deribit_basis_extreme_fear_threshold_long · strategy

closed trades

47%

win rate

-241.47

total pnl ($)

0.544

weight

7d window — n=16 wr=31% pnl=-111.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:15	BTC	Buy	58847.9→60141	+10.52	timeout
06-26 18:43	BTC	Buy	59425→59708	+1.82	timeout
06-26 17:44	BTC	Buy	59559→60056	+3.63	timeout
06-26 16:42	BTC	Buy	59284→60124	+6.55	timeout
06-26 15:35	BTC	Buy	59294→60160	+6.80	timeout
06-26 02:13	BTC	Buy	60255→58761.7	-12.83	stop_loss
06-25 13:59	BTC	Buy	59475→58010.1	-12.70	stop_loss
06-25 13:59	BTC	Buy	59530→58062	-12.71	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60270→58778.7	-12.76	stop_loss
06-25 13:46	BTC	Buy	61069.1→59567.2	-12.71	stop_loss
06-24 17:47	BTC	Buy	60620→59129.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61192.1→59667.2	-12.89	stop_loss
06-24 15:45	BTC	Buy	61996.1→60470.7	-12.75	stop_loss
06-24 13:57	BTC	Buy	62754.1→61208.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62782.1→61232.3	-12.79	stop_loss
06-17 22:03	BTC	Buy	65451.3→63840.9	-12.75	stop_loss
06-16 14:24	BTC	Buy	66462.3→65562.7	-7.30	timeout
06-16 13:26	BTC	Buy	66911.3→66063.7	-6.86	timeout
06-16 12:21	BTC	Buy	66189.3→66631.7	+2.80	timeout
06-16 11:16	BTC	Buy	65997.3→66537.7	+3.58	timeout
06-16 10:11	BTC	Buy	65698.3→66541.7	+5.96	timeout
06-15 12:50	BTC	Buy	63751.2→66551.7	+21.53	take_profit
06-15 12:48	BTC	Buy	64285.2→66447.7	+16.39	timeout
06-15 11:43	BTC	Buy	64597.2→66179.7	+11.80	timeout
06-15 10:42	BTC	Buy	64592.2→65721.7	+8.29	timeout
06-15 09:38	BTC	Buy	64441.2→65541.7	+8.11	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 12:38	BTC	Buy	63998.2→64310.8	+2.00	timeout
06-14 11:34	BTC	Buy	63903.2→64581.8	+4.86	timeout
06-14 10:31	BTC	Buy	63758.2→64571.8	+5.90	timeout
06-14 09:27	BTC	Buy	63790.2→64316.8	+3.62	timeout
06-13 18:36	BTC	Buy	63737.2→64193.8	+3.12	timeout
06-13 12:04	BTC	Buy	63670.2→63939.8	+1.59	timeout
06-13 11:04	BTC	Buy	63829.2→63828.8	-0.55	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-13 08:54	BTC	Buy	63431.2→63784.8	+2.26	timeout
06-12 18:20	BTC	Buy	63547.2→63664.8	+0.47	timeout
06-12 11:54	BTC	Buy	63144.2→63800.8	+4.67	timeout
06-12 10:50	BTC	Buy	62935.1→63678.8	+5.38	timeout
06-12 09:45	BTC	Buy	62895.1→63836.8	+6.95	timeout
06-12 08:44	BTC	Buy	62829.1→63342.8	+3.55	timeout
06-11 17:22	BTC	Buy	62077.1→62357.9	+1.75	timeout
06-11 11:22	BTC	Buy	61223.1→63129.8	+14.99	timeout
06-11 10:19	BTC	Buy	61171.1→62789.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62761.9	+13.42	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.01	timeout
06-09 14:46	BTC	Buy	62775.1→61226.3	-12.80	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:16	BTC	Buy	63473.2→61911.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63535.2→61970.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63751.2→62182.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62926.1→63345.8	+2.83	timeout
06-09 00:48	BTC	Buy	64002.2→62425.6	-12.78	stop_loss
06-08 17:53	BTC	Buy	62127.1→63480.8	+10.34	timeout
06-08 16:54	BTC	Buy	62173.1→63538.8	+10.44	timeout
06-08 14:51	BTC	Buy	61891.1→63862.8	+15.44	timeout
06-08 13:51	BTC	Buy	61798.1→63658.8	+14.56	timeout
06-08 06:31	BTC	Buy	62013.1→63024.8	+7.70	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 15:52	BTC	Buy	60782→62104.9	+10.42	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60828→59332.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:24	BTC	Buy	62652.1→61107.4	-12.77	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.75	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-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	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	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
06-03 20:45	BTC	Buy	66721.3→65060.2	-12.95	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67047.4→65397	-12.78	stop_loss
06-03 19:54	BTC	Buy	67049.4→65397	-12.81	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67292.4→65634.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67420.4→65761.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-241.47

total pnl ($)

-49.3 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	97	47%	-49.3	-241.47

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…