deribit_basis_discount_long_fear_gated_v8 · strategy

113

closed trades

41%

win rate

-167.98

total pnl ($)

0.735

weight

7d window — n=28 wr=32% pnl=-74.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:47	BTC	Buy	59852→59243	-2.76	timeout
06-29 02:52	BTC	Buy	60128→59689	-2.07	timeout
06-29 01:49	BTC	Buy	60214→59444	-3.43	timeout
06-28 19:45	BTC	Buy	60171→59376	-3.52	timeout
06-28 18:40	BTC	Buy	60525→59580	-4.12	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.08	timeout
06-28 00:09	BTC	Buy	60106→60093	-0.24	timeout
06-27 21:59	BTC	Buy	59905→60173	+0.93	timeout
06-27 16:12	BTC	Buy	60129→60731	+2.30	timeout
06-27 14:50	BTC	Buy	59725→60609	+3.47	timeout
06-26 18:03	BTC	Buy	59611→59979	+1.27	timeout
06-26 17:01	BTC	Buy	59297→60042	+2.86	timeout
06-26 15:58	BTC	Buy	59536→60293	+2.92	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.42	timeout
06-26 14:06	BTC	Buy	58998.9→59847	+3.35	timeout
06-25 13:59	BTC	Buy	59539→58071	-6.36	stop_loss
06-25 13:58	BTC	Buy	59668→58199	-6.35	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-6.47	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-6.34	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-6.36	stop_loss
06-24 17:20	BTC	Buy	60934→59434.3	-6.37	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-6.37	stop_loss
06-24 14:17	BTC	Buy	62595.1→61052.4	-6.38	stop_loss
06-24 14:13	BTC	Buy	62673.1→61127.4	-6.39	stop_loss
06-24 14:04	BTC	Buy	62587.1→61293.9	-5.39	timeout
06-24 14:02	BTC	Buy	62692.1→61150.4	-6.37	stop_loss
06-24 13:57	BTC	Buy	62770.1→61219.3	-6.40	stop_loss
06-24 08:20	BTC	Buy	62401.1→62626.9	+0.64	timeout
06-18 04:11	BTC	Buy	65356.3→63747.9	-6.38	stop_loss
06-17 02:15	BTC	Buy	66058.3→65880.7	-0.92	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-3.54	timeout
06-16 13:43	BTC	Buy	66487.3→66067.7	-1.84	timeout
06-16 12:41	BTC	Buy	66369.3→66450.7	+0.04	timeout
06-16 11:34	BTC	Buy	66219.3→66394.7	+0.40	timeout
06-16 01:55	BTC	Buy	65497.3→66346.7	+3.02	timeout
06-15 13:22	BTC	Buy	64054.2→66868.7	+10.77	take_profit
06-15 12:55	BTC	Buy	63778.2→66580.7	+10.77	take_profit
06-15 12:08	BTC	Buy	64469.2→66186.7	+6.44	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+5.45	timeout
06-15 01:30	BTC	Buy	64614.2→65370.7	+2.69	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-2.02	timeout
06-14 19:10	BTC	Buy	64160.2→63748.8	-1.87	timeout
06-14 11:46	BTC	Buy	63881.2→64577.8	+2.51	timeout
06-14 10:43	BTC	Buy	63846.2→64586.8	+2.66	timeout
06-14 01:14	BTC	Buy	63643.2→64618.8	+3.63	timeout
06-13 19:28	BTC	Buy	63723.2→64135.8	+1.39	timeout
06-13 18:30	BTC	Buy	63750.2→64175.8	+1.44	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.38	timeout
06-13 09:55	BTC	Buy	63755.2→63729.8	-0.36	timeout
06-13 00:17	BTC	Buy	63604.2→63544.8	-0.51	timeout
06-12 19:04	BTC	Buy	63496.2→63721.8	+0.66	timeout
06-12 17:58	BTC	Buy	63516.2→63797.8	+0.88	timeout
06-12 10:17	BTC	Buy	62847.1→63709.8	+3.16	timeout
06-12 09:17	BTC	Buy	62769.1→63531.8	+2.78	timeout
06-11 20:13	BTC	Buy	61803.1→63505.8	+6.60	timeout
06-11 18:25	BTC	Buy	61892.1→63363.8	+5.65	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+0.77	timeout
06-11 09:17	BTC	Buy	61055.1→62758.9	+6.68	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+4.19	timeout
06-10 18:51	BTC	Buy	61715.1→61673.9	-0.42	timeout
06-10 17:40	BTC	Buy	61782.1→61708.9	-0.54	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+5.59	timeout
06-09 14:36	BTC	Buy	62904.1→61351.2	-6.40	stop_loss
06-09 14:17	BTC	Buy	63403.2→61844	-6.37	stop_loss
06-09 14:16	BTC	Buy	63409.2→61850	-6.37	stop_loss
06-09 13:36	BTC	Buy	63728.2→62156.8	-6.38	stop_loss
06-09 13:26	BTC	Buy	63601.2→62282.9	-5.39	timeout
06-09 07:07	BTC	Buy	62841.1→63299.8	+1.57	timeout
06-08 20:35	BTC	Buy	61797.1→63242.8	+5.60	timeout
06-08 17:26	BTC	Buy	62237.1→63576.8	+5.11	timeout
06-08 16:19	BTC	Buy	62199.1→63919.8	+6.64	timeout
06-08 13:16	BTC	Buy	61674.1→63783.8	+8.31	timeout
06-08 06:51	BTC	Buy	62151.1→62950.9	+2.98	timeout
06-07 20:20	BTC	Buy	60530→61562.9	+4.06	timeout
06-07 17:12	BTC	Buy	60657→62225.9	+6.23	timeout
06-07 16:06	BTC	Buy	60786→61945.9	+4.50	timeout
06-07 12:57	BTC	Buy	61012.1→61876.9	+3.31	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+2.12	timeout
06-06 20:09	BTC	Buy	60894→60537	-1.66	timeout
06-06 16:05	BTC	Buy	60197→60829	+2.41	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.23	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-6.38	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+10.75	take_profit
06-05 18:52	BTC	Buy	60832→59336.3	-6.37	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-6.38	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-6.37	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-6.37	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-6.37	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-6.38	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-6.37	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-6.41	stop_loss
06-05 06:23	BTC	Buy	62785.1→61217.3	-6.46	stop_loss
06-05 06:23	BTC	Buy	62787.1→61217.3	-6.45	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-6.39	stop_loss
06-05 06:16	BTC	Buy	63448.2→61883.9	-6.36	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-6.37	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-6.37	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-2.68	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-6.36	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-6.36	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

41%

win rate

-167.98

total pnl ($)

-59.1 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	113	41%	-59.1	-167.98

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…