deribit_basis_discount_fear_long_v28 · strategy

110

closed trades

42%

win rate

-422.87

total pnl ($)

0.436

weight

7d window — n=27 wr=41% pnl=-128.11 · 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 16:09	BTC	Buy	60776→59856	-8.03	timeout
06-27 20:52	BTC	Buy	59754→60258	+3.83	timeout
06-27 19:53	BTC	Buy	59874→60167	+2.05	timeout
06-27 15:48	BTC	Buy	60291→60727	+3.18	timeout
06-26 20:21	BTC	Buy	59591→59759	+0.84	timeout
06-26 19:18	BTC	Buy	59192→59956	+5.89	timeout
06-26 14:51	BTC	Buy	59689→59721	-0.23	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:57	BTC	Buy	59831→58353.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-24 17:20	BTC	Buy	60950→59447.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62644.1→61101.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62673.1→61128.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62726.1→61183.3	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64138.2→62554.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64264.2→62680.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64479.2→62889.4	-12.79	stop_loss
06-23 02:41	BTC	Buy	64547.2→64167.8	-3.39	timeout
06-22 20:19	BTC	Buy	64030.2→64476.8	+3.01	timeout
06-22 19:16	BTC	Buy	64179.2→64355.8	+0.88	timeout
06-22 02:07	BTC	Buy	64219.2→64516.8	+1.78	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.59	timeout
06-21 17:46	BTC	Buy	63817.2→64140.8	+2.16	timeout
06-21 00:48	BTC	Buy	63528.2→64233.8	+5.05	timeout
06-20 18:16	BTC	Buy	63134.2→63811.8	+4.91	timeout
06-20 17:14	BTC	Buy	62970.1→63916.8	+7.03	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.70	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:57	BTC	Buy	63907.2→62324.7	-12.90	stop_loss
06-18 15:40	BTC	Buy	64188.2→62603.6	-12.77	stop_loss
06-18 15:38	BTC	Buy	64401.2→62816.4	-12.74	stop_loss
06-18 04:11	BTC	Buy	65409.3→63800.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65602.3→63975.8	-12.86	stop_loss
06-17 19:39	BTC	Buy	65842.3→64220.7	-12.79	stop_loss
06-17 08:04	BTC	Buy	66337.3→65448.7	-7.10	timeout
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-17 02:33	BTC	Buy	65871.3→65928.7	-0.03	timeout
06-16 07:01	BTC	Buy	65701.3→66381.7	+4.81	timeout
06-16 05:48	BTC	Buy	65725.3→66053.7	+2.10	timeout
06-16 02:17	BTC	Buy	65723.3→66099.7	+2.41	timeout
06-15 04:04	BTC	Buy	64504.2→65762.7	+9.27	timeout
06-15 02:59	BTC	Buy	64474.2→65427.7	+6.91	timeout
06-15 01:53	BTC	Buy	64609.2→65526.7	+6.63	timeout
06-14 04:00	BTC	Buy	63512.2→64532.8	+7.62	timeout
06-14 02:53	BTC	Buy	63569.2→64456.8	+6.56	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-12 21:21	BTC	Buy	63487.2→63556.8	+0.05	timeout
06-12 20:16	BTC	Buy	63489.2→63518.8	-0.23	timeout
06-12 17:34	BTC	Buy	63199.2→63811.8	+4.39	timeout
06-11 19:57	BTC	Buy	62010.1→63624.8	+12.44	timeout
06-11 18:54	BTC	Buy	61816.1→63500.8	+13.05	timeout
06-11 17:15	BTC	Buy	62106.1→62433.9	+2.13	timeout
06-10 16:47	BTC	Buy	61301.1→62069.9	+5.75	timeout
06-10 15:44	BTC	Buy	61318.1→62371.9	+8.09	timeout
06-10 14:43	BTC	Buy	61348.1→62031.9	+5.09	timeout
06-09 14:29	BTC	Buy	63075.2→61524.1	-12.75	stop_loss
06-09 14:20	BTC	Buy	63262.2→61705	-12.76	stop_loss
06-09 14:17	BTC	Buy	63361.2→61802	-12.75	stop_loss
06-09 05:19	BTC	Buy	62627.1→63295.8	+4.88	timeout
06-08 23:09	BTC	Buy	62820.1→63547.8	+5.32	timeout
06-08 22:06	BTC	Buy	61743.1→63471.8	+13.51	timeout
06-08 04:50	BTC	Buy	61780.1→62853.9	+8.23	timeout
06-07 20:20	BTC	Buy	60530→61562.9	+8.12	timeout
06-07 14:57	BTC	Buy	60877→61915.9	+8.07	timeout
06-07 04:29	BTC	Buy	59891→61513.9	+13.10	timeout
06-06 20:11	BTC	Buy	60703→60543	-1.70	timeout
06-06 14:30	BTC	Buy	60442→60834	+2.80	timeout
06-06 04:11	BTC	Buy	61795.1→60272.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:24	BTC	Buy	62700.1→61150.4	-12.80	stop_loss
06-05 06:24	BTC	Buy	62704.1→61150.4	-12.83	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 02:54	BTC	Buy	63236.2→62632.9	-5.18	timeout
06-04 10:30	BTC	Buy	63962.2→62387.7	-12.73	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66442.3→64808.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67195.4→65541.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67199.4→65544.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67273.4→65617.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67290.4→65630.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67473.4→65811.8	-12.77	stop_loss
06-02 14:10	BTC	Buy	69992.5→68271.4	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70867.5→69122	-12.83	stop_loss
06-01 22:25	BTC	Buy	73780.7→71201.8	-18.06	stop_loss
06-01 22:25	BTC	Buy	73956.7→71201.8	-19.22	stop_loss
06-01 04:40	BTC	Buy	74168.7→73432.3	-5.44	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

42%

win rate

-422.87

total pnl ($)

-76.5 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	110	42%	-76.5	-422.87

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…