deribit_basis_extreme_discount_fear_long · strategy

175

closed trades

41%

win rate

-556.92

total pnl ($)

0.250

weight

7d window — n=38 wr=42% pnl=-146.87 · 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 12:58	BTC	Buy	59889→58412.9	-12.76	stop_loss
06-30 12:06	BTC	Buy	60423→58935.6	-12.75	stop_loss
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-30 01:03	BTC	Buy	59495→59781	+2.02	timeout
06-29 23:40	BTC	Buy	59777→60225	+3.33	timeout
06-29 18:04	BTC	Buy	59630→60373	+5.63	timeout
06-29 14:07	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-29 05:15	BTC	Buy	59982→59499	-4.49	timeout
06-29 01:31	BTC	Buy	60175→59284	-7.89	timeout
06-28 21:04	BTC	Buy	60294→59630	-5.95	timeout
06-28 20:04	BTC	Buy	60213→59486	-6.46	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.01	timeout
06-28 02:50	BTC	Buy	60276→60103	-1.89	timeout
06-27 21:02	BTC	Buy	59702→60310	+4.70	timeout
06-27 20:03	BTC	Buy	59838→60212	+2.73	timeout
06-27 18:59	BTC	Buy	59638→60524	+7.00	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-27 02:41	BTC	Buy	58782.9→60275	+12.22	timeout
06-26 20:21	BTC	Buy	59591→59759	+0.84	timeout
06-26 19:18	BTC	Buy	59192→59956	+5.89	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 14:44	BTC	Buy	59481→59557	+0.14	timeout
06-26 02:13	BTC	Buy	60140→58654.7	-12.80	stop_loss
06-25 17:22	BTC	Buy	59332→59479	+0.85	timeout
06-25 13:57	BTC	Buy	59748→58277.9	-12.70	stop_loss
06-25 13:57	BTC	Buy	59765→58294.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60973→59473.3	-12.72	stop_loss
06-24 17:21	BTC	Buy	60837→59336.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:13	BTC	Buy	62656.1→61101.4	-12.85	stop_loss
06-24 14:02	BTC	Buy	62702.1→61160.3	-12.74	stop_loss
06-24 13:57	BTC	Buy	62743.1→61199.3	-12.75	stop_loss
06-24 13:12	BTC	Buy	62045.1→62015.9	-0.69	timeout
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.34	timeout
06-23 08:28	BTC	Buy	63448.2→61887.9	-12.74	stop_loss
06-23 08:17	BTC	Buy	63948.2→62374.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63988.2→62395.7	-12.91	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.80	stop_loss
06-23 02:16	BTC	Buy	64496.2→64168.8	-2.97	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:20	BTC	Buy	63631.2→64213.8	+4.12	timeout
06-22 04:29	BTC	Buy	64511.2→63932.8	-4.97	timeout
06-22 03:21	BTC	Buy	64312.2→64247.8	-1.03	timeout
06-21 23:28	BTC	Buy	64243.2→63643.8	-5.09	timeout
06-21 22:26	BTC	Buy	64153.2→63698.8	-3.98	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:12	BTC	Buy	63258.2→64238.8	+7.29	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:06	BTC	Buy	63138.2→63914.8	+5.71	timeout
06-20 19:19	BTC	Buy	62980.1→63842.8	+6.41	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.74	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 17:57	BTC	Buy	62520.1→63181.8	+4.84	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:57	BTC	Buy	63907.2→62324.7	-12.90	stop_loss
06-18 15:40	BTC	Buy	64324.2→62734.5	-12.79	stop_loss
06-18 15:40	BTC	Buy	64341.2→62758.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64401.2→62816.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-18 08:39	BTC	Buy	65037.3→64535.8	-4.30	timeout
06-17 22:03	BTC	Buy	65527.3→63914.8	-12.74	stop_loss
06-17 19:42	BTC	Buy	65703.3→64087.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65754.3→64136.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	66041.3→64414.6	-12.77	stop_loss
06-17 16:07	BTC	Buy	65812.3→65791.7	-0.52	timeout
06-17 08:04	BTC	Buy	66337.3→65448.7	-7.10	timeout
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-17 04:40	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-17 00:28	BTC	Buy	66251.3→65687.7	-4.78	timeout
06-16 13:08	BTC	Buy	66613.3→66297.7	-2.90	timeout
06-16 07:01	BTC	Buy	65701.3→66381.7	+4.81	timeout
06-16 05:25	BTC	Buy	65804.3→66054.7	+1.50	timeout
06-16 03:58	BTC	Buy	65927.3→66093.7	+0.85	timeout
06-16 00:20	BTC	Buy	65703.3→66347.7	+4.53	timeout
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 04:51	BTC	Buy	64336.2→65647.7	+9.71	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.73	timeout
06-14 23:05	BTC	Buy	64426.2→65234.7	+5.78	timeout
06-14 21:50	BTC	Buy	64463.2→65542.7	+7.88	timeout
06-14 16:30	BTC	Buy	63960.2→64103.8	+0.62	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-13 22:14	BTC	Buy	63489.2→64386.8	+6.59	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 14:47	BTC	Buy	63482.2→64184.8	+5.04	timeout
06-13 13:41	BTC	Buy	63105.2→64204.8	+8.21	timeout
06-13 03:03	BTC	Buy	63582.2→63661.8	+0.18	timeout
06-12 20:55	BTC	Buy	63373.2→63398.8	-0.28	timeout
06-12 15:02	BTC	Buy	62611.1→64124.8	+11.56	timeout
06-12 13:32	BTC	Buy	62699.1→63218.8	+3.62	timeout
06-12 12:27	BTC	Buy	62756.1→63497.8	+5.39	timeout
06-12 00:08	BTC	Buy	61622.1→63754.8	+16.74	timeout
06-11 19:18	BTC	Buy	61712.1→63647.8	+15.10	timeout
06-11 14:53	BTC	Buy	61878.1→62942.9	+8.06	timeout

Paper vs Live

Paper (trades.jsonl)

175

closed

41%

win rate

-556.92

total pnl ($)

-63.3 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	175	41%	-63.3	-556.92

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…