deribit_basis_compression_fear_long_v3 · strategy

105

closed trades

45%

win rate

-260.35

total pnl ($)

0.422

weight

7d window — n=24 wr=29% pnl=-139.15 · 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 02:52	BTC	Buy	60127→59692	-4.09	timeout
06-28 19:41	BTC	Buy	60153→59409	-6.62	timeout
06-28 18:36	BTC	Buy	60527→59578	-8.27	timeout
06-28 01:13	BTC	Buy	59953→60004	-0.05	timeout
06-27 23:33	BTC	Buy	59965→59975	-0.30	timeout
06-27 21:57	BTC	Buy	59926→60171	+1.65	timeout
06-27 03:46	BTC	Buy	59667→60272	+4.63	timeout
06-26 18:58	BTC	Buy	59519→59608	+0.18	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:59	BTC	Buy	59526→58061.1	-12.67	stop_loss
06-25 13:54	BTC	Buy	60017→58531.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58773.7	-12.95	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62401.1→60866.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62611.1→61070.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62779.1→61235.3	-12.74	stop_loss
06-24 13:45	BTC	Buy	62880.1→61333.2	-12.75	stop_loss
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 15:32	BTC	Buy	66691.3→65801.7	-7.19	timeout
06-16 14:31	BTC	Buy	66502.3→65455.7	-8.40	timeout
06-16 13:39	BTC	Buy	66699.3→66028.7	-5.56	timeout
06-16 12:34	BTC	Buy	66227.3→66744.7	+3.38	timeout
06-16 11:30	BTC	Buy	66264.3→66441.7	+0.80	timeout
06-15 13:36	BTC	Buy	64245.2→66799.7	+19.45	timeout
06-15 12:54	BTC	Buy	63775.2→66574.7	+21.52	take_profit
06-15 12:32	BTC	Buy	64394.2→66202.7	+13.61	timeout
06-15 11:27	BTC	Buy	64543.2→66274.7	+12.97	timeout
06-15 10:23	BTC	Buy	64600.2→65699.7	+8.06	timeout
06-14 18:36	BTC	Buy	64199.2→63733.8	-4.17	timeout
06-14 13:20	BTC	Buy	64136.2→64301.8	+0.84	timeout
06-14 12:17	BTC	Buy	63926.2→64469.8	+3.81	timeout
06-14 11:13	BTC	Buy	63904.2→64520.8	+4.37	timeout
06-14 10:10	BTC	Buy	63734.2→64523.8	+5.71	timeout
06-13 18:26	BTC	Buy	63710.2→64159.8	+3.06	timeout
06-13 13:12	BTC	Buy	63418.2→64138.8	+5.16	timeout
06-13 12:02	BTC	Buy	63674.2→63929.8	+1.48	timeout
06-13 11:01	BTC	Buy	63658.2→63825.8	+0.77	timeout
06-13 09:54	BTC	Buy	63771.2→63729.8	-0.85	timeout
06-12 17:46	BTC	Buy	63324.2→63830.8	+3.54	timeout
06-12 12:40	BTC	Buy	62759.1→63370.8	+4.35	timeout
06-12 11:29	BTC	Buy	63137.2→63820.8	+4.89	timeout
06-12 10:16	BTC	Buy	62885.1→63720.8	+6.10	timeout
06-12 09:10	BTC	Buy	62830.1→63465.8	+4.54	timeout
06-11 17:21	BTC	Buy	62107.1→62349.9	+1.44	timeout
06-11 11:21	BTC	Buy	61149.1→63076.8	+15.18	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.41	timeout
06-09 14:19	BTC	Buy	63283.2→61727	-12.75	stop_loss
06-09 14:17	BTC	Buy	63362.2→61804	-12.75	stop_loss
06-09 14:11	BTC	Buy	63522.2→61955.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63771.2→62202.8	-12.74	stop_loss
06-09 13:23	BTC	Buy	63810.2→62240.8	-12.73	stop_loss
06-09 06:42	BTC	Buy	62936.1→63308.8	+2.46	timeout
06-08 21:13	BTC	Buy	61971.1→63739.8	+13.78	timeout
06-08 17:59	BTC	Buy	62142.1→63483.8	+10.24	timeout
06-08 16:00	BTC	Buy	62099.1→63712.8	+12.42	timeout
06-08 13:57	BTC	Buy	61761.1→63709.8	+15.28	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:04	BTC	Buy	60700→61702.9	+7.83	timeout
06-07 16:58	BTC	Buy	60725→61998.9	+10.02	timeout
06-07 15:45	BTC	Buy	60847→62048.9	+9.28	timeout
06-07 13:32	BTC	Buy	60699→61888.9	+9.33	timeout
06-07 06:06	BTC	Buy	61083.1→61611.9	+3.93	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62781.1→61213.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62884.1→61337.2	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.70	stop_loss
06-05 02:47	BTC	Buy	63341.2→62657.9	-5.80	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62501.6	-12.74	stop_loss
06-04 09:26	BTC	Buy	64485.2→62898.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66748.3→65107.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

45%

win rate

-260.35

total pnl ($)

-49.2 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	105	45%	-49.2	-260.35

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…