btc_deribit_basis_contrarian_fear_long · strategy

157

closed trades

45%

win rate

-459.14

total pnl ($)

0.329

weight

7d window — n=41 wr=51% pnl=-147.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:02	BTC	Buy	59704→60312	+4.70	timeout
06-27 18:54	BTC	Buy	59628→60494	+6.83	timeout
06-27 17:48	BTC	Buy	60042→60543	+3.72	timeout
06-27 16:46	BTC	Buy	60070→60749	+5.19	timeout
06-27 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-26 19:05	BTC	Buy	59349→59654	+2.00	timeout
06-26 17:05	BTC	Buy	59139→60119	+7.74	timeout
06-26 15:59	BTC	Buy	59605→60286	+5.18	timeout
06-26 14:57	BTC	Buy	59527→59537	-0.42	timeout
06-26 14:24	BTC	Buy	59382→59966	+4.41	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59636→58168	-12.68	stop_loss
06-25 13:54	BTC	Buy	60003→58525.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60387→58900.6	-12.68	stop_loss
06-25 13:53	BTC	Buy	60511→59022.5	-12.68	stop_loss
06-24 17:20	BTC	Buy	60879→59375.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61227.1→59709.1	-12.82	stop_loss
06-24 14:19	BTC	Buy	62426.1→60888.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62629.1→61088.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62695.1→61153.3	-12.74	stop_loss
06-24 13:45	BTC	Buy	62885.1→61338.2	-12.75	stop_loss
06-24 10:51	BTC	Buy	62238.1→62470.9	+1.38	timeout
06-24 09:47	BTC	Buy	62361.1→62637.9	+1.70	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.67	timeout
06-24 07:47	BTC	Buy	62901.1→62701.9	-2.10	timeout
06-24 07:10	BTC	Buy	62971.1→62690.9	-2.73	timeout
06-23 06:22	BTC	Buy	64086.2→62508.6	-12.78	stop_loss
06-23 06:20	BTC	Buy	64407.2→62822.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64439.2→62848.4	-12.80	stop_loss
06-23 06:20	BTC	Buy	64433.2→62848.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64510.2→62915.4	-12.82	stop_loss
06-22 19:54	BTC	Buy	64184.2→64434.8	+1.47	timeout
06-22 18:50	BTC	Buy	64152.2→64445.8	+1.79	timeout
06-22 17:45	BTC	Buy	64131.2→64452.8	+2.01	timeout
06-22 16:41	BTC	Buy	64031.2→64532.8	+3.46	timeout
06-22 05:55	BTC	Buy	64219.2→64166.8	-0.87	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:26	BTC	Buy	63849.2→63989.8	+0.71	timeout
06-21 17:24	BTC	Buy	63877.2→64115.8	+1.48	timeout
06-21 16:18	BTC	Buy	64000.2→64140.8	+0.61	timeout
06-21 05:46	BTC	Buy	63642.2→64233.8	+4.20	timeout
06-20 19:14	BTC	Buy	63033.2→63863.8	+6.15	timeout
06-20 18:10	BTC	Buy	63097.2→63847.8	+5.49	timeout
06-20 17:10	BTC	Buy	62930.1→63863.8	+6.94	timeout
06-20 16:06	BTC	Buy	63163.2→63985.8	+5.93	timeout
06-20 05:30	BTC	Buy	62633.1→63625.8	+7.48	timeout
06-19 18:32	BTC	Buy	62767.1→63083.8	+2.06	timeout
06-19 17:31	BTC	Buy	62659.1→62916.9	+1.61	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-19 15:36	BTC	Buy	63055.2→63125.8	+0.21	timeout
06-19 05:03	BTC	Buy	63765.2→62550.9	-9.92	timeout
06-18 15:51	BTC	Buy	64099.2→62520.6	-12.48	stop_loss
06-18 15:40	BTC	Buy	64243.2→62658.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64292.2→62711.5	-12.72	stop_loss
06-18 14:32	BTC	Buy	65210.3→63868.8	-10.73	timeout
06-18 04:11	BTC	Buy	65393.3→63743.9	-13.07	stop_loss
06-17 19:50	BTC	Buy	65672.3→64029.8	-12.98	stop_loss
06-17 19:40	BTC	Buy	65821.3→64196.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65969.3→64346.6	-12.75	stop_loss
06-17 16:39	BTC	Buy	65803.3→65983.7	+0.93	timeout
06-17 15:36	BTC	Buy	65909.3→65368.7	-4.56	timeout
06-17 14:34	BTC	Buy	65546.3→65155.7	-3.44	timeout
06-17 13:30	BTC	Buy	66013.3→64884.8	-9.05	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-4.76	timeout
06-16 15:29	BTC	Buy	66631.3→65783.7	-6.89	timeout
06-16 14:23	BTC	Buy	66498.3→65567.7	-7.53	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.05	timeout
06-15 22:16	BTC	Buy	65145.3→66325.7	+8.56	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63754.2→66556.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63725.2→66522.7	+21.51	take_profit
06-14 22:01	BTC	Buy	64408.2→65437.7	+7.50	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:49	BTC	Buy	64096.2→63743.8	-3.28	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.81	timeout
06-13 21:36	BTC	Buy	63526.2→64266.8	+5.35	timeout
06-13 20:37	BTC	Buy	63522.2→64230.8	+5.11	timeout
06-13 19:34	BTC	Buy	63650.2→64163.8	+3.58	timeout
06-13 18:36	BTC	Buy	63750.2→64192.8	+3.01	timeout
06-13 17:35	BTC	Buy	63813.2→64081.8	+1.64	timeout
06-12 20:51	BTC	Buy	63261.2→63411.8	+0.73	timeout
06-12 19:46	BTC	Buy	63630.2→63586.8	-0.80	timeout
06-12 18:42	BTC	Buy	63482.2→63869.8	+2.58	timeout
06-12 17:39	BTC	Buy	63167.2→63810.8	+4.63	timeout
06-12 16:37	BTC	Buy	62772.1→63860.8	+8.18	timeout
06-11 20:03	BTC	Buy	61825.1→63608.8	+13.84	timeout
06-11 18:55	BTC	Buy	61792.1→63464.8	+12.95	timeout
06-11 17:49	BTC	Buy	61991.1→63563.8	+12.13	timeout
06-11 16:50	BTC	Buy	61953.1→62572.9	+4.49	timeout
06-11 15:47	BTC	Buy	62498.1→62661.9	+0.71	timeout
06-10 18:34	BTC	Buy	61743.1→61913.9	+0.89	timeout
06-10 17:33	BTC	Buy	61790.1→61793.9	-0.46	timeout
06-10 16:29	BTC	Buy	61025.1→62244.9	+9.45	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62016.9	+3.29	timeout
06-09 14:21	BTC	Buy	63187.2→61632.1	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

157

closed

45%

win rate

-459.14

total pnl ($)

-58.2 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	157	45%	-58.2	-459.14

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 22:08	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…