deribit_basis_discount_fear_long_v29

not live
112
closed trades
43%
win rate
-319.46
total pnl ($)
0.797
weight
7d window — n=22 wr=41% pnl=-61.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 02:23BTCBuy59262→59867+4.73timeout
06-29 22:14BTCBuy59609→60408+6.10timeout
06-29 20:04BTCBuy59494→60501+7.86timeout
06-29 01:33BTCBuy60189→59276-8.09timeout
06-28 20:04BTCBuy60222→59492-6.49timeout
06-28 19:02BTCBuy60563→59551-8.78timeout
06-27 23:35BTCBuy59968→59999-0.14timeout
06-27 19:55BTCBuy59843→60125+1.96timeout
06-27 18:51BTCBuy59645→60499+6.73timeout
06-26 19:21BTCBuy59210→59918+5.42timeout
06-26 18:19BTCBuy59652→59979+2.17timeout
06-26 16:07BTCBuy59562→60293+5.58timeout
06-25 18:12BTCBuy59500→59476-0.62timeout
06-25 17:24BTCBuy59487→59446-0.76timeout
06-25 13:53BTCBuy60473→58925.6-13.15stop_loss
06-24 17:47BTCBuy60628→59067.5-13.30stop_loss
06-24 14:13BTCBuy62737.1→61130.4-13.20stop_loss
06-24 13:09BTCBuy62104.1→62153.9-0.04timeout
06-24 12:08BTCBuy62455.1→62815.9+2.43timeout
06-23 08:20BTCBuy63957.2→62320.7-13.23stop_loss
06-23 08:19BTCBuy63966.2→62327.7-13.25stop_loss
06-23 08:17BTCBuy64038.2→62399.7-13.25stop_loss
06-23 01:29BTCBuy64575.2→64156.8-3.66timeout
06-22 23:32BTCBuy63415.2→63986.8+4.12timeout
06-22 22:21BTCBuy63705.2→64202.8+3.45timeout
06-22 00:41BTCBuy64280.2→63959.8-3.00timeout
06-21 22:26BTCBuy64155.2→63691.8-4.04timeout
06-21 21:24BTCBuy63926.2→63650.8-2.61timeout
06-20 22:00BTCBuy63047.2→63966.8+6.85timeout
06-20 21:00BTCBuy63190.2→63892.8+5.12timeout
06-20 19:15BTCBuy63042.2→63863.8+6.08timeout
06-19 21:49BTCBuy62905.1→63099.8+1.05timeout
06-19 19:28BTCBuy62758.1→62960.9+1.14timeout
06-19 17:17BTCBuy62503.1→63028.8+3.76timeout
06-18 15:40BTCBuy64436.2→62782.5-13.40stop_loss
06-18 15:39BTCBuy64442.2→62793.4-13.34stop_loss
06-18 15:37BTCBuy64555.2→62893.4-13.42stop_loss
06-17 22:03BTCBuy65522.3→63843.9-13.24stop_loss
06-17 19:50BTCBuy65716.3→64028.8-13.30stop_loss
06-17 19:41BTCBuy65824.3→64138.7-13.27stop_loss
06-17 06:57BTCBuy66418.3→65576.7-6.81timeout
06-17 04:10BTCBuy66156.3→65841.7-2.88timeout
06-16 22:44BTCBuy66252.3→65685.7-4.82timeout
06-16 05:49BTCBuy65760.3→66034.7+1.69timeout
06-16 02:17BTCBuy65700.3→66084.7+2.47timeout
06-15 21:52BTCBuy65494.3→66388.7+6.32timeout
06-15 00:08BTCBuy64412.2→65712.7+9.66timeout
06-14 21:51BTCBuy64463.2→65517.7+7.69timeout
06-14 19:48BTCBuy64285.2→63725.8-4.85timeout
06-13 22:17BTCBuy63498.2→64366.8+6.36timeout
06-13 21:11BTCBuy63552.2→64251.8+5.03timeout
06-13 19:42BTCBuy63702.2→64250.8+3.85timeout
