deribit_basis_fear_extreme_long_v2 · strategy

164

closed trades

42%

win rate

-505.20

total pnl ($)

0.464

weight

7d window — n=37 wr=49% pnl=-114.76 · 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 13:02	BTC	Buy	59778→58307.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59819→58347.9	-12.74	stop_loss
06-30 01:31	BTC	Buy	59280→60001	+5.70	timeout
06-30 00:24	BTC	Buy	59279→60064	+6.22	timeout
06-29 23:11	BTC	Buy	59289→60311	+8.20	timeout
06-29 22:09	BTC	Buy	59672→60402	+5.75	timeout
06-29 21:03	BTC	Buy	59626→60316	+5.19	timeout
06-28 23:06	BTC	Buy	60263→59199	-9.42	timeout
06-28 22:05	BTC	Buy	60035→59785	-2.55	timeout
06-28 21:04	BTC	Buy	60294→59630	-5.95	timeout
06-28 20:03	BTC	Buy	60218→59481	-6.54	timeout
06-28 19:01	BTC	Buy	60554→59569	-8.56	timeout
06-27 22:35	BTC	Buy	59872→60151	+1.94	timeout
06-27 21:36	BTC	Buy	59858→60354	+3.76	timeout
06-27 20:27	BTC	Buy	59737→60234	+3.77	timeout
06-27 19:24	BTC	Buy	59868→60404	+4.07	timeout
06-27 18:16	BTC	Buy	60052→60519	+3.46	timeout
06-26 19:55	BTC	Buy	59331→59823	+3.62	timeout
06-26 18:57	BTC	Buy	59492→59531	-0.23	timeout
06-26 17:57	BTC	Buy	59581→59929	+2.35	timeout
06-26 16:48	BTC	Buy	59299→60062	+5.88	timeout
06-26 15:40	BTC	Buy	59238→60452	+9.69	timeout
06-25 13:58	BTC	Buy	59648→58180	-12.67	stop_loss
06-25 13:58	BTC	Buy	59679→58210	-12.66	stop_loss
06-25 13:53	BTC	Buy	60259→58775.7	-12.66	stop_loss
06-25 13:49	BTC	Buy	60725→59231.4	-12.67	stop_loss
06-25 13:46	BTC	Buy	61075.1→59573.2	-12.67	stop_loss
06-24 17:20	BTC	Buy	60887→59370.3	-12.89	stop_loss
06-24 16:51	BTC	Buy	61157.1→59641.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61430.1→59859.1	-13.21	stop_loss
06-24 14:17	BTC	Buy	62580.1→61017.4	-12.90	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.73	stop_loss
06-24 11:04	BTC	Buy	62337.1→62402.9	+0.09	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 07:22	BTC	Buy	63041.2→62700.9	-3.20	timeout
06-23 08:28	BTC	Buy	63443.2→61876	-12.78	stop_loss
06-23 06:22	BTC	Buy	64078.2→62502.6	-12.56	stop_loss
06-23 06:21	BTC	Buy	64218.2→62638.5	-12.57	stop_loss
06-23 05:35	BTC	Buy	64206.2→63440.8	-6.42	timeout
06-23 03:55	BTC	Buy	64079.2→64003.8	-1.07	timeout
06-23 01:41	BTC	Buy	64567.2→64016.8	-4.72	timeout
06-22 03:10	BTC	Buy	64242.2→63991.8	-2.41	timeout
06-22 02:07	BTC	Buy	64216.2→64510.8	+1.83	timeout
06-22 01:00	BTC	Buy	64262.2→63912.8	-3.22	timeout
06-21 22:41	BTC	Buy	64231.2→63624.8	-5.25	timeout
06-21 21:34	BTC	Buy	63909.2→63732.8	-1.89	timeout
06-20 23:40	BTC	Buy	63306.2→64275.8	+7.18	timeout
06-20 22:32	BTC	Buy	63232.2→64294.8	+7.91	timeout
06-20 21:26	BTC	Buy	63157.2→63934.8	+5.75	timeout
06-20 20:13	BTC	Buy	63045.2→63948.8	+6.71	timeout
