deribit_basis_discount_fear_long_v52 · strategy

closed trades

46%

win rate

-208.83

total pnl ($)

0.842

weight

7d window — n=24 wr=38% pnl=-68.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:30	BTC	Buy	60237→60183	-0.90	timeout
06-28 02:27	BTC	Buy	60608→60101	-4.64	timeout
06-27 19:48	BTC	Buy	60454→60138	-3.04	timeout
06-27 00:57	BTC	Buy	59211→60006	+6.25	timeout
06-26 18:38	BTC	Buy	60143→59730	-3.94	timeout
06-26 12:34	BTC	Buy	59739→59816	+0.16	timeout
06-26 06:30	BTC	Buy	59649→59966	+2.21	timeout
06-25 13:46	BTC	Buy	61629.1→59744.1	-15.74	stop_loss
06-25 13:46	BTC	Buy	61662.1→59776.1	-15.73	stop_loss
06-25 12:24	BTC	Buy	60996→61179.9	+1.05	timeout
06-25 06:19	BTC	Buy	59695→61705.9	+16.41	timeout
06-24 14:19	BTC	Buy	62786.1→60845.5	-15.90	stop_loss
06-24 14:19	BTC	Buy	62772.1→60845.5	-15.79	stop_loss
06-24 12:17	BTC	Buy	62865.1→62806.9	-0.91	timeout
06-24 06:14	BTC	Buy	62366.1→62804.9	+3.04	timeout
06-24 00:07	BTC	Buy	62442.1→62781.9	+2.27	timeout
06-23 17:51	BTC	Buy	63400.2→62463.9	-7.83	timeout
06-23 07:33	BTC	Buy	64420.2→62894.9	-12.30	timeout
06-23 01:16	BTC	Buy	65078.3→64196.8	-7.22	timeout
06-22 19:14	BTC	Buy	64183.2→64392.8	+1.16	timeout
06-22 13:13	BTC	Buy	63858.2→65141.7	+9.53	timeout
06-22 07:08	BTC	Buy	64143.2→64052.8	-1.16	timeout
06-22 01:06	BTC	Buy	64136.2→63916.8	-2.19	timeout
06-21 19:00	BTC	Buy	64275.2→64185.8	-1.12	timeout
06-21 12:46	BTC	Buy	64255.2→64022.8	-2.23	timeout
06-21 05:42	BTC	Buy	63828.2→64300.8	+3.25	timeout
06-20 13:01	BTC	Buy	63513.2→63591.8	+0.15	timeout
06-20 06:57	BTC	Buy	63042.2→63722.8	+4.94	timeout
06-20 00:52	BTC	Buy	62723.1→63486.8	+5.65	timeout
06-19 18:49	BTC	Buy	62767.1→63023.8	+1.58	timeout
06-19 13:05	BTC	Buy	63068.2→62899.9	-1.74	timeout
06-19 07:01	BTC	Buy	62688.1→62872.9	+1.04	timeout
06-19 01:53	BTC	Buy	64064.2→62950.9	-9.09	timeout
06-18 15:57	BTC	Buy	64231.2→62264.7	-15.65	stop_loss
06-18 13:19	BTC	Buy	64639.2→64341.8	-2.75	timeout
06-18 07:34	BTC	Buy	64422.2→64242.8	-1.84	timeout
06-18 01:31	BTC	Buy	64932.2→64701.8	-2.26	timeout
06-17 19:13	BTC	Buy	65662.3→65345.7	-2.87	timeout
06-17 13:05	BTC	Buy	65773.3→65005.7	-6.30	timeout
06-17 07:03	BTC	Buy	65698.3→65590.7	-1.28	timeout
06-17 00:58	BTC	Buy	66404.3→65719.7	-5.64	timeout
06-16 19:02	BTC	Buy	66377.3→65717.7	-5.46	timeout
06-16 04:08	BTC	Buy	67076.4→66157.7	-7.27	timeout
06-15 22:12	BTC	Buy	65731.3→66417.7	+4.75	timeout
06-15 16:03	BTC	Buy	65829.3→67119.6	+9.33	timeout
06-15 07:28	BTC	Buy	63769.2→65971.7	+16.81	timeout
06-14 23:17	BTC	Buy	64529.2→65574.7	+7.63	timeout
