deribit_basis_extreme_fear_long_v4 · strategy

128

closed trades

45%

win rate

+72.45

total pnl ($)

1.695

weight

7d window — n=28 wr=54% pnl=+77.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:32	SOL	Buy	70.6736→73.7649	+10.69	take_profit
06-26 19:31	SOL	Buy	70.5366→73.625	+10.71	take_profit
06-26 16:00	SOL	Buy	69.7945→72.9791	+11.16	take_profit
06-26 15:39	SOL	Buy	69.0104→72.0292	+10.70	take_profit
06-26 15:39	SOL	Buy	68.9493→71.9892	+10.78	take_profit
06-26 14:26	SOL	Buy	68.6333→71.6343	+10.70	take_profit
06-26 10:39	SOL	Buy	70.4966→68.7493	-6.43	stop_loss
06-26 07:02	SOL	Buy	67.1701→70.1055	+10.66	take_profit
06-26 06:59	SOL	Buy	66.934→69.8685	+10.72	take_profit
06-26 06:22	SOL	Buy	66.0989→68.9896	+10.67	take_profit
06-26 06:22	SOL	Buy	66.1419→69.0376	+10.68	take_profit
06-26 06:22	SOL	Buy	66.0169→68.9097	+10.68	take_profit
06-26 02:13	SOL	Buy	67.6852→66.0071	-6.43	stop_loss
06-25 23:30	SOL	Buy	65.8349→68.7247	+10.74	take_profit
06-25 13:46	SOL	Buy	67.6561→65.9771	-6.42	stop_loss
06-25 13:45	SOL	Buy	67.7952→66.115	-6.41	stop_loss
06-25 13:45	SOL	Buy	67.8502→66.165	-6.42	stop_loss
06-25 13:40	SOL	Buy	68.8923→67.1833	-6.42	stop_loss
06-25 13:38	SOL	Buy	69.3644→67.645	-6.42	stop_loss
06-25 05:07	SOL	Buy	65.9779→68.8657	+10.74	take_profit
06-25 05:02	SOL	Buy	65.8499→68.7307	+10.73	take_profit
06-24 22:00	SOL	Buy	65.3278→68.1898	+10.73	take_profit
06-24 17:19	SOL	Buy	67.4591→65.7862	-6.42	stop_loss
06-24 17:16	SOL	Buy	67.7192→66.0391	-6.43	stop_loss
06-24 16:45	SOL	Buy	68.7803→67.0704	-6.44	stop_loss
06-24 15:45	SOL	Buy	69.1064→67.3912	-6.43	stop_loss
06-24 15:33	SOL	Buy	69.7575→67.9898	-6.56	stop_loss
06-24 15:33	SOL	Buy	69.8245→68.0917	-6.43	stop_loss
06-17 19:44	SOL	Buy	73.261→71.4435	-6.43	stop_loss
06-17 03:04	SOL	Buy	72.9199→73.8039	+2.84	timeout
06-16 22:54	SOL	Buy	73.7731→73.6959	-0.49	timeout
06-16 15:33	SOL	Buy	73.9221→73.183	-2.75	timeout
06-16 14:24	SOL	Buy	73.506→73.098	-1.65	timeout
06-16 13:26	SOL	Buy	73.8621→74.1609	+0.74	timeout
06-16 02:27	SOL	Buy	74.9572→73.0935	-6.44	stop_loss
06-15 22:23	SOL	Buy	75.9994→74.1158	-6.43	stop_loss
06-15 15:46	SOL	Buy	71.6217→74.7778	+10.78	take_profit
06-15 15:38	SOL	Buy	71.2247→74.3388	+10.70	take_profit
06-15 13:20	SOL	Buy	70.8986→74.0019	+10.71	take_profit
06-15 13:16	SOL	Buy	70.6596→73.7469	+10.69	take_profit
06-15 13:08	SOL	Buy	70.1215→73.185	+10.69	take_profit
06-15 00:00	SOL	Buy	68.3853→71.3783	+10.73	take_profit
06-14 23:52	SOL	Buy	68.2322→71.2163	+10.73	take_profit
06-14 23:27	SOL	Buy	67.7872→70.7494	+10.72	take_profit
06-14 22:44	SOL	Buy	67.6761→70.6394	+10.74	take_profit
06-14 21:40	SOL	Buy	67.4161→70.3694	+10.74	take_profit
06-14 18:53	SOL	Buy	68.0862→67.4009	-2.63	timeout
06-14 13:43	SOL	Buy	68.1712→67.7378	-1.74	timeout
06-14 12:38	SOL	Buy	67.8192→67.7348	-0.44	timeout
06-14 11:35	SOL	Buy	67.8672→68.2698	+1.34	timeout
