deribit_basis_threshold_discount_fear_long · strategy

107

closed trades

44%

win rate

-266.08

total pnl ($)

0.250

weight

7d window — n=26 wr=27% pnl=-149.13 · 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 11:40	BTC	Buy	59805→59153	-5.88	timeout
06-30 07:04	BTC	Buy	60035→59588	-4.15	timeout
06-29 02:52	BTC	Buy	60127→59692	-4.09	timeout
06-28 19:41	BTC	Buy	60153→59409	-6.62	timeout
06-28 18:36	BTC	Buy	60527→59578	-8.27	timeout
06-28 01:13	BTC	Buy	59953→60004	-0.05	timeout
06-27 23:33	BTC	Buy	59965→59975	-0.30	timeout
06-27 21:57	BTC	Buy	59926→60171	+1.65	timeout
06-27 03:46	BTC	Buy	59667→60272	+4.63	timeout
06-26 18:58	BTC	Buy	59519→59608	+0.18	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:59	BTC	Buy	59526→58061.1	-12.67	stop_loss
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62401.1→60866.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62611.1→61070.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62779.1→61235.3	-12.74	stop_loss
06-24 13:45	BTC	Buy	62880.1→61333.2	-12.75	stop_loss
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 15:06	BTC	Buy	66629.3→65753.7	-7.10	timeout
06-16 14:07	BTC	Buy	66361.3→66013.7	-3.15	timeout
06-16 13:09	BTC	Buy	66574.3→66150.7	-3.71	timeout
06-16 12:03	BTC	Buy	66181.3→66392.7	+1.06	timeout
06-16 10:58	BTC	Buy	65831.3→66484.7	+4.45	timeout
06-15 13:22	BTC	Buy	64043.2→66854.7	+21.51	take_profit
06-15 13:15	BTC	Buy	64339.2→66585.7	+17.03	timeout
06-15 12:12	BTC	Buy	64477.2→66249.7	+13.31	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-15 10:01	BTC	Buy	64570.2→65587.7	+7.43	timeout
06-14 20:14	BTC	Buy	64247.2→63791.8	-4.04	timeout
06-14 12:57	BTC	Buy	64195.2→64292.8	+0.31	timeout
06-14 11:54	BTC	Buy	63897.2→64595.8	+5.03	timeout
06-14 10:50	BTC	Buy	63859.2→64511.8	+4.64	timeout
06-14 09:47	BTC	Buy	63772.2→64537.8	+5.50	timeout
06-13 19:28	BTC	Buy	63726.2→64129.8	+2.72	timeout
06-13 12:02	BTC	Buy	63674.2→63929.8	+1.48	timeout
06-13 11:01	BTC	Buy	63658.2→63825.8	+0.77	timeout
06-13 09:54	BTC	Buy	63771.2→63729.8	-0.85	timeout
06-13 08:53	BTC	Buy	63454.2→63775.8	+2.01	timeout
06-12 18:40	BTC	Buy	63509.2→63840.8	+2.15	timeout
06-12 11:56	BTC	Buy	63101.2→63802.8	+5.03	timeout
06-12 10:43	BTC	Buy	62913.1→63646.8	+5.30	timeout
06-12 09:37	BTC	Buy	62900.1→63837.8	+6.92	timeout
06-12 08:38	BTC	Buy	62916.1→63403.8	+3.35	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+2.48	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.03	timeout
06-09 14:20	BTC	Buy	63262.2→61705	-12.76	stop_loss
06-09 14:11	BTC	Buy	63563.2→61999.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63718.2→62148.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63750.2→62175.8	-12.78	stop_loss
06-09 13:36	BTC	Buy	63768.2→62199.8	-12.74	stop_loss
06-09 06:42	BTC	Buy	62950.1→63325.8	+2.48	timeout
06-08 21:08	BTC	Buy	61752.1→63703.8	+15.31	timeout
06-08 17:52	BTC	Buy	62106.1→63480.8	+10.51	timeout
06-08 15:52	BTC	Buy	62124.1→63953.8	+14.22	timeout
06-08 13:51	BTC	Buy	61769.1→63538.8	+13.83	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:04	BTC	Buy	60700→61702.9	+7.83	timeout
06-07 16:58	BTC	Buy	60725→61998.9	+10.02	timeout
06-07 15:45	BTC	Buy	60847→62048.9	+9.41	timeout
06-07 13:32	BTC	Buy	60699→61888.9	+9.33	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62781.1→61213.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62872.1→61325.3	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.70	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.15	timeout
06-05 01:21	BTC	Buy	62766.1→63279.8	+3.69	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-04 00:26	BTC	Buy	65198.3→63595	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

44%

win rate

-266.08

total pnl ($)

-49.4 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	107	44%	-49.4	-266.08

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…