deribit_basis_compression_extreme_fade_long · strategy

160

closed trades

43%

win rate

-457.33

total pnl ($)

0.250

weight

7d window — n=42 wr=45% pnl=-191.89 · 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 21:05	BTC	Buy	60312→59623	-6.17	timeout
06-28 20:04	BTC	Buy	60216→59493	-6.44	timeout
06-28 19:01	BTC	Buy	60562→59558	-8.72	timeout
06-28 17:58	BTC	Buy	60538→59586	-8.29	timeout
06-28 16:52	BTC	Buy	60782→59634	-9.87	timeout
06-27 20:45	BTC	Buy	59626→60231	+4.68	timeout
06-27 19:39	BTC	Buy	59862→60121	+1.76	timeout
06-27 18:38	BTC	Buy	59766→60525	+5.92	timeout
06-27 17:32	BTC	Buy	60124→60529	+2.91	timeout
06-27 16:31	BTC	Buy	60119→60675	+4.19	timeout
06-26 19:01	BTC	Buy	59404→59632	+1.35	timeout
06-26 18:04	BTC	Buy	59613→60056	+3.15	timeout
06-26 17:02	BTC	Buy	59273→60062	+6.11	timeout
06-26 15:55	BTC	Buy	59453→60260	+6.25	timeout
06-26 14:58	BTC	Buy	59452→59576	+0.54	timeout
06-25 17:58	BTC	Buy	59383→59568	+1.14	timeout
06-25 13:58	BTC	Buy	59589→58111	-12.77	stop_loss
06-25 13:55	BTC	Buy	59869→58391.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60424→58937.6	-12.66	stop_loss
06-25 13:51	BTC	Buy	60605→59104.5	-12.76	stop_loss
06-24 17:20	BTC	Buy	60903→59403.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61180.1→59667.2	-12.79	stop_loss
06-24 14:19	BTC	Buy	62397.1→60841.5	-12.91	stop_loss
06-24 14:17	BTC	Buy	62538.1→61000.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62681.1→61139.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62688.1→61142.4	-12.78	stop_loss
06-24 13:46	BTC	Buy	62872.1→61323.3	-12.77	stop_loss
06-24 10:48	BTC	Buy	62254.1→62536.9	+1.79	timeout
06-24 09:42	BTC	Buy	62329.1→62616.9	+1.80	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.40	timeout
06-24 07:38	BTC	Buy	62967.1→62602.9	-3.43	timeout
06-24 06:53	BTC	Buy	62921.1→62739.9	-1.94	timeout
06-23 08:17	BTC	Buy	63927.2→62340.7	-12.88	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64369.2→62786.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64382.2→62795.4	-12.79	stop_loss
06-23 06:18	BTC	Buy	64650.2→63045.3	-12.88	stop_loss
06-22 21:50	BTC	Buy	63809.2→64245.8	+2.96	timeout
06-22 20:38	BTC	Buy	64010.2→64468.8	+3.11	timeout
06-22 19:38	BTC	Buy	64173.2→64392.8	+1.22	timeout
06-22 18:34	BTC	Buy	64130.2→64566.8	+2.89	timeout
06-22 17:28	BTC	Buy	64082.2→64554.8	+3.21	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 20:22	BTC	Buy	63924.2→64068.8	+0.68	timeout
06-21 19:23	BTC	Buy	63900.2→64176.8	+1.75	timeout
06-21 18:23	BTC	Buy	63818.2→63981.8	+0.89	timeout
06-21 17:19	BTC	Buy	63890.2→64136.8	+1.55	timeout
06-20 21:16	BTC	Buy	63246.2→63935.8	+5.01	timeout
06-20 20:13	BTC	Buy	63044.2→63950.8	+6.78	timeout
06-20 19:07	BTC	Buy	63005.2→63804.8	+5.91	timeout
