deribit_basis_extreme_discount_fear_gate · strategy

closed trades

44%

win rate

-202.97

total pnl ($)

0.805

weight

7d window — n=16 wr=38% pnl=-70.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:50	BTC	Buy	59742→60249	+3.85	timeout
06-27 19:41	BTC	Buy	59903→60140	+1.58	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.70	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58071	-12.69	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
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 06:40	BTC	Buy	64030.2→62927.9	-9.08	timeout
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-22 05:07	BTC	Buy	64239.2→64136.8	-1.26	timeout
06-22 03:33	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:40	BTC	Buy	63358.2→64204.8	+6.22	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
06-18 15:55	BTC	Buy	63972.2→62396.7	-12.71	stop_loss
06-18 15:17	BTC	Buy	64883.2→63286.2	-12.42	stop_loss
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-17 08:39	BTC	Buy	66538.3→64902.3	-12.78	stop_loss
06-17 08:35	BTC	Buy	66712.3→65067.2	-12.81	stop_loss
06-16 09:15	BTC	Buy	65692.3→66672.7	+7.01	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-15 08:08	BTC	Buy	64409.2→65703.7	+9.59	timeout
06-15 06:02	BTC	Buy	64406.2→65792.7	+10.30	timeout
06-14 07:43	BTC	Buy	63801.2→64285.8	+3.34	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 07:24	BTC	Buy	63015.2→63714.8	+5.09	timeout
06-12 15:00	BTC	Buy	62717.1→64054.8	+10.13	timeout
06-12 06:50	BTC	Buy	62784.1→62938.9	+0.74	timeout
06-11 14:48	BTC	Buy	61938.1→62865.9	+6.94	timeout
06-10 16:46	BTC	Buy	61317.1→62081.9	+5.71	timeout
06-10 14:43	BTC	Buy	61348.1→62030.9	+5.08	timeout
06-09 15:56	BTC	Buy	62539.1→60998.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63126.2→62601.9	-4.55	timeout
06-08 21:33	BTC	Buy	61769.1→63643.8	+14.69	timeout
06-08 06:25	BTC	Buy	61817.1→62980.9	+8.95	timeout
06-07 16:43	BTC	Buy	60704→62182.9	+11.70	timeout
06-07 05:57	BTC	Buy	60888→61715.9	+6.39	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-06 04:27	BTC	Buy	61307.1→59799.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	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 06:21	BTC	Buy	63082.2→61522.1	-12.81	stop_loss
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65314.3→63707.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66448.3→64814.3	-12.79	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-02 23:25	BTC	Buy	67800.4→66132.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67965.4→66248.5	-13.08	stop_loss
06-02 12:33	BTC	Buy	70854.5→69112	-12.80	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.80	stop_loss
05-29 19:13	BTC	Buy	73464.7→73404.3	-0.90	timeout
05-29 16:55	BTC	Buy	73371.7→73964.3	+3.55	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-202.97

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	61	44%	-66.4	-202.97

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…