deribit_basis_crossover_fear_long_v1 · strategy

152

closed trades

46%

win rate

-468.20

total pnl ($)

0.262

weight

7d window — n=39 wr=46% pnl=-161.98 · 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 19:59	BTC	Buy	60148→59448	-6.24	timeout
06-28 18:58	BTC	Buy	60526→59596	-8.11	timeout
06-28 17:55	BTC	Buy	60579→59569	-8.75	timeout
06-28 16:50	BTC	Buy	60795→59664	-9.72	timeout
06-27 21:28	BTC	Buy	59783→60399	+4.77	timeout
06-27 19:19	BTC	Buy	59939→60494	+4.21	timeout
06-27 18:16	BTC	Buy	60040→60518	+3.55	timeout
06-27 17:11	BTC	Buy	60178→60538	+2.52	timeout
06-27 16:11	BTC	Buy	60142→60724	+4.44	timeout
06-26 20:06	BTC	Buy	59653→59725	+0.04	timeout
06-26 18:02	BTC	Buy	59546→60006	+3.30	timeout
06-26 16:51	BTC	Buy	59231→60035	+6.23	timeout
06-26 15:36	BTC	Buy	59371→60306	+7.34	timeout
06-26 14:38	BTC	Buy	59632→59702	+0.09	timeout
06-25 13:57	BTC	Buy	59752→58275.9	-12.73	stop_loss
06-25 13:55	BTC	Buy	59926→58446.8	-12.72	stop_loss
06-25 13:48	BTC	Buy	60820→59319.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60919→59414.3	-12.75	stop_loss
06-25 13:46	BTC	Buy	61072.1→59567.2	-12.72	stop_loss
06-24 14:19	BTC	Buy	62422.1→60886.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62573.1→61033.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62649.1→61100.4	-12.81	stop_loss
06-24 13:57	BTC	Buy	62744.1→61194.3	-12.80	stop_loss
06-24 11:05	BTC	Buy	62311.1→62394.9	+0.20	timeout
06-24 09:59	BTC	Buy	62340.1→62676.9	+2.19	timeout
06-24 08:57	BTC	Buy	62402.1→62771.9	+2.44	timeout
06-24 07:56	BTC	Buy	62904.1→62624.9	-2.77	timeout
06-24 07:08	BTC	Buy	62960.1→62668.9	-2.80	timeout
06-23 08:17	BTC	Buy	63940.2→62365.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.77	stop_loss
06-23 06:22	BTC	Buy	64090.2→62507.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64214.2→62634.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64463.2→62874.4	-12.79	stop_loss
06-22 23:20	BTC	Buy	63743.2→63894.8	+0.73	timeout
06-22 22:21	BTC	Buy	63724.2→64202.8	+3.30	timeout
06-22 21:15	BTC	Buy	63628.2→64365.8	+5.34	timeout
06-22 20:17	BTC	Buy	64106.2→64483.8	+2.47	timeout
06-22 18:10	BTC	Buy	63963.2→64645.8	+4.82	timeout
06-21 22:08	BTC	Buy	64014.2→63697.8	-2.91	timeout
06-21 21:04	BTC	Buy	63927.2→63800.8	-1.44	timeout
06-21 20:02	BTC	Buy	63914.2→64154.8	+1.44	timeout
06-21 19:04	BTC	Buy	63835.2→64189.8	+2.37	timeout
06-21 18:02	BTC	Buy	63852.2→63999.8	+0.79	timeout
06-20 21:47	BTC	Buy	63096.2→63994.8	+6.68	timeout
06-20 20:48	BTC	Buy	63151.2→63867.8	+5.25	timeout
06-20 19:43	BTC	Buy	62993.1→63938.8	+7.08	timeout
06-20 18:42	BTC	Buy	63014.2→63807.8	+5.86	timeout
06-20 17:37	BTC	Buy	62996.1→63788.8	+5.83	timeout
06-19 20:50	BTC	Buy	63038.2→63144.8	+0.35	timeout
06-19 19:48	BTC	Buy	62935.1→63019.8	+0.19	timeout
06-19 18:49	BTC	Buy	62756.1→63017.8	+1.61	timeout
06-19 17:48	BTC	Buy	62635.1→63118.8	+3.41	timeout
06-19 17:00	BTC	Buy	62660.1→62971.9	+2.05	timeout
06-18 15:51	BTC	Buy	64132.2→62550.6	-12.53	stop_loss
06-18 15:40	BTC	Buy	64327.2→62744.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64363.2→62780.5	-12.50	stop_loss
06-18 15:36	BTC	Buy	64605.2→63016.3	-12.52	stop_loss
06-18 15:36	BTC	Buy	64639.2→63049.3	-12.53	stop_loss
06-17 19:50	BTC	Buy	65678.3→64031.8	-12.98	stop_loss
06-17 19:41	BTC	Buy	65771.3→64147.7	-12.80	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65923.3→64247.6	-13.16	stop_loss
06-17 19:29	BTC	Buy	65875.3→64247.6	-12.82	stop_loss
06-17 15:40	BTC	Buy	65840.3→65438.7	-3.46	timeout
06-17 14:38	BTC	Buy	65605.3→65097.7	-4.33	timeout
06-17 01:01	BTC	Buy	66259.3→65711.7	-4.64	timeout
06-17 00:01	BTC	Buy	66287.3→65699.7	-4.95	timeout
06-16 22:56	BTC	Buy	66191.3→65711.7	-4.16	timeout
06-16 14:21	BTC	Buy	66462.3→65740.7	-5.96	timeout
06-16 13:26	BTC	Buy	66935.3→66071.7	-6.99	timeout
06-16 00:16	BTC	Buy	65724.3→66360.7	+4.44	timeout
06-15 23:13	BTC	Buy	65565.3→66202.7	+4.37	timeout
06-15 22:08	BTC	Buy	65008.3→66425.7	+10.41	timeout
06-15 13:19	BTC	Buy	64000.2→66810.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63758.2→66557.7	+21.52	take_profit
06-14 23:23	BTC	Buy	64530.2→65520.7	+7.19	timeout
06-14 22:21	BTC	Buy	64434.2→65195.7	+5.41	timeout
06-14 21:21	BTC	Buy	64220.2→64668.8	+3.01	timeout
06-14 20:13	BTC	Buy	64247.2→63802.8	-3.95	timeout
06-14 19:12	BTC	Buy	64150.2→63797.8	-3.26	timeout
06-13 23:08	BTC	Buy	63487.2→64436.8	+7.01	timeout
06-13 22:02	BTC	Buy	63502.2→64390.8	+6.52	timeout
06-13 21:02	BTC	Buy	63468.2→64280.8	+5.93	timeout
06-13 19:56	BTC	Buy	63615.2→64294.8	+4.89	timeout
06-13 18:56	BTC	Buy	63737.2→64084.8	+2.27	timeout
06-12 22:41	BTC	Buy	63498.2→63491.8	-0.55	timeout
06-12 21:38	BTC	Buy	63475.2→63544.8	+0.06	timeout
06-12 20:34	BTC	Buy	63372.2→63501.8	+0.56	timeout
06-12 19:29	BTC	Buy	63583.2→63716.8	+0.59	timeout
06-12 18:25	BTC	Buy	63402.2→63708.8	+1.96	timeout
06-11 21:32	BTC	Buy	61634.1→63471.8	+14.31	timeout
06-11 20:29	BTC	Buy	61893.1→63334.8	+11.06	timeout
06-11 19:27	BTC	Buy	61699.1→63660.8	+15.31	timeout
06-11 18:24	BTC	Buy	61917.1→63338.8	+10.93	timeout
06-11 17:19	BTC	Buy	62090.1→62383.9	+1.85	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.01	timeout
06-10 17:56	BTC	Buy	61708.1→61915.9	+1.20	timeout
06-10 16:53	BTC	Buy	61202.1→62122.9	+7.01	timeout
06-10 15:51	BTC	Buy	61233.1→62372.9	+8.80	timeout
06-10 14:48	BTC	Buy	61191.1→61951.9	+5.73	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

46%

win rate

-468.20

total pnl ($)

-61.5 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	46%	-61.5	-468.20

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 21:27	BTC	Buy	circuit_breaker
06-28 19:19	BTC	Buy	circuit_breaker
06-28 18:07	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…