deribit_basis_discount_long_fear_gate_v8 · strategy

closed trades

48%

win rate

-181.99

total pnl ($)

0.381

weight

7d window — n=26 wr=31% pnl=-133.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:28	BTC	Buy	59988→59967	-0.58	timeout
06-27 17:21	BTC	Buy	60036→60584	+4.10	timeout
06-27 11:29	BTC	Buy	59384→60224	+6.59	timeout
06-27 05:21	BTC	Buy	59895→60241	+2.45	timeout
06-26 16:42	BTC	Buy	59285→60141	+6.66	timeout
06-26 02:21	BTC	Buy	59846→58367.9	-12.79	stop_loss
06-25 13:53	BTC	Buy	60484→58994.5	-12.68	stop_loss
06-25 13:48	BTC	Buy	60910→59412.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60960→59452.3	-12.79	stop_loss
06-25 13:46	BTC	Buy	61288.1→59778.1	-12.76	stop_loss
06-24 14:19	BTC	Buy	62523.1→60966.5	-12.88	stop_loss
06-24 14:17	BTC	Buy	62542.1→61004.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62586.1→61047.4	-12.72	stop_loss
06-24 14:02	BTC	Buy	62708.1→61166.3	-12.74	stop_loss
06-24 10:06	BTC	Buy	62522.1→62581.9	-0.02	timeout
06-23 08:24	BTC	Buy	63839.2→62265.7	-12.76	stop_loss
06-23 08:15	BTC	Buy	64067.2→62485.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64125.2→62531.6	-12.90	stop_loss
06-23 05:19	BTC	Buy	65091.3→63489.1	-12.78	stop_loss
06-23 02:40	BTC	Buy	64525.2→64163.8	-3.25	timeout
06-22 20:42	BTC	Buy	63930.2→64471.8	+3.78	timeout
06-22 14:24	BTC	Buy	64055.2→65012.7	+6.92	timeout
06-22 07:46	BTC	Buy	64214.2→64230.8	-0.31	timeout
06-21 21:24	BTC	Buy	63921.2→63657.8	-2.51	timeout
06-21 12:45	BTC	Buy	63595.2→64013.8	+2.91	timeout
06-21 04:52	BTC	Buy	63558.2→64335.8	+5.68	timeout
06-20 22:29	BTC	Buy	63261.2→64291.8	+7.69	timeout
06-20 15:35	BTC	Buy	63159.2→64081.8	+6.79	timeout
06-20 06:44	BTC	Buy	62802.1→63729.8	+6.92	timeout
06-20 00:13	BTC	Buy	62826.1→63433.8	+4.39	timeout
06-19 17:17	BTC	Buy	62499.1→63029.8	+3.80	timeout
06-18 15:57	BTC	Buy	63880.2→62308.7	-12.59	stop_loss
06-18 15:53	BTC	Buy	64034.2→62459.6	-12.67	stop_loss
06-18 14:52	BTC	Buy	65208.3→63605	-12.71	stop_loss
06-17 04:16	BTC	Buy	66103.3→65796.7	-2.81	timeout
06-16 22:00	BTC	Buy	66340.3→65736.7	-5.09	timeout
06-16 14:23	BTC	Buy	67175.4→65521.9	-12.83	stop_loss
06-16 09:54	BTC	Buy	65542.3→66550.7	+7.19	timeout
06-16 03:40	BTC	Buy	65765.3→66025.7	+1.58	timeout
06-15 21:29	BTC	Buy	64667.2→66354.7	+12.54	timeout
06-15 13:25	BTC	Buy	64079.2→66896.7	+21.55	take_profit
06-15 09:15	BTC	Buy	64416.2→65651.7	+9.15	timeout
06-15 03:10	BTC	Buy	64482.2→65591.7	+8.12	timeout
06-14 21:03	BTC	Buy	64293.2→63992.8	-2.81	timeout
06-14 14:58	BTC	Buy	64204.2→63932.8	-2.57	timeout
06-14 08:53	BTC	Buy	63784.2→64425.8	+4.53	timeout
06-14 02:48	BTC	Buy	63579.2→64451.8	+6.44	timeout
06-13 20:45	BTC	Buy	63491.2→64221.8	+5.29	timeout
06-13 14:49	BTC	Buy	63480.2→64189.8	+5.10	timeout
06-13 08:43	BTC	Buy	63366.2→63877.8	+3.50	timeout
06-13 02:39	BTC	Buy	63573.2→63690.8	+0.48	timeout
06-12 20:39	BTC	Buy	63304.2→63486.8	+0.98	timeout
06-12 14:40	BTC	Buy	62860.1→63600.8	+5.37	timeout
06-12 08:33	BTC	Buy	62913.1→63445.8	+3.70	timeout
06-12 02:31	BTC	Buy	61991.1→63565.8	+12.14	timeout
06-11 20:27	BTC	Buy	61893.1→63391.8	+11.53	timeout
06-11 14:27	BTC	Buy	62072.1→62899.9	+6.12	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 17:09	BTC	Buy	61433.1→62157.9	+5.39	timeout
06-09 15:55	BTC	Buy	62633.1→61090.4	-12.80	stop_loss
06-09 14:29	BTC	Buy	63128.2→61576.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63417.2→61858	-12.74	stop_loss
06-09 14:16	BTC	Buy	63473.2→61904.9	-12.81	stop_loss
06-09 10:54	BTC	Buy	63139.2→62702.9	-3.85	timeout
06-09 04:51	BTC	Buy	62784.1→63306.8	+3.71	timeout
06-08 22:46	BTC	Buy	63203.2→63277.8	+0.11	timeout
06-08 16:42	BTC	Buy	62188.1→63667.8	+11.36	timeout
06-08 10:43	BTC	Buy	62325.1→63181.8	+6.43	timeout
06-08 04:35	BTC	Buy	61639.1→62771.9	+8.73	timeout
06-07 22:14	BTC	Buy	60447→63100.8	+21.51	take_profit
06-07 16:28	BTC	Buy	60596→62126.9	+12.11	timeout
06-07 10:23	BTC	Buy	60627→62478.9	+14.83	timeout
06-07 04:20	BTC	Buy	59969→61569.9	+12.90	timeout
06-06 04:07	BTC	Buy	61928.1→60389.8	-12.88	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62711.1→61169.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62870.1→61316.3	-12.80	stop_loss
06-05 06:22	BTC	Buy	62879.1→61331.3	-12.70	stop_loss
06-05 06:03	BTC	Buy	63616.2→62050.9	-12.73	stop_loss
06-05 06:01	BTC	Buy	63712.2→62141.8	-12.73	stop_loss
06-04 09:29	BTC	Buy	64357.2→62774.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65352.3→63744.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66380.3→64739.4	-12.85	stop_loss
06-03 19:55	BTC	Buy	66922.3→65270.1	-12.81	stop_loss
06-03 19:54	BTC	Buy	66994.3→65324.1	-12.96	stop_loss
06-03 03:43	BTC	Buy	67520.4→65854.8	-12.79	stop_loss
06-02 14:27	BTC	Buy	69437.5→67728.7	-12.76	stop_loss
06-02 12:30	BTC	Buy	70921.5→69176.9	-12.82	stop_loss
05-30 21:06	BTC	Buy	73674.7→73946.3	+1.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-181.99

total pnl ($)

-40.6 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	89	48%	-40.6	-181.99

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…