deribit_basis_extreme_fear_long_v2 · strategy

107

closed trades

45%

win rate

-264.80

total pnl ($)

0.398

weight

7d window — n=26 wr=31% pnl=-141.07 · 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 02:58	BTC	Buy	60139→59727	-3.91	timeout
06-29 01:54	BTC	Buy	60200→59461	-6.62	timeout
06-28 20:41	BTC	Buy	60243→59672	-5.17	timeout
06-28 19:40	BTC	Buy	60147→59400	-6.64	timeout
06-28 18:37	BTC	Buy	60531→59590	-8.19	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.18	timeout
06-28 00:09	BTC	Buy	60106→60092	-0.49	timeout
06-27 15:19	BTC	Buy	59928→60733	+6.28	timeout
06-27 02:47	BTC	Buy	58710.9→60313	+13.17	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.48	timeout
06-26 17:22	BTC	Buy	59470→60097	+4.71	timeout
06-26 15:20	BTC	Buy	59194→59924	+5.67	timeout
06-26 14:18	BTC	Buy	58935.9→59880	+7.51	timeout
06-26 02:24	BTC	Buy	59783→58312.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59651→58182	-12.70	stop_loss
06-25 13:57	BTC	Buy	59724→58254.9	-12.69	stop_loss
06-25 13:57	BTC	Buy	59750→58275.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60455→58963.6	-12.73	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60865→59368.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61166.1→59661.2	-12.73	stop_loss
06-24 15:56	BTC	Buy	61761.1→60241.9	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60891.5	-12.87	stop_loss
06-24 13:57	BTC	Buy	62770.1→61219.3	-12.80	stop_loss
06-24 13:47	BTC	Buy	62830.1→61284.3	-12.75	stop_loss
06-24 08:23	BTC	Buy	62381.1→62681.9	+1.87	timeout
06-18 05:03	BTC	Buy	65316.3→63704.9	-12.80	stop_loss
06-16 14:44	BTC	Buy	66495.3→65647.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65541.9	-12.83	stop_loss
06-16 13:44	BTC	Buy	66515.3→66092.7	-3.71	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 14:18	BTC	Buy	64239.2→66488.7	+17.07	timeout
06-15 13:13	BTC	Buy	64320.2→66607.7	+17.35	timeout
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 13:53	BTC	Buy	64081.2→64274.8	+1.06	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:42	BTC	Buy	63813.2→64586.8	+5.59	timeout
06-13 18:32	BTC	Buy	63778.2→64147.8	+2.43	timeout
06-13 13:07	BTC	Buy	63402.2→64139.8	+5.30	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:03	BTC	Buy	63847.2→63814.8	-0.80	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 12:29	BTC	Buy	62677.1→63426.8	+5.46	timeout
06-12 11:27	BTC	Buy	63103.2→63805.8	+5.04	timeout
06-12 10:18	BTC	Buy	62822.1→63738.8	+6.75	timeout
06-12 09:11	BTC	Buy	62831.1→63495.8	+4.77	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:22	BTC	Buy	61225.1→63129.8	+14.97	timeout
06-11 10:20	BTC	Buy	61145.1→62808.9	+13.02	timeout
06-11 09:18	BTC	Buy	61100.1→62804.9	+13.39	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 16:41	BTC	Buy	60986→62284.9	+10.11	timeout
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61939.9	-12.93	stop_loss
06-09 13:23	BTC	Buy	63807.2→62237.8	-12.72	stop_loss
06-09 13:23	BTC	Buy	63816.2→62245.7	-12.74	stop_loss
06-09 13:19	BTC	Buy	63868.2→62296.7	-12.73	stop_loss
06-09 06:49	BTC	Buy	62921.1→63343.8	+2.86	timeout
06-08 21:09	BTC	Buy	61719.1→63688.8	+15.47	timeout
06-08 17:54	BTC	Buy	62137.1→63487.8	+10.32	timeout
06-08 15:53	BTC	Buy	62173.1→63914.8	+13.42	timeout
06-08 13:51	BTC	Buy	61775.1→63652.8	+14.70	timeout
06-08 06:31	BTC	Buy	62016.1→63021.8	+7.65	timeout
06-07 21:05	BTC	Buy	60711→61677.9	+7.54	timeout
06-07 17:00	BTC	Buy	60756→62032.9	+10.04	timeout
06-07 15:46	BTC	Buy	60836→62021.9	+9.28	timeout
06-07 13:32	BTC	Buy	60691→61849.9	+9.08	timeout
06-07 06:07	BTC	Buy	61036.1→61650.9	+4.63	timeout
06-06 20:09	BTC	Buy	60894→60537	-3.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:21	BTC	Buy	61415.1→59902	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:04	BTC	Buy	62125.1→60596.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62746.1→61186.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:23	BTC	Buy	62803.1→61246.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62493.6	-12.72	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

45%

win rate

-264.80

total pnl ($)

-49.1 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	107	45%	-49.1	-264.80

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:40	BTC	Buy	circuit_breaker
06-29 07:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…