deribit_basis_extreme_fear_long_v5 · strategy

154

closed trades

43%

win rate

-502.27

total pnl ($)

0.410

weight

7d window — n=31 wr=48% pnl=-114.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:08	BTC	Buy	59978→59507	-4.36	timeout
06-30 01:07	BTC	Buy	59585→59769	+1.16	timeout
06-28 22:11	BTC	Buy	60119→59595	-4.83	timeout
06-28 21:09	BTC	Buy	60331→59662	-6.00	timeout
06-28 19:04	BTC	Buy	60566→59433	-9.79	timeout
06-28 18:00	BTC	Buy	60502→59569	-8.14	timeout
06-28 16:56	BTC	Buy	60789→59649	-9.80	timeout
06-27 21:40	BTC	Buy	59906→60250	+2.49	timeout
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
06-27 15:25	BTC	Buy	60172→60737	+4.25	timeout
06-26 20:25	BTC	Buy	59625→59740	+0.42	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
06-26 14:21	BTC	Buy	59452→60002	+4.12	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
06-25 13:54	BTC	Buy	60162→58680.7	-12.68	stop_loss
06-25 13:48	BTC	Buy	61054.1→59552.2	-12.69	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→61232.3	-12.76	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
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
06-24 06:45	BTC	Buy	62891.1→62715.9	-1.89	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
06-23 06:08	BTC	Buy	64718.2→63121.3	-12.81	stop_loss
06-23 05:19	BTC	Buy	65089.3→63488.1	-12.77	stop_loss
06-22 21:28	BTC	Buy	63693.2→64285.8	+4.19	timeout
06-22 08:30	BTC	Buy	64029.2→64139.8	+0.36	timeout
06-22 07:25	BTC	Buy	64169.2→64217.8	-0.10	timeout
06-22 06:11	BTC	Buy	64183.2→64215.8	-0.21	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 05:55	BTC	Buy	63651.2→64213.8	+3.97	timeout
06-21 04:55	BTC	Buy	63543.2→64292.8	+5.46	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
06-20 01:38	BTC	Buy	62885.1→63566.8	+4.96	timeout
06-20 00:32	BTC	Buy	63014.2→63616.8	+4.30	timeout
06-19 21:30	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-19 15:55	BTC	Buy	62503.1→63212.8	+5.26	timeout
06-18 15:55	BTC	Buy	63994.2→62420.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64083.2→62506.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64129.2→62548.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64453.2→62865.4	-12.47	stop_loss
06-18 15:05	BTC	Buy	65109.3→63508.1	-12.72	stop_loss
06-18 11:11	BTC	Buy	64639.2→63992.8	-5.52	timeout
06-18 09:22	BTC	Buy	64920.2→64423.8	-4.35	timeout
06-17 22:03	BTC	Buy	65472.3→63849.9	-12.84	stop_loss
06-17 18:35	BTC	Buy	65898.3→65303.7	-5.07	timeout
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.41	timeout
06-17 08:39	BTC	Buy	66562.3→64922.3	-12.77	stop_loss
06-17 08:20	BTC	Buy	66818.3→65173.1	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 18:05	BTC	Buy	66788.3→66091.7	-5.74	timeout
06-16 15:42	BTC	Buy	66848.3→65851.7	-7.98	timeout
06-16 09:17	BTC	Buy	65692.3→66662.7	+6.95	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-16 05:49	BTC	Buy	65753.3→66035.7	+1.75	timeout
06-15 12:25	BTC	Buy	64479.2→66267.7	+13.43	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-15 08:08	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-15 07:01	BTC	Buy	64260.2→65717.7	+10.88	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 10:20	BTC	Buy	63757.2→64517.8	+5.48	timeout
06-14 08:50	BTC	Buy	63816.2→64446.8	+4.45	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+3.96	timeout
06-14 02:44	BTC	Buy	63609.2→64483.8	+6.45	timeout
06-14 01:46	BTC	Buy	63772.2→64582.8	+5.94	timeout
06-13 09:41	BTC	Buy	63813.2→63787.8	-0.74	timeout
06-13 08:30	BTC	Buy	63467.2→63772.8	+1.86	timeout
06-13 07:26	BTC	Buy	62999.1→63735.8	+5.38	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 10:38	BTC	Buy	62926.1→63702.8	+5.65	timeout
06-12 09:19	BTC	Buy	62834.1→63529.8	+5.00	timeout
06-12 07:53	BTC	Buy	62688.1→62978.9	+1.89	timeout
06-12 06:47	BTC	Buy	62845.1→62952.9	+0.36	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 16:09	BTC	Buy	60970→62427.9	+11.47	timeout
06-10 15:08	BTC	Buy	61561.1→61962.9	+2.77	timeout
06-10 14:07	BTC	Buy	62140.1→62151.9	-0.38	timeout
06-09 14:47	BTC	Buy	62661.1→61119.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63749.2→62179.8	-12.75	stop_loss
06-09 13:33	BTC	Buy	63414.2→62376.9	-8.61	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

43%

win rate

-502.27

total pnl ($)

-65.0 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	154	43%	-65.0	-502.27

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…