deribit_basis_extreme_fear_contrarian_long_v2 · strategy

132

closed trades

49%

win rate

-318.17

total pnl ($)

0.293

weight

7d window — n=36 wr=44% pnl=-125.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:12	BTC	Buy	59477→59815	+2.45	timeout
06-29 23:53	BTC	Buy	59680→60213	+4.05	timeout
06-29 14:08	BTC	Buy	60696→59197.4	-12.80	stop_loss
06-28 22:53	BTC	Buy	60343→58846.6	-12.89	stop_loss
06-28 21:58	BTC	Buy	60171→59373	-7.10	timeout
06-28 20:51	BTC	Buy	60265→59631	-5.71	timeout
06-28 19:51	BTC	Buy	60167→59351	-7.20	timeout
06-28 18:47	BTC	Buy	60534→59591	-8.22	timeout
06-28 09:16	BTC	Buy	60291→60351	+0.04	timeout
06-27 21:33	BTC	Buy	59904→60436	+4.06	timeout
06-27 20:27	BTC	Buy	59719→60229	+3.88	timeout
06-27 19:19	BTC	Buy	59939→60494	+4.22	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-26 19:18	BTC	Buy	59203→59940	+5.64	timeout
06-26 17:52	BTC	Buy	59463→59972	+3.73	timeout
06-26 16:37	BTC	Buy	59404→60251	+6.57	timeout
06-26 15:07	BTC	Buy	59242→59695	+3.32	timeout
06-26 14:24	BTC	Buy	59305→60021	+5.53	timeout
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60071→58546.8	-13.06	stop_loss
06-25 13:48	BTC	Buy	60969→59467.3	-12.71	stop_loss
06-25 13:41	BTC	Buy	61862.1→60340.8	-12.73	stop_loss
06-25 07:16	BTC	Buy	59232→61833.9	+21.53	take_profit
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62441.1→60880.5	-12.94	stop_loss
06-24 14:17	BTC	Buy	62600.1→61060.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62632.1→61090.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62722.1→61177.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.96	timeout
06-24 06:44	BTC	Buy	62900.1→62771.9	-1.52	timeout
06-23 08:17	BTC	Buy	64011.2→62436.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64093.2→62516.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64138.2→62559.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 05:22	BTC	Buy	65078.3→63478.1	-12.77	stop_loss
06-22 12:23	BTC	Buy	63955.2→64837.8	+6.30	timeout
06-22 11:03	BTC	Buy	64453.2→64102.8	-3.28	timeout
06-22 09:52	BTC	Buy	64154.2→64077.8	-1.13	timeout
06-22 08:48	BTC	Buy	63911.2→64106.8	+1.00	timeout
06-22 07:44	BTC	Buy	64185.2→64231.8	-0.04	timeout
06-21 05:49	BTC	Buy	63600.2→64217.8	+4.40	timeout
06-21 04:48	BTC	Buy	63544.2→64441.8	+6.63	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 01:58	BTC	Buy	63543.2→64233.8	+4.93	timeout
06-21 00:49	BTC	Buy	63565.2→64236.8	+4.78	timeout
06-20 05:02	BTC	Buy	62567.1→63514.8	+7.13	timeout
06-20 03:49	BTC	Buy	62645.1→63454.8	+6.03	timeout
06-20 02:47	BTC	Buy	62877.1→63385.8	+3.60	timeout
06-20 01:44	BTC	Buy	62881.1→63523.8	+4.65	timeout
06-20 00:39	BTC	Buy	62982.1→63558.8	+4.10	timeout
06-18 12:24	BTC	Buy	64684.2→64121.8	-4.80	timeout
06-18 11:23	BTC	Buy	64641.2→63906.8	-6.20	timeout
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 09:19	BTC	Buy	64992.2→64439.8	-4.80	timeout
06-18 05:05	BTC	Buy	65249.3→63645	-12.77	stop_loss
06-17 08:44	BTC	Buy	66515.3→64876.3	-12.80	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.79	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 08:08	BTC	Buy	66362.3→65398.7	-7.72	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 10:57	BTC	Buy	65873.3→66481.7	+4.10	timeout
06-16 09:14	BTC	Buy	65668.3→66709.7	+7.48	timeout
06-16 08:09	BTC	Buy	65703.3→66355.7	+4.54	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-15 21:22	BTC	Buy	64680.2→66494.7	+13.52	timeout
06-15 09:13	BTC	Buy	64410.2→65657.7	+9.25	timeout
06-15 05:15	BTC	Buy	64333.2→65678.7	+9.99	timeout
06-15 02:00	BTC	Buy	64559.2→65483.7	+6.67	timeout
06-14 12:07	BTC	Buy	63895.2→64484.8	+4.18	timeout
06-14 08:49	BTC	Buy	63842.2→64449.8	+4.27	timeout
06-14 07:48	BTC	Buy	63815.2→64394.8	+4.08	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:49	BTC	Buy	63790.2→64606.8	+5.98	timeout
06-13 11:07	BTC	Buy	63801.2→63841.8	-0.23	timeout
06-13 07:54	BTC	Buy	62978.1→63815.8	+6.05	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:40	BTC	Buy	63213.2→63764.8	+3.90	timeout
06-12 15:25	BTC	Buy	62713.1→64276.8	+11.93	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-12 07:06	BTC	Buy	62630.1→63084.8	+3.13	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 14:48	BTC	Buy	61927.1→62876.9	+7.12	timeout
06-11 09:37	BTC	Buy	61247.1→62898.9	+12.89	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:27	BTC	Buy	61370.1→62248.9	+6.66	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-09 16:39	BTC	Buy	62308.1→60774.6	-12.77	stop_loss
06-09 14:47	BTC	Buy	62718.1→61174.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 13:32	BTC	Buy	63347.2→62470.9	-7.34	timeout
06-09 12:29	BTC	Buy	63076.2→62633.9	-3.90	timeout
06-09 06:10	BTC	Buy	62925.1→63329.8	+2.72	timeout
06-09 05:06	BTC	Buy	62650.1→63179.8	+3.78	timeout

Paper vs Live

Paper (trades.jsonl)

132

closed

49%

win rate

-318.17

total pnl ($)

-47.9 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	132	49%	-47.9	-318.17

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…