deribit_basis_extreme_discount_fear_gate_long_v2 · strategy

closed trades

46%

win rate

-124.29

total pnl ($)

0.957

weight

7d window — n=12 wr=42% pnl=-45.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 14:07	BTC	Buy	59920→60545	+4.76	timeout
06-27 01:53	BTC	Buy	59357→59915	+4.24	timeout
06-26 13:54	BTC	Buy	58762.9→59714	+7.60	timeout
06-25 13:48	BTC	Buy	60801→59301.4	-12.76	stop_loss
06-24 16:51	BTC	Buy	61296.1→59731.1	-13.19	stop_loss
06-24 13:44	BTC	Buy	62944.1→61396.2	-12.74	stop_loss
06-24 12:32	BTC	Buy	62405.1→62728.9	+2.14	timeout
06-23 08:17	BTC	Buy	64002.2→62421.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.80	stop_loss
06-22 22:21	BTC	Buy	63711.2→64202.8	+3.41	timeout
06-22 09:54	BTC	Buy	64154.2→64107.8	-0.89	timeout
06-21 21:54	BTC	Buy	64012.2→63767.8	-2.36	timeout
06-21 03:47	BTC	Buy	63440.2→64391.8	+7.06	timeout
06-20 15:39	BTC	Buy	63120.2→64091.8	+7.18	timeout
06-20 02:37	BTC	Buy	62901.1→63369.8	+3.28	timeout
06-18 15:57	BTC	Buy	63882.2→62308.7	-12.75	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-18 13:35	BTC	Buy	65061.3→64059.8	-8.14	timeout
06-17 19:40	BTC	Buy	65804.3→64175.7	-12.85	stop_loss
06-16 22:24	BTC	Buy	66240.3→65696.7	-4.64	timeout
06-16 10:22	BTC	Buy	65692.3→66663.7	+6.92	timeout
06-15 22:17	BTC	Buy	65118.3→66352.7	+8.98	timeout
06-15 10:12	BTC	Buy	64475.2→65723.7	+9.24	timeout
06-14 22:08	BTC	Buy	64412.2→65025.7	+4.27	timeout
06-14 10:07	BTC	Buy	63748.2→64514.8	+5.53	timeout
06-13 22:11	BTC	Buy	63498.2→64363.8	+6.34	timeout
06-13 09:48	BTC	Buy	63847.2→63763.8	-1.18	timeout
06-12 22:07	BTC	Buy	63630.2→63518.8	-1.37	timeout
06-12 10:04	BTC	Buy	62867.1→63700.8	+6.09	timeout
06-11 21:56	BTC	Buy	61280.1→63455.8	+17.17	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 19:48	BTC	Buy	61762.1→61886.9	+0.49	timeout
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 10:06	BTC	Buy	63458.2→62753.9	-5.97	timeout
06-08 22:07	BTC	Buy	61751.1→63458.8	+13.34	timeout
06-08 10:05	BTC	Buy	62403.1→63406.8	+7.58	timeout
06-07 22:00	BTC	Buy	60682→61834.9	+9.07	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 13:57	BTC	Buy	62379.1→60844.5	-12.75	stop_loss
06-05 06:21	BTC	Buy	63070.2→61512.2	-12.74	stop_loss
06-05 06:03	BTC	Buy	63618.2→62050.9	-12.74	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66351.3→64652.4	-13.31	stop_loss
06-03 19:54	BTC	Buy	66992.3→65326.1	-12.92	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.77	stop_loss
06-02 09:22	BTC	Buy	71145.6→69394.8	-12.82	stop_loss
06-01 22:25	BTC	Buy	73069.7→71199.8	-13.34	stop_loss
06-01 00:33	BTC	Buy	73992.7→73869.3	-1.28	timeout
05-31 12:06	BTC	Buy	73570.7→73855.3	+1.35	timeout
05-30 15:52	BTC	Buy	73743.7→73916.3	+0.59	timeout
05-30 03:21	BTC	Buy	73406.7→73722.3	+1.66	timeout
05-29 13:27	BTC	Buy	73164.7→73048.3	-1.27	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-124.29

total pnl ($)

-47.2 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	52	46%	-47.2	-124.29

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…