deribit_basis_discount_long_fear_gated_v6 · strategy

111

closed trades

46%

win rate

-267.10

total pnl ($)

0.484

weight

7d window — n=27 wr=37% pnl=-128.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:23	BTC	Buy	60253→59647	-5.47	timeout
06-28 19:22	BTC	Buy	60415→59494	-8.06	timeout
06-28 18:18	BTC	Buy	60508→59627	-7.70	timeout
06-27 23:34	BTC	Buy	59967→59973	-0.35	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 17:36	BTC	Buy	59975→60542	+4.28	timeout
06-27 16:00	BTC	Buy	60353→60795	+3.24	timeout
06-27 14:43	BTC	Buy	59570→60593	+8.13	timeout
06-26 18:02	BTC	Buy	59571→60013	+3.17	timeout
06-26 17:01	BTC	Buy	59297→60042	+5.73	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.85	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:05	BTC	Buy	58929.9→59937	+8.05	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:58	BTC	Buy	59668→58200	-12.69	stop_loss
06-25 13:57	BTC	Buy	59831→58353.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60950→59447.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62462.1→60891.5	-13.01	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 14:17	BTC	Buy	62589.1→61047.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61128.4	-12.77	stop_loss
06-24 13:44	BTC	Buy	62414.1→61423.9	-8.38	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 08:19	BTC	Buy	62411.1→62675.9	+1.60	timeout
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-16 23:02	BTC	Buy	66196.3→65761.7	-3.82	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 13:43	BTC	Buy	66487.3→66067.7	-3.69	timeout
06-16 12:40	BTC	Buy	66308.3→66585.7	+1.56	timeout
06-16 11:34	BTC	Buy	66219.3→66394.7	+0.81	timeout
06-15 22:42	BTC	Buy	65364.3→66238.7	+6.19	timeout
06-15 13:22	BTC	Buy	64054.2→66868.7	+21.53	take_profit
06-15 13:12	BTC	Buy	64323.2→66587.7	+17.17	timeout
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 22:20	BTC	Buy	64428.2→65138.7	+5.02	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 12:49	BTC	Buy	64068.2→64298.8	+1.36	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.02	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-13 21:53	BTC	Buy	63450.2→64496.8	+7.77	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 12:21	BTC	Buy	63559.2→63917.8	+2.29	timeout
06-13 11:15	BTC	Buy	63820.2→63923.8	+0.27	timeout
06-13 10:02	BTC	Buy	63710.2→63721.8	-0.44	timeout
06-12 20:25	BTC	Buy	63428.2→63509.8	+0.17	timeout
06-12 18:05	BTC	Buy	63453.2→63820.8	+2.43	timeout
06-12 11:41	BTC	Buy	63119.2→63694.8	+4.03	timeout
06-12 10:32	BTC	Buy	62885.1→63619.8	+5.31	timeout
06-12 09:27	BTC	Buy	62781.1→63730.8	+7.03	timeout
06-11 19:25	BTC	Buy	61754.1→63615.8	+14.50	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.83	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 18:12	BTC	Buy	61684.1→61951.9	+1.68	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.35	timeout
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 14:17	BTC	Buy	63383.2→61824	-12.76	stop_loss
06-09 14:16	BTC	Buy	63406.2→61847	-12.76	stop_loss
06-09 14:16	BTC	Buy	63466.2→61904.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63516.2→61953.9	-12.76	stop_loss
06-09 06:48	BTC	Buy	62957.1→63370.8	+2.78	timeout
06-09 05:45	BTC	Buy	62448.1→63378.8	+6.96	timeout
06-08 21:49	BTC	Buy	61691.1→63753.8	+16.23	timeout
06-08 18:26	BTC	Buy	62194.1→63541.8	+10.32	timeout
06-08 16:25	BTC	Buy	62249.1→64014.8	+13.63	timeout
06-08 06:30	BTC	Buy	62024.1→63024.8	+7.61	timeout
06-08 05:28	BTC	Buy	61799.1→62671.9	+6.61	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.18	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.94	timeout
06-07 15:41	BTC	Buy	60844→62090.9	+9.70	timeout
06-07 06:09	BTC	Buy	61035.1→61673.9	+4.83	timeout
06-07 05:07	BTC	Buy	59900→61785.9	+15.32	timeout
06-06 20:09	BTC	Buy	60894→60537	-3.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60619.6	-12.83	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61351.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:16	BTC	Buy	63460.2→61899.9	-12.68	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 02:47	BTC	Buy	63341.2→62657.9	-5.81	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62503.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62898.4	-12.75	stop_loss
06-04 02:03	BTC	Buy	63191.2→61637.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

111

closed

46%

win rate

-267.10

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	111	46%	-47.8	-267.10

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…