deribit_basis_cheap_fear_long_v3 · strategy

109

closed trades

43%

win rate

-305.71

total pnl ($)

0.262

weight

7d window — n=27 wr=26% pnl=-164.66 · 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 02:57	BTC	Buy	60147→59755	-3.75	timeout
06-29 01:54	BTC	Buy	60229→59455	-6.91	timeout
06-28 19:46	BTC	Buy	60206→59346	-7.58	timeout
06-28 18:41	BTC	Buy	60524→59594	-8.11	timeout
06-28 01:11	BTC	Buy	59952→59981	-0.21	timeout
06-27 23:32	BTC	Buy	59955→59966	-0.31	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 14:42	BTC	Buy	59662→60597	+7.38	timeout
06-27 03:03	BTC	Buy	58365.9→60331	+16.38	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:23	BTC	Buy	59455→60128	+5.12	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.04	timeout
06-26 13:19	BTC	Buy	60022→58545.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59751→58280.9	-12.74	stop_loss
06-26 02:16	BTC	Buy	60025→58545.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60878.5	-12.95	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 08:23	BTC	Buy	62381.1→62678.9	+1.84	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 14:44	BTC	Buy	66506.3→65650.7	-6.97	timeout
06-16 14:23	BTC	Buy	67144.4→65493	-12.82	stop_loss
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:41	BTC	Buy	66368.3→66454.7	+0.12	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-15 14:19	BTC	Buy	64242.2→66480.7	+16.98	timeout
06-15 13:25	BTC	Buy	64082.2→66896.7	+21.53	take_profit
06-15 13:20	BTC	Buy	64025.2→66837.7	+21.53	take_profit
06-15 12:10	BTC	Buy	64448.2→66188.7	+13.06	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 20:13	BTC	Buy	64251.2→63793.8	-4.06	timeout
06-14 14:55	BTC	Buy	64198.2→63901.8	-2.77	timeout
06-14 13:53	BTC	Buy	64071.2→64275.8	+1.15	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-13 19:47	BTC	Buy	63606.2→64272.8	+4.79	timeout
06-13 14:12	BTC	Buy	63395.2→64133.8	+5.33	timeout
06-13 12:47	BTC	Buy	63450.2→64077.8	+4.42	timeout
06-13 11:30	BTC	Buy	63771.2→63927.8	+0.69	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-12 17:50	BTC	Buy	63568.2→63822.8	+1.54	timeout
06-12 12:41	BTC	Buy	62785.1→63386.8	+4.26	timeout
06-12 11:29	BTC	Buy	63139.2→63820.8	+4.87	timeout
06-12 10:17	BTC	Buy	62860.1→63719.8	+6.30	timeout
06-12 09:10	BTC	Buy	62853.1→63463.8	+4.33	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.40	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.04	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:16	BTC	Buy	61647.1→62768.9	+8.53	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63339.2→61772	-12.83	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63800.2→62228.8	-12.76	stop_loss
06-09 13:19	BTC	Buy	63872.2→62300.7	-12.74	stop_loss
06-09 06:51	BTC	Buy	62949.1→63258.8	+1.95	timeout
06-09 05:49	BTC	Buy	62511.1→63411.8	+6.71	timeout
06-08 17:55	BTC	Buy	62153.1→63444.8	+9.85	timeout
06-08 15:55	BTC	Buy	62006.1→63832.8	+14.13	timeout
06-08 13:54	BTC	Buy	61761.1→63770.8	+15.78	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-08 05:15	BTC	Buy	64021.2→62444.6	-12.76	stop_loss
06-07 21:08	BTC	Buy	60719→61736.9	+7.95	timeout
06-07 16:58	BTC	Buy	60709→62025.9	+10.37	timeout
06-07 15:46	BTC	Buy	60843→62028.9	+9.28	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62882.1→61335.2	-12.74	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-05 01:21	BTC	Buy	62766.1→63279.8	+3.69	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

43%

win rate

-305.71

total pnl ($)

-55.8 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	109	43%	-55.8	-305.71

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…