deribit_basis_fear_contango_short · strategy

100

closed trades

49%

win rate

+128.08

total pnl ($)

1.532

weight

7d window — n=27 wr=44% pnl=+54.08 · 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 14:19	BTC	Sell	60044→59827	+1.38	timeout
06-26 09:14	BTC	Sell	59912→60128	-2.28	timeout
06-26 04:11	BTC	Sell	59514→59972	-4.32	timeout
06-25 23:18	BTC	Sell	61268.9→60014	+9.81	timeout
06-25 13:59	BTC	Sell	61758.9→58052.9	+29.54	take_profit
06-25 13:07	BTC	Sell	60747→61211.1	-4.27	timeout
06-25 07:58	BTC	Sell	61056.9→61887.1	-7.26	timeout
06-25 02:56	BTC	Sell	59806→60742	-8.28	timeout
06-24 17:47	BTC	Sell	62867.9→59097	+29.50	take_profit
06-24 16:45	BTC	Sell	62714.9→60187	+19.62	timeout
06-24 11:43	BTC	Sell	62927.9→62693.1	+1.42	timeout
06-24 05:45	BTC	Sell	62255.9→62883.1	-5.46	timeout
06-24 00:40	BTC	Sell	62527.9→62968.1	-3.98	timeout
06-23 19:35	BTC	Sell	62444.9→62374.1	+0.12	timeout
06-23 14:40	BTC	Sell	63817.8→62535.1	+9.57	timeout
06-23 09:21	BTC	Sell	63933.8→62439.1	+11.15	timeout
06-23 01:57	BTC	Sell	64755.8→64113.2	+4.50	timeout
06-22 20:04	BTC	Sell	64173.8→64623.2	-3.93	timeout
06-22 15:01	BTC	Sell	64085.8→64988.2	-7.45	timeout
06-22 09:57	BTC	Sell	63289.8→64102.2	-6.83	timeout
06-22 04:56	BTC	Sell	64142.8→64055.2	+0.24	timeout
06-21 22:29	BTC	Sell	63972.8→63687.2	+1.78	timeout
06-21 17:24	BTC	Sell	64181.8→64123.2	-0.02	timeout
06-21 07:24	BTC	Sell	63919.8→64188.2	-2.55	timeout
06-21 02:00	BTC	Sell	64053.8→64217.2	-1.70	timeout
06-20 15:25	BTC	Sell	63700.8→64192.2	-4.28	timeout
06-20 08:38	BTC	Sell	63213.8→63403.2	-1.90	timeout
06-19 15:44	BTC	Sell	62610.9→63244.2	-5.54	timeout
06-19 10:40	BTC	Sell	63000.8→62402.1	+4.27	timeout
06-19 05:38	BTC	Sell	62823.9→62594.1	+1.35	timeout
06-19 00:47	BTC	Sell	63897.8→63049.2	+6.16	timeout
06-18 19:34	BTC	Sell	64263.8→62817.1	+10.72	timeout
06-18 14:28	BTC	Sell	63915.8→63886.2	-0.22	timeout
06-18 09:24	BTC	Sell	64427.8→64404.2	-0.25	timeout
06-18 04:26	BTC	Sell	65409.7→63983.2	+10.46	timeout
06-17 23:21	BTC	Sell	65009.7→64422.2	+4.07	timeout
06-17 18:12	BTC	Sell	65377.7→65347.3	-0.17	timeout
06-17 13:10	BTC	Sell	65801.7→64972.2	+5.88	timeout
06-17 08:07	BTC	Sell	65734.7→65449.3	+1.70	timeout
06-17 03:09	BTC	Sell	65750.7→65851.3	-1.21	timeout
06-16 22:05	BTC	Sell	66386.7→65732.3	+4.52	timeout
06-16 17:00	BTC	Sell	66397.7→65770.3	+4.32	timeout
06-16 01:50	BTC	Sell	67169.6→66361.3	+5.56	timeout
06-15 20:45	BTC	Sell	65735.7→66523.3	-6.41	timeout
06-15 15:44	BTC	Sell	65702.7→66880.3	-9.42	timeout
06-15 10:29	BTC	Sell	65719.7→65702.3	-0.32	timeout
06-15 05:28	BTC	Sell	63781.8→65813.3	-16.37	timeout
06-15 00:25	BTC	Sell	64239.8→65684.3	-11.69	timeout
06-14 19:17	BTC	Sell	64370.8→63834.2	+3.75	timeout
06-14 14:13	BTC	Sell	64477.8→64255.2	+1.28	timeout
06-14 09:08	BTC	Sell	64425.8→64436.2	-0.51	timeout
06-14 04:05	BTC	Sell	64010.8→64505.2	-4.33	timeout
