deribit_basis_discount_fear_long_v42 · strategy

111

closed trades

41%

win rate

-324.68

total pnl ($)

0.250

weight

7d window — n=29 wr=24% pnl=-175.60 · 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 11:39	BTC	Buy	59821→59137	-6.15	timeout
06-30 07:05	BTC	Buy	59983→59541	-4.11	timeout
06-29 02:57	BTC	Buy	60152→59732	-3.97	timeout
06-29 01:54	BTC	Buy	60200→59461	-6.62	timeout
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-28 01:11	BTC	Buy	59952→59981	-0.20	timeout
06-27 23:31	BTC	Buy	59923→59943	-0.23	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 14:42	BTC	Buy	59662→60597	+7.38	timeout
06-27 03:03	BTC	Buy	58365.9→60331	+16.38	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:23	BTC	Buy	59455→60128	+5.12	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.04	timeout
06-26 13:19	BTC	Buy	60022→58545.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59751→58280.9	-12.74	stop_loss
06-26 02:16	BTC	Buy	60025→58545.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60878.5	-12.98	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 08:23	BTC	Buy	62381.1→62678.9	+1.84	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 14:44	BTC	Buy	66506.3→65650.7	-6.97	timeout
06-16 14:23	BTC	Buy	67144.4→65493	-12.82	stop_loss
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:41	BTC	Buy	66368.3→66454.7	+0.12	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-15 14:18	BTC	Buy	64242.2→66485.7	+17.02	timeout
06-15 13:25	BTC	Buy	64082.2→66895.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64025.2→66839.7	+21.55	take_profit
06-15 12:10	BTC	Buy	64448.2→66188.7	+13.06	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 20:13	BTC	Buy	64251.2→63793.8	-4.06	timeout
06-14 14:55	BTC	Buy	64198.2→63901.8	-2.77	timeout
06-14 13:53	BTC	Buy	64071.2→64275.8	+1.15	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-13 19:47	BTC	Buy	63606.2→64272.8	+4.79	timeout
06-13 14:12	BTC	Buy	63395.2→64133.8	+5.33	timeout
06-13 12:47	BTC	Buy	63450.2→64077.8	+4.42	timeout
06-13 11:30	BTC	Buy	63771.2→63927.8	+0.69	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-12 17:58	BTC	Buy	63516.2→63797.8	+1.75	timeout
06-12 12:37	BTC	Buy	62774.1→63468.8	+5.01	timeout
06-12 11:23	BTC	Buy	63136.2→63807.8	+4.79	timeout
06-12 10:17	BTC	Buy	62847.1→63709.8	+6.33	timeout
06-12 09:16	BTC	Buy	62780.1→63553.8	+5.63	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+1.54	timeout
06-11 11:21	BTC	Buy	61165.1→63116.8	+15.38	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 09:17	BTC	Buy	61055.1→62758.9	+13.37	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:20	BTC	Buy	63263.2→61705	-12.77	stop_loss
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:11	BTC	Buy	63534.2→61966.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63782.2→62212.8	-12.74	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.72	stop_loss
06-09 06:49	BTC	Buy	62921.1→63343.8	+2.86	timeout
06-08 22:13	BTC	Buy	62578.1→63303.8	+5.31	timeout
06-08 17:53	BTC	Buy	62143.1→63490.8	+10.29	timeout
06-08 15:52	BTC	Buy	62125.1→63954.8	+14.22	timeout
06-08 13:50	BTC	Buy	61737.1→63540.8	+14.11	timeout
06-08 06:30	BTC	Buy	61999.1→63030.8	+7.86	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 16:58	BTC	Buy	60709→62025.9	+10.37	timeout
06-07 15:46	BTC	Buy	60843→62028.9	+9.28	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:57	BTC	Buy	62303.1→60768.6	-12.77	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62880.1→61330.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63082.2→61522.1	-12.81	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss

Paper vs Live

Paper (trades.jsonl)

111

closed

41%

win rate

-324.68

total pnl ($)

-58.2 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	111	41%	-58.2	-324.68

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…