deribit_basis_fear_contrarian_long_v6 · strategy

104

closed trades

46%

win rate

-292.16

total pnl ($)

0.431

weight

7d window — n=21 wr=33% pnl=-128.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:14	BTC	Buy	59954→60031	+0.16	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.41	timeout
06-27 02:51	BTC	Buy	58674.9→60281	+13.24	timeout
06-26 18:12	BTC	Buy	59468→60110	+4.84	timeout
06-26 17:11	BTC	Buy	59398→60223	+6.41	timeout
06-26 15:06	BTC	Buy	59222→59621	+2.87	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59603→58136	-12.68	stop_loss
06-25 13:58	BTC	Buy	59646→58176	-12.70	stop_loss
06-25 13:57	BTC	Buy	59791→58300.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60482→58994.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60667→59167.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60963→59459.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61168.1→59664.2	-12.72	stop_loss
06-24 15:37	BTC	Buy	62149.1→60620.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62421.1→60883.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62622.1→61079.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67108.4→65457	-12.83	stop_loss
06-16 13:45	BTC	Buy	66503.3→66086.7	-3.67	timeout
06-16 12:40	BTC	Buy	66331.3→66552.7	+1.14	timeout
06-16 11:33	BTC	Buy	66207.3→66394.7	+0.90	timeout
06-15 14:18	BTC	Buy	64239.2→66470.7	+16.93	timeout
06-15 13:13	BTC	Buy	64319.2→66607.7	+17.36	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	64453.2→65882.7	+10.64	timeout
06-14 19:09	BTC	Buy	64176.2→63749.8	-3.85	timeout
06-14 13:59	BTC	Buy	64088.2→64278.8	+1.04	timeout
06-14 12:55	BTC	Buy	64087.2→64277.8	+1.04	timeout
06-14 11:52	BTC	Buy	63895.2→64595.8	+5.04	timeout
06-14 10:48	BTC	Buy	63857.2→64529.8	+4.80	timeout
06-13 18:26	BTC	Buy	63740.2→64129.8	+2.59	timeout
06-13 13:06	BTC	Buy	63403.2→64124.8	+5.17	timeout
06-13 12:01	BTC	Buy	63706.2→63921.8	+1.16	timeout
06-13 11:01	BTC	Buy	63692.2→63838.8	+0.60	timeout
06-13 09:55	BTC	Buy	63755.2→63728.8	-0.73	timeout
06-12 17:39	BTC	Buy	63160.2→63808.8	+4.67	timeout
06-12 12:22	BTC	Buy	62759.1→63558.8	+5.85	timeout
06-12 11:11	BTC	Buy	63160.2→63723.8	+3.94	timeout
06-12 10:09	BTC	Buy	62893.1→63714.8	+5.98	timeout
06-12 09:09	BTC	Buy	62831.1→63453.8	+4.44	timeout
06-11 17:21	BTC	Buy	62098.1→62348.9	+1.50	timeout
06-11 11:22	BTC	Buy	61155.1→63138.8	+15.63	timeout
06-11 10:20	BTC	Buy	61165.1→62796.9	+12.75	timeout
06-11 09:17	BTC	Buy	61072.1→62763.9	+13.28	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.42	timeout
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.77	stop_loss
06-09 14:19	BTC	Buy	63283.2→61726	-12.76	stop_loss
06-09 14:11	BTC	Buy	63548.2→61983.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.77	stop_loss
06-09 13:19	BTC	Buy	63901.2→62325.7	-12.76	stop_loss
06-09 06:49	BTC	Buy	62923.1→63343.8	+2.84	timeout
06-09 00:49	BTC	Buy	63991.2→62417.7	-12.75	stop_loss
06-08 18:07	BTC	Buy	62172.1→63604.8	+10.99	timeout
06-08 16:05	BTC	Buy	62005.1→63830.8	+14.15	timeout
06-08 15:01	BTC	Buy	61833.1→64000.8	+17.04	timeout
06-08 13:59	BTC	Buy	61719.1→63767.8	+16.10	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 16:59	BTC	Buy	60733→62046.9	+10.35	timeout
06-07 15:46	BTC	Buy	60889→62018.9	+8.80	timeout
06-07 14:42	BTC	Buy	60936→62013.9	+8.38	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	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 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62787.1→61217.3	-12.89	stop_loss
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63650.2→62080.8	-12.73	stop_loss
06-05 03:11	BTC	Buy	63846.2→62271.7	-12.75	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63248.8	+3.39	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66737.3→65094.2	-12.81	stop_loss
06-03 19:53	BTC	Buy	67069.4→65409	-12.85	stop_loss
06-03 19:53	BTC	Buy	67073.4→65409	-12.89	stop_loss

Paper vs Live

Paper (trades.jsonl)

104

closed

46%

win rate

-292.16

total pnl ($)

-55.8 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	104	46%	-55.8	-292.16

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…