deribit_basis_annualized_trough_fear_long · strategy

108

closed trades

43%

win rate

-364.55

total pnl ($)

0.250

weight

7d window — n=27 wr=26% pnl=-194.12 · 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 12:57	BTC	Buy	59926→58448.8	-15.31	stop_loss
06-30 12:56	BTC	Buy	60001→58525.8	-15.28	stop_loss
06-30 12:23	BTC	Buy	60335→58851.6	-15.27	stop_loss
06-30 07:16	BTC	Buy	60069→59483	-6.37	timeout
06-30 00:55	BTC	Buy	59483→59844	+3.17	timeout
06-29 18:42	BTC	Buy	59589→60222	+5.65	timeout
06-29 05:41	BTC	Buy	59893→59709	-2.41	timeout
06-28 23:36	BTC	Buy	59997→59693	-3.68	timeout
06-28 22:53	BTC	Buy	60327→58843.6	-15.31	stop_loss
06-28 17:37	BTC	Buy	60565→59413	-11.91	timeout
06-28 12:49	BTC	Buy	60312→60250	-1.20	timeout
06-28 06:24	BTC	Buy	60181→59894	-3.39	timeout
06-28 00:16	BTC	Buy	60079→60101	-0.23	timeout
06-27 18:09	BTC	Buy	60092→60507	+3.63	timeout
06-27 12:04	BTC	Buy	59381→60283	+8.55	timeout
06-27 05:52	BTC	Buy	59810→60232	+3.70	timeout
06-26 17:12	BTC	Buy	59308→60183	+8.21	timeout
06-26 02:16	BTC	Buy	59906→58431.8	-15.30	stop_loss
06-25 13:57	BTC	Buy	59829→58336.9	-15.40	stop_loss
06-25 13:48	BTC	Buy	60830→59333.4	-15.24	stop_loss
06-25 13:46	BTC	Buy	61233.1→59726.1	-15.30	stop_loss
06-25 13:42	BTC	Buy	61771.1→60250.8	-15.27	stop_loss
06-24 14:19	BTC	Buy	62402.1→60866.5	-15.30	stop_loss
06-24 14:19	BTC	Buy	62505.1→60951.5	-15.43	stop_loss
06-24 14:19	BTC	Buy	62517.1→60951.5	-15.54	stop_loss
06-24 13:48	BTC	Buy	62795.1→61248.3	-15.32	stop_loss
06-24 10:49	BTC	Buy	62299.1→62509.9	+1.45	timeout
06-23 08:28	BTC	Buy	63447.2→61872	-15.43	stop_loss
06-23 08:17	BTC	Buy	63941.2→62368.7	-15.31	stop_loss
06-23 06:22	BTC	Buy	64106.2→62525.6	-15.36	stop_loss
06-23 06:18	BTC	Buy	64654.2→63062.3	-15.33	stop_loss
06-23 04:55	BTC	Buy	64055.2→63674.8	-4.14	timeout
06-22 22:38	BTC	Buy	63601.2→63913.8	+2.40	timeout
06-22 16:31	BTC	Buy	64147.2→64628.8	+3.96	timeout
06-22 10:30	BTC	Buy	64271.2→64132.8	-1.95	timeout
06-22 04:28	BTC	Buy	64540.2→63898.8	-6.54	timeout
06-21 22:23	BTC	Buy	64086.2→63715.8	-3.99	timeout
06-21 16:28	BTC	Buy	63968.2→64165.8	+1.31	timeout
06-21 10:18	BTC	Buy	63679.2→64239.8	+4.65	timeout
06-21 04:14	BTC	Buy	63393.2→64370.8	+8.72	timeout
06-20 22:12	BTC	Buy	63054.2→63997.8	+8.44	timeout
06-20 16:09	BTC	Buy	63070.2→64009.8	+8.29	timeout
06-20 10:07	BTC	Buy	62396.1→63727.8	+12.17	timeout
06-20 04:28	BTC	Buy	62726.1→63535.8	+7.22	timeout
06-19 22:18	BTC	Buy	62812.1→63127.8	+2.42	timeout
06-19 16:42	BTC	Buy	62655.1→63225.8	+4.97	timeout
06-18 15:57	BTC	Buy	63906.2→62323.7	-15.22	stop_loss
06-18 15:53	BTC	Buy	64045.2→62468.6	-15.23	stop_loss
06-18 15:40	BTC	Buy	64278.2→62697.5	-14.99	stop_loss
06-18 10:25	BTC	Buy	64904.2→63902.8	-9.89	timeout
06-17 19:41	BTC	Buy	65771.3→64150.7	-15.33	stop_loss
