deribit_basis_annualized_fear_long · strategy

113

closed trades

42%

win rate

-303.86

total pnl ($)

0.346

weight

7d window — n=28 wr=36% pnl=-141.41 · 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 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-29 00:47	BTC	Buy	60113→59270	-7.52	timeout
06-28 23:21	BTC	Buy	59942→59327	-5.71	timeout
06-28 19:23	BTC	Buy	60434→59456	-8.53	timeout
06-28 18:19	BTC	Buy	60493→59635	-7.52	timeout
06-28 00:33	BTC	Buy	59882→60119	+1.61	timeout
06-27 23:33	BTC	Buy	59959→59975	-0.27	timeout
06-27 21:56	BTC	Buy	59909→60177	+1.85	timeout
06-27 17:38	BTC	Buy	59951→60575	+4.75	timeout
06-27 16:03	BTC	Buy	60413→60766	+2.50	timeout
06-26 18:50	BTC	Buy	59447→59620	+0.89	timeout
06-26 17:51	BTC	Buy	59497→59962	+3.35	timeout
06-26 16:45	BTC	Buy	59243→60032	+6.10	timeout
06-26 15:37	BTC	Buy	59373→60278	+7.08	timeout
06-26 14:40	BTC	Buy	59659→59544	-1.46	timeout
06-25 13:59	BTC	Buy	59547→58081	-12.67	stop_loss
06-25 13:58	BTC	Buy	59630→58161	-12.69	stop_loss
06-25 13:57	BTC	Buy	59806→58325.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60354→58869.6	-12.66	stop_loss
06-25 13:53	BTC	Buy	60471→58976.5	-12.72	stop_loss
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 15:06	BTC	Buy	62348.1→60925	-11.80	timeout
06-24 14:19	BTC	Buy	62515.1→60964.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62577.1→61033.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.74	stop_loss
06-24 13:43	BTC	Buy	62354.1→61522.9	-7.11	timeout
06-24 09:37	BTC	Buy	62444.1→62633.9	+1.00	timeout
06-24 08:20	BTC	Buy	62465.1→62638.9	+0.87	timeout
06-18 05:04	BTC	Buy	65294.3→63689	-12.75	stop_loss
06-16 23:34	BTC	Buy	66201.3→65720.7	-4.14	timeout
06-16 22:33	BTC	Buy	66194.3→65680.7	-4.41	timeout
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:11	BTC	Buy	66651.3→66006.7	-5.37	timeout
06-16 12:05	BTC	Buy	66128.3→66379.7	+1.37	timeout
06-15 22:53	BTC	Buy	65383.3→66215.7	+5.87	timeout
06-15 21:49	BTC	Buy	65343.3→66373.7	+7.39	timeout
06-15 13:20	BTC	Buy	64026.2→66840.7	+21.54	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:10	BTC	Buy	64494.2→65956.7	+10.89	timeout
06-14 22:22	BTC	Buy	64443.2→65209.7	+5.45	timeout
06-14 21:20	BTC	Buy	64227.2→64744.8	+3.55	timeout
06-14 20:13	BTC	Buy	64247.2→63794.8	-4.02	timeout
06-14 11:46	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:43	BTC	Buy	63821.2→64585.8	+5.52	timeout
06-13 21:53	BTC	Buy	63440.2→64474.8	+7.68	timeout
06-13 20:39	BTC	Buy	63524.2→64236.8	+5.14	timeout
06-13 19:33	BTC	Buy	63636.2→64143.8	+3.54	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-12 21:41	BTC	Buy	63455.2→63528.8	+0.09	timeout
06-12 19:50	BTC	Buy	63633.2→63605.8	-0.67	timeout
06-12 18:45	BTC	Buy	63517.2→63840.8	+2.08	timeout
06-12 10:04	BTC	Buy	62830.1→63677.8	+6.20	timeout
06-12 09:04	BTC	Buy	62889.1→63408.8	+3.61	timeout
06-11 20:05	BTC	Buy	61783.1→63596.8	+14.10	timeout
06-11 18:23	BTC	Buy	61926.1→63383.8	+11.19	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 18:52	BTC	Buy	61718.1→61712.9	-0.54	timeout
06-10 17:41	BTC	Buy	61789.1→61651.9	-1.60	timeout
06-10 16:40	BTC	Buy	60809→62312.9	+11.84	timeout
06-09 14:18	BTC	Buy	63315.2→61756	-12.76	stop_loss
06-09 14:18	BTC	Buy	63319.2→61762	-12.75	stop_loss
06-09 14:11	BTC	Buy	63535.2→61969.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63763.2→62192.8	-12.76	stop_loss
06-09 13:08	BTC	Buy	63777.2→62629.9	-9.41	timeout
06-09 06:51	BTC	Buy	62957.1→63226.8	+1.64	timeout
06-09 05:49	BTC	Buy	62538.1→63398.8	+6.40	timeout
06-08 21:18	BTC	Buy	61898.1→63597.8	+13.24	timeout
06-08 18:02	BTC	Buy	62209.1→63595.8	+10.60	timeout
06-08 12:57	BTC	Buy	61822.1→63649.8	+14.31	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.57	timeout
06-08 05:30	BTC	Buy	61718.1→62688.9	+7.41	timeout
06-07 21:05	BTC	Buy	60713→61731.9	+7.96	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.16	timeout
06-07 12:32	BTC	Buy	60711→61920.9	+9.50	timeout
06-07 06:09	BTC	Buy	61117.1→61666.9	+4.10	timeout
06-07 05:07	BTC	Buy	59914→61774.9	+15.10	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59287→61889.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60971.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:23	BTC	Buy	62775.1→61221.3	-12.82	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:16	BTC	Buy	63453.2→61883.9	-12.75	stop_loss
06-05 02:42	BTC	Buy	63332.2→62837.9	-4.32	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

42%

win rate

-303.86

total pnl ($)

-53.4 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	113	42%	-53.4	-303.86

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…