deribit_basis_contrarian_fear_tight · strategy

101

closed trades

35%

win rate

-431.90

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-179.33 · 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 22:53	BTC	Buy	60338→58844.6	-12.84	stop_loss
06-28 22:43	BTC	Buy	60554→59063.5	-12.78	stop_loss
06-28 19:12	BTC	Buy	59946→59472	-4.36	timeout
06-28 01:45	BTC	Buy	59258→60218	+7.60	timeout
06-27 19:50	BTC	Buy	59238→60161	+7.44	timeout
06-27 17:47	BTC	Buy	59487→60529	+8.31	timeout
06-27 15:46	BTC	Buy	59308→60726	+11.53	timeout
06-26 17:22	BTC	Buy	59328→60140	+6.17	timeout
06-25 13:58	BTC	Buy	59616→58150	-12.69	stop_loss
06-25 13:48	BTC	Buy	60807→59310.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60814→59315.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60933→59413.3	-12.89	stop_loss
06-24 17:20	BTC	Buy	60987→59485.3	-12.75	stop_loss
06-24 15:56	BTC	Buy	61760.1→60240.9	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60883.5	-12.91	stop_loss
06-24 13:48	BTC	Buy	62794.1→61249.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62898.1→61341.2	-12.82	stop_loss
06-24 13:44	BTC	Buy	62953.1→61404.2	-12.75	stop_loss
06-23 08:28	BTC	Buy	63427.2→61867	-12.74	stop_loss
06-23 08:17	BTC	Buy	63987.2→62409.7	-12.83	stop_loss
06-23 06:22	BTC	Buy	64093.2→62514.6	-12.83	stop_loss
06-23 06:21	BTC	Buy	64251.2→62662.5	-12.88	stop_loss
06-23 06:20	BTC	Buy	64446.2→62861.4	-12.76	stop_loss
06-23 03:32	BTC	Buy	64308.2→64010.8	-2.76	timeout
06-22 17:42	BTC	Buy	63828.2→64426.8	+4.18	timeout
06-21 11:42	BTC	Buy	62634.1→64190.8	+12.07	timeout
06-21 09:41	BTC	Buy	62437.1→64122.8	+12.81	timeout
06-21 07:38	BTC	Buy	62504.1→64197.8	+13.12	timeout
06-21 02:17	BTC	Buy	62987.1→64206.8	+9.18	timeout
06-20 16:24	BTC	Buy	62704.1→64011.8	+9.81	timeout
06-18 15:40	BTC	Buy	64341.2→62758.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64597.2→63008.3	-12.72	stop_loss
06-18 15:17	BTC	Buy	64842.2→63247.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64956.2→63359.1	-12.72	stop_loss
06-18 14:52	BTC	Buy	65217.3→63613	-12.74	stop_loss
06-17 22:03	BTC	Buy	65488.3→63846.9	-12.97	stop_loss
06-17 19:42	BTC	Buy	65731.3→64112.7	-12.79	stop_loss
06-17 08:51	BTC	Buy	66434.3→64800.3	-12.76	stop_loss
06-17 08:44	BTC	Buy	66526.3→64890.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66789.3→65144.2	-12.76	stop_loss
06-17 05:50	BTC	Buy	65753.3→65831.7	+0.08	timeout
06-16 21:19	BTC	Buy	64808.2→65713.7	+6.36	timeout
06-16 01:02	BTC	Buy	64547.2→66257.7	+12.85	timeout
06-15 21:46	BTC	Buy	64474.2→66370.7	+14.15	timeout
06-15 15:46	BTC	Buy	64159.2→66976.7	+21.54	take_profit
06-14 11:30	BTC	Buy	63754.2→64552.8	+5.81	timeout
06-14 09:29	BTC	Buy	63740.2→64325.8	+4.03	timeout
06-14 00:38	BTC	Buy	63693.2→64524.8	+6.08	timeout
06-13 20:55	BTC	Buy	63371.2→64256.8	+6.49	timeout
06-13 17:41	BTC	Buy	63304.2→64090.8	+5.73	timeout
