deribit_basis_fear_extreme_long · strategy

closed trades

51%

win rate

-210.07

total pnl ($)

0.587

weight

7d window — n=24 wr=46% pnl=-86.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:08	BTC	Buy	60446→59531	-8.00	timeout
06-29 23:41	BTC	Buy	59808→60223	+3.03	timeout
06-29 16:48	BTC	Buy	59770→59865	+0.27	timeout
06-29 10:17	BTC	Buy	59578→60248	+5.10	timeout
06-28 23:50	BTC	Buy	60242→59717	-4.85	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:37	BTC	Buy	60238→60231	-0.51	timeout
06-28 02:27	BTC	Buy	60596→60098	-4.56	timeout
06-27 19:49	BTC	Buy	60476→60184	-2.84	timeout
06-27 00:14	BTC	Buy	59457→60092	+4.88	timeout
06-26 17:29	BTC	Buy	59933→60147	+1.28	timeout
06-26 10:52	BTC	Buy	59771→59356	-3.95	timeout
06-26 04:47	BTC	Buy	59268→59894	+4.83	timeout
06-25 13:54	BTC	Buy	61114.1→58633.7	-20.74	stop_loss
06-25 13:51	BTC	Buy	61710.1→59205.4	-20.71	stop_loss
06-25 11:37	BTC	Buy	61008.1→61282.9	+1.84	timeout
06-25 05:24	BTC	Buy	59530→61673.9	+17.57	timeout
06-24 16:46	BTC	Buy	62632.1→60088.9	-20.72	stop_loss
06-24 15:56	BTC	Buy	62840.1→60289.8	-20.68	stop_loss
06-24 12:00	BTC	Buy	62746.1→62827.9	+0.22	timeout
06-24 05:12	BTC	Buy	62508.1→62800.9	+1.85	timeout
06-23 22:46	BTC	Buy	62222.1→62546.9	+2.15	timeout
06-23 18:34	BTC	Buy	62888.1→62254.9	-5.48	timeout
06-23 11:27	BTC	Buy	64041.2→62481.9	-12.55	timeout
06-23 03:37	BTC	Buy	65023.3→63970.8	-8.56	timeout
06-22 21:30	BTC	Buy	64082.2→64273.8	+1.04	timeout
06-22 15:34	BTC	Buy	64217.2→65037.7	+5.94	timeout
06-22 09:00	BTC	Buy	63826.2→64120.8	+1.78	timeout
06-22 02:35	BTC	Buy	63977.2→64434.8	+3.12	timeout
06-21 19:44	BTC	Buy	64185.2→64188.8	-0.41	timeout
06-21 09:25	BTC	Buy	63950.2→63981.8	-0.18	timeout
06-20 14:57	BTC	Buy	63329.2→63883.8	+3.90	timeout
06-20 08:35	BTC	Buy	63033.2→63439.8	+2.74	timeout
06-20 02:11	BTC	Buy	63040.2→63469.8	+2.97	timeout
06-19 19:24	BTC	Buy	62751.1→62980.9	+1.36	timeout
06-19 13:37	BTC	Buy	62874.1→62830.9	-0.74	timeout
06-19 07:17	BTC	Buy	62675.1→62760.9	+0.25	timeout
06-19 01:53	BTC	Buy	64058.2→62958.9	-8.98	timeout
06-18 19:37	BTC	Buy	64399.2→62815.9	-12.64	timeout
06-18 13:30	BTC	Buy	64693.2→64309.8	-3.41	timeout
06-18 07:25	BTC	Buy	64645.2→64213.8	-3.78	timeout
06-18 01:15	BTC	Buy	65019.3→64656.8	-3.27	timeout
06-17 19:16	BTC	Buy	65674.3→65126.7	-4.64	timeout
06-17 13:06	BTC	Buy	65781.3→65002.7	-6.39	timeout
06-17 07:09	BTC	Buy	65730.3→65580.7	-1.60	timeout
06-17 01:08	BTC	Buy	66310.3→65752.7	-4.68	timeout
06-16 19:00	BTC	Buy	66422.3→65797.7	-5.19	timeout
06-16 09:25	BTC	Buy	66526.3→66639.7	+0.40	timeout
06-15 23:58	BTC	Buy	66201.3→66299.7	+0.29	timeout
06-15 17:52	BTC	Buy	65769.3→66892.7	+8.03	timeout
06-15 04:39	BTC	Buy	64129.2→65651.7	+11.41	timeout
06-14 20:41	BTC	Buy	64454.2→64029.8	-3.76	timeout
06-14 14:26	BTC	Buy	64537.2→64221.8	-2.89	timeout
06-14 08:21	BTC	Buy	64242.2→64480.8	+1.39	timeout
06-14 02:14	BTC	Buy	64162.2→64600.8	+2.98	timeout
06-13 20:08	BTC	Buy	63768.2→64226.8	+3.15	timeout
06-13 13:51	BTC	Buy	63780.2→64098.8	+2.02	timeout
06-12 23:12	BTC	Buy	63749.2→63453.8	-2.79	timeout
06-12 17:19	BTC	Buy	63500.2→63841.8	+2.23	timeout
06-12 10:04	BTC	Buy	63572.2→63678.8	+0.34	timeout
06-12 03:01	BTC	Buy	62556.1→63584.8	+7.73	timeout
06-11 19:09	BTC	Buy	62623.1→63423.8	+5.88	timeout
06-11 04:02	BTC	Buy	62477.1→62617.9	+0.61	timeout
06-10 20:18	BTC	Buy	61597.1→61812.9	+1.28	timeout
06-10 03:09	BTC	Buy	61614.1→62016.9	+2.87	timeout
06-09 19:43	BTC	Buy	63167.2→61842.9	-10.98	timeout
06-09 08:14	BTC	Buy	63219.2→62881.9	-3.13	timeout
06-09 02:13	BTC	Buy	63788.2→62736.9	-8.68	timeout
06-08 20:05	BTC	Buy	63148.2→63387.8	+1.43	timeout
06-08 14:01	BTC	Buy	63107.2→63736.8	+4.52	timeout
06-08 08:36	BTC	Buy	61697.1→63113.8	+10.99	timeout
06-08 02:21	BTC	Buy	61973.1→63024.8	+8.01	timeout
06-07 19:51	BTC	Buy	62213.1→61315.9	-7.64	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.91	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 10:17	BTC	Buy	61542.1→60629	-7.89	timeout
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 15:39	BTC	Buy	62622.1→60075.9	-20.76	stop_loss
06-05 14:04	BTC	Buy	63136.2→60573.7	-20.74	stop_loss
06-05 09:19	BTC	Buy	63614.2→63019.8	-5.11	timeout
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 16:59	BTC	Buy	64355.2→63548.8	-6.76	timeout
06-04 01:22	BTC	Buy	65258.3→62609.5	-20.74	stop_loss
06-03 23:10	BTC	Buy	67092.4→64369.6	-20.73	stop_loss
06-03 16:39	BTC	Buy	66341.3→65890.7	-3.88	timeout
06-03 14:33	BTC	Buy	66659.3→66730.7	+0.06	timeout
06-03 06:46	BTC	Buy	67207.4→67200.6	-0.53	timeout
06-02 19:32	BTC	Buy	69473.5→66654.3	-20.74	stop_loss
06-02 13:47	BTC	Buy	70790.5→68876.6	-13.99	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:50	BTC	Buy	73372.7→73641.3	+1.35	timeout
05-29 02:38	BTC	Buy	72866.6→73421.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-210.07

total pnl ($)

-44.0 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	95	51%	-44.0	-210.07

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:43	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…