deribit_basis_discount_fear_short_v2 · strategy

closed trades

45%

win rate

+27.10

total pnl ($)

1.254

weight

7d window — n=24 wr=38% pnl=+4.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 13:55	SOL	Sell	68.7507→70.4688	-12.93	stop_loss
06-26 06:43	SOL	Sell	68.1098→69.8084	-12.92	stop_loss
06-26 06:22	SOL	Sell	67.6598→69.342	-12.84	stop_loss
06-25 23:28	SOL	Sell	66.797→68.4705	-12.97	stop_loss
06-25 13:53	SOL	Sell	68.0188→65.0438	+21.42	take_profit
06-25 13:46	SOL	Sell	68.9357→65.9199	+21.43	take_profit
06-25 06:16	SOL	Sell	67.9468→69.6352	-12.89	stop_loss
06-24 20:01	SOL	Sell	65.3062→66.9275	-12.88	stop_loss
06-24 16:51	SOL	Sell	69.3546→66.3079	+21.52	take_profit
06-24 16:47	SOL	Sell	70.0185→66.944	+21.52	take_profit
06-24 11:43	SOL	Sell	69.3916→69.3564	-0.22	timeout
06-24 05:42	SOL	Sell	68.8337→70.0395	-9.33	timeout
06-23 23:30	SOL	Sell	69.0896→69.4954	-3.50	timeout
06-23 17:32	SOL	Sell	71.0373→68.8773	+14.65	timeout
06-23 08:14	SOL	Sell	72.0542→68.8903	+21.39	take_profit
06-23 04:11	SOL	Sell	72.6991→71.8968	+4.91	timeout
06-22 21:06	SOL	Sell	73.9239→72.8119	+6.99	timeout
06-22 15:02	SOL	Sell	73.289→73.571	-2.33	timeout
06-22 09:00	SOL	Sell	73.412→73.8421	-3.30	timeout
06-22 02:39	SOL	Sell	73.9289→74.1321	-1.78	timeout
06-21 19:43	SOL	Sell	73.32→74.3762	-7.58	timeout
06-20 22:33	SOL	Sell	72.3271→74.1262	-12.88	stop_loss
06-20 22:13	SOL	Sell	71.5293→73.3056	-12.81	stop_loss
06-20 18:47	SOL	Sell	72.2132→71.8318	+2.27	timeout
06-20 05:08	SOL	Sell	69.7465→71.4794	-12.86	stop_loss
06-20 04:39	SOL	Sell	68.9317→70.6459	-12.85	stop_loss
06-19 20:33	SOL	Sell	68.5567→68.8313	-2.49	timeout
06-19 14:27	SOL	Sell	69.6096→69.2464	+2.12	timeout
06-19 08:22	SOL	Sell	69.7555→68.6003	+7.82	timeout
06-18 18:50	SOL	Sell	71.2703→68.7303	+17.44	timeout
06-17 06:18	SOL	Sell	73.9669→73.8071	+0.62	timeout
06-17 00:08	SOL	Sell	74.7008→73.601	+6.91	timeout
06-16 08:55	SOL	Sell	73.8299→75.6682	-12.94	stop_loss
06-16 08:53	SOL	Sell	73.6579→75.495	-12.93	stop_loss
06-15 16:10	SOL	Sell	73.8719→75.7152	-12.93	stop_loss
06-15 13:08	SOL	Sell	71.4303→73.2096	-12.90	stop_loss
06-15 12:42	SOL	Sell	71.2373→73.0064	-12.87	stop_loss
06-14 21:25	SOL	Sell	67.6758→69.3741	-13.07	stop_loss
06-14 21:24	SOL	Sell	67.5389→69.23	-12.98	stop_loss
06-14 19:46	SOL	Sell	68.1228→67.5311	+3.77	timeout
06-14 13:44	SOL	Sell	68.9007→67.7532	+7.80	timeout
06-14 07:44	SOL	Sell	68.2788→68.0532	+1.18	timeout
