deribit_basis_crossover_long_fear_regime · strategy

162

closed trades

43%

win rate

-538.07

total pnl ($)

0.393

weight

7d window — n=39 wr=49% pnl=-144.71 · 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 00:45	BTC	Buy	60151→59321	-7.41	timeout
06-28 23:40	BTC	Buy	60019→59753	-2.75	timeout
06-28 22:40	BTC	Buy	60190→59275	-8.07	timeout
06-28 21:35	BTC	Buy	60360→59691	-6.01	timeout
06-28 04:49	BTC	Buy	60296→60142	-1.73	timeout
06-27 20:13	BTC	Buy	59684→60247	+4.32	timeout
06-27 19:11	BTC	Buy	59938→60570	+4.85	timeout
06-27 18:07	BTC	Buy	60061→60472	+2.99	timeout
06-27 17:01	BTC	Buy	60043→60648	+4.56	timeout
06-27 03:36	BTC	Buy	59194→60329	+9.14	timeout
06-26 18:39	BTC	Buy	59402→59737	+2.25	timeout
06-26 17:43	BTC	Buy	59612→60020	+2.87	timeout
06-26 16:40	BTC	Buy	59286→60189	+7.06	timeout
06-26 15:34	BTC	Buy	59218→60129	+7.15	timeout
06-26 02:16	BTC	Buy	59946→58467.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58168	-12.79	stop_loss
06-25 13:57	BTC	Buy	59690→58222	-12.67	stop_loss
06-25 13:57	BTC	Buy	59801→58323.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60461→58967.6	-12.72	stop_loss
06-25 13:48	BTC	Buy	60802→59299.4	-12.74	stop_loss
06-24 14:19	BTC	Buy	62493.1→60956.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62594.1→61054.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62731.1→61186.3	-12.76	stop_loss
06-24 13:48	BTC	Buy	62781.1→61232.3	-12.78	stop_loss
06-24 13:05	BTC	Buy	62132.1→62371.9	+1.47	timeout
06-24 12:03	BTC	Buy	62524.1→62884.9	+2.43	timeout
06-24 10:57	BTC	Buy	62302.1→62406.9	+0.37	timeout
06-24 09:50	BTC	Buy	62358.1→62647.9	+1.82	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.05	timeout
06-23 08:20	BTC	Buy	63883.2→62300.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64275.2→62694.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64419.2→62833.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64421.2→62836.4	-12.76	stop_loss
06-22 23:28	BTC	Buy	63684.2→64026.8	+2.23	timeout
06-22 22:24	BTC	Buy	63714.2→64213.8	+3.47	timeout
06-22 21:16	BTC	Buy	63635.2→64341.8	+5.09	timeout
06-22 20:16	BTC	Buy	64104.2→64483.8	+2.48	timeout
06-22 18:04	BTC	Buy	63964.2→64663.8	+4.96	timeout
06-21 22:10	BTC	Buy	64004.2→63640.8	-3.28	timeout
06-21 21:07	BTC	Buy	63909.2→63755.8	-1.65	timeout
06-21 20:04	BTC	Buy	63909.2→64147.8	+1.43	timeout
06-21 19:06	BTC	Buy	63811.2→64145.8	+2.21	timeout
06-21 16:59	BTC	Buy	63977.2→64106.8	+0.62	timeout
06-20 21:48	BTC	Buy	63099.2→64027.8	+6.92	timeout
06-20 20:49	BTC	Buy	63156.2→63868.8	+5.22	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 18:42	BTC	Buy	63035.2→63807.8	+5.69	timeout
06-20 16:35	BTC	Buy	63255.2→63907.8	+4.64	timeout
06-19 20:42	BTC	Buy	63158.2→63033.8	-1.47	timeout
06-19 19:40	BTC	Buy	62869.1→62951.9	+0.18	timeout
