deribit_basis_discount_threshold_fear_long_v2 · strategy

114

closed trades

39%

win rate

-343.72

total pnl ($)

0.352

weight

7d window — n=28 wr=43% pnl=-123.46 · 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 07:04	BTC	Buy	59991→59587	-3.80	timeout
06-29 02:57	BTC	Buy	60147→59755	-3.75	timeout
06-29 01:54	BTC	Buy	60229→59455	-6.91	timeout
06-29 00:48	BTC	Buy	60110→59163	-8.39	timeout
06-28 23:03	BTC	Buy	60232→59208	-8.97	timeout
06-28 18:19	BTC	Buy	60504→59633	-7.61	timeout
06-28 01:33	BTC	Buy	59925→60183	+1.67	timeout
06-28 00:31	BTC	Buy	59938→60129	+1.22	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-27 17:52	BTC	Buy	59982→60574	+4.49	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:41	BTC	Buy	59413→59748	+2.25	timeout
06-26 17:39	BTC	Buy	59668→59967	+1.94	timeout
06-26 16:30	BTC	Buy	59465→60122	+4.98	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.57	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60813→59317.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 15:49	BTC	Buy	61828.1→60305.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62419.1→60880.5	-12.54	stop_loss
06-24 14:17	BTC	Buy	62565.1→61017.4	-12.66	stop_loss
06-24 13:46	BTC	Buy	62860.1→61313.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	62354.1→61499.9	-7.21	timeout
06-24 09:40	BTC	Buy	62397.1→62656.9	+1.63	timeout
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-17 06:23	BTC	Buy	66215.3→65840.7	-3.27	timeout
06-17 05:24	BTC	Buy	66065.3→65769.7	-2.71	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.42	timeout
06-16 14:18	BTC	Buy	66504.3→65731.7	-6.34	timeout
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.06	timeout
06-16 03:30	BTC	Buy	65694.3→65971.7	+1.71	timeout
06-16 03:21	BTC	Buy	67223.4→65569.9	-12.73	stop_loss
06-15 13:19	BTC	Buy	64000.2→66811.7	+21.53	take_profit
06-15 12:55	BTC	Buy	63776.2→66579.7	+21.54	take_profit
06-15 12:41	BTC	Buy	64318.2→66300.7	+14.98	timeout
06-15 11:34	BTC	Buy	64592.2→66208.7	+12.07	timeout
06-15 01:53	BTC	Buy	64609.2→65522.7	+6.58	timeout
06-14 20:26	BTC	Buy	64222.2→63893.8	-3.03	timeout
06-14 19:22	BTC	Buy	64170.2→63788.8	-3.47	timeout
06-14 11:51	BTC	Buy	63896.2→64594.8	+5.03	timeout
06-14 10:48	BTC	Buy	63858.2→64531.8	+4.82	timeout
06-14 01:09	BTC	Buy	63649.2→64603.8	+7.09	timeout
06-13 19:27	BTC	Buy	63721.2→64118.8	+2.67	timeout
06-13 18:30	BTC	Buy	63750.2→64177.8	+2.90	timeout
06-13 11:02	BTC	Buy	63770.2→63814.8	-0.20	timeout
06-13 09:54	BTC	Buy	63776.2→63719.8	-0.97	timeout
06-13 00:16	BTC	Buy	63623.2→63575.8	-0.93	timeout
06-12 18:56	BTC	Buy	63470.2→63728.8	+1.57	timeout
06-12 17:51	BTC	Buy	63469.2→63790.8	+2.08	timeout
06-12 10:09	BTC	Buy	62902.1→63776.8	+6.41	timeout
06-12 09:09	BTC	Buy	62831.1→63482.8	+4.67	timeout
06-11 20:05	BTC	Buy	61755.1→63623.8	+14.55	timeout
06-11 18:25	BTC	Buy	61892.1→63363.8	+11.31	timeout
06-11 17:20	BTC	Buy	62091.1→62359.9	+1.63	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 18:51	BTC	Buy	61715.1→61673.9	-0.83	timeout
06-10 17:41	BTC	Buy	61780.1→61660.9	-1.46	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:36	BTC	Buy	62922.1→61371.2	-12.78	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63414.2→61854	-12.75	stop_loss
06-09 14:11	BTC	Buy	63507.2→61943.9	-12.76	stop_loss
06-09 13:25	BTC	Buy	63795.2→62225.8	-12.72	stop_loss
06-09 07:37	BTC	Buy	63180.2→63068.8	-1.39	timeout
06-09 06:36	BTC	Buy	62985.1→63353.8	+2.42	timeout
06-08 22:18	BTC	Buy	63440.2→63219.8	-2.22	timeout
06-08 17:56	BTC	Buy	62170.1→63462.8	+9.84	timeout
06-08 12:54	BTC	Buy	61754.1→63585.8	+14.36	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-08 05:34	BTC	Buy	61700.1→62581.9	+6.70	timeout
06-07 21:22	BTC	Buy	60921→61730.9	+6.22	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 12:32	BTC	Buy	60748→61869.9	+8.77	timeout
06-07 06:09	BTC	Buy	61067.1→61665.9	+4.50	timeout
06-07 05:07	BTC	Buy	59791→61784.9	+16.25	timeout
06-06 20:09	BTC	Buy	60857→60528	-3.08	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62349.1→60815.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62775.1→61229.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63081.2→61524.1	-12.79	stop_loss
06-05 06:19	BTC	Buy	63290.2→61732	-12.71	stop_loss
06-05 06:16	BTC	Buy	63453.2→61883.9	-12.75	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 02:42	BTC	Buy	63332.2→62837.9	-4.32	timeout

Paper vs Live

Paper (trades.jsonl)

114

closed

39%

win rate

-343.72

total pnl ($)

-60.1 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	114	39%	-60.1	-343.72

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…