deribit_basis_drop_fear_long_v2 · strategy

103

closed trades

42%

win rate

-359.57

total pnl ($)

0.466

weight

7d window — n=25 wr=44% pnl=-125.64 · 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 16:59	BTC	Buy	60771→59657	-9.59	timeout
06-27 22:43	BTC	Buy	59941→60140	+1.27	timeout
06-27 20:41	BTC	Buy	59665→60230	+4.34	timeout
06-27 14:52	BTC	Buy	59646→60583	+7.40	timeout
06-26 18:39	BTC	Buy	59384→59726	+2.31	timeout
06-26 16:37	BTC	Buy	59412→60199	+6.07	timeout
06-26 13:19	BTC	Buy	59963→58486.8	-12.78	stop_loss
06-26 02:16	BTC	Buy	59948→58467.8	-12.78	stop_loss
06-25 18:02	BTC	Buy	59344→59662	+2.26	timeout
06-25 13:53	BTC	Buy	60285→58772.7	-12.93	stop_loss
06-25 13:53	BTC	Buy	60351→58772.7	-13.44	stop_loss
06-24 16:51	BTC	Buy	61165.1→59657.2	-12.75	stop_loss
06-24 14:17	BTC	Buy	62569.1→61017.4	-12.85	stop_loss
06-24 13:46	BTC	Buy	62875.1→61323.3	-12.79	stop_loss
06-24 12:23	BTC	Buy	62352.1→62734.9	+2.61	timeout
06-24 10:21	BTC	Buy	62384.1→62493.9	+0.37	timeout
06-24 08:20	BTC	Buy	62441.1→62626.9	+0.95	timeout
06-23 08:17	BTC	Buy	63986.2→62411.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64136.2→62555.6	-12.78	stop_loss
06-23 06:18	BTC	Buy	64561.2→62969.3	-12.80	stop_loss
06-23 01:56	BTC	Buy	64621.2→64105.8	-4.43	timeout
06-22 22:28	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-22 11:17	BTC	Buy	64218.2→64250.8	-0.33	timeout
06-22 09:16	BTC	Buy	63962.2→64142.8	+0.88	timeout
06-21 20:05	BTC	Buy	63908.2→64172.8	+1.63	timeout
06-21 02:52	BTC	Buy	63343.2→64231.8	+6.55	timeout
06-20 22:48	BTC	Buy	63330.2→64243.8	+6.76	timeout
06-20 18:43	BTC	Buy	63036.2→63807.8	+5.68	timeout
06-20 01:35	BTC	Buy	62834.1→63522.8	+5.02	timeout
06-19 22:23	BTC	Buy	62819.1→63245.8	+2.90	timeout
06-19 18:14	BTC	Buy	62684.1→63127.8	+3.09	timeout
06-18 15:40	BTC	Buy	64352.2→62769.5	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62811.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64556.2→62968.3	-12.73	stop_loss
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-17 19:40	BTC	Buy	65800.3→64176.7	-12.82	stop_loss
06-17 19:38	BTC	Buy	65853.3→64224.7	-12.84	stop_loss
06-17 15:36	BTC	Buy	65909.3→65368.7	-4.56	timeout
06-17 02:22	BTC	Buy	66023.3→65904.7	-1.38	timeout
06-16 22:11	BTC	Buy	66441.3→65801.7	-5.36	timeout
06-16 14:29	BTC	Buy	66500.3→65590.7	-7.37	timeout
06-16 02:10	BTC	Buy	65598.3→66266.7	+4.65	timeout
06-15 21:58	BTC	Buy	65327.3→66332.7	+7.19	timeout
06-15 12:50	BTC	Buy	63731.2→66544.7	+21.63	take_profit
06-15 01:18	BTC	Buy	64655.2→65498.7	+6.05	timeout
06-14 21:11	BTC	Buy	64258.2→63991.8	-2.55	timeout
06-14 19:09	BTC	Buy	64176.2→63749.8	-3.85	timeout
06-14 00:49	BTC	Buy	63575.2→64546.8	+7.22	timeout
06-13 20:19	BTC	Buy	63511.2→64250.8	+5.37	timeout
06-13 18:17	BTC	Buy	63762.2→64073.8	+1.97	timeout
06-12 23:08	BTC	Buy	63344.2→63469.8	+0.49	timeout
06-12 20:03	BTC	Buy	63616.2→63590.8	-0.65	timeout
06-12 17:54	BTC	Buy	63445.2→63830.8	+2.57	timeout
06-11 20:43	BTC	Buy	61828.1→63268.8	+11.07	timeout
06-11 18:36	BTC	Buy	61820.1→63499.8	+13.01	timeout
06-11 16:32	BTC	Buy	62166.1→62543.9	+2.48	timeout
06-10 19:38	BTC	Buy	61869.1→61964.9	+0.25	timeout
06-10 17:34	BTC	Buy	61825.1→61806.9	-0.64	timeout
06-10 15:38	BTC	Buy	61212.1→62214.9	+7.69	timeout
06-09 14:47	BTC	Buy	62647.1→61106.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 08:36	BTC	Buy	63102.2→62879.9	-2.21	timeout
06-09 06:13	BTC	Buy	62902.1→63340.8	+2.99	timeout
06-09 00:32	BTC	Buy	63401.2→62630.9	-6.55	timeout
06-08 07:33	BTC	Buy	62240.1→63133.8	+6.69	timeout
06-08 05:32	BTC	Buy	61673.1→62618.9	+7.22	timeout
06-07 22:15	BTC	Buy	61220.1→63907.8	+21.50	take_profit
06-07 19:17	BTC	Buy	60664→61406.9	+5.73	timeout
06-07 06:47	BTC	Buy	60875→62085.9	+9.54	timeout
06-07 04:47	BTC	Buy	59889→61719.9	+14.85	timeout
06-06 18:57	BTC	Buy	59458→60624	+9.41	timeout
06-06 04:34	BTC	Buy	61028.1→59524.2	-12.77	stop_loss
06-06 04:14	BTC	Buy	61591.1→60074.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60861→59364.3	-12.75	stop_loss
06-05 18:37	BTC	Buy	61422.1→59911	-12.76	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 13:56	BTC	Buy	62419.1→60883.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:01	BTC	Buy	63695.2→62125.8	-12.72	stop_loss
06-05 06:00	BTC	Buy	63746.2→62177.8	-12.72	stop_loss
06-05 02:42	BTC	Buy	63332.2→62841.9	-4.29	timeout
06-04 10:49	BTC	Buy	63827.2→62257.7	-12.73	stop_loss
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64287.2→62706.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65054.3→63454.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66448.3→64814.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67201.4→65546.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67261.4→65605.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67212.4→65557.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67388.4→65730.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67797.4→66126.6	-12.78	stop_loss
06-02 14:27	BTC	Buy	69504.5→67793.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 12:17	BTC	Buy	70963.5→69215.9	-12.82	stop_loss
05-31 16:38	BTC	Buy	73940.7→73504.3	-3.46	timeout
05-31 13:14	BTC	Buy	73740.7→73911.3	+0.60	timeout
05-31 09:43	BTC	Buy	73529.7→73952.3	+2.27	timeout
05-30 11:11	BTC	Buy	73604.7→73597.3	-0.56	timeout
05-30 08:46	BTC	Buy	73748.7→73486.3	-2.27	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

42%

win rate

-359.57

total pnl ($)

-69.4 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	103	42%	-69.4	-359.57

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…