deribit_basis_fear_contrarian_long_gated · strategy

148

closed trades

40%

win rate

-545.93

total pnl ($)

0.250

weight

7d window — n=37 wr=38% pnl=-174.69 · 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 13:00	BTC	Buy	59789→58311.9	-12.79	stop_loss
06-30 04:15	BTC	Buy	59883→59506	-3.53	timeout
06-30 03:01	BTC	Buy	59792→59912	+0.62	timeout
06-30 00:57	BTC	Buy	59541→59805	+1.82	timeout
06-29 23:40	BTC	Buy	59759→60225	+3.47	timeout
06-29 13:20	BTC	Buy	60067→60216	+0.67	timeout
06-28 22:53	BTC	Buy	60370→58873.6	-12.85	stop_loss
06-28 20:54	BTC	Buy	60252→59630	-5.60	timeout
06-28 19:53	BTC	Buy	60173→59339	-7.36	timeout
06-28 18:49	BTC	Buy	60506→59476	-8.94	timeout
06-28 08:54	BTC	Buy	60477→60365	-1.38	timeout
06-28 07:47	BTC	Buy	60470→60215	-2.57	timeout
06-27 20:20	BTC	Buy	59759→60243	+3.66	timeout
06-27 19:17	BTC	Buy	59944→60538	+4.54	timeout
06-27 15:43	BTC	Buy	60436→60765	+2.29	timeout
06-26 18:33	BTC	Buy	59533→59793	+1.64	timeout
06-26 17:31	BTC	Buy	59545→60174	+4.72	timeout
06-26 16:29	BTC	Buy	59705→60007	+1.99	timeout
06-26 15:28	BTC	Buy	59227→60125	+7.08	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.69	stop_loss
06-25 13:58	BTC	Buy	59624→58156	-12.70	stop_loss
06-25 13:55	BTC	Buy	59853→58379.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60465→58963.6	-12.81	stop_loss
06-25 13:48	BTC	Buy	60766→59265.4	-12.76	stop_loss
06-24 17:44	BTC	Buy	60737→59243.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61331.1→59817.1	-12.77	stop_loss
06-24 14:19	BTC	Buy	62514.1→60966.5	-12.83	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62689.1→61142.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62769.1→61221.3	-12.78	stop_loss
06-24 13:47	BTC	Buy	62822.1→61276.3	-12.75	stop_loss
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-2.61	timeout
06-24 06:42	BTC	Buy	62931.1→62812.9	-1.44	timeout
06-24 05:44	BTC	Buy	63421.2→62917.9	-4.48	timeout
06-23 07:02	BTC	Buy	63972.2→62912.9	-8.76	timeout
06-23 06:21	BTC	Buy	64115.2→62537.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64154.2→62564.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64247.2→62662.5	-12.81	stop_loss
06-23 04:59	BTC	Buy	64070.2→63591.8	-4.20	timeout
06-22 09:30	BTC	Buy	64050.2→64086.8	-0.25	timeout
06-22 08:28	BTC	Buy	64024.2→64206.8	+0.90	timeout
06-22 07:23	BTC	Buy	64196.2→64221.8	-0.28	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 03:43	BTC	Buy	64387.2→64166.8	-2.23	timeout
06-21 06:57	BTC	Buy	63730.2→64263.8	+3.74	timeout
06-21 05:55	BTC	Buy	63642.2→64217.8	+4.07	timeout
06-21 04:52	BTC	Buy	63558.2→64322.8	+5.58	timeout
06-21 03:47	BTC	Buy	63440.2→64392.8	+7.06	timeout
06-21 02:04	BTC	Buy	63495.2→64226.8	+5.27	timeout
06-20 02:45	BTC	Buy	62906.1→63371.8	+3.26	timeout
06-20 01:40	BTC	Buy	62866.1→63566.8	+5.12	timeout
06-20 00:33	BTC	Buy	63010.2→63615.8	+4.32	timeout
06-19 21:31	BTC	Buy	62943.1→63129.8	+0.98	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:55	BTC	Buy	63974.2→62400.7	-12.69	stop_loss
06-18 15:40	BTC	Buy	64187.2→62603.6	-12.46	stop_loss
06-18 10:18	BTC	Buy	64930.2→63952.8	-8.08	timeout
06-18 09:16	BTC	Buy	64964.2→64418.8	-4.70	timeout
06-17 19:41	BTC	Buy	65611.3→64217.8	-11.10	timeout
06-17 19:29	BTC	Buy	65902.3→64247.6	-13.01	stop_loss
06-17 18:40	BTC	Buy	65820.3→65552.7	-2.58	timeout
06-17 16:33	BTC	Buy	65716.3→66048.7	+2.10	timeout
06-17 08:39	BTC	Buy	66544.3→64901.3	-12.81	stop_loss
06-17 08:35	BTC	Buy	66726.3→65085.2	-12.74	stop_loss
06-16 19:23	BTC	Buy	66531.3→65684.7	-6.90	timeout
06-16 18:02	BTC	Buy	66803.3→66150.7	-5.42	timeout
06-16 15:40	BTC	Buy	66767.3→65844.7	-7.43	timeout
06-16 12:03	BTC	Buy	66182.3→66392.7	+1.05	timeout
06-16 08:08	BTC	Buy	65678.3→66332.7	+4.59	timeout
06-15 13:36	BTC	Buy	64245.2→66799.7	+19.45	timeout
06-15 13:18	BTC	Buy	63960.2→66769.7	+21.53	take_profit
06-15 12:31	BTC	Buy	64445.2→66243.7	+13.52	timeout
06-15 11:06	BTC	Buy	64439.2→65952.7	+11.29	timeout
06-15 07:01	BTC	Buy	64261.2→65702.7	+10.75	timeout
06-14 12:45	BTC	Buy	63995.2→64297.8	+1.92	timeout
06-14 09:10	BTC	Buy	63783.2→64429.8	+4.57	timeout
06-14 08:07	BTC	Buy	63756.2→64383.8	+4.40	timeout
06-14 04:49	BTC	Buy	63619.2→64347.8	+5.32	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 10:42	BTC	Buy	63636.2→63791.8	+0.68	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 17:36	BTC	Buy	63129.2→63794.8	+4.80	timeout
06-12 15:25	BTC	Buy	62705.1→64262.8	+11.89	timeout
06-12 13:59	BTC	Buy	63041.2→63212.8	+0.84	timeout
06-12 10:05	BTC	Buy	62850.1→63656.8	+5.87	timeout
06-11 12:09	BTC	Buy	61052.1→63000.8	+15.39	timeout
06-10 19:00	BTC	Buy	61734.1→61849.9	+0.43	timeout
06-10 16:20	BTC	Buy	60917→62305.9	+10.90	timeout
06-10 15:19	BTC	Buy	61547.1→61971.9	+2.95	timeout
06-10 14:21	BTC	Buy	61658.1→61900.9	+1.49	timeout
06-09 16:39	BTC	Buy	62318.1→60784.6	-12.77	stop_loss
06-09 14:46	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-09 14:29	BTC	Buy	63046.2→61492.2	-12.78	stop_loss
06-09 14:21	BTC	Buy	63169.2→61613.1	-12.77	stop_loss
06-09 13:28	BTC	Buy	63574.2→62293.9	-10.49	timeout
06-09 12:25	BTC	Buy	62964.1→62714.9	-2.37	timeout
06-09 05:22	BTC	Buy	62640.1→63311.8	+4.90	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

40%

win rate

-545.93

total pnl ($)

-73.5 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	148	40%	-73.5	-545.93

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…