.39	timeout
06-23 08:17	BTC	Buy	63994.2→62415.7	-12.80	stop_loss
06-23 08:15	BTC	Buy	64066.2→62490.6	-12.76	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.78	stop_loss
06-23 02:16	BTC	Buy	64517.2→64164.8	-3.16	timeout
06-22 23:31	BTC	Buy	63492.2→63993.8	+3.49	timeout
06-22 22:21	BTC	Buy	63723.2→64202.8	+3.31	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.38	timeout
06-21 23:28	BTC	Buy	64243.2→63643.8	-5.09	timeout
06-21 22:26	BTC	Buy	64152.2→63698.8	-3.97	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:18	BTC	Buy	63266.2→64250.8	+7.32	timeout
06-20 22:09	BTC	Buy	63035.2→63986.8	+7.10	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-19 23:24	BTC	Buy	62798.1→63272.8	+3.30	timeout
06-19 22:23	BTC	Buy	62831.1→63237.8	+2.74	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-18 15:57	BTC	Buy	63906.2→62293.7	-12.88	stop_loss
06-18 15:39	BTC	Buy	64386.2→62794.4	-12.64	stop_loss
06-18 15:37	BTC	Buy	64502.2→62891.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64487.2→62891.4	-12.61	stop_loss
06-17 22:03	BTC	Buy	65517.3→63900.8	-12.77	stop_loss
06-17 19:41	BTC	Buy	65772.3→64153.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65827.3→64202.7	-12.79	stop_loss
06-17 19:39	BTC	Buy	65841.3→64221.7	-12.77	stop_loss
06-17 15:58	BTC	Buy	65885.3→65704.7	-1.77	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-17 04:38	BTC	Buy	65858.3→65855.7	-0.51	timeout
06-17 00:17	BTC	Buy	66370.3→65725.7	-5.39	timeout
06-16 15:21	BTC	Buy	66668.3→65748.7	-7.43	timeout
06-16 04:01	BTC	Buy	65863.3→66139.7	+1.69	timeout
06-16 02:18	BTC	Buy	65726.3→66084.7	+2.27	timeout
06-15 22:18	BTC	Buy	64995.2→66353.7	+9.95	timeout
06-15 12:24	BTC	Buy	64479.2→66261.7	+13.38	timeout
06-15 02:59	BTC	Buy	64474.2→65427.7	+6.91	timeout
06-14 22:38	BTC	Buy	64484.2→65370.7	+6.38	timeout
06-14 21:34	BTC	Buy	64257.2→64867.8	+4.27	timeout
06-14 11:45	BTC	Buy	63882.2→64580.8	+5.02	timeout
06-14 01:21	BTC	Buy	63598.2→64646.8	+7.84	timeout
06-13 22:19	BTC	Buy	63516.2→64375.8	+6.29	timeout
06-13 19:13	BTC	Buy	63672.2→64149.8	+3.30	timeout
06-13 11:22	BTC	Buy	63806.2→63931.8	+0.44	timeout
06-13 00:38	BTC	Buy	63672.2→63555.8	-1.44	timeout
06-12 22:01	BTC	Buy	63537.2→63493.8	-0.84	timeout
06-12 17:40	BTC	Buy	63210.2→63779.8	+4.04	timeout
06-12 10:06	BTC	Buy	62849.1→63657.8	+5.88	timeout
06-11 18:02	BTC	Buy	61091.1→63773.8	+21.42	take_profit
06-11 17:34	BTC	Buy	61877.1→63191.8	+10.08	timeout
06-11 15:08	BTC	Buy	61928.1→62742.9	+6.03	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 17:08	BTC	Buy	61433.1→62136.9	+5.22	timeout
06-10 15:15	BTC	Buy	61666.1→61871.9	+1.17	timeout
06-10 14:23	BTC	Buy	61734.1→61962.9	+1.37	timeout
06-09 14:47	BTC	Buy	62718.1→61175.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63304.2→61747	-12.76	stop_loss
06-09 13:36	BTC	Buy	63750.2→62181.8	-12.75	stop_loss
06-09 06:10	BTC	Buy	62898.1→63346.8	+3.06	timeout
06-08 23:27	BTC	Buy	63191.2→63095.8	-1.23	timeout
06-08 22:25	BTC	Buy	62991.1→63306.8	+2.02	timeout
06-08 20:48	BTC	Buy	61793.1→63340.8	+12.03	timeout
06-08 05:24	BTC	Buy	61890.1→62583.9	+5.15	timeout
06-07 22:14	BTC	Buy	60642→63304.8	+21.52	take_profit
06-07 21:49	BTC	Buy	60839→61691.9	+6.57	timeout
06-07 15:26	BTC	Buy	60634→61838.9	+9.44	timeout
06-07 05:10	BTC	Buy	60095→61770.9	+13.52	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 19:10	BTC	Buy	59417→60714	+10.52	timeout
06-06 14:25	BTC	Buy	60442→60778	+2.33	timeout
06-06 04:11	BTC	Buy	61767.1→60247.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60792→59297.4	-12.74	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 14:26	BTC	Buy	61924.1→60400.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62509.1→60971.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62752.1→61207.3	-12.76	stop_loss
06-05 11:16	BTC	Buy	62370.1→62262.9	-1.35	timeout
06-05 06:23	BTC	Buy	62729.1→61178.3	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

137

closed

43%

win rate

-409.82

total pnl ($)

-59.5 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	137	43%	-59.5	-409.82

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…