deribit_basis_discount_long_fear_gate_v9 · strategy

122

closed trades

39%

win rate

-435.75

total pnl ($)

0.250

weight

7d window — n=27 wr=22% pnl=-199.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:32	BTC	Buy	60104→59349	-6.90	timeout
06-28 18:48	BTC	Buy	60439→59533	-7.90	timeout
06-28 17:43	BTC	Buy	60194→59502	-6.16	timeout
06-28 16:42	BTC	Buy	60358→59665	-6.20	timeout
06-28 15:40	BTC	Buy	60298→59897	-3.83	timeout
06-28 02:17	BTC	Buy	60012→60253	+1.54	timeout
06-27 05:50	BTC	Buy	59496→60221	+5.65	timeout
06-27 04:49	BTC	Buy	59296→60290	+7.94	timeout
06-27 03:46	BTC	Buy	59278→60284	+8.04	timeout
06-27 02:48	BTC	Buy	59348→60273	+7.33	timeout
06-26 13:19	BTC	Buy	60156→58676.7	-12.76	stop_loss
06-26 05:57	BTC	Buy	59401→59927	+3.99	timeout
06-25 13:58	BTC	Buy	59614→58146	-12.69	stop_loss
06-25 13:57	BTC	Buy	59813→58334.9	-12.72	stop_loss
06-25 13:55	BTC	Buy	59909→58434.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60393→58901.6	-12.72	stop_loss
06-24 16:51	BTC	Buy	61068.1→59560.2	-12.78	stop_loss
06-24 16:51	BTC	Buy	61298.1→59751.1	-13.04	stop_loss
06-24 15:30	BTC	Buy	62274.1→60740.6	-12.68	stop_loss
06-24 15:30	BTC	Buy	62283.1→60749.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62456.1→60880.5	-13.04	stop_loss
06-24 13:44	BTC	Buy	62922.1→61370.2	-12.78	stop_loss
06-24 13:44	BTC	Buy	62936.1→61387.2	-12.75	stop_loss
06-23 08:24	BTC	Buy	63733.2→62165.8	-12.69	stop_loss
06-23 08:17	BTC	Buy	64033.2→62435.6	-13.01	stop_loss
06-23 06:21	BTC	Buy	64123.2→62543.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.80	stop_loss
06-23 05:29	BTC	Buy	64087.2→63424.8	-5.66	timeout
06-21 20:48	BTC	Buy	63424.2→63764.8	+2.23	timeout
06-21 19:43	BTC	Buy	63723.2→64187.8	+3.22	timeout
06-21 18:40	BTC	Buy	63692.2→64179.8	+3.45	timeout
06-21 17:38	BTC	Buy	63672.2→64044.8	+2.60	timeout
06-21 16:37	BTC	Buy	63531.2→64004.8	+3.33	timeout
06-20 08:16	BTC	Buy	63140.2→63509.8	+2.35	timeout
06-20 07:13	BTC	Buy	62642.1→63606.8	+7.24	timeout
06-20 06:11	BTC	Buy	62686.1→63630.8	+7.08	timeout
06-20 05:09	BTC	Buy	62548.1→63689.8	+8.69	timeout
06-20 04:30	BTC	Buy	62569.1→63538.8	+7.32	timeout
06-18 15:57	BTC	Buy	63921.2→62343.7	-12.63	stop_loss
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64297.2→62707.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64324.2→62742.5	-12.47	stop_loss
06-18 15:17	BTC	Buy	64944.2→63347.1	-12.70	stop_loss
06-18 05:03	BTC	Buy	65319.3→63710.9	-12.78	stop_loss
06-17 22:03	BTC	Buy	65486.3→63849.9	-12.93	stop_loss
06-17 19:50	BTC	Buy	65677.3→64057.8	-12.80	stop_loss
06-17 19:29	BTC	Buy	65868.3→64248.6	-12.77	stop_loss
06-17 08:39	BTC	Buy	66537.3→64901.3	-12.76	stop_loss