06-13 22:46	BTC	Sell	63995.8→64496.2	-4.35	timeout
06-13 17:43	BTC	Sell	63792.8→64091.2	-2.78	timeout
06-13 11:46	BTC	Sell	63777.8→63881.2	-1.22	timeout
06-13 05:38	BTC	Sell	63732.8→63522.2	+1.20	timeout
06-12 18:50	BTC	Sell	63385.8→63809.2	-3.78	timeout
06-12 13:42	BTC	Sell	63443.8→63109.2	+2.22	timeout
06-12 08:37	BTC	Sell	63532.8→63401.2	+0.62	timeout
06-12 03:34	BTC	Sell	63183.8→63440.2	-2.44	timeout
06-11 21:59	BTC	Sell	63080.8→63452.2	-3.33	timeout
06-11 16:49	BTC	Sell	62787.9→62599.1	+1.09	timeout
06-11 10:08	BTC	Sell	61591.9→62943.1	-11.36	timeout
06-11 04:36	BTC	Sell	61814.9→62554.1	-6.37	timeout
06-10 23:35	BTC	Sell	61847.9→61511.1	+2.27	timeout
06-10 18:15	BTC	Sell	61602.9→61966.1	-3.38	timeout
06-10 03:50	BTC	Sell	61660.9→62023.1	-3.44	timeout
06-09 22:45	BTC	Sell	62485.9→62023.1	+3.20	timeout
06-09 17:44	BTC	Sell	63165.8→61742.1	+10.85	timeout
06-09 02:35	BTC	Sell	63641.8→62666.1	+7.21	timeout
06-08 21:30	BTC	Sell	63587.8→63650.2	-0.92	timeout
06-08 16:26	BTC	Sell	63009.8→64013.2	-8.37	timeout
06-08 10:47	BTC	Sell	63584.8→63123.2	+3.18	timeout
06-07 22:15	BTC	Sell	61882.9→64088.2	-18.27	stop_loss
06-07 22:14	BTC	Sell	61161.9→63342.8	-18.28	stop_loss
06-07 19:44	BTC	Sell	62504.9→61175.1	+10.16	timeout
06-07 14:55	BTC	Sell	61816.9→61874.1	-0.91	timeout
06-07 09:41	BTC	Sell	60883→62503.1	-13.77	timeout
06-07 04:37	BTC	Sell	60547→61642.1	-9.50	timeout
06-06 23:34	BTC	Sell	60750→60712	-0.17	timeout
06-06 08:17	BTC	Sell	61514.9→61122.1	+2.78	timeout
06-06 01:36	BTC	Sell	60503→61198.1	-6.19	timeout
06-05 20:43	BTC	Sell	62435.9→61201.1	+9.44	timeout
06-05 15:44	BTC	Sell	62868.9→60302	+19.95	timeout
06-05 10:42	BTC	Sell	63699.8→62402.1	+9.75	timeout
06-05 05:33	BTC	Sell	63927.8→63451.2	+3.25	timeout
06-05 00:01	BTC	Sell	64216.8→63782.2	+2.91	timeout
06-04 17:34	BTC	Sell	63725.8→63047.2	+4.91	timeout
06-04 13:52	BTC	Sell	64322.8→63816.2	+3.46	timeout
06-04 02:04	BTC	Sell	65259.7→61350.1	+29.50	take_profit
06-04 01:58	BTC	Sell	66060.7→62103.1	+29.50	take_profit
06-03 21:58	BTC	Sell	67035.6→65719.3	+9.37	timeout
06-03 14:42	BTC	Sell	66356.7→66842.3	-4.09	timeout
06-03 10:19	BTC	Sell	67053.6→67187.4	-1.39	timeout
06-03 03:40	BTC	Sell	67585.6→66047.3	+10.93	timeout
06-02 20:37	BTC	Sell	69440.5→67281.4	+15.08	timeout
06-02 11:47	BTC	Sell	70783.5→69485.5	+8.78	timeout
05-30 14:56	BTC	Sell	73328.3→73896.7	-4.26	timeout
05-29 22:57	BTC	Sell	73257.3→73461.7	-1.83	timeout
05-29 17:50	BTC	Sell	73366.3→74009.7	-4.79	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

49%

win rate

+128.08

total pnl ($)

+25.5 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	100	49%	+25.5	+128.08

Recent bounces (last 20 of 4)

time	sym	side	reason
06-26 19:50	BTC	Sell	stale_intent
06-24 17:11	BTC	Sell	below_min_notional_skip
06-24 12:10	BTC	Sell	below_min_notional_skip
06-24 06:58	BTC	Sell	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…