deribit_basis_cheap_fear_long_v6 · strategy

105

closed trades

45%

win rate

-257.17

total pnl ($)

0.476

weight

7d window — n=22 wr=36% pnl=-123.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:05	BTC	Buy	59939→60008	+0.13	timeout
06-27 23:31	BTC	Buy	59923→59943	-0.23	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 16:33	BTC	Buy	60122→60658	+4.04	timeout
06-26 18:03	BTC	Buy	59611→59980	+2.54	timeout
06-26 17:03	BTC	Buy	59211→60084	+6.83	timeout
06-26 15:58	BTC	Buy	59557→60292	+5.65	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:24	BTC	Buy	59304→60018	+5.52	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59659→58192	-12.67	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60212→58725.7	-12.71	stop_loss
06-25 13:49	BTC	Buy	60733→59238.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60894→59373.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61094.1→59582.2	-12.80	stop_loss
06-24 14:17	BTC	Buy	62547.1→61007.4	-12.76	stop_loss
06-24 14:17	BTC	Buy	62603.1→61060.4	-12.75	stop_loss
06-24 14:04	BTC	Buy	62571.1→61285.9	-10.71	timeout
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62823.1→61277.3	-12.75	stop_loss
06-24 08:20	BTC	Buy	62408.1→62625.9	+1.21	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 03:16	BTC	Buy	65769.3→65702.7	-0.99	timeout
06-16 22:04	BTC	Buy	66423.3→65724.7	-5.80	timeout
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:40	BTC	Buy	66307.3→66602.7	+1.70	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-16 03:02	BTC	Buy	65448.3→65728.7	+1.68	timeout
06-15 21:40	BTC	Buy	64992.2→66394.7	+10.28	timeout
06-15 13:25	BTC	Buy	64082.2→66895.7	+21.52	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
06-15 02:35	BTC	Buy	64511.2→65579.7	+7.79	timeout
06-14 21:16	BTC	Buy	64245.2→64388.8	+0.64	timeout
06-14 20:13	BTC	Buy	64251.2→63793.8	-4.06	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
06-14 02:18	BTC	Buy	63781.2→64585.8	+5.87	timeout
06-13 20:45	BTC	Buy	63487.2→64221.8	+5.32	timeout
06-13 19:47	BTC	Buy	63606.2→64272.8	+4.79	timeout
06-13 11:29	BTC	Buy	63827.2→63949.8	+0.42	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-13 00:16	BTC	Buy	63623.2→63575.8	-0.91	timeout
06-12 19:03	BTC	Buy	63479.2→63743.8	+1.63	timeout
06-12 17:58	BTC	Buy	63516.2→63797.8	+1.75	timeout
06-12 10:17	BTC	Buy	62847.1→63709.8	+6.33	timeout
06-12 09:16	BTC	Buy	62780.1→63553.8	+5.63	timeout
06-11 20:12	BTC	Buy	61786.1→63495.8	+13.25	timeout
06-11 18:25	BTC	Buy	61892.1→63363.8	+11.31	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+1.54	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 18:51	BTC	Buy	61712.1→61692.9	-0.65	timeout
06-10 17:41	BTC	Buy	61765.1→61643.9	-1.47	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:17	BTC	Buy	63397.2→61835	-12.77	stop_loss
06-09 14:16	BTC	Buy	63414.2→61854	-12.75	stop_loss
06-09 14:16	BTC	Buy	63416.2→61857	-12.74	stop_loss
06-09 13:28	BTC	Buy	63564.2→62283.9	-10.49	timeout
06-09 13:23	BTC	Buy	63802.2→62232.8	-12.73	stop_loss
06-09 07:06	BTC	Buy	62802.1→63306.8	+3.51	timeout
06-08 20:35	BTC	Buy	61797.1→63242.8	+11.20	timeout
06-08 17:26	BTC	Buy	62237.1→63576.8	+10.22	timeout
06-08 16:19	BTC	Buy	62199.1→63919.8	+13.27	timeout
06-08 13:16	BTC	Buy	61674.1→63783.8	+16.62	timeout
06-08 06:51	BTC	Buy	62151.1→62950.9	+5.97	timeout
06-07 20:21	BTC	Buy	60553→61753.9	+9.50	timeout
06-07 17:12	BTC	Buy	60657→62239.9	+12.57	timeout
06-07 16:06	BTC	Buy	60823→61986.9	+9.05	timeout
06-07 12:57	BTC	Buy	61010.1→61861.9	+6.51	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 15:16	BTC	Buy	60497→60523	-0.23	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	62880.1→61330.3	-12.76	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:21	BTC	Buy	64300.2→62718.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66481.3→64845.3	-12.81	stop_loss
06-03 19:54	BTC	Buy	66944.3→65297.1	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

45%

win rate

-257.17

total pnl ($)

-48.6 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	105	45%	-48.6	-257.17

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 03:00	BTC	Buy	circuit_breaker
06-28 01:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…