06-12 10:25	BTC	Buy	61242.1→63774.8	+20.05	timeout
06-12 08:22	BTC	Buy	61577.1→63521.8	+15.11	timeout
06-11 19:00	BTC	Buy	61735.1→63442.8	+13.11	timeout
06-11 16:20	BTC	Buy	60851→62775.9	+15.18	timeout
06-11 14:21	BTC	Buy	61644.1→62824.9	+8.93	timeout
06-09 14:35	BTC	Buy	62956.1→61402.2	-12.81	stop_loss
06-09 14:21	BTC	Buy	63160.2→61607.1	-12.75	stop_loss
06-09 14:20	BTC	Buy	63229.2→61673.1	-12.76	stop_loss
06-09 14:20	BTC	Buy	63243.2→61684.1	-12.78	stop_loss
06-09 13:36	BTC	Buy	63720.2→62143.8	-12.79	stop_loss
06-09 06:20	BTC	Buy	61780.1→63396.8	+12.53	timeout
06-07 22:14	BTC	Buy	60724→63389.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60711→63377.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60605→63265.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60594→63254.8	+21.52	take_profit
06-07 05:18	BTC	Buy	59407→62014.9	+21.54	take_profit
06-06 04:20	BTC	Buy	61439.1→59921	-12.81	stop_loss
06-05 18:52	BTC	Buy	60805→59309.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61078.1→59576.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61619.1→60080.9	-12.92	stop_loss
06-05 14:06	BTC	Buy	62008.1→60476.7	-12.80	stop_loss
06-05 13:57	BTC	Buy	62380.1→60843.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62473.1→60936.5	-12.76	stop_loss
06-05 13:51	BTC	Buy	62677.1→61134.4	-12.76	stop_loss
06-05 06:21	BTC	Buy	63077.2→61523.1	-12.72	stop_loss
06-05 06:16	BTC	Buy	63443.2→61871	-12.80	stop_loss
06-05 06:16	BTC	Buy	63457.2→61896.9	-12.66	stop_loss
06-05 06:16	BTC	Buy	63490.2→61925.9	-12.77	stop_loss
06-05 03:02	BTC	Buy	63984.2→62410.7	-12.72	stop_loss
06-04 10:49	BTC	Buy	63806.2→62235.8	-12.74	stop_loss
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.75	stop_loss
06-03 23:08	BTC	Buy	66029.3→64405.6	-12.75	stop_loss
06-03 20:55	BTC	Buy	66374.3→64735.4	-12.84	stop_loss
06-03 20:45	BTC	Buy	66743.3→65102.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67002.3→65354	-12.80	stop_loss
06-03 16:27	BTC	Buy	67203.4→65549.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67158.4→65476	-12.98	stop_loss
06-03 03:43	BTC	Buy	67479.4→65817.8	-12.77	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-02 12:17	BTC	Buy	70955.5→69210.9	-12.80	stop_loss
06-01 22:26	BTC	Buy	73784.7→71292.8	-17.48	stop_loss
06-01 22:26	BTC	Buy	73689.7→71292.8	-16.87	stop_loss
06-01 22:26	BTC	Buy	73621.7→71292.8	-16.44	stop_loss
06-01 22:26	BTC	Buy	73562.7→71292.8	-16.08	stop_loss
05-31 18:46	BTC	Buy	73574.7→73592.3	-0.44	timeout
05-31 15:09	BTC	Buy	73554.7→73623.3	-0.05	timeout
05-31 12:05	BTC	Buy	73364.7→73847.3	+2.58	timeout
05-31 09:49	BTC	Buy	73725.7→73962.3	+0.85	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

35%

win rate

-431.90

total pnl ($)

-84.8 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	101	35%	-84.8	-431.90

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…