06-17 19:40	BTC	Buy	65822.3→64201.7	-15.32	stop_loss
06-17 19:29	BTC	Buy	65967.3→64340.6	-15.34	stop_loss
06-17 16:08	BTC	Buy	65813.3→65769.7	-0.98	timeout
06-17 08:39	BTC	Buy	66598.3→64958.3	-15.35	stop_loss
06-17 04:05	BTC	Buy	66248.3→65824.7	-4.43	timeout
06-16 21:59	BTC	Buy	66342.3→65745.7	-6.05	timeout
06-16 14:32	BTC	Buy	66987.3→65339	-15.40	stop_loss
06-16 09:51	BTC	Buy	65557.3→66471.7	+7.79	timeout
06-16 03:48	BTC	Buy	65934.3→66117.7	+1.19	timeout
06-15 21:42	BTC	Buy	65238.3→66408.7	+10.17	timeout
06-15 13:19	BTC	Buy	63993.2→66803.7	+25.83	take_profit
06-15 09:10	BTC	Buy	64436.2→65683.7	+11.10	timeout
06-15 03:06	BTC	Buy	64477.2→65540.7	+9.31	timeout
06-14 21:04	BTC	Buy	64292.2→63993.8	-3.36	timeout
06-14 14:57	BTC	Buy	64215.2→63928.8	-3.23	timeout
06-14 08:52	BTC	Buy	63788.2→64432.8	+5.46	timeout
06-14 02:46	BTC	Buy	63616.2→64472.8	+7.57	timeout
06-13 20:43	BTC	Buy	63517.2→64216.8	+6.05	timeout
06-13 14:48	BTC	Buy	63491.2→64193.8	+6.05	timeout
06-13 08:42	BTC	Buy	63369.2→63891.8	+4.30	timeout
06-13 02:38	BTC	Buy	63565.2→63689.8	+0.64	timeout
06-12 20:38	BTC	Buy	63315.2→63513.8	+1.32	timeout
06-12 14:37	BTC	Buy	62914.1→63666.8	+6.55	timeout
06-12 08:32	BTC	Buy	62906.1→63442.8	+4.47	timeout
06-12 02:30	BTC	Buy	62055.1→63528.8	+13.58	timeout
06-11 20:26	BTC	Buy	61887.1→63418.8	+14.15	timeout
06-11 14:25	BTC	Buy	62018.1→62925.9	+8.12	timeout
06-11 08:18	BTC	Buy	61677.1→62792.9	+10.16	timeout
06-10 15:59	BTC	Buy	61110.1→62613.9	+14.22	timeout
06-09 14:47	BTC	Buy	62693.1→61142.4	-15.39	stop_loss
06-09 14:46	BTC	Buy	62766.1→61217.3	-15.36	stop_loss
06-09 13:36	BTC	Buy	63718.2→62150.8	-15.29	stop_loss
06-09 13:26	BTC	Buy	63788.2→62218.8	-15.28	stop_loss
06-09 09:55	BTC	Buy	63426.2→62631.9	-8.02	timeout
06-09 03:51	BTC	Buy	63072.2→62743.9	-3.66	timeout
06-08 21:55	BTC	Buy	61662.1→63717.8	+19.42	timeout
06-08 15:56	BTC	Buy	61974.1→63823.8	+17.19	timeout
06-08 09:47	BTC	Buy	62398.1→63361.8	+8.71	timeout
06-07 22:15	BTC	Buy	61537.1→64238.8	+25.81	take_profit
06-07 21:35	BTC	Buy	60938→61686.9	+6.86	timeout
06-07 15:32	BTC	Buy	60563→62081.9	+14.49	timeout
06-07 09:28	BTC	Buy	61225.1→62622.9	+13.19	timeout
06-07 03:26	BTC	Buy	60715→61565.9	+7.81	timeout
06-06 04:11	BTC	Buy	61783.1→60258.8	-15.35	stop_loss
06-05 18:54	BTC	Buy	60650→59158.4	-15.31	stop_loss
06-05 13:49	BTC	Buy	62751.1→61207.3	-15.30	stop_loss
06-05 06:24	BTC	Buy	62670.1→61122.4	-15.35	stop_loss
06-05 06:22	BTC	Buy	62887.1→61337.2	-15.25	stop_loss
06-05 06:00	BTC	Buy	63729.2→62161.8	-15.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

43%

win rate

-364.55

total pnl ($)

-56.0 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	108	43%	-56.0	-364.55

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…