deribit_basis_cheap_fear_long_v8 · strategy

176

closed trades

44%

win rate

-526.40

total pnl ($)

0.544

weight

7d window — n=33 wr=45% pnl=-84.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 15:21	BTC	Buy	58403.9→60031	+13.33	timeout
07-01 13:34	BTC	Buy	58323.9→58706.1	+2.71	timeout
07-01 01:12	BTC	Buy	59288→57829.2	-12.81	stop_loss
07-01 01:12	BTC	Buy	59378→57918.1	-12.79	stop_loss
07-01 01:11	BTC	Buy	59504→58040.1	-12.81	stop_loss
06-30 12:57	BTC	Buy	59907→58433.8	-12.74	stop_loss
06-30 12:06	BTC	Buy	60435→58946.6	-12.75	stop_loss
06-30 04:47	BTC	Buy	59794→59549	-2.43	timeout
06-29 21:53	BTC	Buy	59363→60494	+8.93	timeout
06-29 20:48	BTC	Buy	59672→60354	+5.11	timeout
06-29 18:34	BTC	Buy	59627→60236	+4.51	timeout
06-29 17:23	BTC	Buy	59636→60386	+5.69	timeout
06-29 03:51	BTC	Buy	60170→59980	-2.06	timeout
06-28 20:25	BTC	Buy	60228→59708	-4.74	timeout
06-28 19:22	BTC	Buy	60429→59459	-8.45	timeout
06-28 17:13	BTC	Buy	60536→59600	-8.16	timeout
06-28 16:05	BTC	Buy	60791→59895	-7.88	timeout
06-28 03:25	BTC	Buy	60281→60233	-0.84	timeout
06-27 19:11	BTC	Buy	59936→60570	+4.87	timeout
06-27 18:11	BTC	Buy	60095→60514	+3.05	timeout
06-27 16:10	BTC	Buy	60209→60760	+4.18	timeout
06-27 15:10	BTC	Buy	59990→60654	+5.09	timeout
06-27 02:33	BTC	Buy	58678.9→60225	+12.70	timeout
06-26 18:14	BTC	Buy	59390→60048	+4.99	timeout
06-26 17:12	BTC	Buy	59311→60201	+6.95	timeout
06-26 15:06	BTC	Buy	59150→59587	+3.19	timeout
06-26 14:14	BTC	Buy	59320→59952	+4.83	timeout
06-26 02:16	BTC	Buy	59905→58431.8	-12.73	stop_loss
06-25 13:58	BTC	Buy	59619→58152	-12.69	stop_loss
06-25 13:58	BTC	Buy	59644→58172	-12.73	stop_loss
06-25 13:57	BTC	Buy	59745→58275.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60464→58967.6	-12.76	stop_loss
06-25 13:48	BTC	Buy	60741→59244.4	-12.73	stop_loss
06-24 17:20	BTC	Buy	60927→59419.3	-12.81	stop_loss
06-24 16:51	BTC	Buy	61114.1→59582.2	-12.96	stop_loss
06-24 14:19	BTC	Buy	62443.1→60890.5	-12.88	stop_loss
06-24 14:13	BTC	Buy	62641.1→61100.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61242.3	-12.74	stop_loss
06-24 10:54	BTC	Buy	62256.1→62489.9	+1.39	timeout
06-24 09:52	BTC	Buy	62378.1→62667.9	+1.79	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62922.1→62710.9	-2.18	timeout
06-23 06:21	BTC	Buy	64332.2→62748.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64336.2→62753.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64683.2→63077.3	-12.88	stop_loss
06-23 06:08	BTC	Buy	64660.2→63068.3	-12.78	stop_loss
06-22 20:52	BTC	Buy	63719.2→64395.8	+4.84	timeout
06-22 19:50	BTC	Buy	64192.2→64328.8	+0.57	timeout
06-22 18:48	BTC	Buy	64173.2→64441.8	+1.58	timeout
06-22 17:45	BTC	Buy	64115.2→64445.8	+2.10	timeout
06-22 16:40	BTC	Buy	64024.2→64581.8	+3.90	timeout
06-21 20:33	BTC	Buy	63836.2→64036.8	+1.12	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:24	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 17:19	BTC	Buy	63889.2→64135.8	+1.54	timeout
06-21 16:15	BTC	Buy	63974.2→64106.8	+0.57	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 19:12	BTC	Buy	63011.2→63857.8	+6.28	timeout
06-20 18:10	BTC	Buy	63085.2→63835.8	+5.49	timeout
06-20 17:07	BTC	Buy	62973.1→63900.8	+6.88	timeout
06-20 16:06	BTC	Buy	63166.2→63992.8	+6.00	timeout
06-19 19:51	BTC	Buy	62919.1→63071.8	+0.73	timeout
06-19 18:51	BTC	Buy	62774.1→63030.8	+1.57	timeout
06-19 17:46	BTC	Buy	62584.1→63022.8	+3.05	timeout
06-19 16:42	BTC	Buy	62650.1→63248.8	+4.36	timeout
06-19 15:45	BTC	Buy	62803.1→63246.8	+3.17	timeout
06-18 15:40	BTC	Buy	64190.2→62601.6	-12.80	stop_loss
06-18 15:40	BTC	Buy	64204.2→62625.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64244.2→62660.5	-12.75	stop_loss
06-18 15:39	BTC	Buy	64382.2→62794.4	-12.76	stop_loss
06-18 14:35	BTC	Buy	65174.3→63856.8	-10.55	timeout
06-17 22:03	BTC	Buy	65506.3→63894.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65659.3→64044.8	-12.77	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65970.3→64346.6	-12.76	stop_loss
06-17 16:39	BTC	Buy	65801.3→66007.7	+1.13	timeout
06-17 15:35	BTC	Buy	65870.3→65353.7	-4.38	timeout
06-17 14:36	BTC	Buy	65585.3→65141.7	-3.84	timeout
06-17 13:29	BTC	Buy	66004.3→64879.8	-9.02	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-4.76	timeout
06-16 15:29	BTC	Buy	66644.3→65747.7	-7.26	timeout
06-16 14:23	BTC	Buy	66496.3→65590.7	-7.34	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66869.3→66100.7	-6.28	timeout
06-15 22:15	BTC	Buy	65079.3→66378.7	+9.48	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63771.2→66571.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63726.2→66523.7	+21.51	take_profit
06-14 22:02	BTC	Buy	64405.2→65395.7	+7.19	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64288.2→63745.8	-4.71	timeout
06-14 18:49	BTC	Buy	64187.2→63769.8	-3.79	timeout
06-14 17:48	BTC	Buy	64069.2→63797.8	-2.64	timeout
06-13 21:29	BTC	Buy	63493.2→64229.8	+5.33	timeout
06-13 20:26	BTC	Buy	63511.2→64215.8	+5.09	timeout

Paper vs Live

Paper (trades.jsonl)

176

closed

44%

win rate

-526.40

total pnl ($)

-59.5 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	176	44%	-59.5	-526.40

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…