deribit_basis_discount_fear_long_v50 · strategy

closed trades

41%

win rate

-389.77

total pnl ($)

0.348

weight

7d window — n=23 wr=30% pnl=-132.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:47	BTC	Buy	60472→58618.7	-15.75	stop_loss
06-30 11:46	BTC	Buy	59853→59229	-5.65	timeout
06-30 04:25	BTC	Buy	59943→59468	-4.34	timeout
06-29 22:14	BTC	Buy	59607→60408	+6.34	timeout
06-29 11:52	BTC	Buy	60255→59792	-4.44	timeout
06-29 05:15	BTC	Buy	59982→59571	-3.90	timeout
06-28 20:40	BTC	Buy	60250→59657	-5.37	timeout
06-28 14:28	BTC	Buy	60596→60129	-4.34	timeout
06-28 07:37	BTC	Buy	60390→60115	-2.76	timeout
06-27 12:56	BTC	Buy	59250→60368	+8.96	timeout
06-27 06:37	BTC	Buy	60104→60262	+0.87	timeout
06-27 00:22	BTC	Buy	59787→60013	+1.42	timeout
06-26 18:17	BTC	Buy	59453→59984	+3.91	timeout
06-25 18:00	BTC	Buy	59410→59687	+1.91	timeout
06-25 13:49	BTC	Buy	61110.1→59240.4	-15.70	stop_loss
06-25 13:48	BTC	Buy	61381.1→59503.3	-15.74	stop_loss
06-25 13:46	BTC	Buy	61618.1→59724.1	-15.79	stop_loss
06-24 15:44	BTC	Buy	62400.1→60491.7	-15.67	stop_loss
06-24 14:19	BTC	Buy	62812.1→60888.5	-15.76	stop_loss
06-24 14:19	BTC	Buy	62800.1→60879.5	-15.73	stop_loss
06-24 14:19	BTC	Buy	62767.1→60841.5	-15.78	stop_loss
06-24 11:49	BTC	Buy	62436.1→63119.8	+5.01	timeout
06-24 05:38	BTC	Buy	63434.2→63028.8	-3.71	timeout
06-23 08:17	BTC	Buy	64418.2→62430.6	-15.88	stop_loss
06-23 07:17	BTC	Buy	64183.2→62979.9	-9.85	timeout
06-23 06:08	BTC	Buy	65079.3→63078.3	-15.85	stop_loss
06-23 01:13	BTC	Buy	63858.2→64207.8	+2.30	timeout
06-22 19:08	BTC	Buy	64143.2→64302.8	+0.74	timeout
06-22 13:08	BTC	Buy	64132.2→65019.7	+6.32	timeout
06-22 07:01	BTC	Buy	64276.2→63961.8	-2.91	timeout
06-22 00:43	BTC	Buy	64283.2→63885.8	-3.56	timeout
06-21 16:00	BTC	Buy	64054.2→64174.8	+0.51	timeout
06-21 05:20	BTC	Buy	63724.2→64198.8	+3.28	timeout
06-20 13:27	BTC	Buy	62728.1→63295.8	+4.03	timeout
06-20 07:23	BTC	Buy	62730.1→63730.8	+7.52	timeout
06-20 01:20	BTC	Buy	63017.2→63449.8	+2.99	timeout
06-19 19:17	BTC	Buy	62686.1→63032.8	+2.29	timeout
06-19 07:16	BTC	Buy	64144.2→62741.9	-11.34	timeout
06-18 15:56	BTC	Buy	64355.2→62386.7	-15.76	stop_loss
06-18 15:40	BTC	Buy	64642.2→62658.5	-15.77	stop_loss
06-18 15:18	BTC	Buy	65100.3→63107.3	-15.74	stop_loss
06-18 13:09	BTC	Buy	64984.2→64378.8	-5.13	timeout
06-18 07:09	BTC	Buy	65583.3→64040.8	-12.22	timeout
06-18 01:02	BTC	Buy	65762.3→64552.8	-9.74	timeout
06-17 19:02	BTC	Buy	65726.3→65624.7	-1.31	timeout
06-17 13:00	BTC	Buy	66397.3→65019.7	-10.89	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 21:25	BTC	Buy	66519.3→65707.7	-6.64	timeout