06-20 18:03	BTC	Buy	63121.2→63884.8	+5.59	timeout
06-20 17:03	BTC	Buy	62912.1→63953.8	+7.79	timeout
06-19 20:19	BTC	Buy	63160.2→62996.8	-1.78	timeout
06-19 19:18	BTC	Buy	62646.1→63019.8	+2.51	timeout
06-19 18:18	BTC	Buy	62719.1→63120.8	+2.74	timeout
06-19 17:19	BTC	Buy	62580.1→63069.8	+3.46	timeout
06-19 16:43	BTC	Buy	62681.1→63249.8	+4.13	timeout
06-18 15:57	BTC	Buy	63924.2→62343.7	-12.68	stop_loss
06-18 15:40	BTC	Buy	64283.2→62702.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.48	stop_loss
06-18 15:39	BTC	Buy	64381.2→62795.4	-12.48	stop_loss
06-18 15:18	BTC	Buy	64755.2→63160.2	-12.43	stop_loss
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-17 19:29	BTC	Buy	65927.3→64258.6	-13.11	stop_loss
06-17 19:29	BTC	Buy	66030.3→64397.6	-12.82	stop_loss
06-17 19:16	BTC	Buy	65603.3→65196.7	-3.58	timeout
06-17 18:08	BTC	Buy	66085.3→65239.7	-6.94	timeout
06-17 17:02	BTC	Buy	65769.3→65821.7	-0.14	timeout
06-17 15:58	BTC	Buy	65907.3→65705.7	-1.97	timeout
06-17 14:56	BTC	Buy	65642.3→65204.7	-3.79	timeout
06-16 17:53	BTC	Buy	66839.3→65974.7	-6.99	timeout
06-16 14:45	BTC	Buy	66527.3→65683.7	-6.88	timeout
06-16 14:23	BTC	Buy	67098.4→65438	-12.90	stop_loss
06-16 14:23	BTC	Buy	67176.4→65514.9	-12.89	stop_loss
06-16 13:52	BTC	Buy	66584.3→66081.7	-4.31	timeout
06-15 13:19	BTC	Buy	63999.2→66811.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63931.2→66754.7	+21.65	take_profit
06-15 13:00	BTC	Buy	63795.2→66596.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63750.2→66549.7	+21.52	take_profit
06-14 21:02	BTC	Buy	64289.2→63992.8	-2.78	timeout
06-14 19:56	BTC	Buy	64302.2→63770.8	-4.63	timeout
06-14 18:55	BTC	Buy	64090.2→63783.8	-2.92	timeout
06-14 17:50	BTC	Buy	63984.2→63745.8	-2.39	timeout
06-14 16:53	BTC	Buy	63929.2→63988.8	-0.02	timeout
06-13 20:40	BTC	Buy	63522.2→64215.8	+4.99	timeout
06-13 19:33	BTC	Buy	63642.2→64143.8	+3.49	timeout
06-13 18:34	BTC	Buy	63769.2→64179.8	+2.76	timeout
06-13 17:35	BTC	Buy	63813.2→64081.8	+1.64	timeout
06-13 16:32	BTC	Buy	63891.2→63987.8	+0.32	timeout
06-12 20:29	BTC	Buy	63336.2→63494.8	+0.79	timeout
06-12 19:24	BTC	Buy	63655.2→63686.8	-0.22	timeout
06-12 18:19	BTC	Buy	63490.2→63709.8	+1.27	timeout
06-12 17:13	BTC	Buy	62418.1→63849.8	+10.97	timeout
06-12 16:08	BTC	Buy	62772.1→63733.8	+7.12	timeout
06-11 19:44	BTC	Buy	61986.1→63651.8	+12.86	timeout
06-11 18:42	BTC	Buy	61765.1→63475.8	+13.27	timeout
06-11 17:37	BTC	Buy	61795.1→63106.8	+10.08	timeout
06-11 16:37	BTC	Buy	62367.1→62760.9	+2.60	timeout
06-11 15:34	BTC	Buy	62299.1→62713.9	+2.78	timeout

Paper vs Live

Paper (trades.jsonl)

160

closed

43%

win rate

-457.33

total pnl ($)

-57.0 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	160	43%	-57.0	-457.33

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…