deribit_basis_extreme_fear_long_x3485392 · strategy

closed trades

43%

win rate

-240.50

total pnl ($)

0.738

weight

7d window — n=24 wr=38% pnl=-85.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:17	BTC	Buy	59578→60248	+5.10	timeout
06-28 23:50	BTC	Buy	60242→59717	-4.85	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:37	BTC	Buy	60238→60231	-0.51	timeout
06-28 02:27	BTC	Buy	60596→60098	-4.56	timeout
06-27 19:49	BTC	Buy	60476→60184	-2.84	timeout
06-26 23:18	BTC	Buy	59394→59955	+4.26	timeout
06-26 16:24	BTC	Buy	59965→59987	-0.31	timeout
06-26 09:54	BTC	Buy	60012→59624	-3.71	timeout
06-26 03:44	BTC	Buy	59150→59456	+2.15	timeout
06-25 13:48	BTC	Buy	61215.1→59342.3	-15.74	stop_loss
06-25 13:46	BTC	Buy	61672.1→59785.1	-15.71	stop_loss
06-25 10:37	BTC	Buy	60909→61509.9	+4.49	timeout
06-25 04:39	BTC	Buy	60272→60890	+4.69	timeout
06-24 14:19	BTC	Buy	62863.1→60939.5	-15.73	stop_loss
06-24 14:19	BTC	Buy	62859.1→60936.5	-15.66	stop_loss
06-24 10:54	BTC	Buy	62533.1→62486.9	-0.82	timeout
06-24 04:03	BTC	Buy	62417.1→62712.9	+1.89	timeout
06-23 21:58	BTC	Buy	62354.1→62555.9	+1.18	timeout
06-23 17:40	BTC	Buy	63452.2→62563.9	-7.46	timeout
06-23 08:27	BTC	Buy	63923.2→61965.9	-15.67	stop_loss
06-23 03:14	BTC	Buy	65063.3→63977.8	-8.81	timeout
06-22 22:05	BTC	Buy	64157.2→64340.8	+1.00	timeout
06-22 16:12	BTC	Buy	63941.2→64683.8	+5.33	timeout
06-22 09:44	BTC	Buy	63850.2→64090.8	+1.36	timeout
06-22 03:44	BTC	Buy	64272.2→64132.8	-1.54	timeout
06-21 21:35	BTC	Buy	64096.2→63747.8	-3.17	timeout
06-21 15:34	BTC	Buy	64331.2→64163.8	-1.71	timeout
06-21 05:43	BTC	Buy	63854.2→64318.8	+3.13	timeout
06-20 12:40	BTC	Buy	63547.2→63562.8	-0.36	timeout
06-20 06:08	BTC	Buy	63111.2→63642.8	+3.76	timeout
06-19 23:37	BTC	Buy	62597.1→63323.8	+5.37	timeout
06-19 17:38	BTC	Buy	62578.1→63001.8	+2.93	timeout
06-19 11:17	BTC	Buy	62755.1→62453.9	-2.81	timeout
06-19 05:03	BTC	Buy	62538.1→62553.9	-0.30	timeout
06-18 23:30	BTC	Buy	64056.2→62847.9	-9.85	timeout
06-18 17:12	BTC	Buy	63908.2→62393.9	-12.15	timeout
06-18 11:05	BTC	Buy	64310.2→64074.8	-2.32	timeout
06-18 04:11	BTC	Buy	65833.3→63814.9	-15.79	stop_loss
06-17 22:57	BTC	Buy	64768.2→64321.8	-3.89	timeout
06-17 16:58	BTC	Buy	65868.3→65855.7	-0.58	timeout
06-17 10:56	BTC	Buy	65718.3→64776.8	-7.66	timeout
06-17 04:52	BTC	Buy	65720.3→65944.7	+1.24	timeout
06-16 22:49	BTC	Buy	66550.3→65655.7	-7.22	timeout
06-16 16:39	BTC	Buy	65832.3→65794.7	-0.78	timeout
06-16 04:17	BTC	Buy	67160.4→66090.7	-8.39	timeout
06-15 22:13	BTC	Buy	65729.3→66385.7	+4.52	timeout
06-15 16:03	BTC	Buy	65824.3→67122.6	+9.40	timeout
06-15 04:39	BTC	Buy	64129.2→65651.7	+11.41	timeout
06-14 20:41	BTC	Buy	64454.2→64029.8	-3.76	timeout
06-14 14:32	BTC	Buy	64510.2→64063.8	-3.91	timeout
06-14 08:27	BTC	Buy	64226.2→64446.8	+1.26	timeout
06-14 02:14	BTC	Buy	64162.2→64600.8	+2.98	timeout
06-13 20:08	BTC	Buy	63768.2→64226.8	+3.15	timeout
06-13 09:12	BTC	Buy	63572.2→63788.8	+1.20	timeout
06-13 00:20	BTC	Buy	63613.2→63539.8	-1.07	timeout
06-12 17:44	BTC	Buy	63372.2→63784.8	+2.80	timeout
06-12 11:44	BTC	Buy	63615.2→63760.8	+0.66	timeout
06-12 05:43	BTC	Buy	63298.2→63366.8	+0.07	timeout
06-11 04:03	BTC	Buy	62477.1→62616.9	+0.60	timeout
06-10 20:18	BTC	Buy	61596.1→61812.9	+1.28	timeout
06-10 03:10	BTC	Buy	61638.1→62016.9	+2.68	timeout
06-09 14:46	BTC	Buy	63153.2→61217.3	-15.78	stop_loss
06-09 08:26	BTC	Buy	63236.2→62906.9	-3.05	timeout
06-09 02:24	BTC	Buy	63848.2→62655.9	-9.78	timeout
06-08 20:13	BTC	Buy	63132.2→63179.8	-0.09	timeout
06-08 14:08	BTC	Buy	63084.2→63739.8	+4.73	timeout
06-08 07:58	BTC	Buy	61266.1→63290.8	+16.04	timeout
06-08 01:53	BTC	Buy	61804.1→63113.8	+10.11	timeout
06-07 19:49	BTC	Buy	62212.1→61213.9	-8.45	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.90	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 04:32	BTC	Buy	61542.1→59659.2	-15.75	stop_loss
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 13:59	BTC	Buy	62622.1→60706.6	-15.75	stop_loss
06-05 13:49	BTC	Buy	63136.2→61204.3	-15.75	stop_loss
06-05 06:20	BTC	Buy	63614.2→61666.1	-15.74	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 10:49	BTC	Buy	64263.2→62297.7	-15.71	stop_loss
06-04 00:38	BTC	Buy	65223.3→63228.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66925.3→64878.3	-15.76	stop_loss
06-03 16:40	BTC	Buy	66353.3→65872.7	-4.10	timeout
06-03 14:33	BTC	Buy	66659.3→66730.7	+0.06	timeout
06-03 06:46	BTC	Buy	67207.4→67200.6	-0.53	timeout
06-02 15:26	BTC	Buy	69473.5→67347.9	-15.75	stop_loss
06-02 13:47	BTC	Buy	70790.5→68876.6	-13.99	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:50	BTC	Buy	73372.7→73641.3	+1.35	timeout
05-29 02:38	BTC	Buy	72866.6→73421.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-240.50

total pnl ($)

-52.1 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	92	43%	-52.1	-240.50

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…