deribit_basis_contrarian_fear_loose · strategy

142

closed trades

37%

win rate

-599.70

total pnl ($)

0.250

weight

7d window — n=35 wr=31% pnl=-179.82 · 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 17:22	BTC	Buy	59607→60398	+6.04	timeout
06-29 14:08	BTC	Buy	60625→59134.5	-12.75	stop_loss
06-29 05:11	BTC	Buy	60016→59535	-4.48	timeout
06-28 20:58	BTC	Buy	60247→59629	-5.60	timeout
06-28 19:49	BTC	Buy	60171→59312	-7.58	timeout
06-28 15:14	BTC	Buy	60850→60029	-7.21	timeout
06-27 18:59	BTC	Buy	59642→60515	+6.91	timeout
06-27 16:36	BTC	Buy	60266→60657	+2.78	timeout
06-27 15:35	BTC	Buy	60191→60758	+4.27	timeout
06-27 14:33	BTC	Buy	59870→60579	+5.47	timeout
06-26 18:16	BTC	Buy	59430→60034	+4.54	timeout
06-26 16:12	BTC	Buy	59654→60136	+3.49	timeout
06-26 15:10	BTC	Buy	59203→59908	+5.45	timeout
06-26 14:15	BTC	Buy	59234→59911	+5.22	timeout
06-25 17:25	BTC	Buy	59454→59429	-0.59	timeout
06-25 13:57	BTC	Buy	59764→58293.9	-12.69	stop_loss
06-25 13:55	BTC	Buy	59862→58389.9	-12.69	stop_loss
06-25 13:48	BTC	Buy	60800→59299.4	-12.75	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.74	stop_loss
06-24 17:19	BTC	Buy	61012.1→59511.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61302.1→59731.1	-13.24	stop_loss
06-24 14:17	BTC	Buy	62563.1→61020.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62616.1→61070.4	-12.79	stop_loss
06-24 14:02	BTC	Buy	62696.1→61149.4	-12.78	stop_loss
06-24 14:02	BTC	Buy	62728.1→61182.3	-12.77	stop_loss
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:46	BTC	Buy	62306.1→62745.9	+2.99	timeout
06-24 07:44	BTC	Buy	62903.1→62644.9	-2.55	timeout
06-24 06:48	BTC	Buy	62947.1→62716.9	-2.34	timeout
06-23 08:17	BTC	Buy	63960.2→62382.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64130.2→62551.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64138.2→62556.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64166.2→62588.6	-12.77	stop_loss
06-23 02:44	BTC	Buy	64497.2→64202.8	-2.73	timeout
06-23 01:38	BTC	Buy	64454.2→63994.8	-3.98	timeout
06-22 08:29	BTC	Buy	64024.2→64193.8	+0.82	timeout
06-22 07:23	BTC	Buy	64197.2→64221.8	-0.28	timeout
06-22 02:09	BTC	Buy	64230.2→64496.8	+1.54	timeout
06-22 01:08	BTC	Buy	64251.2→63907.8	-3.19	timeout
06-21 03:48	BTC	Buy	63435.2→64372.8	+6.95	timeout
06-21 02:46	BTC	Buy	63386.2→64209.8	+6.03	timeout
06-21 01:44	BTC	Buy	63535.2→64206.8	+4.78	timeout
06-21 00:40	BTC	Buy	63547.2→64266.8	+5.16	timeout
06-20 03:40	BTC	Buy	62606.1→63449.8	+6.30	timeout
06-20 02:38	BTC	Buy	62909.1→63376.8	+3.27	timeout
06-20 01:35	BTC	Buy	62838.1→63521.8	+4.98	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.50	timeout
06-18 15:57	BTC	Buy	63862.2→62291.7	-12.61	stop_loss
06-18 15:53	BTC	Buy	64015.2→62436.6	-12.82	stop_loss
06-18 15:40	BTC	Buy	64247.2→62667.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64446.2→62861.4	-12.72	stop_loss