06-12 21:33BTCBuy63497.2→63548.8-0.08timeout
06-12 20:17BTCBuy63502.2→63513.8-0.36timeout
06-12 17:34BTCBuy63184.2→63810.8+4.49timeout
06-11 19:57BTCBuy62007.1→63635.8+12.56timeout
06-11 18:55BTCBuy61794.1→63464.8+12.94timeout
06-11 14:55BTCBuy61897.1→62861.9+7.25timeout
06-10 17:07BTCBuy61506.1→62167.9+4.87timeout
06-10 15:54BTCBuy61191.1→62802.9+12.77timeout
06-10 14:24BTCBuy61769.1→62028.9+1.62timeout
06-09 15:56BTCBuy62632.1→61024.4-13.29stop_loss
06-09 14:29BTCBuy63168.2→61550.1-13.26stop_loss
06-09 14:10BTCBuy63657.2→62027.9-13.25stop_loss
06-09 06:10BTCBuy62919.1→63350.8+2.94timeout
06-08 22:48BTCBuy63191.2→63214.8-0.29timeout
06-08 16:13BTCBuy62148.1→63855.8+13.18timeout
06-08 05:24BTCBuy61863.1→62599.9+5.50timeout
06-07 21:48BTCBuy60818→61679.9+6.66timeout
06-07 15:26BTCBuy60621→61852.9+9.70timeout
06-07 04:17BTCBuy60143→61573.9+11.44timeout
06-06 20:03BTCBuy60148→60528+2.78timeout
06-06 14:26BTCBuy60440→60799+2.53timeout
06-06 04:11BTCBuy61870.1→60286.8-13.25stop_loss
06-05 21:03BTCBuy59148→61803.9+22.00take_profit
06-05 18:52BTCBuy60887→59327.4-13.26stop_loss
06-05 18:44BTCBuy61254.1→59685.2-13.29stop_loss
06-05 14:04BTCBuy62196.1→60601.7-13.27stop_loss
06-05 13:49BTCBuy62796.1→61189.3-13.25stop_loss
06-05 11:16BTCBuy62354.1→62295.9-0.96timeout
06-05 06:03BTCBuy63671.2→62041.9-13.19stop_loss
06-05 06:00BTCBuy63819.2→62185.8-13.20stop_loss
06-04 10:49BTCBuy63883.2→62248.7-13.22stop_loss
06-04 01:58BTCBuy63705.2→62074.8-13.25stop_loss
06-04 00:29BTCBuy65045.3→63380.1-13.25stop_loss
06-04 00:29BTCBuy65187.3→63519-13.24stop_loss
06-03 20:50BTCBuy66714.3→65007.2-13.27stop_loss
06-03 19:52BTCBuy67180.4→65459-13.30stop_loss
06-03 16:27BTCBuy67273.4→65549.9-13.29stop_loss
06-03 03:50BTCBuy67233.4→65476-13.52stop_loss
06-03 03:49BTCBuy67382.4→65657.9-13.25stop_loss
06-03 03:43BTCBuy67466.4→65734.8-13.29stop_loss
06-02 14:27BTCBuy69542.5→67762.7-13.26stop_loss
06-02 14:21BTCBuy69992.5→68201.5-13.26stop_loss
06-02 14:21BTCBuy69994.5→68203.5-13.26stop_loss
06-02 02:07BTCBuy71933.6→70092.4-13.33stop_loss
06-01 22:25BTCBuy73098.7→71201.8-13.52stop_loss
06-01 22:25BTCBuy73947.7→71201.8-19.13stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 23:45BTCBuy73780.7→73555.3-1.95timeout

Paper vs Live

Paper (trades.jsonl)
112
closed
43%
win rate
-319.46
total pnl ($)
-56.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC11243%-56.6-319.46

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:25BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems