deribit_basis_contrarian_long_fear_gated_v2 · strategy

152

closed trades

38%

win rate

-570.59

total pnl ($)

0.250

weight

7d window — n=36 wr=31% pnl=-166.68 · 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 09:13	BTC	Buy	60355→60369	-0.33	timeout
06-28 08:03	BTC	Buy	60434→60199	-2.42	timeout
06-28 07:00	BTC	Buy	60364→60011	-3.36	timeout
06-27 20:49	BTC	Buy	59708→60248	+4.13	timeout
06-27 19:44	BTC	Buy	59904→60168	+1.80	timeout
06-27 03:42	BTC	Buy	59417→60294	+6.93	timeout
06-27 02:37	BTC	Buy	58848.9→60221	+11.20	timeout
06-26 19:49	BTC	Buy	59205→59824	+4.67	timeout
06-26 16:49	BTC	Buy	59296→60117	+6.36	timeout
06-26 15:26	BTC	Buy	59260→60324	+8.42	timeout
06-26 02:21	BTC	Buy	59798→58326.9	-12.73	stop_loss
06-26 02:13	BTC	Buy	60182→58696.7	-12.79	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62218.1→62597.9	+2.55	timeout
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 06:27	BTC	Buy	64068.2→62637.9	-11.65	timeout
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64231.2→62645.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64318.2→62722.5	-12.89	stop_loss
06-23 06:08	BTC	Buy	64700.2→63077.3	-13.02	stop_loss
06-22 08:28	BTC	Buy	64024.2→64172.8	+0.66	timeout
06-22 07:24	BTC	Buy	64188.2→64208.8	-0.32	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 05:54	BTC	Buy	63675.2→64204.8	+3.71	timeout
06-21 04:54	BTC	Buy	63574.2→64293.8	+5.22	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 02:41	BTC	Buy	63375.2→64219.8	+6.20	timeout
06-20 22:26	BTC	Buy	63274.2→64147.8	+6.45	timeout
06-20 02:44	BTC	Buy	62916.1→63339.8	+2.92	timeout
06-20 01:39	BTC	Buy	62868.1→63587.8	+5.27	timeout
06-20 00:32	BTC	Buy	63013.2→63616.8	+4.31	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.69	stop_loss
06-18 15:53	BTC	Buy	64029.2→62452.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:05	BTC	Buy	65107.3→63506.1	-12.72	stop_loss
06-18 11:10	BTC	Buy	64664.2→63995.8	-5.69	timeout
06-18 09:24	BTC	Buy	64946.2→64397.8	-4.74	timeout
06-18 05:03	BTC	Buy	65338.3→63729.9	-12.77	stop_loss
06-17 18:38	BTC	Buy	65791.3→65613.7	-1.90	timeout
06-17 15:31	BTC	Buy	65826.3→65265.7	-4.72	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66615.3→64973.2	-12.78	stop_loss
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-16 18:01	BTC	Buy	66817.3→65954.7	-6.99	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.49	timeout
06-16 12:02	BTC	Buy	66169.3→66413.7	+1.31	timeout
06-16 09:11	BTC	Buy	65670.3→66728.7	+7.62	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 13:35	BTC	Buy	64261.2→66840.7	+19.64	timeout
06-15 12:25	BTC	Buy	64479.2→66266.7	+13.42	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 08:09	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-15 03:35	BTC	Buy	64517.2→65699.7	+8.68	timeout
06-14 11:06	BTC	Buy	63848.2→64430.8	+4.11	timeout
06-14 09:45	BTC	Buy	63788.2→64518.8	+5.23	timeout
06-14 08:38	BTC	Buy	63841.2→64470.8	+4.45	timeout
06-14 07:34	BTC	Buy	63735.2→64322.8	+4.16	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-13 10:59	BTC	Buy	63694.2→63807.8	+0.34	timeout
06-13 09:41	BTC	Buy	63813.2→63787.8	-0.74	timeout
06-13 08:29	BTC	Buy	63500.2→63786.8	+1.70	timeout
06-13 07:25	BTC	Buy	62989.1→63704.8	+5.22	timeout
06-12 11:09	BTC	Buy	63095.2→63739.8	+4.58	timeout
06-12 10:04	BTC	Buy	62860.1→63699.8	+6.13	timeout
06-12 09:04	BTC	Buy	62904.1→63408.8	+3.49	timeout
06-12 07:52	BTC	Buy	62662.1→62978.9	+2.04	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 19:01	BTC	Buy	61735.1→61843.9	+0.38	timeout
06-10 16:45	BTC	Buy	61343.1→62141.9	+5.99	timeout
06-10 15:45	BTC	Buy	61313.1→62370.9	+8.12	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 16:39	BTC	Buy	62295.1→60760.6	-12.78	stop_loss
06-09 15:55	BTC	Buy	62609.1→61066.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62721.1→61178.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62943.1→61393.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 12:30	BTC	Buy	63145.2→62603.9	-4.70	timeout
06-09 03:01	BTC	Buy	63086.2→62842.9	-2.36	timeout
06-09 01:52	BTC	Buy	63128.2→62720.9	-3.66	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 21:30	BTC	Buy	61810.1→63638.8	+14.31	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

38%

win rate

-570.59

total pnl ($)

-74.7 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	152	38%	-74.7	-570.59

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…