deribit_basis_drop_fear_long · strategy

closed trades

46%

win rate

-121.21

total pnl ($)

1.319

weight

7d window — n=2 wr=100% pnl=+10.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 14:44	BTC	Buy	59488→59552	+0.04	timeout
06-26 13:56	BTC	Buy	58617.9→59959	+10.94	timeout
06-17 04:23	BTC	Buy	66047.3→65825.7	-2.18	timeout
06-16 22:25	BTC	Buy	66195.3→65689.7	-4.36	timeout
06-16 15:06	BTC	Buy	66630.3→65745.7	-7.17	timeout
06-16 14:23	BTC	Buy	67131.4→65473	-12.88	stop_loss
06-16 10:11	BTC	Buy	65698.3→66541.7	+5.96	timeout
06-16 03:45	BTC	Buy	65811.3→66101.7	+1.79	timeout
06-15 22:17	BTC	Buy	65026.3→66343.7	+9.63	timeout
06-15 13:18	BTC	Buy	63986.2→66795.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63787.2→66590.7	+21.54	take_profit
06-15 09:09	BTC	Buy	64436.2→65671.7	+9.15	timeout
06-15 03:35	BTC	Buy	64513.2→65705.7	+8.76	timeout
06-14 19:41	BTC	Buy	64269.2→63748.8	-4.55	timeout
06-14 18:40	BTC	Buy	64247.2→63757.8	-4.35	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 08:20	BTC	Buy	63812.2→64476.8	+4.73	timeout
06-14 01:51	BTC	Buy	63776.2→64607.8	+6.10	timeout
06-13 15:34	BTC	Buy	63937.2→64268.8	+2.12	timeout
06-13 14:26	BTC	Buy	63545.2→64109.8	+3.95	timeout
06-13 08:54	BTC	Buy	63431.2→63784.8	+2.26	timeout
06-13 07:50	BTC	Buy	63015.2→63791.8	+5.70	timeout
06-12 17:41	BTC	Buy	63321.2→63812.8	+3.42	timeout
06-12 15:18	BTC	Buy	62656.1→64306.8	+12.64	timeout
06-12 14:06	BTC	Buy	62910.1→63324.8	+2.78	timeout
06-11 12:40	BTC	Buy	61675.1→62751.9	+8.16	timeout
06-11 11:36	BTC	Buy	60968→63133.8	+17.18	timeout
06-11 10:34	BTC	Buy	61346.1→62877.9	+11.89	timeout
06-11 09:29	BTC	Buy	61183.1→62788.9	+12.54	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 00:46	BTC	Buy	64056.2→62480.6	-12.76	stop_loss
06-08 22:59	BTC	Buy	62836.1→63413.8	+4.12	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 18:54	BTC	Buy	60628→59137.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60781→59285.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60870→59373.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60935→59436.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61714.1→60194.9	-12.74	stop_loss
06-05 13:57	BTC	Buy	62302.1→60769.6	-12.75	stop_loss
06-05 13:55	BTC	Buy	62568.1→61028.4	-12.76	stop_loss
06-05 13:52	BTC	Buy	62583.1→61042.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62837.1→61291.3	-12.75	stop_loss
06-05 06:19	BTC	Buy	63327.2→61770	-12.74	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 02:55	BTC	Buy	63246.2→62616.9	-5.38	timeout
06-04 10:49	BTC	Buy	63822.2→62251.7	-12.74	stop_loss
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 02:04	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-03 19:54	BTC	Buy	67045.4→65396	-12.77	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 16:27	BTC	Buy	67194.4→65541.9	-12.75	stop_loss
06-03 16:22	BTC	Buy	67363.4→65704.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-121.21

total pnl ($)

-44.3 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	54	46%	-44.3	-121.21

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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