06-14 17:19	BTC	Buy	64330.2→63939.8	-3.52	timeout
06-14 11:15	BTC	Buy	64430.2→64542.8	+0.42	timeout
06-14 05:13	BTC	Buy	63944.2→64314.8	+2.46	timeout
06-13 22:44	BTC	Buy	63852.2→64478.8	+4.44	timeout
06-13 16:43	BTC	Buy	63594.2→64031.8	+2.99	timeout
06-13 09:33	BTC	Buy	63555.2→63790.8	+1.36	timeout
06-12 23:24	BTC	Buy	63815.2→63419.8	-3.57	timeout
06-12 17:48	BTC	Buy	63339.2→63828.8	+3.41	timeout
06-12 11:41	BTC	Buy	63652.2→63694.8	-0.15	timeout
06-12 05:36	BTC	Buy	63184.2→63431.8	+1.48	timeout
06-11 19:06	BTC	Buy	62649.1→63452.8	+5.90	timeout
06-11 04:01	BTC	Buy	62525.1→62597.9	+0.06	timeout
06-10 20:18	BTC	Buy	61596.1→61812.9	+1.28	timeout
06-10 03:09	BTC	Buy	61636.1→62016.9	+2.69	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:21	BTC	Buy	63201.2→62881.9	-2.98	timeout
06-09 02:15	BTC	Buy	63790.2→62623.9	-9.58	timeout
06-08 20:05	BTC	Buy	63180.2→63351.8	+0.89	timeout
06-08 14:00	BTC	Buy	63209.2→63709.8	+3.49	timeout
06-08 08:08	BTC	Buy	61504.1→63115.8	+12.61	timeout
06-08 02:02	BTC	Buy	61769.1→63105.8	+10.34	timeout
06-07 19:49	BTC	Buy	62231.1→61365.9	-7.38	timeout
06-07 13:48	BTC	Buy	61488.1→61725.9	+1.47	timeout
06-07 07:39	BTC	Buy	60556→62220.9	+13.31	timeout
06-07 01:34	BTC	Buy	60756→61515.9	+5.77	timeout
06-06 04:33	BTC	Buy	61466.1→59586.2	-15.74	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:59	BTC	Buy	62588.1→60672.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61074.4	-15.77	stop_loss
06-05 06:18	BTC	Buy	63741.2→61790	-15.73	stop_loss
06-05 03:45	BTC	Buy	63784.2→62655.9	-9.27	timeout
06-04 21:40	BTC	Buy	62890.1→63218.8	+2.17	timeout
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 20:55	BTC	Buy	66912.3→64864.3	-15.77	stop_loss
06-03 16:40	BTC	Buy	66345.3→65848.7	-4.22	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 03:50	BTC	Buy	67496.4→65432	-15.75	stop_loss
06-02 14:23	BTC	Buy	70120.5→67972.6	-15.78	stop_loss
06-02 13:40	BTC	Buy	70889.5→68758.6	-15.50	timeout
06-02 04:54	BTC	Buy	71402.6→70877.5	-4.20	timeout
06-01 03:51	BTC	Buy	73634.7→73857.3	+1.03	timeout
05-31 19:27	BTC	Buy	73881.7→73442.3	-3.43	timeout
05-31 07:46	BTC	Buy	74029.7→73860.3	-1.67	timeout
05-30 02:52	BTC	Buy	72959.6→73709.3	+4.67	timeout
05-29 19:48	BTC	Buy	73376.7→73619.3	+1.17	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+3.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-208.83

total pnl ($)

-43.8 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	95	46%	-43.8	-208.83

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 22:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…