deribit_basis_discount_long_fear_mempool_dom · strategy

closed trades

55%

win rate

-69.28

total pnl ($)

1.060

weight

7d window — n=7 wr=43% pnl=-6.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-19 20:43	BTC	Buy	62601.1→63044.8	+3.07	timeout
06-16 23:49	BTC	Buy	66380.3→65651.7	-6.01	timeout
06-16 17:38	BTC	Buy	66062.3→65716.7	-3.11	timeout
06-16 11:34	BTC	Buy	66153.3→66361.7	+1.08	timeout
06-16 05:25	BTC	Buy	66836.3→66058.7	-6.24	timeout
06-15 23:26	BTC	Buy	66319.3→66179.7	-1.53	timeout
06-15 17:23	BTC	Buy	65845.3→66757.7	+6.43	timeout
06-15 10:52	BTC	Buy	65465.3→65720.7	+1.50	timeout
06-15 04:33	BTC	Buy	64122.2→65684.7	+11.72	timeout
06-14 22:26	BTC	Buy	64595.2→65153.7	+3.85	timeout
06-14 16:25	BTC	Buy	64475.2→64161.8	-2.91	timeout
06-14 10:22	BTC	Buy	64434.2→64570.8	+0.59	timeout
06-14 04:19	BTC	Buy	64058.2→64496.8	+2.99	timeout
06-13 22:16	BTC	Buy	63739.2→64355.8	+4.37	timeout
06-13 16:12	BTC	Buy	63487.2→64068.8	+4.13	timeout
06-13 10:06	BTC	Buy	63525.2→63735.8	+1.17	timeout
06-13 03:42	BTC	Buy	63826.2→63466.8	-3.26	timeout
06-12 21:29	BTC	Buy	63738.2→63490.8	-2.41	timeout
06-12 15:26	BTC	Buy	63384.2→64260.8	+6.42	timeout
06-12 09:23	BTC	Buy	63530.2→63627.8	+0.28	timeout
06-12 03:22	BTC	Buy	62708.1→63412.8	+5.12	timeout
06-11 21:12	BTC	Buy	62825.1→63451.8	+4.47	timeout
06-11 15:13	BTC	Buy	61988.1→62746.9	+5.62	timeout
06-11 09:04	BTC	Buy	61744.1→62882.9	+8.72	timeout
06-11 03:04	BTC	Buy	62248.1→62130.9	-1.42	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 04:41	BTC	Buy	60982→62016.9	+8.09	timeout
06-09 16:40	BTC	Buy	62654.1→60734.6	-15.80	stop_loss
06-09 15:17	BTC	Buy	62926.1→61573.9	-11.21	timeout
06-09 09:19	BTC	Buy	63603.2→62882.9	-6.11	timeout
06-09 03:12	BTC	Buy	64149.2→62831.9	-10.71	timeout
06-08 20:49	BTC	Buy	63107.2→63386.8	+1.74	timeout
06-08 14:37	BTC	Buy	62969.1→63768.8	+5.88	timeout
06-08 08:37	BTC	Buy	61737.1→63119.8	+10.70	timeout
06-08 01:59	BTC	Buy	61705.1→63171.8	+11.40	timeout
06-07 19:41	BTC	Buy	62202.1→61291.9	-7.74	timeout
06-07 13:37	BTC	Buy	61486.1→61697.9	+1.26	timeout
06-07 07:31	BTC	Buy	60597→62221.9	+12.97	timeout
06-07 01:20	BTC	Buy	60948→61389.9	+3.15	timeout
06-06 18:10	BTC	Buy	60990→60534	-4.16	timeout
06-06 07:25	BTC	Buy	59656→60839	+9.44	timeout
06-05 18:51	BTC	Buy	61402.1→59524.2	-15.77	stop_loss
06-05 15:41	BTC	Buy	61935.1→60024	-15.88	stop_loss
06-05 06:22	BTC	Buy	63302.2→61366.2	-15.73	stop_loss
06-05 06:14	BTC	Buy	63122.2→62062.9	-8.81	timeout
06-04 21:44	BTC	Buy	62874.1→63396.8	+3.72	timeout
06-04 10:28	BTC	Buy	64416.2→62442.6	-15.74	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:55	BTC	Buy	66816.3→64772.4	-15.76	stop_loss
06-03 17:40	BTC	Buy	66947.3→66160.7	-6.36	timeout
06-03 13:49	BTC	Buy	66612.3→66794.7	+0.90	timeout
06-03 05:51	BTC	Buy	67400.4→67181.6	-2.09	timeout
06-02 13:15	BTC	Buy	70989.5→68803.1	-15.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

-69.28

total pnl ($)

-25.8 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	53	55%	-25.8	-69.28

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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