06-14 10:32	SOL	Buy	67.4451→68.3757	+3.23	timeout
06-13 18:29	SOL	Buy	67.1751→68.2288	+3.76	timeout
06-13 13:06	SOL	Buy	66.768→67.8838	+4.00	timeout
06-13 12:03	SOL	Buy	66.914→67.8078	+3.15	timeout
06-13 11:02	SOL	Buy	66.822→67.3639	+1.83	timeout
06-13 09:56	SOL	Buy	67.2481→67.3219	+0.09	timeout
06-12 18:23	SOL	Buy	66.797→67.0239	+0.72	timeout
06-12 13:01	SOL	Buy	65.1618→66.727	+5.71	timeout
06-12 11:56	SOL	Buy	65.8689→66.937	+3.77	timeout
06-12 10:50	SOL	Buy	65.4898→66.845	+4.90	timeout
06-12 09:45	SOL	Buy	65.3778→67.2009	+6.74	timeout
06-11 17:32	SOL	Buy	63.7656→66.558	+10.65	take_profit
06-11 11:51	SOL	Buy	62.8734→65.6262	+10.68	take_profit
06-11 11:22	SOL	Buy	63.4315→65.4192	+7.53	timeout
06-11 10:20	SOL	Buy	63.2935→65.2952	+7.61	timeout
06-11 09:17	SOL	Buy	63.3985→65.0782	+6.32	timeout
06-10 21:50	SOL	Buy	64.1476→62.5573	-6.36	stop_loss
06-10 16:40	SOL	Buy	63.5105→64.9413	+5.46	timeout
06-09 16:15	SOL	Buy	65.5108→63.8865	-6.36	stop_loss
06-09 16:04	SOL	Buy	65.7419→64.1123	-6.36	stop_loss
06-09 14:46	SOL	Buy	65.9809→64.3402	-6.43	stop_loss
06-09 14:46	SOL	Buy	66.0489→64.4121	-6.41	stop_loss
06-09 14:16	SOL	Buy	66.767→65.1097	-6.41	stop_loss
06-09 09:54	SOL	Buy	66.2139→66.0831	-0.65	timeout
06-09 02:24	SOL	Buy	66.367→65.7001	-2.59	timeout
06-09 01:23	SOL	Buy	65.9419→65.8381	-0.47	timeout
06-09 00:18	SOL	Buy	66.1899→66.711	+1.90	timeout
06-08 23:16	SOL	Buy	65.9909→67.1619	+4.28	timeout
06-08 09:38	SOL	Buy	65.1188→66.0461	+3.47	timeout
06-07 22:15	SOL	Buy	64.9427→67.7808	+10.87	take_profit
06-07 22:15	SOL	Buy	64.7677→67.6279	+10.97	take_profit
06-07 22:15	SOL	Buy	64.6797→67.5089	+10.89	take_profit
06-07 22:14	SOL	Buy	64.2026→67.0599	+11.09	take_profit
06-07 06:36	SOL	Buy	62.1603→64.8813	+10.80	take_profit
06-07 06:36	SOL	Buy	62.1773→64.8943	+10.79	take_profit
06-07 06:29	SOL	Buy	62.0883→64.8013	+10.77	take_profit
06-07 05:13	SOL	Buy	61.6402→64.3343	+10.75	take_profit
06-07 05:13	SOL	Buy	61.6312→64.3343	+10.79	take_profit
06-06 15:19	SOL	Buy	62.7884→61.2262	-6.44	stop_loss
06-06 10:36	SOL	Buy	62.7594→61.1942	-6.42	stop_loss
06-05 23:33	SOL	Buy	64.2806→62.6792	-6.45	stop_loss
06-05 20:50	SOL	Buy	62.0093→64.7303	+10.75	take_profit
06-05 19:05	SOL	Buy	63.8596→62.2765	-6.42	stop_loss
06-05 18:52	SOL	Buy	64.6147→62.989	-6.51	stop_loss
06-05 18:36	SOL	Buy	65.3298→63.7106	-6.42	stop_loss
06-05 18:26	SOL	Buy	65.7839→64.1493	-6.44	stop_loss
06-05 16:11	SOL	Buy	64.9847→63.3668	-6.45	stop_loss
06-05 16:11	SOL	Buy	65.0057→63.3828	-6.46	stop_loss
06-05 15:47	SOL	Buy	65.4938→63.8705	-6.40	stop_loss
06-05 13:58	SOL	Buy	65.9699→64.3282	-6.42	stop_loss

Paper vs Live

Paper (trades.jsonl)

128

closed

45%

win rate

+72.45

total pnl ($)

+21.7 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 ($)
SOL	128	45%	+21.7	+72.45

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 18:49	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…