06-18 09:11	BTC	Buy	64946.2→64309.8	-5.39	timeout
06-18 04:11	BTC	Buy	65360.3→63744.9	-12.83	stop_loss
06-17 22:03	BTC	Buy	65574.3→63958.8	-12.75	stop_loss
06-17 19:44	BTC	Buy	65694.3→64076.7	-12.79	stop_loss
06-17 08:31	BTC	Buy	66789.3→65146.2	-12.75	stop_loss
06-17 08:06	BTC	Buy	66320.3→65408.7	-7.28	timeout
06-17 06:58	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 21:24	BTC	Buy	66526.3→65724.7	-6.56	timeout
06-16 05:50	BTC	Buy	65753.3→66067.7	+1.99	timeout
06-16 04:01	BTC	Buy	65864.3→66133.7	+1.64	timeout
06-15 22:31	BTC	Buy	65261.3→66122.7	+6.10	timeout
06-15 21:19	BTC	Buy	64703.2→66491.7	+13.31	timeout
06-15 04:12	BTC	Buy	64484.2→65722.7	+9.12	timeout
06-15 02:01	BTC	Buy	64557.2→65436.7	+6.33	timeout
06-14 21:46	BTC	Buy	64473.2→65295.7	+5.89	timeout
06-14 20:32	BTC	Buy	64228.2→63895.8	-3.08	timeout
06-14 03:26	BTC	Buy	63542.2→64507.8	+7.17	timeout
06-14 01:45	BTC	Buy	63770.2→64567.8	+5.83	timeout
06-13 21:39	BTC	Buy	63549.2→64304.8	+5.47	timeout
06-13 19:44	BTC	Buy	63629.2→64266.8	+4.56	timeout
06-12 22:01	BTC	Buy	63517.2→63513.8	-0.52	timeout
06-12 20:58	BTC	Buy	63368.2→63434.8	+0.05	timeout
06-12 17:38	BTC	Buy	63193.2→63815.8	+4.46	timeout
06-12 15:16	BTC	Buy	62661.1→64257.8	+12.21	timeout
06-11 19:43	BTC	Buy	61968.1→63761.8	+13.89	timeout
06-11 17:34	BTC	Buy	61815.1→63261.8	+11.16	timeout
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-11 15:02	BTC	Buy	62331.1→62580.9	+1.46	timeout
06-10 18:56	BTC	Buy	61728.1→61773.9	-0.14	timeout
06-10 16:09	BTC	Buy	60909→62438.9	+12.08	timeout
06-10 15:10	BTC	Buy	61678.1→61935.9	+1.60	timeout
06-10 14:20	BTC	Buy	61762.1→61934.9	+0.92	timeout
06-09 16:19	BTC	Buy	62370.1→60832.5	-12.79	stop_loss
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.75	stop_loss
06-09 10:01	BTC	Buy	63462.2→62728.9	-6.19	timeout
06-09 07:21	BTC	Buy	63142.2→63287.8	+0.65	timeout
06-08 23:29	BTC	Buy	63214.2→63133.8	-1.11	timeout
06-08 22:27	BTC	Buy	63044.2→63319.8	+1.71	timeout
06-08 06:32	BTC	Buy	62041.1→63038.8	+7.58	timeout
06-08 05:30	BTC	Buy	61748.1→62640.9	+6.78	timeout
06-07 22:15	BTC	Buy	61508.1→64208.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60708→63374.8	+21.52	take_profit
06-07 05:31	BTC	Buy	60667→61725.9	+8.31	timeout
06-07 04:30	BTC	Buy	59977→61531.9	+12.51	timeout
06-06 20:10	BTC	Buy	60859→60560	-2.84	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:27	BTC	Buy	61308.1→59799.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61785.1→60262.8	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

37%

win rate

-599.70

total pnl ($)

-84.1 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	142	37%	-84.1	-599.70

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 20:15	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…