deribit_basis_extreme_fear_contrarian_long · strategy

closed trades

50%

win rate

-171.08

total pnl ($)

0.734

weight

7d window — n=13 wr=38% pnl=-81.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:36	BTC	Buy	59446→59748	+1.97	timeout
06-26 17:28	BTC	Buy	59491→60176	+5.21	timeout
06-26 16:17	BTC	Buy	59657→60219	+4.16	timeout
06-26 15:07	BTC	Buy	59242→59696	+3.33	timeout
06-26 14:25	BTC	Buy	59360→60076	+5.53	timeout
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58293.9	-12.82	stop_loss
06-25 13:53	BTC	Buy	60476→58988.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60652→59155.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60929→59429.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61103.1→59583.2	-12.86	stop_loss
06-24 13:48	BTC	Buy	62778.1→61232.3	-12.76	stop_loss
06-16 14:45	BTC	Buy	66541.3→65735.7	-6.59	timeout
06-16 14:23	BTC	Buy	67195.4→65541.9	-12.83	stop_loss
06-16 13:45	BTC	Buy	66503.3→66086.7	-3.67	timeout
06-16 12:41	BTC	Buy	66368.3→66450.7	+0.09	timeout
06-16 11:35	BTC	Buy	66240.3→66361.7	+0.39	timeout
06-15 14:19	BTC	Buy	64242.2→66490.7	+17.06	timeout
06-15 13:19	BTC	Buy	63994.2→66803.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63777.2→66580.7	+21.54	take_profit
06-15 12:08	BTC	Buy	64466.2→66192.7	+12.95	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 14:56	BTC	Buy	64209.2→63936.8	-2.58	timeout
06-14 13:54	BTC	Buy	64072.2→64263.8	+1.05	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:43	BTC	Buy	63847.2→64585.8	+5.31	timeout
06-13 18:54	BTC	Buy	63767.2→64080.8	+2.01	timeout
06-13 14:20	BTC	Buy	63407.2→64129.8	+5.20	timeout
06-13 13:10	BTC	Buy	63398.2→64129.8	+5.25	timeout
06-13 11:23	BTC	Buy	63813.2→63921.8	+0.31	timeout
06-13 10:05	BTC	Buy	63673.2→63712.8	-0.22	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 12:03	BTC	Buy	62987.1→63735.8	+5.42	timeout
06-12 10:57	BTC	Buy	63093.2→63672.8	+4.07	timeout
06-12 09:51	BTC	Buy	62932.1→63786.8	+6.24	timeout
06-12 08:51	BTC	Buy	62958.1→63387.8	+2.89	timeout
06-11 16:52	BTC	Buy	62067.1→62566.9	+3.51	timeout
06-11 11:27	BTC	Buy	60898→63073.8	+17.28	timeout
06-11 10:26	BTC	Buy	61204.1→62801.9	+12.46	timeout
06-11 09:22	BTC	Buy	60854→62766.9	+15.15	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60862→62284.9	+11.15	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63348.2→61790	-12.75	stop_loss
06-09 14:15	BTC	Buy	63482.2→61920.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63505.2→61941.9	-12.76	stop_loss
06-09 14:06	BTC	Buy	63614.2→62049.9	-12.74	stop_loss
06-09 07:19	BTC	Buy	63069.2→63316.8	+1.46	timeout
06-08 19:02	BTC	Buy	61770.1→63468.8	+13.24	timeout
06-08 17:56	BTC	Buy	62174.1→63468.8	+9.86	timeout
06-08 16:57	BTC	Buy	61982.1→63473.8	+11.49	timeout
06-08 15:56	BTC	Buy	62031.1→63822.8	+13.84	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 18:41	BTC	Buy	60599→62176.9	+12.62	timeout
06-07 17:27	BTC	Buy	60609→62210.9	+12.77	timeout
06-07 16:12	BTC	Buy	60748→61961.9	+9.41	timeout
06-07 15:07	BTC	Buy	60582→61667.9	+8.50	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:27	BTC	Buy	61378.1→59869.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:57	BTC	Buy	62303.1→60768.6	-12.77	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62848.1→61296.3	-12.80	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62640.1→61096.4	-12.76	stop_loss
06-05 06:24	BTC	Buy	62638.1→61096.4	-12.70	stop_loss
06-05 06:21	BTC	Buy	63116.2→61564.1	-12.74	stop_loss
06-05 06:17	BTC	Buy	63410.2→61851	-12.68	stop_loss
06-05 06:01	BTC	Buy	63714.2→62145.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63903.2→62315.7	-12.84	stop_loss
06-05 02:14	BTC	Buy	62391.1→63146.8	+5.61	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63035.3	-12.82	stop_loss
06-04 02:03	BTC	Buy	63223.2→61668.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64494.2→62908.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65400.3→63791.9	-12.74	stop_loss
06-03 20:48	BTC	Buy	66662.3→65021.2	-12.78	stop_loss
06-03 19:55	BTC	Buy	66828.3→65166.1	-12.91	stop_loss
06-03 19:55	BTC	Buy	66807.3→65164.1	-12.78	stop_loss
06-03 16:27	BTC	Buy	67196.4→65542.9	-12.77	stop_loss
06-03 16:26	BTC	Buy	67231.4→65575.9	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-171.08

total pnl ($)

-37.5 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	90	50%	-37.5	-171.08

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…