deribit_basis_compression_fear_long_v2 · strategy

103

closed trades

45%

win rate

-301.95

total pnl ($)

0.424

weight

7d window — n=20 wr=30% pnl=-129.09 · 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 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 02:51	BTC	Buy	58674.9→60281	+13.24	timeout
06-26 18:12	BTC	Buy	59468→60110	+4.84	timeout
06-26 17:11	BTC	Buy	59398→60223	+6.41	timeout
06-26 15:06	BTC	Buy	59222→59621	+2.87	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.67	stop_loss
06-25 13:58	BTC	Buy	59646→58176	-12.70	stop_loss
06-25 13:57	BTC	Buy	59791→58300.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60482→58994.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60667→59167.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60963→59459.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61168.1→59664.2	-12.72	stop_loss
06-24 15:37	BTC	Buy	62149.1→60620.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62421.1→60877.5	-12.81	stop_loss
06-24 14:13	BTC	Buy	62608.1→61066.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-16 14:45	BTC	Buy	66554.3→65712.7	-6.86	timeout
06-16 13:46	BTC	Buy	66557.3→66105.7	-3.93	timeout
06-16 12:42	BTC	Buy	66447.3→66466.7	-0.38	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-16 10:30	BTC	Buy	65693.3→66557.7	+6.09	timeout
06-15 13:14	BTC	Buy	64342.2→66614.7	+17.23	timeout
06-15 13:00	BTC	Buy	63789.2→66590.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66254.7	+13.57	timeout
06-15 11:05	BTC	Buy	64453.2→65931.7	+11.02	timeout
06-15 10:01	BTC	Buy	64570.2→65588.7	+7.44	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 12:56	BTC	Buy	64106.2→64290.8	+0.99	timeout
06-14 11:52	BTC	Buy	63891.2→64595.8	+5.08	timeout
06-14 10:50	BTC	Buy	63864.2→64511.8	+4.60	timeout
06-14 09:45	BTC	Buy	63781.2→64529.8	+5.37	timeout
06-13 18:27	BTC	Buy	63720.2→64141.8	+2.84	timeout
06-13 12:03	BTC	Buy	63737.2→63925.8	+0.95	timeout
06-13 11:02	BTC	Buy	63696.2→63833.8	+0.53	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-13 08:54	BTC	Buy	63437.2→63781.8	+2.19	timeout
06-12 18:13	BTC	Buy	63418.2→63830.8	+2.79	timeout
06-12 11:50	BTC	Buy	63108.2→63787.8	+4.86	timeout
06-12 10:39	BTC	Buy	62881.1→63719.8	+6.14	timeout
06-12 09:34	BTC	Buy	62912.1→63875.8	+7.12	timeout
06-12 08:33	BTC	Buy	62921.1→63461.8	+3.76	timeout
06-11 17:19	BTC	Buy	62112.1→62385.9	+1.67	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:21	BTC	Buy	61146.1→62807.9	+12.99	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 16:40	BTC	Buy	60861→62319.9	+11.46	timeout
06-09 14:44	BTC	Buy	62817.1→61271.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63281.2→61717	-12.81	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-09 14:11	BTC	Buy	63504.2→61941.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63855.2→62283.7	-12.73	stop_loss
06-09 06:50	BTC	Buy	62972.1→63272.8	+1.88	timeout
06-09 00:48	BTC	Buy	64016.2→62435.6	-12.80	stop_loss
06-08 18:27	BTC	Buy	62194.1→63550.8	+10.38	timeout
06-08 16:26	BTC	Buy	62267.1→64019.8	+13.53	timeout
06-08 15:22	BTC	Buy	61803.1→64046.8	+17.65	timeout
06-08 14:19	BTC	Buy	61916.1→63734.8	+14.20	timeout
06-08 06:32	BTC	Buy	62043.1→63038.8	+7.56	timeout
06-07 17:00	BTC	Buy	60764→62032.9	+10.00	timeout
06-07 15:46	BTC	Buy	60889→62018.9	+8.70	timeout
06-07 14:43	BTC	Buy	60912→61954.9	+8.10	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62746.1→61186.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 06:16	BTC	Buy	63448.2→61883.9	-12.71	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66705.3→65058.2	-12.85	stop_loss
06-03 19:54	BTC	Buy	67047.4→65396	-12.79	stop_loss
06-03 19:53	BTC	Buy	67073.4→65408	-12.90	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

45%

win rate

-301.95

total pnl ($)

-58.2 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	103	45%	-58.2	-301.95

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…