deribit_basis_cheap_long_fear_gated · strategy

101

closed trades

46%

win rate

-248.81

total pnl ($)

0.492

weight

7d window — n=20 wr=25% pnl=-126.42 · 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 02:50	BTC	Buy	60109→59703	-3.86	timeout
06-28 22:01	BTC	Buy	60137→59587	-5.04	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 19:52	BTC	Buy	60172→59355	-7.23	timeout
06-28 18:48	BTC	Buy	60511→59533	-8.51	timeout
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 17:39	BTC	Buy	59686→59964	+1.78	timeout
06-26 16:39	BTC	Buy	59304→60181	+6.83	timeout
06-26 15:34	BTC	Buy	59235→60118	+6.92	timeout
06-26 14:41	BTC	Buy	59574→59603	-0.26	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59518→58053.1	-12.68	stop_loss
06-25 13:57	BTC	Buy	59755→58277.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60284→58780.7	-12.84	stop_loss
06-25 13:46	BTC	Buy	61142.1→59623.2	-12.81	stop_loss
06-24 17:47	BTC	Buy	60594→59101.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61081.1→59579.2	-12.72	stop_loss
06-24 15:49	BTC	Buy	61827.1→60304.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62759.1→61211.3	-12.78	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-16 14:25	BTC	Buy	66380.3→65649.7	-6.04	timeout
06-16 13:27	BTC	Buy	66842.3→66105.7	-6.04	timeout
06-16 12:22	BTC	Buy	66220.3→66602.7	+2.35	timeout
06-16 11:18	BTC	Buy	66086.3→66487.7	+2.52	timeout
06-16 10:12	BTC	Buy	65731.3→66502.7	+5.39	timeout
06-15 12:50	BTC	Buy	63751.2→66551.7	+21.53	take_profit
06-15 12:48	BTC	Buy	64292.2→66476.7	+16.56	timeout
06-15 11:43	BTC	Buy	64598.2→66179.7	+11.80	timeout
06-15 10:42	BTC	Buy	64593.2→65722.7	+8.30	timeout
06-15 09:38	BTC	Buy	64441.2→65539.7	+8.09	timeout
06-14 18:52	BTC	Buy	64078.2→63785.8	-2.82	timeout
06-14 12:38	BTC	Buy	63991.2→64311.8	+2.06	timeout
06-14 11:35	BTC	Buy	63913.2→64614.8	+5.04	timeout
06-14 10:32	BTC	Buy	63783.2→64570.8	+5.69	timeout
06-14 09:28	BTC	Buy	63795.2→64317.8	+3.59	timeout
06-13 18:46	BTC	Buy	63867.2→64216.8	+2.29	timeout
06-13 12:06	BTC	Buy	63622.2→63882.8	+1.52	timeout
06-13 11:05	BTC	Buy	63806.2→63827.8	-0.38	timeout
06-13 09:56	BTC	Buy	63814.2→63739.8	-1.11	timeout
06-13 08:55	BTC	Buy	63438.2→63777.8	+2.15	timeout
06-12 18:12	BTC	Buy	63471.2→63898.8	+2.91	timeout
06-12 11:56	BTC	Buy	63075.2→63773.8	+5.01	timeout
06-12 10:51	BTC	Buy	63053.2→63682.8	+4.47	timeout
06-12 09:45	BTC	Buy	62886.1→63797.8	+6.71	timeout
06-12 08:45	BTC	Buy	62829.1→63353.8	+3.64	timeout
06-11 17:20	BTC	Buy	62140.1→62383.9	+1.42	timeout
06-11 11:23	BTC	Buy	61148.1→63129.8	+15.63	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.03	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.38	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.42	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 15:56	BTC	Buy	62561.1→60998.4	-12.95	stop_loss
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:16	BTC	Buy	63473.2→61908.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63525.2→61962.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62176.8	-12.76	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:31	BTC	Buy	64090.2→62513.6	-12.76	stop_loss
06-08 18:07	BTC	Buy	62171.1→63604.8	+10.99	timeout
06-08 16:08	BTC	Buy	61971.1→63827.8	+14.42	timeout
06-08 15:06	BTC	Buy	61690.1→63959.8	+17.91	timeout
06-08 14:02	BTC	Buy	61783.1→63714.8	+15.14	timeout
06-08 06:38	BTC	Buy	62093.1→62903.9	+6.06	timeout
06-07 17:01	BTC	Buy	60787→62025.9	+9.72	timeout
06-07 15:52	BTC	Buy	60774→62114.9	+10.61	timeout
06-07 14:48	BTC	Buy	60905→61820.9	+7.05	timeout
06-07 13:33	BTC	Buy	60712→61817.9	+8.64	timeout
06-07 06:07	BTC	Buy	61022.1→61650.9	+4.75	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 04:15	BTC	Buy	61473.1→59960	-12.76	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 13:59	BTC	Buy	62196.1→60666.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62848.1→61296.3	-12.80	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:47	BTC	Buy	62325.1→62167.9	-1.74	timeout
06-05 06:24	BTC	Buy	62600.1→61060.4	-12.74	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:23	BTC	Buy	62800.1→61244.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63604.2→62032.9	-12.75	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:24	BTC	Buy	62757.1→63227.8	+3.34	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63035.3	-12.82	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 20:45	BTC	Buy	66740.3→65099.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67019.4→65371	-12.77	stop_loss
06-03 19:54	BTC	Buy	67043.4→65384	-12.86	stop_loss
06-03 19:53	BTC	Buy	67098.4→65438	-12.86	stop_loss
06-03 16:24	BTC	Buy	67271.4→65614.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67268.4→65613.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

46%

win rate

-248.81

total pnl ($)

-48.8 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	101	46%	-48.8	-248.81

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…