deribit_basis_cheap_fear_long_v2 · strategy

closed trades

46%

win rate

-218.96

total pnl ($)

0.543

weight

7d window — n=19 wr=32% pnl=-111.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:08	BTC	Buy	60105→60092	-0.49	timeout
06-27 15:21	BTC	Buy	59940→60701	+5.91	timeout
06-26 18:03	BTC	Buy	59583→59988	+2.86	timeout
06-26 17:02	BTC	Buy	59273→60052	+6.01	timeout
06-26 15:58	BTC	Buy	59524→60303	+5.98	timeout
06-26 14:57	BTC	Buy	59505→59532	-0.28	timeout
06-26 14:07	BTC	Buy	58993.9→59890	+7.10	timeout
06-25 13:59	BTC	Buy	59528→58061.1	-12.71	stop_loss
06-25 13:58	BTC	Buy	59660→58192	-12.69	stop_loss
06-25 13:57	BTC	Buy	59812→58330.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60353→58867.6	-12.70	stop_loss
06-25 13:48	BTC	Buy	60792→59292.4	-12.75	stop_loss
06-24 17:20	BTC	Buy	60871→59371.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61165.1→59657.2	-12.75	stop_loss
06-24 15:33	BTC	Buy	62200.1→60669.6	-12.75	stop_loss
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62771.1→61226.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62887.1→61330.3	-12.83	stop_loss
06-24 08:23	BTC	Buy	62362.1→62672.9	+1.95	timeout
06-16 14:44	BTC	Buy	66489.3→65641.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65540.9	-12.84	stop_loss
06-16 13:43	BTC	Buy	66492.3→66084.7	-3.60	timeout
06-16 12:40	BTC	Buy	66339.3→66524.7	+0.87	timeout
06-16 11:33	BTC	Buy	66208.3→66395.7	+0.90	timeout
06-15 14:18	BTC	Buy	64239.2→66470.7	+16.93	timeout
06-15 13:13	BTC	Buy	64319.2→66607.7	+17.36	timeout
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 12:08	BTC	Buy	64475.2→66173.7	+12.73	timeout
06-15 11:04	BTC	Buy	64465.2→65927.7	+10.89	timeout
06-14 19:09	BTC	Buy	64144.2→63749.8	-3.60	timeout
06-14 13:53	BTC	Buy	64081.2→64275.8	+1.07	timeout
06-14 12:49	BTC	Buy	64055.2→64299.8	+1.46	timeout
06-14 11:45	BTC	Buy	63883.2→64581.8	+5.02	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-13 18:31	BTC	Buy	63726.2→64193.8	+3.21	timeout
06-13 13:06	BTC	Buy	63403.2→64123.8	+5.16	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:02	BTC	Buy	63737.2→63814.8	+0.06	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-12 17:58	BTC	Buy	63516.2→63797.8	+1.76	timeout
06-12 12:37	BTC	Buy	62774.1→63468.8	+5.01	timeout
06-12 11:24	BTC	Buy	63139.2→63823.8	+4.89	timeout
06-12 10:17	BTC	Buy	62847.1→63709.8	+6.31	timeout
06-12 09:16	BTC	Buy	62780.1→63553.8	+5.64	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+1.54	timeout
06-11 11:21	BTC	Buy	61165.1→63116.8	+15.38	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 09:17	BTC	Buy	61055.1→62758.9	+13.37	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60862→62284.9	+11.15	timeout
06-09 14:20	BTC	Buy	63258.2→61702	-12.75	stop_loss
06-09 14:11	BTC	Buy	63568.2→62001.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63729.2→62155.8	-12.78	stop_loss
06-09 13:36	BTC	Buy	63748.2→62177.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63760.2→62190.8	-12.74	stop_loss
06-09 06:42	BTC	Buy	62950.1→63325.8	+2.48	timeout
06-08 21:08	BTC	Buy	61754.1→63693.8	+15.22	timeout
06-08 17:53	BTC	Buy	62112.1→63480.8	+10.47	timeout
06-08 15:53	BTC	Buy	62173.1→63914.8	+13.54	timeout
06-08 13:50	BTC	Buy	61771.1→63528.8	+13.73	timeout
06-08 06:30	BTC	Buy	61997.1→63025.8	+7.84	timeout
06-07 21:04	BTC	Buy	60715→61744.9	+8.05	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 15:46	BTC	Buy	60848→62041.9	+9.35	timeout
06-07 13:32	BTC	Buy	60688→61830.9	+8.95	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60763→60537	-2.24	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59330→61934.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60773→59278.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	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	62728.1→61175.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62872.1→61325.3	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62501.6	-12.74	stop_loss
06-04 09:26	BTC	Buy	64485.2→62895.4	-12.77	stop_loss
06-04 01:22	BTC	Buy	64174.2→62595.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66747.3→65106.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67043.4→65385	-12.84	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 19:52	BTC	Buy	67112.4→65460	-12.80	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67240.4→65584.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-218.96

total pnl ($)

-43.8 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	99	46%	-43.8	-218.96

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…