06-17 07:38	BTC	Buy	66589.3→65496.7	-8.69	timeout
06-17 06:33	BTC	Buy	66841.3→65668.7	-9.26	timeout
06-17 05:32	BTC	Buy	66708.3→65833.7	-7.06	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-15 16:10	BTC	Buy	64442.2→67273.6	+21.52	take_profit
06-15 16:10	BTC	Buy	64431.2→67262.6	+21.52	take_profit
06-15 15:47	BTC	Buy	64345.2→67171.6	+21.54	take_profit
06-15 15:47	BTC	Buy	64327.2→67160.6	+21.60	take_profit
06-15 15:47	BTC	Buy	64329.2→67160.6	+21.59	take_profit
06-14 08:34	BTC	Buy	63508.2→64431.8	+6.78	timeout
06-14 07:29	BTC	Buy	63724.2→64337.8	+4.36	timeout
06-14 06:29	BTC	Buy	63757.2→64326.8	+4.03	timeout
06-14 05:26	BTC	Buy	63794.2→64301.8	+3.57	timeout
06-14 04:21	BTC	Buy	63764.2→64478.8	+5.22	timeout
06-12 19:46	BTC	Buy	62666.1→63586.8	+6.89	timeout
06-12 18:38	BTC	Buy	62945.1→63782.8	+6.18	timeout
06-12 17:34	BTC	Buy	62614.1→63803.8	+9.03	timeout
06-12 16:27	BTC	Buy	62585.1→63836.8	+9.48	timeout
06-12 15:22	BTC	Buy	62045.1→64212.8	+16.89	timeout
06-11 06:38	BTC	Buy	61738.1→62932.9	+9.00	timeout
06-11 05:36	BTC	Buy	61720.1→62621.9	+6.63	timeout
06-11 04:36	BTC	Buy	61222.1→62539.9	+10.09	timeout
06-11 03:34	BTC	Buy	61314.1→62430.9	+8.51	timeout
06-11 02:35	BTC	Buy	61438.1→61961.9	+3.73	timeout
06-09 15:56	BTC	Buy	62590.1→61048.4	-12.77	stop_loss
06-09 14:18	BTC	Buy	63296.2→61738	-12.76	stop_loss
06-09 14:16	BTC	Buy	63409.2→61850	-12.75	stop_loss
06-09 14:11	BTC	Buy	63499.2→61923.9	-12.86	stop_loss
06-09 14:04	BTC	Buy	63645.2→62079.8	-12.74	stop_loss
06-09 10:42	BTC	Buy	63031.2→62648.9	-3.40	timeout
06-09 06:29	BTC	Buy	62215.1→63405.8	+9.04	timeout
06-08 18:50	BTC	Buy	62097.1→63347.8	+9.53	timeout
06-08 16:52	BTC	Buy	61815.1→63556.8	+13.49	timeout
06-08 15:44	BTC	Buy	61627.1→63834.8	+17.38	timeout
06-07 22:15	BTC	Buy	61321.1→64012.8	+21.50	take_profit
06-07 19:18	BTC	Buy	62809.1→61264.3	-12.72	stop_loss
06-07 17:39	BTC	Buy	60808→62257.9	+11.51	timeout
06-07 08:08	BTC	Buy	60561→62317.9	+14.18	timeout
06-07 06:36	BTC	Buy	59595→62211.9	+21.56	take_profit
06-07 04:04	BTC	Buy	60223→61580.9	+10.80	timeout
06-07 03:16	BTC	Buy	60497→61515.9	+7.88	timeout
06-06 04:27	BTC	Buy	61295.1→59786.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61814.1→60293.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60747→59253.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60736→59241.4	-12.77	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62200.1→60670.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62422.1→60885.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

39%

win rate

-435.75

total pnl ($)

-71.4 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	122	39%	-71.4	-435.75

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…