deribit_basis_change_fear_long_v2 · strategy

126

closed trades

42%

win rate

-346.01

total pnl ($)

0.250

weight

7d window — n=33 wr=30% pnl=-186.73 · 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 04:20	BTC	Buy	60183→59868	-3.10	timeout
06-29 00:16	BTC	Buy	60107→59361	-6.76	timeout
06-28 20:12	BTC	Buy	60254→59547	-6.30	timeout
06-28 15:28	BTC	Buy	60715→60006	-6.32	timeout
06-28 08:32	BTC	Buy	60421→60184	-2.43	timeout
06-27 23:55	BTC	Buy	60045→59999	-0.94	timeout
06-27 19:50	BTC	Buy	59853→60184	+2.36	timeout
06-27 15:47	BTC	Buy	60286→60727	+3.22	timeout
06-27 11:42	BTC	Buy	59434→60188	+5.86	timeout
06-27 03:21	BTC	Buy	58879.9→60254	+11.22	timeout
06-26 18:45	BTC	Buy	59383→59687	+1.99	timeout
06-26 14:47	BTC	Buy	59369→59668	+2.02	timeout
06-26 10:58	BTC	Buy	60682→59185.4	-12.79	stop_loss
06-26 02:16	BTC	Buy	59858→58385.9	-12.74	stop_loss
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:48	BTC	Buy	60851→59353.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60877→59376.3	-12.73	stop_loss
06-25 13:46	BTC	Buy	61060.1→59558.2	-12.74	stop_loss
06-25 13:42	BTC	Buy	61732.1→60210.9	-12.75	stop_loss
06-24 16:51	BTC	Buy	61378.1→59867.1	-12.73	stop_loss
06-24 14:19	BTC	Buy	62455.1→60881.5	-13.02	stop_loss
06-24 14:13	BTC	Buy	62651.1→61108.4	-12.73	stop_loss
06-24 14:13	BTC	Buy	62674.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62960.1→61412.2	-12.74	stop_loss
06-24 11:53	BTC	Buy	62454.1→62910.9	+3.20	timeout
06-24 07:38	BTC	Buy	62967.1→62602.9	-3.43	timeout
06-23 08:17	BTC	Buy	64045.2→62469.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64160.2→62565.6	-12.91	stop_loss
06-23 06:20	BTC	Buy	64378.2→62795.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64755.2→63162.2	-12.78	stop_loss
06-23 03:45	BTC	Buy	64156.2→63972.8	-1.88	timeout
06-22 23:34	BTC	Buy	63368.2→63959.8	+4.21	timeout
06-22 19:31	BTC	Buy	64207.2→64357.8	+0.68	timeout
06-22 11:22	BTC	Buy	64281.2→64199.8	-1.23	timeout
06-22 07:18	BTC	Buy	64244.2→64214.8	-0.70	timeout
06-22 03:18	BTC	Buy	64302.2→64195.8	-1.36	timeout
06-21 22:47	BTC	Buy	64239.2→63655.8	-4.97	timeout
06-21 18:48	BTC	Buy	63795.2→64166.8	+2.51	timeout
06-21 10:37	BTC	Buy	63603.2→64301.8	+4.98	timeout
06-21 06:35	BTC	Buy	63692.2→64253.8	+3.95	timeout
06-21 02:14	BTC	Buy	63446.2→64210.8	+5.54	timeout
06-20 21:37	BTC	Buy	63105.2→63916.8	+5.99	timeout
06-20 17:36	BTC	Buy	63001.1→63779.8	+5.72	timeout
06-20 09:28	BTC	Buy	62332.1→63510.8	+8.90	timeout
06-20 05:58	BTC	Buy	62704.1→63650.8	+7.10	timeout
06-20 01:38	BTC	Buy	62891.1→63561.8	+4.87	timeout
06-19 21:18	BTC	Buy	63007.2→63228.8	+1.26	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:57	BTC	Buy	63829.2→62257.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64178.2→62599.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64213.2→62633.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64338.2→62755.5	-12.65	stop_loss
