deribit_basis_extreme_fear_long_v1 · strategy

165

closed trades

42%

win rate

-543.47

total pnl ($)

0.250

weight

7d window — n=43 wr=40% pnl=-212.96 · 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 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 19:44	BTC	Buy	60172→59410	-6.76	timeout
06-28 18:39	BTC	Buy	60531→59556	-8.48	timeout
06-28 17:35	BTC	Buy	60538→59471	-9.23	timeout
06-28 16:37	BTC	Buy	60719→59634	-9.36	timeout
06-27 19:36	BTC	Buy	59945→60132	+1.16	timeout
06-27 18:31	BTC	Buy	59768→60487	+5.58	timeout
06-27 17:30	BTC	Buy	60152→60549	+2.85	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.98	timeout
06-27 15:30	BTC	Buy	60180→60789	+4.62	timeout
06-26 18:28	BTC	Buy	59633→59813	+0.96	timeout
06-26 17:28	BTC	Buy	59470→60204	+5.61	timeout
06-26 16:26	BTC	Buy	59737→59987	+1.55	timeout
06-26 15:26	BTC	Buy	59265→60204	+7.42	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.68	stop_loss
06-25 13:55	BTC	Buy	59853→58380.9	-12.70	stop_loss
06-25 13:49	BTC	Buy	60727→59233.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	61033.1→59532.2	-12.72	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60743→59247.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61331.1→59820.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62483.1→60946.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62627.1→61070.4	-12.88	stop_loss
06-24 14:02	BTC	Buy	62689.1→61143.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62745.1→61199.3	-12.77	stop_loss
06-24 13:47	BTC	Buy	62815.1→61266.3	-12.78	stop_loss
06-24 11:20	BTC	Buy	62403.1→62318.9	-1.14	timeout
06-24 10:17	BTC	Buy	62378.1→62575.9	+1.07	timeout
06-24 09:15	BTC	Buy	62431.1→62737.9	+1.94	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.47	timeout
06-24 07:11	BTC	Buy	62995.1→62738.9	-2.54	timeout
06-23 08:17	BTC	Buy	63963.2→62385.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64238.2→62656.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64407.2→62820.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64438.2→62836.4	-12.89	stop_loss
06-23 06:18	BTC	Buy	64547.2→62953.4	-12.81	stop_loss
06-22 22:25	BTC	Buy	63703.2→64198.8	+3.44	timeout
06-22 21:25	BTC	Buy	63615.2→64249.8	+4.53	timeout
06-22 20:24	BTC	Buy	64090.2→64406.8	+1.99	timeout
06-22 18:20	BTC	Buy	63977.2→64636.8	+4.64	timeout
06-22 17:15	BTC	Buy	64166.2→64678.8	+3.54	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 20:21	BTC	Buy	63924.2→64056.8	+0.59	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63826.2→63989.8	+0.92	timeout
06-21 17:12	BTC	Buy	63895.2→64180.8	+1.84	timeout
06-20 21:10	BTC	Buy	63203.2→63902.8	+5.09	timeout
06-20 20:06	BTC	Buy	63025.2→63925.8	+6.73	timeout
06-20 19:01	BTC	Buy	63076.2→63783.8	+5.17	timeout
06-20 17:56	BTC	Buy	63156.2→63842.8	+4.97	timeout
06-20 16:56	BTC	Buy	62909.1→63971.8	+7.94	timeout
06-19 19:57	BTC	Buy	62931.1→63000.8	+0.07	timeout
06-19 18:56	BTC	Buy	62663.1→63033.8	+2.49	timeout
06-19 17:55	BTC	Buy	62582.1→63154.8	+4.12	timeout
06-19 16:54	BTC	Buy	62661.1→63057.8	+2.75	timeout
06-19 15:54	BTC	Buy	62489.1→63199.8	+5.33	timeout
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64212.2→62631.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64243.2→62658.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64272.2→62679.5	-12.82	stop_loss
06-18 15:36	BTC	Buy	64631.2→63041.3	-12.73	stop_loss
06-17 19:46	BTC	Buy	65682.3→64065.7	-12.76	stop_loss
06-17 19:42	BTC	Buy	65737.3→64118.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65767.3→64148.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65893.3→64256.6	-12.87	stop_loss
06-17 19:29	BTC	Buy	65961.3→64336.6	-12.77	stop_loss
06-17 16:50	BTC	Buy	65742.3→65926.7	+0.93	timeout
06-17 15:48	BTC	Buy	65717.3→65602.7	-1.33	timeout
06-17 14:47	BTC	Buy	65676.3→64918.8	-6.23	timeout
06-16 23:01	BTC	Buy	66171.3→65802.7	-3.32	timeout
06-16 21:58	BTC	Buy	66342.3→65738.7	-5.09	timeout
06-16 14:43	BTC	Buy	66493.3→65616.7	-7.13	timeout
06-16 14:23	BTC	Buy	67177.4→65521.9	-12.85	stop_loss
06-16 13:42	BTC	Buy	66485.3→66122.7	-3.26	timeout
06-15 22:41	BTC	Buy	65337.3→66318.7	+7.01	timeout
06-15 21:39	BTC	Buy	64963.2→66403.7	+10.58	timeout
06-15 13:16	BTC	Buy	63952.2→66761.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63932.2→66738.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63705.2→66514.7	+21.61	take_profit
06-14 22:19	BTC	Buy	64382.2→65126.7	+5.28	timeout
06-14 21:15	BTC	Buy	64210.2→64150.8	-0.94	timeout
06-14 20:11	BTC	Buy	64273.2→63794.8	-4.22	timeout
06-14 18:07	BTC	Buy	64053.2→63706.8	-3.25	timeout
06-14 17:03	BTC	Buy	63966.2→63943.8	-0.69	timeout
06-13 21:45	BTC	Buy	63515.2→64524.8	+7.47	timeout
06-13 20:44	BTC	Buy	63494.2→64215.8	+5.22	timeout
06-13 19:39	BTC	Buy	63684.2→64197.8	+3.58	timeout
06-13 17:36	BTC	Buy	63773.2→64090.8	+2.02	timeout
06-13 16:29	BTC	Buy	63888.2→63957.8	+0.13	timeout
06-12 20:37	BTC	Buy	63294.2→63515.8	+1.29	timeout
06-12 19:32	BTC	Buy	63875.2→63641.8	-2.28	timeout
06-12 18:27	BTC	Buy	63408.2→63690.8	+1.76	timeout
06-12 17:21	BTC	Buy	62355.1→63809.8	+11.19	timeout
06-12 16:18	BTC	Buy	62785.1→63822.8	+7.77	timeout
06-11 19:48	BTC	Buy	61926.1→63658.8	+13.41	timeout
06-11 18:43	BTC	Buy	61749.1→63489.8	+13.51	timeout
06-11 17:41	BTC	Buy	61681.1→63297.8	+12.56	timeout
06-11 16:42	BTC	Buy	62251.1→62632.9	+2.52	timeout

Paper vs Live

Paper (trades.jsonl)

165

closed

42%

win rate

-543.47

total pnl ($)

-65.6 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	165	42%	-65.6	-543.47

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…