06-16 10:57	BTC	Buy	65835.3→66473.7	+4.35	timeout
06-16 04:01	BTC	Buy	65876.3→66132.7	+1.54	timeout
06-15 21:20	BTC	Buy	64769.2→66494.7	+12.81	timeout
06-15 07:02	BTC	Buy	64263.2→65721.7	+10.88	timeout
06-15 00:57	BTC	Buy	64520.2→65571.7	+7.68	timeout
06-14 18:29	BTC	Buy	64184.2→63698.8	-4.33	timeout
06-14 11:07	BTC	Buy	63853.2→64470.8	+4.38	timeout
06-14 04:50	BTC	Buy	63625.2→64340.8	+5.21	timeout
06-13 21:08	BTC	Buy	63517.2→64266.8	+5.43	timeout
06-13 12:01	BTC	Buy	63625.2→63939.8	+1.94	timeout
06-13 05:44	BTC	Buy	63372.2→63560.8	+1.04	timeout
06-12 23:44	BTC	Buy	63615.2→63509.8	-1.32	timeout
06-12 17:43	BTC	Buy	63298.2→63818.8	+3.66	timeout
06-11 16:03	BTC	Buy	62477.1→62710.9	+1.27	timeout
06-11 08:18	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-10 15:10	BTC	Buy	61638.1→61933.9	+1.91	timeout
06-09 14:46	BTC	Buy	63153.2→61217.3	-15.78	stop_loss
06-09 14:43	BTC	Buy	63236.2→61299.3	-15.78	stop_loss
06-09 14:16	BTC	Buy	63848.2→61890.9	-15.79	stop_loss
06-09 08:13	BTC	Buy	63132.2→62906.9	-2.23	timeout
06-09 02:08	BTC	Buy	63084.2→62788.9	-2.77	timeout
06-08 20:04	BTC	Buy	61469.1→63340.8	+14.74	timeout
06-08 14:00	BTC	Buy	61732.1→63735.8	+15.74	timeout
06-08 07:48	BTC	Buy	62227.1→63290.8	+7.95	timeout
06-08 01:49	BTC	Buy	61452.1→63056.8	+12.54	timeout
06-07 19:42	BTC	Buy	60560→61265.9	+5.43	timeout
06-07 13:34	BTC	Buy	60756→61821.9	+8.30	timeout
06-06 15:22	BTC	Buy	60685→60557	-1.50	timeout
06-06 04:34	BTC	Buy	61415.1→59536.2	-15.75	stop_loss
06-05 13:59	BTC	Buy	62616.1→60700.6	-15.75	stop_loss
06-05 13:57	BTC	Buy	62751.1→60827.5	-15.78	stop_loss
06-05 09:42	BTC	Buy	62875.1→62789.9	-1.11	timeout
06-05 06:19	BTC	Buy	63708.2→61758	-15.71	stop_loss
06-05 06:19	BTC	Buy	63730.2→61781	-15.72	stop_loss
06-04 10:29	BTC	Buy	64407.2→62436.6	-15.72	stop_loss
06-04 00:30	BTC	Buy	65253.3→63257.2	-15.74	stop_loss
06-03 23:24	BTC	Buy	66345.3→64315.6	-15.73	stop_loss
06-03 20:55	BTC	Buy	66747.3→64649.4	-16.22	stop_loss
06-03 20:55	BTC	Buy	66912.3→64864.3	-15.77	stop_loss
06-03 03:50	BTC	Buy	67548.4→65473	-15.82	stop_loss
06-02 14:23	BTC	Buy	70111.5→67962.6	-15.79	stop_loss
06-02 13:38	BTC	Buy	70939.5→68769.2	-15.77	stop_loss
05-31 19:47	BTC	Buy	74028.7→73494.3	-4.05	timeout
05-30 14:53	BTC	Buy	73053.7→73886.3	+5.10	timeout
05-30 07:48	BTC	Buy	73376.7→73479.3	+0.21	timeout
05-29 14:52	BTC	Buy	72881.6→72986.4	+0.12	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-389.77

total pnl ($)

-82.5 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	94	41%	-82.5	-389.77

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…