deribit_basis_fear_long_v3 · strategy

107

closed trades

40%

win rate

-370.83

total pnl ($)

0.714

weight

7d window — n=20 wr=45% pnl=-61.00 · 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 07:27	BTC	Buy	60015→59528	-4.52	timeout
06-29 14:08	BTC	Buy	60690→59194.4	-12.78	stop_loss
06-29 07:22	BTC	Buy	60114→60027	-1.15	timeout
06-29 06:20	BTC	Buy	59891→60232	+2.37	timeout
06-29 05:12	BTC	Buy	59985→59403	-5.31	timeout
06-27 20:11	BTC	Buy	59666→60263	+4.61	timeout
06-27 19:06	BTC	Buy	59663→60566	+7.14	timeout
06-27 17:58	BTC	Buy	60007→60545	+4.04	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	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
06-24 16:51	BTC	Buy	61368.1→59859.1	-12.72	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.73	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.74	stop_loss
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 08:10	BTC	Buy	62828.1→62590.9	-2.36	timeout
06-23 06:21	BTC	Buy	64216.2→62635.5	-12.61	stop_loss
06-23 06:08	BTC	Buy	64702.2→63077.3	-12.89	stop_loss
06-23 05:19	BTC	Buy	65095.3→63488.1	-12.85	stop_loss
06-22 09:33	BTC	Buy	64064.2→64130.8	-0.08	timeout
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-21 05:17	BTC	Buy	63722.2→64201.8	+3.26	timeout
06-21 04:07	BTC	Buy	63436.2→64359.8	+6.83	timeout
06-21 03:00	BTC	Buy	63311.2→64226.8	+6.78	timeout
06-20 02:49	BTC	Buy	62915.1→63395.8	+3.38	timeout
06-20 01:38	BTC	Buy	62892.1→63562.8	+4.89	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-18 15:53	BTC	Buy	64004.2→62428.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64292.2→62710.5	-12.52	stop_loss
06-18 15:39	BTC	Buy	64379.2→62793.4	-12.73	stop_loss
06-18 10:40	BTC	Buy	64892.2→63993.8	-7.44	timeout
06-18 08:46	BTC	Buy	64938.2→64435.8	-4.42	timeout
06-17 19:29	BTC	Buy	66046.3→64414.6	-12.80	stop_loss
06-17 08:38	BTC	Buy	66653.3→65014.2	-12.82	stop_loss
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-17 00:16	BTC	Buy	66375.3→65727.7	-5.39	timeout
06-16 08:02	BTC	Buy	65625.3→66383.7	+5.35	timeout
06-16 04:00	BTC	Buy	65876.3→66123.7	+1.47	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+12.53	timeout
06-15 06:12	BTC	Buy	64441.2→65850.7	+10.47	timeout
06-15 02:18	BTC	Buy	64589.2→65718.7	+8.26	timeout
06-14 20:38	BTC	Buy	64242.2→64018.8	-2.21	timeout
06-14 04:41	BTC	Buy	63583.2→64402.8	+6.03	timeout
06-14 01:50	BTC	Buy	63803.2→64612.8	+5.91	timeout
06-13 19:42	BTC	Buy	63677.2→64245.8	+4.01	timeout
06-12 22:02	BTC	Buy	63547.2→63489.8	-0.95	timeout
06-12 20:59	BTC	Buy	63373.2→63439.8	+0.05	timeout
06-12 17:32	BTC	Buy	63319.2→63752.8	+2.96	timeout
06-11 19:42	BTC	Buy	61969.1→63762.8	+13.90	timeout
06-11 17:49	BTC	Buy	61996.1→63580.8	+12.23	timeout
06-11 16:03	BTC	Buy	62518.1→62720.9	+1.06	timeout
06-10 18:55	BTC	Buy	61684.1→61765.9	+0.16	timeout
06-10 16:09	BTC	Buy	60912→62405.9	+11.76	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-09 14:47	BTC	Buy	62662.1→61120.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62766.1→61216.3	-12.80	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 08:21	BTC	Buy	63022.2→62910.9	-1.34	timeout
06-09 07:18	BTC	Buy	63038.2→63326.8	+1.78	timeout
06-08 22:25	BTC	Buy	62968.1→63306.8	+2.20	timeout
06-08 07:25	BTC	Buy	62201.1→63148.8	+7.13	timeout
06-08 05:27	BTC	Buy	61823.1→62609.9	+5.91	timeout
06-07 22:14	BTC	Buy	60706→63372.8	+21.52	take_profit
06-07 07:01	BTC	Buy	60717→61969.9	+9.91	timeout
06-07 04:47	BTC	Buy	59894→61720.9	+14.82	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:34	BTC	Buy	60998→59497.3	-12.75	stop_loss
06-06 04:13	BTC	Buy	61602.1→60086.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 15:39	BTC	Buy	61604.1→60069.9	-12.89	stop_loss
06-05 13:59	BTC	Buy	62194.1→60662.6	-12.76	stop_loss
06-05 13:51	BTC	Buy	62673.1→61131.4	-12.75	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:22	BTC	Buy	62877.1→61325.3	-12.79	stop_loss
06-05 02:47	BTC	Buy	63341.2→62657.9	-5.80	timeout
06-04 10:28	BTC	Buy	64080.2→62502.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62895.4	-12.77	stop_loss
06-04 01:16	BTC	Buy	64404.2→62820.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66442.3→64808.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67332.4→65676.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67106.4→65456	-12.75	stop_loss
06-03 03:43	BTC	Buy	67538.4→65876.7	-12.76	stop_loss
06-03 03:33	BTC	Buy	67675.4→66010.7	-12.75	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:19	BTC	Buy	70924.5→69179.9	-12.82	stop_loss
06-02 12:06	BTC	Buy	71005.6→69249.9	-12.87	stop_loss
06-02 06:47	BTC	Buy	71816.6→70049.5	-12.86	stop_loss
06-01 15:32	BTC	Buy	73594.7→71299.8	-16.17	stop_loss
06-01 15:32	BTC	Buy	73620.7→71299.8	-16.36	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

40%

win rate

-370.83

total pnl ($)

-69.0 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	107	40%	-69.0	-370.83

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…