deribit_basis_extreme_discount_fear_gated_long_v3 · strategy

130

closed trades

36%

win rate

-611.81

total pnl ($)

0.250

weight

7d window — n=30 wr=33% pnl=-186.09 · 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 14:07	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-28 22:53	BTC	Buy	60326→58842.6	-12.76	stop_loss
06-26 18:52	BTC	Buy	59434→59634	+1.12	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 15:45	BTC	Buy	59303→60316	+8.04	timeout
06-26 14:44	BTC	Buy	59481→59557	+0.14	timeout
06-26 13:51	BTC	Buy	59312→59505	+1.14	timeout
06-25 18:51	BTC	Buy	59402→59421	-0.26	timeout
06-25 13:55	BTC	Buy	59859→58386.9	-12.70	stop_loss
06-25 13:54	BTC	Buy	60149→58535.8	-13.81	stop_loss
06-25 13:46	BTC	Buy	61125.1→59619.2	-12.74	stop_loss
06-25 13:44	BTC	Buy	61660.1→60142.9	-12.74	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.51	take_profit
06-24 17:47	BTC	Buy	60564→59067.5	-12.79	stop_loss
06-24 16:51	BTC	Buy	61133.1→59627.2	-12.75	stop_loss
06-24 14:17	BTC	Buy	62555.1→61016.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62640.1→61099.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62692.1→61150.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62727.1→61184.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62868.1→61320.3	-12.76	stop_loss
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 10:30	BTC	Buy	62323.1→62515.9	+1.04	timeout
06-24 09:28	BTC	Buy	62473.1→62666.9	+1.03	timeout
06-24 08:28	BTC	Buy	62031.1→62657.9	+4.51	timeout
06-24 07:25	BTC	Buy	62997.1→62693.9	-2.91	timeout
06-23 06:21	BTC	Buy	64154.2→62570.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64165.2→62570.6	-12.91	stop_loss
06-23 06:21	BTC	Buy	64214.2→62629.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64240.2→62637.5	-12.95	stop_loss
06-23 06:08	BTC	Buy	64749.2→63157.2	-12.77	stop_loss
06-22 11:42	BTC	Buy	64215.2→64559.8	+2.09	timeout
06-22 10:36	BTC	Buy	64298.2→64115.8	-1.96	timeout
06-22 09:34	BTC	Buy	64082.2→64154.8	+0.04	timeout
06-22 08:31	BTC	Buy	64030.2→64157.8	+0.49	timeout
06-22 07:28	BTC	Buy	64166.2→64252.8	+0.20	timeout
06-19 20:33	BTC	Buy	63119.2→63003.8	-1.40	timeout
06-19 19:31	BTC	Buy	62772.1→62953.9	+0.97	timeout
06-19 18:30	BTC	Buy	62785.1→63046.8	+1.62	timeout
06-19 17:30	BTC	Buy	62594.1→62894.9	+1.95	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.78	stop_loss
06-18 15:51	BTC	Buy	64117.2→62522.6	-12.85	stop_loss
06-18 15:51	BTC	Buy	64123.2→62546.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64253.2→62665.5	-12.78	stop_loss
06-18 15:40	BTC	Buy	64311.2→62720.5	-12.81	stop_loss
06-18 11:13	BTC	Buy	64636.2→63997.8	-5.47	timeout
06-18 10:14	BTC	Buy	64877.2→63964.8	-7.58	timeout
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-17 19:50	BTC	Buy	65602.3→63975.8	-12.86	stop_loss
06-17 19:29	BTC	Buy	65934.3→64312.6	-12.75	stop_loss
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 11:05	BTC	Buy	66219.3→64588.5	-12.84	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.73	stop_loss
06-17 08:20	BTC	Buy	66818.3→65174.1	-12.73	stop_loss
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 12:55	BTC	Buy	66590.3→66388.7	-2.04	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.11	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 12:36	BTC	Buy	64348.2→66267.7	+14.48	timeout
06-15 11:09	BTC	Buy	64490.2→65945.7	+10.83	timeout
06-15 08:38	BTC	Buy	64477.2→65701.7	+9.03	timeout
06-15 05:19	BTC	Buy	64330.2→65693.7	+10.12	timeout
06-15 02:11	BTC	Buy	64592.2→65587.7	+7.22	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.02	timeout
06-14 10:36	BTC	Buy	63817.2→64627.8	+5.87	timeout
06-14 08:12	BTC	Buy	63786.2→64417.8	+4.44	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-14 01:54	BTC	Buy	63806.2→64604.8	+5.84	timeout
06-13 06:20	BTC	Buy	63144.2→63585.8	+3.04	timeout
06-13 05:18	BTC	Buy	63494.2→63528.8	-0.16	timeout
06-12 23:58	BTC	Buy	63612.2→63551.8	-1.00	timeout
06-12 22:01	BTC	Buy	63537.2→63493.8	-0.84	timeout
06-12 17:40	BTC	Buy	63210.2→63780.8	+4.05	timeout
06-11 17:35	BTC	Buy	61767.1→63186.8	+10.94	timeout
06-11 14:49	BTC	Buy	61865.1→62898.9	+7.81	timeout
06-10 18:55	BTC	Buy	61705.1→61735.9	-0.25	timeout
06-10 16:16	BTC	Buy	60977→62396.9	+11.16	timeout
06-10 15:15	BTC	Buy	61666.1→61871.9	+1.17	timeout
06-10 14:24	BTC	Buy	61710.1→62094.9	+2.64	timeout
06-09 14:47	BTC	Buy	62649.1→61106.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63447.2→61884.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63563.2→61999.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63704.2→62112.8	-12.94	stop_loss
06-09 00:48	BTC	Buy	64001.2→62427.6	-12.74	stop_loss
06-08 22:58	BTC	Buy	62912.1→63393.8	+3.35	timeout
06-08 05:48	BTC	Buy	61757.1→62496.9	+5.54	timeout
06-08 04:50	BTC	Buy	61780.1→62853.9	+8.23	timeout
06-08 03:32	BTC	Buy	61615.1→63147.8	+11.96	timeout
06-07 22:15	BTC	Buy	61434.1→64130.8	+21.51	take_profit
06-07 19:18	BTC	Buy	62793.1→61249.3	-12.72	stop_loss
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

130

closed

36%

win rate

-611.81

total pnl ($)

-93.8 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	130	36%	-93.8	-611.81

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…