deribit_basis_fear_long_v7 · strategy

163

closed trades

45%

win rate

-495.15

total pnl ($)

0.254

weight

7d window — n=41 wr=46% pnl=-167.14 · 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 21:01	BTC	Buy	60319→59620	-6.22	timeout
06-28 19:59	BTC	Buy	60139→59458	-6.10	timeout
06-28 18:56	BTC	Buy	60526→59571	-8.31	timeout
06-28 17:54	BTC	Buy	60591→59549	-9.02	timeout
06-28 16:48	BTC	Buy	60785→59700	-9.39	timeout
06-27 20:31	BTC	Buy	59608→60240	+4.91	timeout
06-27 19:26	BTC	Buy	59912→60252	+2.43	timeout
06-27 18:28	BTC	Buy	59870→60456	+4.46	timeout
06-27 17:25	BTC	Buy	60076→60542	+3.43	timeout
06-27 16:27	BTC	Buy	60031→60677	+4.97	timeout
06-26 19:09	BTC	Buy	59312→59869	+4.12	timeout
06-26 18:09	BTC	Buy	59627→60072	+3.17	timeout
06-26 17:05	BTC	Buy	59159→60127	+7.64	timeout
06-26 15:54	BTC	Buy	59337→60160	+6.40	timeout
06-26 14:51	BTC	Buy	59530→59740	+1.26	timeout
06-25 17:44	BTC	Buy	59348→59553	+1.31	timeout
06-25 13:59	BTC	Buy	59468→58001.1	-12.71	stop_loss
06-25 13:54	BTC	Buy	60001→58525.8	-12.67	stop_loss
06-25 13:54	BTC	Buy	60028→58535.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60480→58991.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60963→59463.3	-12.73	stop_loss
06-24 14:19	BTC	Buy	62465.1→60890.5	-13.05	stop_loss
06-24 14:13	BTC	Buy	62656.1→61108.4	-12.80	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62728.1→61181.3	-12.78	stop_loss
06-24 13:48	BTC	Buy	62784.1→61239.3	-12.75	stop_loss
06-24 10:40	BTC	Buy	62274.1→62568.9	+1.87	timeout
06-24 09:34	BTC	Buy	62445.1→62666.9	+1.25	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 07:33	BTC	Buy	62895.1→62685.9	-2.18	timeout
06-24 06:48	BTC	Buy	62923.1→62716.9	-2.14	timeout
06-23 08:24	BTC	Buy	63844.2→62265.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63997.2→62421.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64346.2→62762.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64444.2→62856.4	-12.78	stop_loss
06-22 22:04	BTC	Buy	63773.2→64348.8	+4.06	timeout
06-22 21:08	BTC	Buy	63760.2→64396.8	+4.53	timeout
06-22 20:09	BTC	Buy	64212.2→64519.8	+1.92	timeout
06-22 19:07	BTC	Buy	64144.2→64330.8	+0.96	timeout
06-22 18:04	BTC	Buy	63963.2→64677.8	+5.07	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 20:25	BTC	Buy	63919.2→64080.8	+0.81	timeout
06-21 19:28	BTC	Buy	63832.2→64169.8	+2.21	timeout
06-21 18:29	BTC	Buy	63832.2→64001.8	+0.93	timeout
06-21 17:26	BTC	Buy	63877.2→64121.8	+1.54	timeout
06-20 21:16	BTC	Buy	63232.2→63939.8	+5.15	timeout
06-20 20:13	BTC	Buy	63045.2→63949.8	+6.76	timeout
06-20 19:08	BTC	Buy	63028.2→63817.8	+5.83	timeout
06-20 18:04	BTC	Buy	63112.2→63878.8	+5.62	timeout
06-20 17:04	BTC	Buy	62893.1→63930.8	+7.77	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 19:20	BTC	Buy	62663.1→62994.9	+2.17	timeout
06-19 18:16	BTC	Buy	62692.1→63127.8	+3.01	timeout
06-19 17:13	BTC	Buy	62466.1→62940.9	+3.35	timeout
06-19 16:35	BTC	Buy	62620.1→63241.8	+4.53	timeout
06-18 15:40	BTC	Buy	64282.2→62701.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64329.2→62746.5	-12.48	stop_loss
06-18 15:38	BTC	Buy	64400.2→62809.4	-12.52	stop_loss
06-18 15:37	BTC	Buy	64451.2→62865.4	-12.45	stop_loss
06-18 15:37	BTC	Buy	64494.2→62878.4	-12.74	stop_loss
06-17 19:50	BTC	Buy	65630.3→64011.8	-12.78	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65923.3→64253.6	-13.11	stop_loss
06-17 19:29	BTC	Buy	65946.3→64324.6	-12.75	stop_loss
06-17 17:40	BTC	Buy	65707.3→65883.7	+0.79	timeout
06-17 16:34	BTC	Buy	65689.3→66007.7	+1.91	timeout
06-17 15:33	BTC	Buy	65793.3→65353.7	-3.75	timeout
06-17 04:49	BTC	Buy	65836.3→66003.7	+0.79	timeout
06-16 22:15	BTC	Buy	66377.3→65811.7	-4.79	timeout
06-16 14:47	BTC	Buy	66603.3→65634.7	-7.80	timeout
06-16 14:23	BTC	Buy	67099.4→65448	-12.83	stop_loss
06-16 13:53	BTC	Buy	66516.3→65984.7	-4.53	timeout
06-16 03:21	BTC	Buy	67223.4→65567.9	-12.74	stop_loss
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 13:16	BTC	Buy	63927.2→66733.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63828.2→66630.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63773.2→66572.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63695.2→66495.7	+21.55	take_profit
06-14 21:00	BTC	Buy	64266.2→63991.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63748.8	-4.70	timeout
06-14 18:52	BTC	Buy	64079.2→63784.8	-2.83	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.81	timeout
06-14 16:42	BTC	Buy	64042.2→64130.8	+0.20	timeout
06-13 20:33	BTC	Buy	63513.2→64222.8	+5.13	timeout
06-13 19:26	BTC	Buy	63753.2→64155.8	+2.70	timeout
06-13 18:30	BTC	Buy	63765.2→64172.8	+2.73	timeout
06-13 17:30	BTC	Buy	63809.2→64069.8	+1.58	timeout
06-13 16:27	BTC	Buy	63887.2→63992.8	+0.43	timeout
06-12 20:28	BTC	Buy	63327.2→63486.8	+0.80	timeout
06-12 19:23	BTC	Buy	63667.2→63667.8	-0.46	timeout
06-12 18:19	BTC	Buy	63491.2→63699.8	+1.18	timeout
06-12 17:13	BTC	Buy	62419.1→63850.8	+10.97	timeout
06-12 16:11	BTC	Buy	62725.1→63707.8	+7.30	timeout
06-11 19:46	BTC	Buy	61971.1→63653.8	+13.00	timeout
06-11 18:42	BTC	Buy	61780.1→63475.8	+13.15	timeout
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.08	timeout
06-11 16:37	BTC	Buy	62341.1→62746.9	+2.70	timeout
06-11 15:38	BTC	Buy	62238.1→62780.9	+3.81	timeout
06-10 18:36	BTC	Buy	61759.1→61841.9	+0.17	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

45%

win rate

-495.15

total pnl ($)

-60.7 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	163	45%	-60.7	-495.15

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 22:28	BTC	Buy	circuit_breaker
06-28 21:25	BTC	Buy	circuit_breaker
06-28 18:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…