deribit_basis_fear_buy_long · strategy

106

closed trades

45%

win rate

-255.79

total pnl ($)

0.266

weight

7d window — n=25 wr=32% pnl=-137.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:59	BTC	Buy	60147→59712	-4.10	timeout
06-29 01:56	BTC	Buy	60195→59494	-6.30	timeout
06-28 19:41	BTC	Buy	60145→59405	-6.58	timeout
06-28 18:39	BTC	Buy	60531→59565	-8.40	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-28 00:08	BTC	Buy	60105→60091	-0.50	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 15:19	BTC	Buy	59928→60733	+6.28	timeout
06-26 18:03	BTC	Buy	59611→59979	+2.55	timeout
06-26 17:01	BTC	Buy	59297→60042	+5.73	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.83	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:06	BTC	Buy	58998.9→59847	+6.69	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.72	stop_loss
06-25 13:58	BTC	Buy	59668→58199	-12.70	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-12.95	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60934→59434.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62458.1→60891.5	-12.99	stop_loss
06-24 14:17	BTC	Buy	62599.1→61058.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62770.1→61219.3	-12.80	stop_loss
06-24 13:46	BTC	Buy	62860.1→61311.3	-12.77	stop_loss
06-24 08:22	BTC	Buy	62428.1→62636.9	+1.13	timeout
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67149.4→65497	-12.83	stop_loss
06-16 13:43	BTC	Buy	66487.3→66067.7	-3.69	timeout
06-16 12:40	BTC	Buy	66308.3→66585.7	+1.56	timeout
06-16 11:34	BTC	Buy	66219.3→66394.7	+0.81	timeout
06-15 13:22	BTC	Buy	64057.2→66869.7	+21.52	take_profit
06-15 13:13	BTC	Buy	64321.2→66622.7	+17.46	timeout
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.51	take_profit
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 19:09	BTC	Buy	64144.2→63749.8	-3.60	timeout
06-14 14:55	BTC	Buy	64198.2→63891.8	-2.85	timeout
06-14 12:49	BTC	Buy	64068.2→64298.8	+1.36	timeout
06-14 11:46	BTC	Buy	63881.2→64577.8	+5.01	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-13 18:34	BTC	Buy	63739.2→64165.8	+2.88	timeout
06-13 14:11	BTC	Buy	63389.2→64145.8	+5.47	timeout
06-13 12:22	BTC	Buy	63557.2→63905.8	+2.22	timeout
06-13 11:15	BTC	Buy	63820.2→63923.8	+0.27	timeout
06-13 10:02	BTC	Buy	63710.2→63721.8	-0.44	timeout
06-12 17:46	BTC	Buy	63294.2→63823.8	+3.73	timeout
06-12 12:21	BTC	Buy	62869.1→63556.8	+4.94	timeout
06-12 11:16	BTC	Buy	63149.2→63794.8	+4.58	timeout
06-12 10:11	BTC	Buy	62881.1→63719.8	+6.12	timeout
06-12 09:10	BTC	Buy	62853.1→63465.8	+4.35	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 11:22	BTC	Buy	61151.1→63116.8	+15.49	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.02	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:11	BTC	Buy	63535.2→61969.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63753.2→62181.8	-12.76	stop_loss
06-09 13:23	BTC	Buy	63803.2→62233.8	-12.73	stop_loss
06-09 13:23	BTC	Buy	63812.2→62241.7	-12.73	stop_loss
06-09 06:49	BTC	Buy	62938.1→63344.8	+2.73	timeout
06-08 21:15	BTC	Buy	61977.1→63703.8	+13.44	timeout
06-08 17:57	BTC	Buy	62163.1→63468.8	+9.95	timeout
06-08 15:59	BTC	Buy	62048.1→63733.8	+13.00	timeout
06-08 13:56	BTC	Buy	61765.1→63725.8	+15.38	timeout
06-08 06:31	BTC	Buy	62022.1→63016.8	+7.56	timeout
06-07 21:05	BTC	Buy	60711→61677.9	+7.53	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.17	timeout
06-07 15:45	BTC	Buy	60876→62013.9	+8.88	timeout
06-07 13:32	BTC	Buy	60691→61849.9	+9.08	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 20:09	BTC	Buy	60894→60537	-3.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60621.6	-12.82	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63650.2→62080.8	-12.73	stop_loss
06-05 02:42	BTC	Buy	63332.2→62841.9	-4.29	timeout
06-05 01:27	BTC	Buy	62751.1→63272.8	+3.75	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66737.3→65095.2	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

45%

win rate

-255.79

total pnl ($)

-47.9 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	106	45%	-47.9	-255.79

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…