deribit_basis_discount_fear_long_v36 · strategy

102

closed trades

44%

win rate

-296.80

total pnl ($)

0.505

weight

7d window — n=19 wr=32% pnl=-117.20 · 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 00:09	BTC	Buy	60106→60107	-0.37	timeout
06-27 14:58	BTC	Buy	59582→60587	+7.99	timeout
06-26 18:03	BTC	Buy	59599→60007	+2.89	timeout
06-26 17:02	BTC	Buy	59248→60042	+6.15	timeout
06-26 15:58	BTC	Buy	59543→60294	+5.83	timeout
06-26 14:57	BTC	Buy	59510→59464	-0.89	timeout
06-26 14:06	BTC	Buy	58973.9→59843	+6.87	timeout
06-25 13:59	BTC	Buy	59532→58008.1	-13.19	stop_loss
06-25 13:58	BTC	Buy	59658→58104	-13.42	stop_loss
06-25 13:57	BTC	Buy	59831→58298.9	-13.19	stop_loss
06-25 13:54	BTC	Buy	60209→58539.8	-14.26	stop_loss
06-25 13:51	BTC	Buy	60647→59094.5	-13.20	stop_loss
06-24 17:21	BTC	Buy	60927→59367.3	-13.23	stop_loss
06-24 16:51	BTC	Buy	61325.1→59749.1	-13.28	stop_loss
06-24 15:28	BTC	Buy	62377.1→60779.6	-13.25	stop_loss
06-24 14:19	BTC	Buy	62597.1→60966.5	-13.47	stop_loss
06-24 14:02	BTC	Buy	62770.1→61160.3	-13.27	stop_loss
06-24 13:47	BTC	Buy	62883.1→61274.3	-13.24	stop_loss
06-24 08:22	BTC	Buy	62403.1→62636.9	+1.34	timeout
06-18 05:05	BTC	Buy	65316.3→63645	-13.25	stop_loss
06-16 14:44	BTC	Buy	66495.3→65647.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65474	-13.34	stop_loss
06-16 13:44	BTC	Buy	66515.3→66092.7	-3.71	timeout
06-16 12:41	BTC	Buy	66368.3→66450.7	+0.09	timeout
06-16 11:35	BTC	Buy	66240.3→66361.7	+0.39	timeout
06-15 14:18	BTC	Buy	64239.2→66488.7	+17.07	timeout
06-15 13:13	BTC	Buy	64320.2→66607.7	+17.35	timeout
06-15 12:55	BTC	Buy	63777.2→66580.7	+21.54	take_profit
06-15 12:08	BTC	Buy	64466.2→66192.7	+12.95	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 13:53	BTC	Buy	64081.2→64274.8	+1.06	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:42	BTC	Buy	63813.2→64586.8	+5.59	timeout
06-13 18:32	BTC	Buy	63778.2→64147.8	+2.43	timeout
06-13 13:06	BTC	Buy	63403.2→64123.8	+5.16	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:03	BTC	Buy	63847.2→63814.8	-0.80	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 12:29	BTC	Buy	62677.1→63426.8	+5.46	timeout
06-12 11:27	BTC	Buy	63103.2→63805.8	+5.04	timeout
06-12 10:18	BTC	Buy	62822.1→63738.8	+6.75	timeout
06-12 09:11	BTC	Buy	62831.1→63495.8	+4.77	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:22	BTC	Buy	61225.1→63129.8	+14.97	timeout
06-11 10:20	BTC	Buy	61145.1→62808.9	+13.02	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 16:41	BTC	Buy	60986→62284.9	+10.11	timeout
06-09 14:21	BTC	Buy	63270.2→61651.1	-13.25	stop_loss
06-09 14:16	BTC	Buy	63525.2→61897.9	-13.26	stop_loss
06-09 13:36	BTC	Buy	63816.2→62176.8	-13.28	stop_loss
06-09 13:36	BTC	Buy	63807.2→62173.8	-13.23	stop_loss
06-09 13:23	BTC	Buy	63868.2→62233.8	-13.22	stop_loss
06-09 06:49	BTC	Buy	62921.1→63343.8	+2.86	timeout
06-08 21:09	BTC	Buy	61719.1→63688.8	+15.47	timeout
06-08 17:54	BTC	Buy	62137.1→63487.8	+10.32	timeout
06-08 15:53	BTC	Buy	62173.1→63914.8	+13.42	timeout
06-08 13:51	BTC	Buy	61775.1→63652.8	+14.70	timeout
06-08 06:31	BTC	Buy	62016.1→63021.8	+7.65	timeout
06-07 21:04	BTC	Buy	60693→61708.9	+7.94	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 15:46	BTC	Buy	60872→62003.9	+8.83	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+8.59	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 20:09	BTC	Buy	60946→60542	-3.69	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.17	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:27	BTC	Buy	61439.1→59867.1	-13.25	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59280.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60859→59301.4	-13.26	stop_loss
06-05 18:44	BTC	Buy	61197.1→59631.2	-13.25	stop_loss
06-05 14:26	BTC	Buy	61951.1→60365.8	-13.24	stop_loss
06-05 13:57	BTC	Buy	62416.1→60818.5	-13.25	stop_loss
06-05 13:56	BTC	Buy	62610.1→61007.4	-13.25	stop_loss
06-05 13:49	BTC	Buy	62897.1→61287.3	-13.25	stop_loss
06-05 13:49	BTC	Buy	62936.1→61324.3	-13.26	stop_loss
06-05 06:24	BTC	Buy	62704.1→61096.4	-13.26	stop_loss
06-05 06:24	BTC	Buy	62732.1→61121.4	-13.23	stop_loss
06-05 06:23	BTC	Buy	62865.1→61248.3	-13.30	stop_loss
06-05 06:21	BTC	Buy	63109.2→61492.2	-13.21	stop_loss
06-05 06:21	BTC	Buy	63123.2→61508.2	-13.24	stop_loss
06-05 03:06	BTC	Buy	63920.2→62283.7	-13.22	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-05 01:26	BTC	Buy	62860.1→63264.8	+2.81	timeout
06-04 11:11	BTC	Buy	63783.2→62150.8	-13.23	stop_loss
06-04 10:48	BTC	Buy	63976.2→62338.7	-13.22	stop_loss
06-04 09:25	BTC	Buy	64597.2→62944.4	-13.24	stop_loss
06-04 01:23	BTC	Buy	64192.2→62549.6	-13.24	stop_loss
06-04 00:29	BTC	Buy	64991.2→63328.2	-13.24	stop_loss
06-04 00:29	BTC	Buy	65101.3→63435.1	-13.24	stop_loss
06-03 20:46	BTC	Buy	66736.3→65028.2	-13.30	stop_loss
06-03 19:54	BTC	Buy	67069.4→65352	-13.28	stop_loss
06-03 19:54	BTC	Buy	67073.4→65354	-13.30	stop_loss
06-03 19:54	BTC	Buy	67112.4→65384	-13.36	stop_loss
06-03 19:52	BTC	Buy	67190.4→65471	-13.27	stop_loss
06-03 03:50	BTC	Buy	67128.4→65401	-13.32	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

-296.80

total pnl ($)

-57.8 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	102	44%	-57.8	-296.80

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…