deribit_basis_discount_mean_rev_fear_gate · strategy

171

closed trades

44%

win rate

-479.10

total pnl ($)

0.250

weight

7d window — n=41 wr=34% pnl=-189.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 19:24	BTC	Buy	59484→60395	+7.06	timeout
06-29 04:06	BTC	Buy	60183→59904	-2.80	timeout
06-29 01:31	BTC	Buy	60178→59279	-7.98	timeout
06-28 22:05	BTC	Buy	60077→59818	-2.61	timeout
06-28 21:02	BTC	Buy	60312→59619	-6.17	timeout
06-28 18:58	BTC	Buy	60517→59570	-8.25	timeout
06-28 03:49	BTC	Buy	60320→60162	-1.76	timeout
06-27 23:34	BTC	Buy	59967→59972	-0.36	timeout
06-27 20:58	BTC	Buy	59670→60240	+4.38	timeout
06-27 19:57	BTC	Buy	59832→60131	+2.10	timeout
06-27 18:52	BTC	Buy	59633→60492	+6.77	timeout
06-27 02:49	BTC	Buy	58546.9→60253	+14.10	timeout
06-26 20:22	BTC	Buy	59572→59706	+0.56	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.84	timeout
06-26 16:36	BTC	Buy	59485→60249	+5.87	timeout
06-26 15:32	BTC	Buy	59234→60216	+7.81	timeout
06-26 02:13	BTC	Buy	60241→58742.7	-12.87	stop_loss
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:55	BTC	Buy	59877→58393.9	-12.77	stop_loss
06-25 13:55	BTC	Buy	59869→58393.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 16:51	BTC	Buy	61326.1→59818.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62590.1→61050.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62672.1→61130.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63055.2→61504.2	-12.75	stop_loss
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-24 10:33	BTC	Buy	62308.1→62547.9	+1.42	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 08:17	BTC	Buy	63994.2→62417.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64314.2→62727.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64404.2→62818.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64479.2→62886.4	-12.82	stop_loss
06-23 02:42	BTC	Buy	64524.2→64188.8	-3.05	timeout
06-22 23:31	BTC	Buy	63492.2→63993.8	+3.49	timeout
06-22 21:27	BTC	Buy	63680.2→64286.8	+4.30	timeout
06-22 20:20	BTC	Buy	64036.2→64476.8	+2.96	timeout
06-22 17:59	BTC	Buy	64144.2→64598.8	+3.05	timeout
06-22 02:07	BTC	Buy	64219.2→64515.8	+1.78	timeout
06-21 23:13	BTC	Buy	64246.2→63723.8	-4.49	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.74	timeout
06-21 17:40	BTC	Buy	63819.2→64046.8	+1.42	timeout
06-20 23:02	BTC	Buy	63275.2→64254.8	+7.28	timeout
06-20 21:59	BTC	Buy	63041.2→63985.8	+7.05	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 19:56	BTC	Buy	63080.2→63896.8	+6.05	timeout
06-20 17:15	BTC	Buy	62962.1→63900.8	+6.97	timeout
06-19 21:42	BTC	Buy	62889.1→63095.8	+1.15	timeout
06-19 20:33	BTC	Buy	63130.2→63003.8	-1.49	timeout
06-19 19:28	BTC	Buy	62752.1→62967.9	+1.24	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.36	timeout
06-19 16:27	BTC	Buy	62633.1→63323.8	+5.07	timeout
06-18 15:51	BTC	Buy	64123.2→62546.6	-12.72	stop_loss
06-18 15:51	BTC	Buy	64165.2→62584.6	-12.49	stop_loss
06-18 15:39	BTC	Buy	64375.2→62790.4	-12.48	stop_loss
06-18 15:38	BTC	Buy	64399.2→62815.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64514.2→62927.4	-12.54	stop_loss
06-18 13:39	BTC	Buy	65206.3→64007.8	-9.63	timeout
06-17 19:44	BTC	Buy	65694.3→64075.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65772.3→64151.7	-12.79	stop_loss
06-17 19:39	BTC	Buy	65841.3→64219.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65996.3→64373.6	-12.75	stop_loss
06-17 14:56	BTC	Buy	65659.3→65213.7	-3.85	timeout
06-17 10:56	BTC	Buy	66370.3→64738.4	-12.83	stop_loss
06-17 04:27	BTC	Buy	66051.3→65847.7	-2.04	timeout
06-17 02:17	BTC	Buy	66091.3→65854.7	-2.25	timeout
06-17 00:10	BTC	Buy	66377.3→65716.7	-5.51	timeout
06-16 14:10	BTC	Buy	66339.3→66123.7	-2.16	timeout
06-16 11:17	BTC	Buy	65991.3→66510.7	+3.42	timeout
06-16 03:11	BTC	Buy	65646.3→65757.7	+0.40	timeout
06-16 00:49	BTC	Buy	65563.3→66369.7	+5.74	timeout
06-15 22:18	BTC	Buy	64995.2→66353.7	+9.95	timeout
06-15 13:20	BTC	Buy	64021.2→66832.7	+21.52	take_profit
06-15 10:30	BTC	Buy	64573.2→65689.7	+8.20	timeout
06-15 01:02	BTC	Buy	64547.2→65496.7	+6.88	timeout
06-14 23:02	BTC	Buy	64444.2→65321.7	+6.31	timeout
06-14 21:45	BTC	Buy	64513.2→65392.7	+6.32	timeout
06-14 20:43	BTC	Buy	64223.2→64017.8	-2.08	timeout
06-14 09:44	BTC	Buy	63788.2→64525.8	+5.28	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 21:10	BTC	Buy	63552.2→64247.8	+5.00	timeout
06-13 19:13	BTC	Buy	63689.2→64144.8	+3.13	timeout
06-13 17:59	BTC	Buy	63835.2→63958.8	+0.50	timeout
06-13 09:28	BTC	Buy	63725.2→63787.8	-0.05	timeout
06-12 21:53	BTC	Buy	63521.2→63460.8	-0.97	timeout
06-12 20:51	BTC	Buy	63261.2→63411.8	+0.72	timeout
06-12 17:37	BTC	Buy	63162.2→63852.8	+5.00	timeout
06-12 15:01	BTC	Buy	62643.1→64154.8	+11.53	timeout
06-12 08:43	BTC	Buy	62843.1→63354.8	+3.54	timeout
06-11 20:43	BTC	Buy	61852.1→63263.8	+10.83	timeout
06-11 17:33	BTC	Buy	61781.1→63345.8	+12.12	timeout
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-11 14:48	BTC	Buy	61920.1→62879.9	+7.20	timeout

Paper vs Live

Paper (trades.jsonl)

171

closed

44%

win rate

-479.10

total pnl ($)

-55.8 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	171	44%	-55.8	-479.10

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 22:18	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…