06-20 19:03	BTC	Buy	63039.2→63819.8	+5.75	timeout
06-19 20:45	BTC	Buy	63119.2→63062.8	-0.94	timeout
06-19 19:45	BTC	Buy	62911.1→62996.8	+0.19	timeout
06-19 18:45	BTC	Buy	62761.1→63031.8	+1.68	timeout
06-19 17:48	BTC	Buy	62632.1→63057.8	+2.93	timeout
06-19 17:07	BTC	Buy	62500.1→62972.9	+3.33	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64194.2→62613.5	-12.54	stop_loss
06-18 15:40	BTC	Buy	64296.2→62713.5	-12.55	stop_loss
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.52	stop_loss
06-18 15:17	BTC	Buy	64919.2→63305.2	-12.61	stop_loss
06-18 04:11	BTC	Buy	65353.3→63743.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65648.3→64032.8	-12.74	stop_loss
06-17 19:40	BTC	Buy	65807.3→64186.7	-12.76	stop_loss
06-17 19:38	BTC	Buy	65852.3→64227.7	-12.78	stop_loss
06-17 17:01	BTC	Buy	65757.3→65829.7	-0.00	timeout
06-17 15:54	BTC	Buy	65919.3→65696.7	-2.21	timeout
06-17 03:21	BTC	Buy	65632.3→65737.7	+0.31	timeout
06-17 01:09	BTC	Buy	66271.3→65757.7	-4.34	timeout
06-17 00:03	BTC	Buy	66248.3→65700.7	-4.64	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.42	timeout
06-16 14:18	BTC	Buy	66504.3→65731.7	-6.34	timeout
06-16 01:22	BTC	Buy	65395.3→66292.7	+6.41	timeout
06-15 23:18	BTC	Buy	65574.3→66167.7	+4.14	timeout
06-15 22:12	BTC	Buy	65173.3→66433.7	+9.17	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.53	take_profit
06-15 12:55	BTC	Buy	63776.2→66576.7	+21.52	take_profit
06-14 23:43	BTC	Buy	64451.2→65571.7	+8.22	timeout
06-14 22:37	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 21:33	BTC	Buy	64251.2→64787.8	+3.68	timeout
06-14 20:25	BTC	Buy	64226.2→63889.8	-3.10	timeout
06-14 19:22	BTC	Buy	64170.2→63788.8	-3.47	timeout
06-13 22:29	BTC	Buy	63594.2→64498.8	+6.63	timeout
06-13 21:26	BTC	Buy	63528.2→64218.8	+4.96	timeout
06-13 20:22	BTC	Buy	63513.2→64236.8	+5.24	timeout
06-13 19:23	BTC	Buy	63669.2→64138.8	+3.24	timeout
06-13 18:19	BTC	Buy	63676.2→64046.8	+2.44	timeout
06-12 20:39	BTC	Buy	63303.2→63486.8	+0.96	timeout
06-12 19:37	BTC	Buy	63735.2→63771.8	-0.18	timeout
06-12 18:31	BTC	Buy	63431.2→63719.8	+1.81	timeout
06-12 17:27	BTC	Buy	62348.1→63792.8	+11.13	timeout
06-12 16:23	BTC	Buy	62638.1→63797.8	+8.76	timeout
06-11 19:48	BTC	Buy	61893.1→63650.8	+13.62	timeout
06-11 18:43	BTC	Buy	61767.1→63494.8	+13.41	timeout
06-11 17:38	BTC	Buy	61739.1→63172.8	+11.07	timeout
06-11 16:38	BTC	Buy	62274.1→62688.9	+2.80	timeout
06-11 15:37	BTC	Buy	62316.1→62815.9	+3.46	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

42%

win rate

-505.20

total pnl ($)

-61.5 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	164	42%	-61.5	-505.20

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…