deribit_basis_fear_long_v6 · strategy

closed trades

47%

win rate

-231.77

total pnl ($)

0.573

weight

7d window — n=16 wr=38% pnl=-105.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:41	BTC	Buy	59413→59748	+2.25	timeout
06-26 17:39	BTC	Buy	59668→59967	+1.94	timeout
06-26 16:30	BTC	Buy	59465→60114	+4.91	timeout
06-26 15:27	BTC	Buy	59285→60248	+7.56	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60808→59312.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.72	stop_loss
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-16 15:01	BTC	Buy	66667.3→65654.7	-8.05	timeout
06-16 14:23	BTC	Buy	67198.4→65543.9	-12.83	stop_loss
06-16 14:04	BTC	Buy	66330.3→66173.7	-1.72	timeout
06-16 13:02	BTC	Buy	66478.3→66389.7	-1.20	timeout
06-16 11:54	BTC	Buy	66225.3→66369.7	+0.56	timeout
06-15 14:23	BTC	Buy	64269.2→66455.7	+16.57	timeout
06-15 13:20	BTC	Buy	64031.2→66842.7	+21.52	take_profit
06-15 13:19	BTC	Buy	64355.2→66732.7	+18.04	timeout
06-15 11:10	BTC	Buy	64518.2→65965.7	+10.78	timeout
06-15 10:08	BTC	Buy	64508.2→65655.7	+8.45	timeout
06-14 20:07	BTC	Buy	64233.2→63788.8	-3.95	timeout
06-14 12:44	BTC	Buy	63995.2→64330.8	+2.17	timeout
06-14 11:40	BTC	Buy	63879.2→64591.8	+5.14	timeout
06-14 10:38	BTC	Buy	63812.2→64615.8	+5.84	timeout
06-14 09:33	BTC	Buy	63796.2→64475.8	+4.84	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.86	timeout
06-13 12:01	BTC	Buy	63629.2→63938.8	+1.90	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.87	timeout
06-13 08:54	BTC	Buy	63431.2→63785.8	+2.27	timeout
06-12 18:41	BTC	Buy	63481.2→63868.8	+2.59	timeout
06-12 11:56	BTC	Buy	63101.2→63802.8	+5.03	timeout
06-12 10:44	BTC	Buy	62907.1→63638.8	+5.29	timeout
06-12 09:37	BTC	Buy	62900.1→63837.8	+6.92	timeout
06-12 08:38	BTC	Buy	62916.1→63403.8	+3.35	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+2.48	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.26	timeout
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.78	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:16	BTC	Buy	63461.2→61900.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63530.2→61966.9	-12.75	stop_loss
06-09 13:23	BTC	Buy	63803.2→62233.8	-12.72	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.65	timeout
06-09 00:46	BTC	Buy	64048.2→62470.6	-12.78	stop_loss
06-08 17:53	BTC	Buy	62134.1→63497.8	+10.42	timeout
06-08 16:52	BTC	Buy	62181.1→63524.8	+10.26	timeout
06-08 14:51	BTC	Buy	61890.1→63901.8	+15.77	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 15:51	BTC	Buy	60797→62053.9	+9.74	timeout
06-07 14:47	BTC	Buy	60933→61820.9	+6.82	timeout
06-07 13:33	BTC	Buy	60699→61810.9	+8.69	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.31	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+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 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62443.1→60906.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:24	BTC	Buy	62698.1→61151.3	-12.78	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63043.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:44	BTC	Buy	66776.3→65134.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67019.4→65367	-12.80	stop_loss
06-03 19:53	BTC	Buy	67065.4→65410	-12.82	stop_loss
06-03 19:53	BTC	Buy	67098.4→65439	-12.85	stop_loss
06-03 16:24	BTC	Buy	67271.4→65616.9	-12.76	stop_loss
06-03 03:44	BTC	Buy	67332.4→65675.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67498.4→65838.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-231.77

total pnl ($)

-47.8 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	96	47%	-47.8	-231.77

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…