deribit_basis_discount_fear_long_v48 · strategy

101

closed trades

44%

win rate

-255.68

total pnl ($)

0.519

weight

7d window — n=19 wr=32% pnl=-117.38 · 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 01:11	BTC	Buy	59953→59981	-0.24	timeout
06-27 23:35	BTC	Buy	59968→59999	-0.12	timeout
06-26 18:55	BTC	Buy	59496→59587	+0.19	timeout
06-26 17:51	BTC	Buy	59436→59958	+3.83	timeout
06-26 16:47	BTC	Buy	59125→60079	+7.53	timeout
06-26 15:36	BTC	Buy	59372→60258	+6.93	timeout
06-26 14:50	BTC	Buy	59492→59769	+1.83	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59715→58245.9	-12.66	stop_loss
06-25 13:57	BTC	Buy	59826→58354.9	-12.65	stop_loss
06-25 13:55	BTC	Buy	59846→58373.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60351→58866.6	-12.65	stop_loss
06-24 17:20	BTC	Buy	60976→59473.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61312.1→59803.1	-12.74	stop_loss
06-24 14:19	BTC	Buy	62377.1→60842.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62769.1→61222.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 08:25	BTC	Buy	62289.1→62662.9	+2.47	timeout
06-18 05:04	BTC	Buy	65291.3→63686	-12.75	stop_loss
06-16 14:44	BTC	Buy	66508.3→65634.7	-7.10	timeout
06-16 14:23	BTC	Buy	67144.4→65490	-12.85	stop_loss
06-16 13:45	BTC	Buy	66489.3→66140.7	-3.15	timeout
06-16 12:41	BTC	Buy	66369.3→66429.7	-0.07	timeout
06-16 11:36	BTC	Buy	66130.3→66332.7	+1.00	timeout
06-15 14:18	BTC	Buy	64248.2→66501.7	+17.10	timeout
06-15 13:13	BTC	Buy	64320.2→66618.7	+17.44	timeout
06-15 12:55	BTC	Buy	63778.2→66581.7	+21.54	take_profit
06-15 12:09	BTC	Buy	64466.2→66183.7	+12.88	timeout
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-14 19:09	BTC	Buy	64143.2→63749.8	-3.59	timeout
06-14 14:01	BTC	Buy	64085.2→64294.8	+1.19	timeout
06-14 12:55	BTC	Buy	64089.2→64282.8	+1.06	timeout
06-14 11:51	BTC	Buy	63894.2→64595.8	+5.05	timeout
06-14 10:48	BTC	Buy	63864.2→64531.8	+4.76	timeout
06-13 18:34	BTC	Buy	63769.2→64179.8	+2.76	timeout
06-13 13:12	BTC	Buy	63400.2→64139.8	+5.31	timeout
06-13 12:03	BTC	Buy	63740.2→63931.8	+0.97	timeout
06-13 11:03	BTC	Buy	63799.2→63814.8	-0.43	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-12 17:46	BTC	Buy	63324.2→63830.8	+3.53	timeout
06-12 12:40	BTC	Buy	62759.1→63370.8	+4.35	timeout
06-12 11:29	BTC	Buy	63137.2→63820.8	+4.89	timeout
06-12 10:17	BTC	Buy	62806.1→63744.8	+6.92	timeout
06-12 09:11	BTC	Buy	62837.1→63491.8	+4.69	timeout
06-11 17:08	BTC	Buy	62155.1→62457.9	+1.92	timeout
06-11 11:21	BTC	Buy	61149.1→63076.8	+15.18	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.41	timeout
06-09 14:19	BTC	Buy	63283.2→61727	-12.75	stop_loss
06-09 14:11	BTC	Buy	63540.2→61976.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.77	stop_loss
06-09 13:36	BTC	Buy	63771.2→62202.8	-12.74	stop_loss
06-09 13:19	BTC	Buy	63842.2→62267.7	-12.76	stop_loss
06-09 06:49	BTC	Buy	62923.1→63343.8	+2.84	timeout
06-08 21:14	BTC	Buy	61917.1→63690.8	+13.83	timeout
06-08 17:59	BTC	Buy	62142.1→63483.8	+10.24	timeout
06-08 16:00	BTC	Buy	62099.1→63712.8	+12.42	timeout
06-08 13:57	BTC	Buy	61761.1→63709.8	+15.28	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:04	BTC	Buy	60708→61756.9	+8.21	timeout
06-07 16:57	BTC	Buy	60699→61976.9	+10.05	timeout
06-07 15:46	BTC	Buy	60872→62003.9	+8.70	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61044.1→61618.9	+4.31	timeout
06-06 20:09	BTC	Buy	60736→60538	-2.01	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61436.1→59918	-12.81	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61289.1→59781.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:01	BTC	Buy	62149.1→60620.6	-12.75	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62150.9	-2.99	timeout
06-05 06:23	BTC	Buy	62720.1→61174.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62732.1→61174.3	-12.81	stop_loss
06-05 06:22	BTC	Buy	62894.1→61346.2	-12.74	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65090.2	-12.84	stop_loss
06-03 19:54	BTC	Buy	67041.4→65381	-12.85	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss
06-03 19:53	BTC	Buy	67098.4→65445	-12.81	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:50	BTC	Buy	67239.4→65584.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

44%

win rate

-255.68

total pnl ($)

-50.2 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	101	44%	-50.2	-255.68

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:55	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…