06-18 15:37	BTC	Buy	64517.2→62930.4	-12.52	stop_loss
06-17 22:03	BTC	Buy	65483.3→63843.9	-12.96	stop_loss
06-17 19:50	BTC	Buy	65656.3→64036.8	-12.78	stop_loss
06-17 19:40	BTC	Buy	65793.3→64175.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65904.3→64258.6	-12.94	stop_loss
06-17 19:09	BTC	Buy	65733.3→65142.7	-4.97	timeout
06-17 14:56	BTC	Buy	65642.3→65204.7	-3.79	timeout
06-17 06:44	BTC	Buy	66395.3→65609.7	-6.39	timeout
06-17 02:21	BTC	Buy	66019.3→65903.7	-1.34	timeout
06-16 22:27	BTC	Buy	66082.3→65686.7	-3.53	timeout
06-16 18:25	BTC	Buy	66789.3→65883.7	-7.30	timeout
06-16 14:26	BTC	Buy	66455.3→65669.7	-6.44	timeout
06-16 06:23	BTC	Buy	65888.3→66208.7	+2.05	timeout
06-16 01:46	BTC	Buy	65662.3→66326.7	+4.62	timeout
06-15 21:34	BTC	Buy	64936.2→66415.7	+10.89	timeout
06-15 13:30	BTC	Buy	64256.2→66815.7	+19.48	timeout
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 04:51	BTC	Buy	64337.2→65634.7	+9.61	timeout
06-15 00:49	BTC	Buy	64562.2→65531.7	+7.03	timeout
06-14 20:50	BTC	Buy	64252.2→64008.8	-2.38	timeout
06-14 16:33	BTC	Buy	63996.2→64112.8	+0.41	timeout
06-14 12:27	BTC	Buy	63948.2→64467.8	+3.63	timeout
06-14 03:11	BTC	Buy	63688.2→64488.8	+5.86	timeout
06-13 23:09	BTC	Buy	63437.2→64413.8	+7.23	timeout
06-13 19:04	BTC	Buy	63736.2→64159.8	+2.87	timeout
06-13 15:08	BTC	Buy	64094.2→64194.8	+0.30	timeout
06-13 11:02	BTC	Buy	63703.2→63817.8	+0.35	timeout
06-13 02:22	BTC	Buy	63624.2→63746.8	+0.49	timeout
06-12 22:17	BTC	Buy	63624.2→63489.8	-1.56	timeout
06-12 18:11	BTC	Buy	63369.2→63843.8	+3.29	timeout
06-12 14:03	BTC	Buy	62997.1→63340.8	+2.21	timeout
06-12 09:36	BTC	Buy	62904.1→63848.8	+6.97	timeout
06-12 00:49	BTC	Buy	61875.1→63661.8	+13.85	timeout
06-11 20:43	BTC	Buy	61828.1→63268.8	+11.07	timeout
06-11 16:37	BTC	Buy	62367.1→62760.9	+2.60	timeout
06-11 12:33	BTC	Buy	61754.1→62552.9	+5.90	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 16:18	BTC	Buy	61007.1→62296.9	+10.08	timeout
06-09 15:56	BTC	Buy	62557.1→61016.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62725.1→61180.3	-12.77	stop_loss
06-09 14:44	BTC	Buy	62808.1→61259.3	-12.79	stop_loss
06-09 14:16	BTC	Buy	63459.2→61897.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63785.2→62215.8	-12.75	stop_loss
06-09 10:09	BTC	Buy	63388.2→62603.9	-6.59	timeout
06-09 04:04	BTC	Buy	62977.1→62808.9	-1.78	timeout
06-08 23:55	BTC	Buy	63140.2→62995.9	-1.61	timeout
06-08 15:52	BTC	Buy	62128.1→63910.8	+13.75	timeout
06-08 07:38	BTC	Buy	62232.1→63204.8	+7.33	timeout

Paper vs Live

Paper (trades.jsonl)

126

closed

42%

win rate

-346.01

total pnl ($)

-54.7 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	126	42%	-54.7	-346.01

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…