deribit_basis_contrarian_fear_long_v2 · strategy

123

closed trades

39%

win rate

-524.70

total pnl ($)

0.250

weight

7d window — n=29 wr=38% pnl=-180.80 · 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 03:31	BTC	Buy	59870→60230	+2.56	timeout
06-27 00:32	BTC	Buy	59556→59886	+2.29	timeout
06-26 23:31	BTC	Buy	59544→59920	+2.66	timeout
06-26 22:29	BTC	Buy	59705→59863	+0.79	timeout
06-26 21:28	BTC	Buy	59217→59777	+4.17	timeout
06-26 20:27	BTC	Buy	59419→59720	+1.94	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.68	stop_loss
06-25 13:58	BTC	Buy	59616→58150	-12.69	stop_loss
06-25 13:57	BTC	Buy	59822→58344.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60483→58993.5	-12.71	stop_loss
06-25 13:51	BTC	Buy	60674→59181.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60948→59440.3	-12.80	stop_loss
06-24 17:20	BTC	Buy	60941→59440.3	-12.74	stop_loss
06-24 15:45	BTC	Buy	61983.1→60450.7	-12.80	stop_loss
06-24 15:30	BTC	Buy	62254.1→60720.6	-12.68	stop_loss
06-24 14:19	BTC	Buy	62376.1→60842.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62375.1→60841.5	-12.72	stop_loss
06-24 13:45	BTC	Buy	62898.1→61330.3	-12.91	stop_loss
06-24 12:50	BTC	Buy	62911.1→62706.9	-2.08	timeout
06-23 08:24	BTC	Buy	63800.2→62224.8	-12.79	stop_loss
06-23 08:17	BTC	Buy	63958.2→62369.7	-12.89	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.77	stop_loss
06-23 06:22	BTC	Buy	64079.2→62502.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64140.2→62560.6	-12.77	stop_loss
06-23 02:20	BTC	Buy	64036.2→64139.8	+0.38	timeout
06-22 20:25	BTC	Buy	64060.2→64400.8	+2.17	timeout
06-22 15:53	BTC	Buy	64149.2→64831.8	+4.68	timeout
06-22 14:50	BTC	Buy	63907.2→64979.8	+7.81	timeout
06-22 13:47	BTC	Buy	64199.2→65401.7	+8.73	timeout
06-21 14:00	BTC	Buy	63626.2→64102.8	+3.38	timeout
06-21 12:56	BTC	Buy	63713.2→64131.8	+2.91	timeout
06-20 11:00	BTC	Buy	62441.1→63647.8	+9.14	timeout
06-20 09:52	BTC	Buy	62752.1→63652.8	+6.60	timeout
06-20 08:49	BTC	Buy	62915.1→63384.8	+3.15	timeout
06-20 07:47	BTC	Buy	62916.1→63714.8	+5.90	timeout
06-20 06:40	BTC	Buy	62988.1→63701.8	+5.20	timeout
06-18 15:51	BTC	Buy	64090.2→62512.6	-12.44	stop_loss
06-17 19:42	BTC	Buy	65703.3→64085.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65796.3→64176.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65820.3→64201.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65885.3→64250.6	-12.88	stop_loss
06-17 19:29	BTC	Buy	65895.3→64250.6	-12.96	stop_loss
06-17 03:22	BTC	Buy	66501.3→65722.7	-6.34	timeout
06-17 02:21	BTC	Buy	66508.3→65904.7	-5.02	timeout
06-17 01:23	BTC	Buy	66534.3→65451.7	-8.64	timeout
06-17 00:04	BTC	Buy	66773.3→65691.7	-8.64	timeout
06-16 21:41	BTC	Buy	66839.3→65658.7	-9.40	timeout
06-15 16:10	BTC	Buy	64449.2→67279.6	+21.51	take_profit
06-15 15:47	BTC	Buy	64349.2→67175.6	+21.53	take_profit
06-15 15:47	BTC	Buy	64225.2→67068.6	+21.71	take_profit
06-15 13:16	BTC	Buy	63934.2→66747.7	+21.57	take_profit
06-15 12:50	BTC	Buy	63756.2→66562.7	+21.57	take_profit
06-14 19:47	BTC	Buy	64077.2→63724.8	-3.26	timeout
06-14 18:43	BTC	Buy	64003.2→63753.8	-2.51	timeout
06-14 14:12	BTC	Buy	63786.2→64249.8	+3.18	timeout
06-14 10:40	BTC	Buy	63584.2→64606.8	+7.56	timeout
06-14 07:49	BTC	Buy	63801.2→64384.8	+4.11	timeout
06-13 05:01	BTC	Buy	63413.2→63479.8	+0.09	timeout
06-13 03:58	BTC	Buy	63469.2→63507.8	-0.14	timeout
06-13 02:55	BTC	Buy	63371.2→63565.8	+1.09	timeout
06-12 23:39	BTC	Buy	63207.2→63449.8	+1.41	timeout
06-12 13:06	BTC	Buy	62633.1→63395.8	+5.55	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+21.39	take_profit
06-11 16:39	BTC	Buy	61281.1→62716.9	+11.18	timeout
06-11 15:29	BTC	Buy	61171.1→62671.9	+11.70	timeout
06-10 22:16	BTC	Buy	60977→61132.9	+0.82	timeout
06-10 21:15	BTC	Buy	61666.1→61557.9	-1.36	timeout
06-10 20:23	BTC	Buy	61734.1→61841.9	+0.35	timeout
06-09 16:39	BTC	Buy	62296.1→60761.6	-12.78	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63447.2→61884.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63704.2→62112.8	-12.94	stop_loss
06-09 12:10	BTC	Buy	62898.1→62794.9	-1.21	timeout
06-09 04:53	BTC	Buy	63084.2→63286.8	+1.15	timeout
06-09 00:48	BTC	Buy	64001.2→62427.6	-12.74	stop_loss
06-08 12:25	BTC	Buy	61819.1→62994.9	+9.05	timeout
06-07 22:14	BTC	Buy	60717→63382.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60596→63256.8	+21.52	take_profit
06-07 22:11	BTC	Buy	60712→61873.9	+9.13	timeout
06-07 21:05	BTC	Buy	60563→61706.9	+9.02	timeout
06-07 05:56	BTC	Buy	60918→61695.9	+5.99	timeout
06-06 21:48	BTC	Buy	60214→60806	+4.56	timeout
06-06 04:31	BTC	Buy	61232.1→59725.1	-12.76	stop_loss
06-06 04:31	BTC	Buy	61254.1→59747.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61584.1→60067.9	-12.76	stop_loss
06-05 18:54	BTC	Buy	60590→59099.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60757→59261.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61014.1→59513.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61906.1→60383.8	-12.74	stop_loss
06-05 13:57	BTC	Buy	62307.1→60774.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62535.1→60996.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62796.1→61248.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62852.1→61299.3	-12.81	stop_loss
06-05 06:19	BTC	Buy	63332.2→61775	-12.66	stop_loss
06-05 06:16	BTC	Buy	63427.2→61867	-12.69	stop_loss
06-05 06:01	BTC	Buy	63684.2→62117.8	-12.70	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-12.71	stop_loss
06-04 10:49	BTC	Buy	63804.2→62234.8	-12.73	stop_loss
06-04 10:48	BTC	Buy	63915.2→62343.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

39%

win rate

-524.70

total pnl ($)

-85.0 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	123	39%	-85.0	-524.70

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…