deribit_basis_discount_long_fear_gate_v5 · strategy

108

closed trades

44%

win rate

-259.91

total pnl ($)

0.538

weight

7d window — n=24 wr=42% pnl=-112.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:34	BTC	Buy	59967→59972	-0.36	timeout
06-27 21:56	BTC	Buy	59926→60165	+1.61	timeout
06-27 17:34	BTC	Buy	60128→60535	+2.93	timeout
06-27 16:00	BTC	Buy	60437→60800	+2.55	timeout
06-27 14:52	BTC	Buy	59666→60582	+7.23	timeout
06-26 18:03	BTC	Buy	59589→60025	+3.11	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.32	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.63	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61105.1→59582.2	-12.89	stop_loss
06-24 15:21	BTC	Buy	62260.1→60953	-10.88	timeout
06-24 14:19	BTC	Buy	62535.1→60966.5	-12.99	stop_loss
06-24 14:17	BTC	Buy	62598.1→61058.4	-12.73	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 13:59	BTC	Buy	62441.1→61289.9	-9.66	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 08:19	BTC	Buy	62402.1→62667.9	+1.61	timeout
06-18 04:11	BTC	Buy	65369.3→63738.9	-12.93	stop_loss
06-17 00:16	BTC	Buy	66363.3→65707.7	-5.47	timeout
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-16 12:40	BTC	Buy	66332.3→66552.7	+1.13	timeout
06-16 11:36	BTC	Buy	66160.3→66349.7	+0.91	timeout
06-15 23:44	BTC	Buy	65569.3→66215.7	+4.48	timeout
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63788.2→66593.7	+21.55	take_profit
06-15 12:08	BTC	Buy	64474.2→66170.7	+12.72	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-14 23:24	BTC	Buy	64506.2→65529.7	+7.44	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 19:11	BTC	Buy	64159.2→63763.8	-3.61	timeout
06-14 11:45	BTC	Buy	63882.2→64580.8	+5.02	timeout
06-14 10:41	BTC	Buy	63804.2→64586.8	+5.66	timeout
06-13 23:09	BTC	Buy	63468.2→64420.8	+7.03	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 18:33	BTC	Buy	63773.2→64148.8	+2.48	timeout
06-13 11:14	BTC	Buy	63807.2→63903.8	+0.21	timeout
06-13 10:01	BTC	Buy	63682.2→63721.8	-0.22	timeout
06-12 21:40	BTC	Buy	63483.2→63541.8	-0.04	timeout
06-12 18:46	BTC	Buy	63521.2→63839.8	+2.04	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.29	timeout
06-12 10:08	BTC	Buy	62927.1→63709.8	+5.67	timeout
06-12 09:07	BTC	Buy	62830.1→63512.8	+4.91	timeout
06-11 20:15	BTC	Buy	61814.1→63474.8	+12.85	timeout
06-11 18:24	BTC	Buy	61932.1→63373.8	+11.07	timeout
06-11 17:20	BTC	Buy	62136.1→62383.9	+1.47	timeout
06-11 09:16	BTC	Buy	61029.1→62772.9	+13.72	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 18:51	BTC	Buy	61685.1→61668.9	-0.63	timeout
06-10 17:40	BTC	Buy	61782.1→61708.9	-1.08	timeout
06-10 16:40	BTC	Buy	60861→62318.9	+11.44	timeout
06-09 14:20	BTC	Buy	63264.2→61708	-12.75	stop_loss
06-09 14:11	BTC	Buy	63534.2→61971.9	-12.74	stop_loss
06-09 13:25	BTC	Buy	63791.2→62222.8	-12.73	stop_loss
06-09 13:25	BTC	Buy	63797.2→62227.8	-12.72	stop_loss
06-09 13:04	BTC	Buy	63692.2→62555.9	-9.34	timeout
06-09 06:48	BTC	Buy	62971.1→63350.8	+2.51	timeout
06-08 21:25	BTC	Buy	61796.1→63666.8	+14.65	timeout
06-08 18:06	BTC	Buy	62161.1→63588.8	+10.93	timeout
06-08 13:58	BTC	Buy	61731.1→63688.8	+15.36	timeout
06-08 12:56	BTC	Buy	61812.1→63593.8	+13.94	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:03	BTC	Buy	60710→61745.9	+8.10	timeout
06-07 16:57	BTC	Buy	60671→61982.9	+10.34	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 12:32	BTC	Buy	60699→61911.9	+9.52	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:05	BTC	Buy	60165→60896	+5.69	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61311.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:40	BTC	Buy	62295.1→62227.9	-1.03	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62803.1→61246.3	-12.83	stop_loss
06-05 06:22	BTC	Buy	62983.1→61433.2	-12.70	stop_loss
06-05 06:01	BTC	Buy	63652.2→62086.8	-12.70	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	63842.2→62268.7	-12.75	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 01:21	BTC	Buy	64300.2→62718.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

44%

win rate

-259.91

total pnl ($)

-47.8 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	108	44%	-47.8	-259.91

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 01:52	BTC	Buy	circuit_breaker
06-27 23:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…