deribit_basis_discount_fear_volume_gate_short · strategy

closed trades

48%

win rate

+207.08

total pnl ($)

1.868

weight

7d window — n=22 wr=55% pnl=+106.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 13:00	BTC	Sell	59175→60393	-10.71	timeout
06-27 06:53	BTC	Sell	60254→60336	-1.13	timeout
06-27 00:46	BTC	Sell	59748→59924	-1.89	timeout
06-26 18:40	BTC	Sell	59406→59766	-3.37	timeout
06-25 13:57	BTC	Sell	60951→58267.9	+21.51	take_profit
06-25 13:54	BTC	Sell	61393.9→58578.9	+22.47	take_profit
06-25 13:53	BTC	Sell	61693.9→58982.9	+21.50	take_profit
06-25 05:07	BTC	Sell	59552→61674.9	-18.28	stop_loss
06-24 16:47	BTC	Sell	62809.9→60052	+21.47	take_profit
06-24 16:47	BTC	Sell	62819.9→60058	+21.45	take_profit
06-24 13:40	BTC	Sell	62288.9→61775.1	+3.67	timeout
06-24 07:35	BTC	Sell	62877.9→62652.1	+1.39	timeout
06-23 22:32	BTC	Sell	64009.8→62603.1	+10.52	timeout
06-23 09:48	BTC	Sell	64105.8→62359.1	+12.96	timeout
06-23 08:24	BTC	Sell	64986.8→62130.1	+21.49	take_profit
06-23 03:39	BTC	Sell	64208.8→63957.2	+1.51	timeout
06-22 21:39	BTC	Sell	63888.8→64135.2	-2.37	timeout
06-22 15:38	BTC	Sell	64180.8→65015.3	-6.88	timeout
06-22 09:36	BTC	Sell	64134.8→64107.2	-0.16	timeout
06-22 03:34	BTC	Sell	64324.8→64240.2	+0.29	timeout
06-21 20:17	BTC	Sell	63933.8→64097.2	-1.73	timeout
06-21 14:16	BTC	Sell	63240.8→64030.2	-6.76	timeout
06-20 12:52	BTC	Sell	62776.9→63542.2	-6.50	timeout
06-20 06:49	BTC	Sell	62760.9→63723.2	-8.10	timeout
06-20 01:31	BTC	Sell	62924.9→63498.2	-5.00	timeout
06-19 19:02	BTC	Sell	62660.9→63015.2	-3.25	timeout
06-19 13:36	BTC	Sell	63971.8→62778.1	+8.79	timeout
06-19 07:11	BTC	Sell	64015.8→62830.1	+8.77	timeout
06-19 01:02	BTC	Sell	64552.8→62990.1	+11.55	timeout
06-18 15:54	BTC	Sell	65327.7→62459.1	+21.21	take_profit
06-18 13:17	BTC	Sell	65029.7→64405.2	+4.34	timeout
06-18 07:21	BTC	Sell	65470.7→64162.2	+9.58	timeout
06-18 01:14	BTC	Sell	65739.7→64722.2	+7.36	timeout
06-17 19:19	BTC	Sell	65622.7→64781.2	+5.99	timeout
06-17 13:10	BTC	Sell	66113.7→64980.2	+8.15	timeout
06-17 06:59	BTC	Sell	66405.7→65599.3	+5.56	timeout
06-16 16:12	BTC	Sell	67166.6→65834.3	+9.57	timeout
06-16 10:06	BTC	Sell	65677.7→66523.3	-6.83	timeout
06-16 03:47	BTC	Sell	65931.7→66115.3	-1.89	timeout
06-15 12:46	BTC	Sell	64238.8→66530.6	-18.31	stop_loss
06-15 11:19	BTC	Sell	63993.8→66282.4	-18.34	stop_loss
06-15 08:14	BTC	Sell	64407.8→65711.3	-10.56	timeout
06-15 02:06	BTC	Sell	64575.8→65576.3	-8.16	timeout
06-14 19:55	BTC	Sell	64295.8→63761.2	+3.75	timeout
06-14 13:56	BTC	Sell	64064.8→64302.2	-2.30	timeout
06-14 07:57	BTC	Sell	63802.8→64435.2	-5.29	timeout
06-14 01:52	BTC	Sell	63772.8→64605.2	-7.00	timeout
06-13 19:44	BTC	Sell	63624.8→64273.2	-5.54	timeout
06-13 11:49	BTC	Sell	63797.8→63881.2	-1.02	timeout
06-13 05:44	BTC	Sell	63365.8→63567.2	-2.04	timeout
06-12 20:56	BTC	Sell	63360.8→63413.2	-0.84	timeout
06-12 13:45	BTC	Sell	62935.9→63109.2	-1.76	timeout
06-12 06:48	BTC	Sell	62798.9→62976.1	-1.81	timeout
06-11 17:32	BTC	Sell	61122.9→63300.8	-18.21	stop_loss
06-11 14:51	BTC	Sell	61912.9→62913.1	-8.43	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.18	timeout
06-10 13:45	BTC	Sell	62340.9→62249.1	+0.30	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.53	timeout
06-09 18:25	BTC	Sell	63518.8→61746.1	+13.58	timeout
06-09 12:23	BTC	Sell	62909.9→62702.1	+1.14	timeout
06-09 06:12	BTC	Sell	62905.9→63384.2	-4.21	timeout
06-08 18:47	BTC	Sell	62196.9→63395.2	-10.02	timeout
06-08 06:42	BTC	Sell	62132.9→62919.1	-6.76	timeout
06-07 22:14	BTC	Sell	61607.9→63803.1	-18.27	stop_loss
06-07 22:14	BTC	Sell	60907→63077.7	-18.28	stop_loss
06-07 12:25	BTC	Sell	60841→61961.1	-9.66	timeout
06-07 08:48	BTC	Sell	60705→62867.6	-18.28	stop_loss
06-07 05:58	BTC	Sell	60906→61761.1	-7.52	timeout
06-06 15:49	BTC	Sell	60316→60794	-4.42	timeout
06-05 15:39	BTC	Sell	62853.9→60090	+21.53	take_profit
06-05 15:39	BTC	Sell	62983.9→60215	+21.51	take_profit
06-05 14:06	BTC	Sell	63291.8→60513	+21.50	take_profit
06-05 13:56	BTC	Sell	63793.8→60991	+21.53	take_profit
06-05 09:39	BTC	Sell	62814.9→62824.1	-0.55	timeout
06-05 04:59	BTC	Sell	64360.8→63582.2	+5.54	timeout
06-04 01:56	BTC	Sell	64966.8→62114.1	+21.50	take_profit
06-04 00:29	BTC	Sell	66347.7→63434.2	+21.49	take_profit
06-04 00:26	BTC	Sell	66639.7→63713.2	+21.49	take_profit
06-04 00:24	BTC	Sell	66958.7→64018.2	+21.50	take_profit
06-03 18:44	BTC	Sell	67260.6→66032.3	+8.74	timeout
06-02 19:33	BTC	Sell	69479.5→66405.3	+21.68	take_profit
06-02 14:27	BTC	Sell	70832.5→67707.4	+21.64	take_profit
05-30 14:51	BTC	Sell	72829.4→73923.7	-7.81	timeout
05-30 07:47	BTC	Sell	73367.3→73463.7	-1.06	timeout
05-29 14:37	BTC	Sell	72917.4→72792.6	+0.53	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+207.08

total pnl ($)

+48.6 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	85	48%	+48.6	+207.08

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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