deribit_basis_extreme_fear_long_v3 · strategy

103

closed trades

39%

win rate

-358.45

total pnl ($)

0.653

weight

7d window — n=24 wr=46% pnl=-93.91 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:38	BTC	Buy	59638→60226	+4.54	timeout
06-27 17:25	BTC	Buy	60077→60543	+3.42	timeout
06-27 16:24	BTC	Buy	59993→60684	+5.33	timeout
06-26 19:22	BTC	Buy	59245→59872	+4.72	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:58	BTC	Buy	59429→59589	+0.85	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58069	-12.70	stop_loss
06-25 13:57	BTC	Buy	59784→58293.9	-12.84	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61350.1→59838.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62778.1→61233.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
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	-2.95	timeout
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.08	timeout
06-23 06:21	BTC	Buy	64213.2→62632.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64332.2→62743.5	-12.81	stop_loss
06-22 21:28	BTC	Buy	63693.2→64285.8	+4.19	timeout
06-22 05:07	BTC	Buy	64239.2→64136.8	-1.26	timeout
06-22 03:34	BTC	Buy	64332.2→64245.8	-1.20	timeout
06-21 20:16	BTC	Buy	63934.2→64122.8	+1.02	timeout
06-21 03:48	BTC	Buy	63438.2→64371.8	+6.91	timeout
06-21 02:41	BTC	Buy	63367.2→64219.8	+6.27	timeout
06-20 19:15	BTC	Buy	63039.2→63865.8	+6.12	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:52	BTC	Buy	62586.1→63171.8	+4.24	timeout
06-18 15:52	BTC	Buy	64077.2→62499.6	-12.75	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 14:52	BTC	Buy	65175.3→63531	-13.06	stop_loss
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 22:03	BTC	Buy	65477.3→63852.9	-12.85	stop_loss
06-17 18:33	BTC	Buy	65914.3→65341.7	-4.90	timeout
06-17 15:24	BTC	Buy	65767.3→65342.7	-3.68	timeout
06-17 08:39	BTC	Buy	66562.3→64925.3	-12.74	stop_loss
06-16 18:11	BTC	Buy	66738.3→66064.7	-5.57	timeout
06-16 15:21	BTC	Buy	66675.3→65745.7	-7.50	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.11	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 12:30	BTC	Buy	64447.2→66269.7	+13.70	timeout
06-15 08:07	BTC	Buy	64410.2→65702.7	+9.59	timeout
06-14 11:06	BTC	Buy	63847.2→64460.8	+4.35	timeout
06-14 10:03	BTC	Buy	63740.2→64577.8	+6.08	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+3.96	timeout
06-13 10:44	BTC	Buy	63635.2→63846.8	+1.12	timeout
06-13 09:35	BTC	Buy	63844.2→63777.8	-1.06	timeout
06-13 07:26	BTC	Buy	62997.1→63741.8	+5.45	timeout
06-12 09:51	BTC	Buy	62896.1→63820.8	+6.81	timeout
06-12 08:27	BTC	Buy	62889.1→63474.8	+4.11	timeout
06-12 07:11	BTC	Buy	62664.1→63049.8	+2.58	timeout
06-10 21:58	BTC	Buy	62686.1→61140.4	-12.78	stop_loss
06-10 16:12	BTC	Buy	61089.1→62410.9	+10.33	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62020.1→62028.9	-0.40	timeout
06-09 15:56	BTC	Buy	62549.1→61009.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 13:32	BTC	Buy	63342.2→62446.9	-7.50	timeout
06-09 12:31	BTC	Buy	63234.2→62618.9	-5.26	timeout
06-08 22:08	BTC	Buy	61837.1→63445.8	+12.52	timeout
06-08 11:30	BTC	Buy	62513.1→63601.8	+8.23	timeout
06-08 06:19	BTC	Buy	61800.1→63070.8	+9.82	timeout
06-07 16:30	BTC	Buy	60569→62143.9	+12.48	timeout
06-07 10:44	BTC	Buy	60365→62316.9	+15.74	timeout
06-07 05:57	BTC	Buy	60888→61714.9	+6.39	timeout
06-06 15:49	BTC	Buy	60322→60788	+3.42	timeout
06-06 04:31	BTC	Buy	61220.1→59714.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61616.1→60093.9	-12.81	stop_loss
06-05 21:03	BTC	Buy	59235→61835.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60987→59487.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:48	BTC	Buy	63068.2→61510.2	-12.80	stop_loss
06-05 06:23	BTC	Buy	62752.1→61209.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62800.1→61244.3	-12.83	stop_loss
06-05 06:21	BTC	Buy	63119.2→61566.1	-12.75	stop_loss
06-05 02:39	BTC	Buy	63236.2→62874.9	-3.28	timeout
06-04 10:49	BTC	Buy	63825.2→62255.7	-12.72	stop_loss
06-04 09:29	BTC	Buy	64346.2→62762.5	-12.75	stop_loss
06-04 02:04	BTC	Buy	62943.1→61395.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64281.2→62700.5	-12.75	stop_loss
06-03 20:45	BTC	Buy	66734.3→65091.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67040.4→65387	-12.82	stop_loss
06-03 19:53	BTC	Buy	67073.4→65408	-12.90	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66097.6	-12.84	stop_loss
06-02 19:33	BTC	Buy	68161.4→66395.5	-13.43	stop_loss
06-02 14:27	BTC	Buy	69447.5→67739.7	-12.75	stop_loss
06-02 07:03	BTC	Buy	71480.6→69719.6	-12.87	stop_loss
06-01 22:26	BTC	Buy	73411.7→71242.8	-15.35	stop_loss
06-01 22:26	BTC	Buy	73993.7→71242.8	-19.19	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.21	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.51	timeout
05-29 18:52	BTC	Buy	73646.7→73202.3	-3.44	timeout
05-29 16:56	BTC	Buy	73379.7→73939.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

39%

win rate

-358.45

total pnl ($)

-69.2 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	103	39%	-69.2	-358.45

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…