06-19 18:39	BTC	Buy	62688.1→62974.9	+1.82	timeout
06-19 17:35	BTC	Buy	62619.1→62995.9	+2.56	timeout
06-19 16:28	BTC	Buy	62625.1→63334.8	+5.22	timeout
06-18 15:57	BTC	Buy	63895.2→62298.7	-12.81	stop_loss
06-18 15:51	BTC	Buy	64122.2→62524.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64541.2→62953.4	-12.53	stop_loss
06-18 14:52	BTC	Buy	65204.3→63595	-12.76	stop_loss
06-18 04:11	BTC	Buy	65370.3→63742.9	-12.91	stop_loss
06-17 19:41	BTC	Buy	65751.3→64133.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65893.3→64258.6	-12.86	stop_loss
06-17 19:29	BTC	Buy	65882.3→64258.6	-12.78	stop_loss
06-17 17:40	BTC	Buy	65710.3→65877.7	+0.72	timeout
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 15:34	BTC	Buy	65833.3→65378.7	-3.87	timeout
06-17 01:22	BTC	Buy	66299.3→65486.7	-6.63	timeout
06-16 22:20	BTC	Buy	66338.3→65814.7	-4.49	timeout
06-16 15:05	BTC	Buy	66603.3→65636.7	-7.79	timeout
06-16 14:23	BTC	Buy	67189.4→65535.9	-12.83	stop_loss
06-16 14:07	BTC	Buy	66361.3→66013.7	-3.15	timeout
06-16 00:54	BTC	Buy	65547.3→66288.7	+5.23	timeout
06-15 21:40	BTC	Buy	65003.3→66394.7	+10.20	timeout
06-15 13:20	BTC	Buy	64035.2→66846.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63932.2→66754.7	+21.64	take_profit
06-15 13:00	BTC	Buy	63788.2→66596.7	+21.58	take_profit
06-15 00:27	BTC	Buy	64517.2→65735.7	+8.98	timeout
06-14 21:20	BTC	Buy	64219.2→64780.8	+3.90	timeout
06-14 20:13	BTC	Buy	64247.2→63798.8	-3.99	timeout
06-14 19:14	BTC	Buy	64159.2→63778.8	-3.49	timeout
06-14 17:06	BTC	Buy	63982.2→63902.8	-1.14	timeout
06-13 23:28	BTC	Buy	63451.2→64449.8	+7.40	timeout
06-13 20:19	BTC	Buy	63511.2→64250.8	+5.37	timeout
06-13 19:12	BTC	Buy	63655.2→64143.8	+3.39	timeout
06-13 18:12	BTC	Buy	63903.2→64033.8	+0.55	timeout
06-13 16:09	BTC	Buy	63737.2→64069.8	+2.15	timeout
06-12 23:07	BTC	Buy	63381.2→63449.8	+0.04	timeout
06-12 19:55	BTC	Buy	63629.2→63581.8	-0.82	timeout
06-12 18:51	BTC	Buy	63471.2→63780.8	+1.97	timeout
06-12 17:45	BTC	Buy	63395.2→63836.8	+3.02	timeout
06-12 15:42	BTC	Buy	62788.1→63841.8	+7.86	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 19:11	BTC	Buy	61849.1→63365.8	+11.68	timeout
06-11 18:07	BTC	Buy	61972.1→63360.8	+10.65	timeout
06-11 17:03	BTC	Buy	62295.1→62512.9	+1.23	timeout
06-11 14:59	BTC	Buy	62068.1→62719.9	+4.70	timeout
06-10 22:16	BTC	Buy	62624.1→61084.4	-12.75	stop_loss
06-10 18:23	BTC	Buy	61760.1→61919.9	+0.80	timeout
06-10 17:22	BTC	Buy	61769.1→62026.9	+1.58	timeout
06-10 16:23	BTC	Buy	61038.1→62264.9	+9.56	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

43%

win rate

-538.07

total pnl ($)

-66.3 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	162	43%	-66.3	-538.07

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:45	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…