deribit_basis_discount_long_fear_v2 · strategy

closed trades

48%

win rate

-194.01

total pnl ($)

0.491

weight

7d window — n=16 wr=31% pnl=-101.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:15	BTC	Buy	60359→59653	-6.29	timeout
06-28 20:13	BTC	Buy	60253→59568	-6.12	timeout
06-28 19:10	BTC	Buy	60554→59515	-9.01	timeout
06-26 18:20	BTC	Buy	59648→60008	+2.47	timeout
06-26 17:18	BTC	Buy	59491→60051	+4.14	timeout
06-26 16:15	BTC	Buy	59739→60137	+2.78	timeout
06-26 15:11	BTC	Buy	59119→59860	+5.77	timeout
06-26 14:18	BTC	Buy	58999.9→59874	+6.91	timeout
06-25 13:58	BTC	Buy	59562→58096	-12.69	stop_loss
06-25 13:58	BTC	Buy	59664→58195	-12.70	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.69	stop_loss
06-25 13:48	BTC	Buy	60747→59244.4	-12.78	stop_loss
06-24 17:20	BTC	Buy	60966→59461.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61123.1→59584.2	-13.01	stop_loss
06-24 13:47	BTC	Buy	62823.1→61278.3	-12.75	stop_loss
06-16 14:44	BTC	Buy	66496.3→65649.7	-6.90	timeout
06-16 13:45	BTC	Buy	66509.3→66108.7	-3.54	timeout
06-16 12:40	BTC	Buy	66323.3→66552.7	+1.20	timeout
06-16 11:34	BTC	Buy	66223.3→66389.7	+0.74	timeout
06-16 10:29	BTC	Buy	65697.3→66645.7	+6.74	timeout
06-15 13:12	BTC	Buy	64322.2→66599.7	+17.27	timeout
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-15 12:09	BTC	Buy	64465.2→66182.7	+12.88	timeout
06-15 11:04	BTC	Buy	64456.2→65930.7	+10.99	timeout
06-15 10:00	BTC	Buy	64579.2→65552.7	+7.09	timeout
06-14 19:09	BTC	Buy	64144.2→63748.8	-3.61	timeout
06-14 12:49	BTC	Buy	64082.2→64293.8	+1.21	timeout
06-14 11:45	BTC	Buy	63883.2→64581.8	+5.02	timeout
06-14 10:41	BTC	Buy	63809.2→64586.8	+5.62	timeout
06-14 09:38	BTC	Buy	63772.2→64435.8	+4.69	timeout
06-13 18:49	BTC	Buy	63817.2→64180.8	+2.40	timeout
06-13 12:01	BTC	Buy	63629.2→63938.8	+1.90	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-13 08:53	BTC	Buy	63438.2→63775.8	+2.13	timeout
06-12 17:57	BTC	Buy	63422.2→63802.8	+2.53	timeout
06-12 11:56	BTC	Buy	63075.2→63764.8	+4.94	timeout
06-12 10:49	BTC	Buy	62929.1→63687.8	+5.50	timeout
06-12 09:43	BTC	Buy	62882.1→63855.8	+7.20	timeout
06-12 08:41	BTC	Buy	62923.1→63387.8	+3.17	timeout
06-11 16:52	BTC	Buy	62074.1→62591.9	+3.66	timeout
06-11 11:20	BTC	Buy	61096.1→63086.8	+15.71	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:18	BTC	Buy	63338.2→61772	-12.82	stop_loss
06-09 14:11	BTC	Buy	63497.2→61925.9	-12.82	stop_loss
06-09 14:11	BTC	Buy	63514.2→61951.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63555.2→61991.9	-12.75	stop_loss
06-09 07:19	BTC	Buy	63060.2→63316.8	+1.53	timeout
06-08 18:45	BTC	Buy	62200.1→63467.8	+9.68	timeout
06-08 17:46	BTC	Buy	62243.1→63408.8	+8.81	timeout
06-08 16:45	BTC	Buy	62156.1→63625.8	+11.29	timeout
06-08 15:45	BTC	Buy	62075.1→63837.8	+13.69	timeout
06-08 06:24	BTC	Buy	61855.1→62964.9	+8.51	timeout
06-07 18:39	BTC	Buy	60634→62170.9	+12.27	timeout
06-07 17:25	BTC	Buy	60603→62240.9	+13.06	timeout
06-07 16:11	BTC	Buy	60712→61999.9	+10.05	timeout
06-07 15:06	BTC	Buy	60524→61681.9	+9.10	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:14	BTC	Buy	61589.1→60071.9	-12.77	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60753→59259.4	-12.74	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 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61311.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:08	BTC	Buy	62406.1→62317.9	-1.19	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:16	BTC	Buy	63432.2→61871	-12.69	stop_loss
06-05 06:01	BTC	Buy	63681.2→62100.8	-12.81	stop_loss
06-05 05:59	BTC	Buy	63786.2→62215.8	-12.72	stop_loss
06-05 02:25	BTC	Buy	62855.1→62801.9	-0.87	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 02:01	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-04 01:16	BTC	Buy	64457.2→62872.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65400.3→63791.9	-12.74	stop_loss
06-03 20:45	BTC	Buy	66696.3→65054.2	-12.78	stop_loss
06-03 19:55	BTC	Buy	66838.3→65166.1	-12.99	stop_loss
06-03 19:54	BTC	Buy	67009.4→65358	-12.79	stop_loss
06-03 16:27	BTC	Buy	67191.4→65537.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-194.01

total pnl ($)

-41.3 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	93	48%	-41.3	-194.01

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…