06-14 01:39	SOL	Sell	67.9928→68.8753	-7.09	timeout
06-13 19:36	SOL	Sell	67.2249→68.1532	-7.44	timeout
06-13 13:44	SOL	Sell	67.3079→68.1462	-6.73	timeout
06-13 07:33	SOL	Sell	67.0659→67.2011	-1.52	timeout
06-12 22:18	SOL	Sell	67.1739→66.572	+3.96	timeout
06-12 15:07	SOL	Sell	66.846→68.5065	-12.80	stop_loss
06-12 08:58	SOL	Sell	66.514→66.926	-3.56	timeout
06-11 17:49	SOL	Sell	65.3382→66.9615	-12.85	stop_loss
06-11 17:32	SOL	Sell	64.9473→66.6113	-13.20	stop_loss
06-11 02:51	SOL	Sell	64.8003→64.4347	+2.45	timeout
06-11 01:04	SOL	Sell	62.3876→63.9425	-12.93	stop_loss
06-10 15:54	SOL	Sell	64.1894→65.7927	-12.93	stop_loss
06-10 07:46	SOL	Sell	65.1202→65.5428	-3.77	timeout
06-10 01:46	SOL	Sell	65.9571→65.5428	+2.62	timeout
06-09 16:15	SOL	Sell	66.839→63.9096	+21.42	take_profit
06-09 01:29	SOL	Sell	66.8→65.8799	+6.30	timeout
06-08 15:01	SOL	Sell	65.7791→67.4128	-12.86	stop_loss
06-07 22:14	SOL	Sell	64.8993→66.5102	-12.86	stop_loss
06-07 22:13	SOL	Sell	64.6973→66.3031	-13.00	stop_loss
06-07 19:21	SOL	Sell	64.7113→63.9046	+5.45	timeout
06-07 07:30	SOL	Sell	63.4435→65.0202	-12.95	stop_loss
06-06 18:07	SOL	Sell	62.7486→61.4832	+9.53	timeout
06-06 04:13	SOL	Sell	64.3463→61.5292	+21.33	take_profit
06-05 19:07	SOL	Sell	64.8453→62.0093	+21.41	take_profit
06-05 16:12	SOL	Sell	66.2191→63.3175	+21.48	take_profit
06-05 06:23	SOL	Sell	67.5109→64.5557	+21.40	take_profit
06-05 06:17	SOL	Sell	68.4987→65.4998	+21.29	take_profit
06-05 03:51	SOL	Sell	69.6256→67.1091	+17.42	timeout
06-04 12:33	SOL	Sell	68.1708→69.8634	-12.90	stop_loss
06-04 09:29	SOL	Sell	70.8824→67.7832	+21.34	take_profit
06-03 22:02	SOL	Sell	71.3903→73.1645	-12.89	stop_loss
06-03 20:01	SOL	Sell	74.9088→71.6267	+21.41	take_profit
06-03 15:04	SOL	Sell	74.4358→74.2911	+0.44	timeout
06-03 07:16	SOL	Sell	73.528→75.356	-12.88	stop_loss
06-02 23:25	SOL	Sell	76.0896→72.7609	+21.39	take_profit
06-02 15:30	SOL	Sell	79.2431→75.7714	+21.41	take_profit
06-02 14:23	SOL	Sell	80.8649→77.3216	+21.40	take_profit
06-01 11:25	SOL	Sell	82.3636→81.1472	+7.01	timeout
06-01 02:26	SOL	Sell	82.0077→82.2243	-1.86	timeout
05-31 07:49	SOL	Sell	82.9196→82.6464	+1.26	timeout
05-30 02:53	SOL	Sell	81.4038→82.9044	-9.62	timeout
05-29 19:48	SOL	Sell	81.9927→82.2133	-1.72	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

+27.10

total pnl ($)

+7.1 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 ($)
SOL	84	45%	+7.1	+27.10

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…