deribit_basis_extreme_fear_long · strategy

158

closed trades

39%

win rate

-591.76

total pnl ($)

0.290

weight

7d window — n=32 wr=34% pnl=-133.38 · 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 10:47	BTC	Buy	60115→60108	-0.66	timeout
06-29 07:49	BTC	Buy	60219→60051	-1.86	timeout
06-28 22:53	BTC	Buy	60345→58858.6	-12.80	stop_loss
06-28 21:44	BTC	Buy	60239→59657	-5.30	timeout
06-28 19:42	BTC	Buy	60161→59409	-6.68	timeout
06-28 09:49	BTC	Buy	60381→60270	-1.40	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:31	BTC	Buy	60393→60092	-2.92	timeout
06-27 20:52	BTC	Buy	59758→60258	+3.79	timeout
06-27 19:34	BTC	Buy	60032→60146	+0.54	timeout
06-27 04:27	BTC	Buy	59916→60372	+3.36	timeout
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 19:25	BTC	Buy	59293→59907	+4.61	timeout
06-26 16:49	BTC	Buy	59277→60132	+6.66	timeout
06-26 15:17	BTC	Buy	58933.9→59857	+7.29	timeout
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-26 02:13	BTC	Buy	60124→58644.7	-12.74	stop_loss
06-25 17:42	BTC	Buy	59385→59585	+1.27	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	64006.2→62431.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64115.2→62532.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64262.2→62681.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64437.2→62837.4	-12.88	stop_loss
06-22 22:03	BTC	Buy	63749.2→64361.8	+4.35	timeout
06-22 15:43	BTC	Buy	64280.2→65039.7	+5.54	timeout
06-22 07:14	BTC	Buy	64229.2→64178.8	-0.87	timeout
06-22 06:10	BTC	Buy	64177.2→64257.8	+0.16	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 15:47	BTC	Buy	64163.2→64241.8	+0.22	timeout
06-21 14:26	BTC	Buy	63330.2→64026.8	+5.12	timeout
06-21 06:26	BTC	Buy	63645.2→64221.8	+4.07	timeout
06-21 05:24	BTC	Buy	63695.2→64238.8	+3.82	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 02:38	BTC	Buy	62908.1→63377.8	+3.29	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+4.86	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:53	BTC	Buy	64015.2→62440.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64277.2→62696.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64310.2→62725.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64424.2→62839.4	-12.63	stop_loss
06-17 22:03	BTC	Buy	65556.3→63943.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 19:42	BTC	Buy	65735.3→64112.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65807.3→64184.7	-12.79	stop_loss
06-17 16:36	BTC	Buy	65720.3→65982.7	+1.48	timeout
06-17 15:34	BTC	Buy	65837.3→65379.7	-3.89	timeout
06-17 08:39	BTC	Buy	66541.3→64902.3	-12.80	stop_loss
06-16 19:25	BTC	Buy	66541.3→65648.7	-7.25	timeout
06-16 18:05	BTC	Buy	66779.3→66073.7	-5.81	timeout
06-16 15:24	BTC	Buy	66635.3→65761.7	-7.08	timeout
06-16 13:34	BTC	Buy	66775.3→65954.7	-6.68	timeout
06-16 11:00	BTC	Buy	65890.3→66477.7	+3.92	timeout
06-15 14:29	BTC	Buy	64159.2→66492.7	+17.74	timeout
06-15 13:26	BTC	Buy	64311.2→66821.7	+19.08	timeout
06-15 13:19	BTC	Buy	63995.2→66804.7	+21.52	take_profit
06-15 12:23	BTC	Buy	64477.2→66229.7	+13.16	timeout
06-15 09:36	BTC	Buy	64442.2→65538.7	+8.06	timeout
06-14 12:09	BTC	Buy	63909.2→64458.8	+3.86	timeout
06-14 11:07	BTC	Buy	63848.2→64463.8	+4.36	timeout
06-14 09:45	BTC	Buy	63781.2→64529.8	+5.37	timeout
06-14 08:40	BTC	Buy	63846.2→64447.8	+4.22	timeout
06-14 07:37	BTC	Buy	63799.2→64300.8	+3.48	timeout
06-13 12:00	BTC	Buy	63679.2→63942.8	+1.54	timeout
06-13 10:47	BTC	Buy	63654.2→63857.8	+1.05	timeout
06-13 09:34	BTC	Buy	63893.2→63801.8	-1.25	timeout
06-13 08:27	BTC	Buy	63481.2→63778.8	+1.79	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 11:16	BTC	Buy	63150.2→63801.8	+4.63	timeout
06-12 10:05	BTC	Buy	62831.1→63665.8	+6.09	timeout
06-12 09:03	BTC	Buy	62926.1→63458.8	+3.71	timeout
06-12 07:51	BTC	Buy	62676.1→62988.9	+2.01	timeout
06-12 06:44	BTC	Buy	62899.1→62904.9	-0.45	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.40	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 19:00	BTC	Buy	61731.1→61859.9	+0.53	timeout
06-10 17:00	BTC	Buy	61392.1→62210.9	+6.17	timeout
06-10 15:59	BTC	Buy	61148.1→62592.9	+11.31	timeout
06-10 14:56	BTC	Buy	61312.1→61820.9	+3.66	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 15:56	BTC	Buy	62566.1→61024.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62762.1→61216.3	-12.77	stop_loss
06-09 14:35	BTC	Buy	62961.1→61410.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 13:31	BTC	Buy	63503.2→62388.9	-9.21	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

39%

win rate

-591.76

total pnl ($)

-74.6 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	158	39%	-74.6	-591.76

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…