deribit_basis_discount_long_fear_greed · strategy

110

closed trades

40%

win rate

-367.23

total pnl ($)

0.294

weight

7d window — n=28 wr=32% pnl=-150.53 · 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 15:48	BTC	Buy	60761→59895	-7.59	timeout
06-27 21:34	BTC	Buy	59884→60435	+4.22	timeout
06-27 16:17	BTC	Buy	60192→60691	+3.74	timeout
06-27 15:17	BTC	Buy	59913→60765	+6.67	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 15:30	BTC	Buy	59230→60204	+7.66	timeout
06-26 13:19	BTC	Buy	59924→58449.8	-12.77	stop_loss
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 13:59	BTC	Buy	59548→58081	-12.69	stop_loss
06-25 13:58	BTC	Buy	59622→58154	-12.69	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-24 17:46	BTC	Buy	60670→59176.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61173.1→59658.2	-12.81	stop_loss
06-24 14:17	BTC	Buy	62554.1→61000.4	-12.87	stop_loss
06-24 14:13	BTC	Buy	62670.1→61127.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62695.1→61150.4	-12.77	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:24	BTC	Buy	63821.2→62249.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64139.2→62554.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64335.2→62753.5	-12.75	stop_loss
06-23 03:49	BTC	Buy	64144.2→63987.8	-1.66	timeout
06-23 01:36	BTC	Buy	64352.2→63985.8	-3.27	timeout
06-22 19:17	BTC	Buy	64164.2→64331.8	+0.81	timeout
06-22 03:33	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-22 01:08	BTC	Buy	64251.2→63926.8	-3.04	timeout
06-21 17:44	BTC	Buy	63842.2→64084.8	+1.53	timeout
06-21 01:58	BTC	Buy	63543.2→64233.8	+4.93	timeout
06-21 00:44	BTC	Buy	63583.2→64283.8	+5.01	timeout
06-20 17:25	BTC	Buy	62911.1→63848.8	+6.99	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:55	BTC	Buy	63977.2→62400.7	-12.72	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.73	stop_loss
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 09:20	BTC	Buy	65015.3→64428.8	-5.06	timeout
06-18 05:05	BTC	Buy	65249.3→63643	-12.78	stop_loss
06-17 08:35	BTC	Buy	66712.3→65067.2	-12.81	stop_loss
06-17 08:01	BTC	Buy	66373.3→65522.7	-6.87	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 07:47	BTC	Buy	65710.3→66303.7	+4.13	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-16 04:00	BTC	Buy	65865.3→66137.7	+1.67	timeout
06-15 05:16	BTC	Buy	64348.2→65692.7	+9.98	timeout
06-15 03:04	BTC	Buy	64466.2→65503.7	+7.56	timeout
06-15 02:01	BTC	Buy	64558.2→65447.7	+6.40	timeout
06-14 04:10	BTC	Buy	63466.2→64484.8	+7.62	timeout
06-14 02:51	BTC	Buy	63540.2→64473.8	+6.92	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 00:41	BTC	Buy	63671.2→63577.8	-1.27	timeout
06-12 20:19	BTC	Buy	63513.2→63498.8	-0.57	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.28	timeout
06-12 00:09	BTC	Buy	61588.1→63699.8	+16.61	timeout
06-11 19:30	BTC	Buy	61173.1→63862.8	+21.42	take_profit
06-11 16:03	BTC	Buy	62467.1→62677.9	+1.09	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.19	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 14:44	BTC	Buy	62814.1→61269.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63415.2→61856	-12.74	stop_loss
06-08 22:25	BTC	Buy	62968.1→63306.8	+2.20	timeout
06-08 21:33	BTC	Buy	61769.1→63643.8	+14.69	timeout
06-08 17:12	BTC	Buy	62258.1→63419.8	+8.78	timeout
06-07 22:15	BTC	Buy	61266.1→63955.8	+21.50	take_profit
06-07 21:04	BTC	Buy	60710→61756.9	+8.19	timeout
06-07 18:58	BTC	Buy	60637→62068.9	+11.41	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-06 20:11	BTC	Buy	60703→60546	-1.67	timeout
06-06 18:52	BTC	Buy	59390→60539	+9.27	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60987→59487.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 13:55	BTC	Buy	62573.1→61034.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62717.1→61174.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63082.2→61522.1	-12.81	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:57	BTC	Buy	63236.2→62672.9	-4.86	timeout
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67155.4→65504	-12.77	stop_loss
06-03 16:27	BTC	Buy	67191.4→65537.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67166.4→65514.9	-12.75	stop_loss
06-03 03:34	BTC	Buy	67603.4→65927.7	-12.85	stop_loss
06-03 03:33	BTC	Buy	67672.4→66006.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 12:31	BTC	Buy	70898.5→69148.9	-12.86	stop_loss
06-02 12:06	BTC	Buy	71003.6→69253.9	-12.83	stop_loss
06-01 22:25	BTC	Buy	73950.7→71211.8	-19.12	stop_loss
06-01 00:33	BTC	Buy	74005.7→73813.3	-1.75	timeout
05-31 21:11	BTC	Buy	73946.7→73698.3	-2.14	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

40%

win rate

-367.23

total pnl ($)

-66.4 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	110	40%	-66.4	-367.23

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…