deribit_basis_discount_long_fear_gated_v2 · strategy

closed trades

46%

win rate

-222.66

total pnl ($)

0.565

weight

7d window — n=18 wr=28% pnl=-109.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:11	BTC	Buy	60118→59620	-4.61	timeout
06-28 21:10	BTC	Buy	60332→59663	-5.98	timeout
06-28 20:06	BTC	Buy	60229→59503	-6.46	timeout
06-28 19:05	BTC	Buy	60569→59457	-9.61	timeout
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 17:39	BTC	Buy	59686→59964	+1.78	timeout
06-26 16:39	BTC	Buy	59304→60181	+6.83	timeout
06-26 15:34	BTC	Buy	59235→60118	+6.92	timeout
06-26 14:41	BTC	Buy	59574→59603	-0.26	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59518→58053.1	-12.68	stop_loss
06-25 13:57	BTC	Buy	59755→58277.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60284→58780.7	-12.84	stop_loss
06-25 13:48	BTC	Buy	60983→59482.3	-12.70	stop_loss
06-24 17:47	BTC	Buy	60594→59103.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61081.1→59579.2	-12.72	stop_loss
06-24 15:49	BTC	Buy	61827.1→60304.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62744.1→61199.3	-12.76	stop_loss
06-18 05:03	BTC	Buy	65328.3→63717.9	-12.78	stop_loss
06-16 14:24	BTC	Buy	66463.3→65556.7	-7.35	timeout
06-16 13:26	BTC	Buy	66939.3→66066.7	-7.05	timeout
06-16 12:22	BTC	Buy	66187.3→66608.7	+2.65	timeout
06-16 11:18	BTC	Buy	66083.3→66484.7	+2.52	timeout
06-16 10:11	BTC	Buy	65699.3→66540.7	+5.93	timeout
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-15 12:48	BTC	Buy	64285.2→66447.7	+16.39	timeout
06-15 11:43	BTC	Buy	64598.2→66174.7	+11.76	timeout
06-15 10:42	BTC	Buy	64593.2→65722.7	+8.30	timeout
06-15 09:38	BTC	Buy	64442.2→65527.7	+7.99	timeout
06-14 18:52	BTC	Buy	64079.2→63784.8	-2.83	timeout
06-14 12:38	BTC	Buy	63998.2→64311.8	+2.01	timeout
06-14 11:34	BTC	Buy	63904.2→64577.8	+4.82	timeout
06-14 10:32	BTC	Buy	63783.2→64570.8	+5.69	timeout
06-14 09:27	BTC	Buy	63791.2→64317.8	+3.62	timeout
06-13 17:53	BTC	Buy	63856.2→63972.8	+0.45	timeout
06-13 12:04	BTC	Buy	63649.2→63939.8	+1.75	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.76	timeout
06-13 09:55	BTC	Buy	63756.2→63728.8	-0.74	timeout
06-13 08:54	BTC	Buy	63431.2→63777.8	+2.20	timeout
06-12 17:14	BTC	Buy	62440.1→63851.8	+10.83	timeout
06-12 11:55	BTC	Buy	63114.2→63785.8	+4.80	timeout
06-12 10:51	BTC	Buy	62944.1→63690.8	+5.40	timeout
06-12 09:44	BTC	Buy	62882.1→63861.8	+7.25	timeout
06-12 08:44	BTC	Buy	62819.1→63340.8	+3.62	timeout
06-11 17:09	BTC	Buy	62151.1→62482.9	+2.16	timeout
06-11 11:22	BTC	Buy	61219.1→63128.8	+15.01	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.80	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:17	BTC	Buy	61657.1→62772.9	+8.47	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.30	timeout
06-09 14:46	BTC	Buy	62733.1→61188.3	-12.78	stop_loss
06-09 14:43	BTC	Buy	62841.1→61293.3	-12.77	stop_loss
06-09 14:11	BTC	Buy	63516.2→61951.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:19	BTC	Buy	63862.2→62289.7	-12.75	stop_loss
06-09 07:52	BTC	Buy	63240.2→63128.8	-1.34	timeout
06-09 00:31	BTC	Buy	64182.2→62596.6	-12.81	stop_loss
06-08 17:34	BTC	Buy	62222.1→63390.8	+8.83	timeout
06-08 16:27	BTC	Buy	62165.1→63939.8	+13.74	timeout
06-08 15:27	BTC	Buy	61836.1→64005.8	+17.04	timeout
06-08 14:25	BTC	Buy	62140.1→63762.8	+12.57	timeout
06-08 06:52	BTC	Buy	62131.1→62954.9	+6.16	timeout
06-07 17:13	BTC	Buy	60704→62299.9	+12.68	timeout
06-07 16:07	BTC	Buy	60792→61936.9	+8.86	timeout
06-07 14:57	BTC	Buy	60848→61908.9	+8.25	timeout
06-07 13:55	BTC	Buy	60752→61726.9	+7.55	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:53	BTC	Buy	62575.1→61036.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:23	BTC	Buy	62800.1→61249.3	-12.79	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 02:42	BTC	Buy	63332.2→62842.9	-4.28	timeout
06-05 01:28	BTC	Buy	62655.1→63304.8	+4.77	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64987.2→63389.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:45	BTC	Buy	66740.3→65099.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66886.3→65241.1	-12.77	stop_loss
06-03 19:55	BTC	Buy	66900.3→65253.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67261.4→65592.9	-12.87	stop_loss
06-03 03:44	BTC	Buy	67330.4→65673.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67503.4→65841.8	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-222.66

total pnl ($)

-45.0 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	98	46%	-45.0	-222.66

Recent bounces (last 20 of 4)

time	sym	side	reason
06-29 11:41	BTC	Buy	circuit_breaker
06-29 11:41	BTC	Buy	circuit_breaker
06-29 07:04	BTC	Buy	circuit_breaker
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…