deribit_basis_fear_long_v8 · strategy

107

closed trades

36%

win rate

-406.94

total pnl ($)

0.314

weight

7d window — n=27 wr=37% pnl=-147.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:15	BTC	Buy	59413→60513	+8.85	timeout
06-27 17:15	BTC	Buy	59428→60542	+8.88	timeout
06-27 16:12	BTC	Buy	59660→60731	+8.59	timeout
06-27 15:10	BTC	Buy	59199→60665	+11.94	timeout
06-27 14:27	BTC	Buy	59375→60590	+9.77	timeout
06-25 13:58	BTC	Buy	59564→58099	-12.67	stop_loss
06-25 13:58	BTC	Buy	59613→58145	-12.69	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-12.88	stop_loss
06-25 13:53	BTC	Buy	60483→58993.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60621→59119.5	-12.77	stop_loss
06-24 17:20	BTC	Buy	60958→59458.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61203.1→59695.2	-12.75	stop_loss
06-24 15:08	BTC	Buy	62338.1→60789.5	-12.80	stop_loss
06-24 15:08	BTC	Buy	62344.1→60810.5	-12.68	stop_loss
06-24 14:19	BTC	Buy	62418.1→60880.5	-12.74	stop_loss
06-24 13:45	BTC	Buy	62900.1→61341.2	-12.83	stop_loss
06-24 13:44	BTC	Buy	62931.1→61371.2	-12.84	stop_loss
06-23 08:17	BTC	Buy	64008.2→62431.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64249.2→62665.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64353.2→62769.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64474.2→62888.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64674.2→63077.3	-12.81	stop_loss
06-22 21:22	BTC	Buy	63917.2→64290.8	+2.45	timeout
06-22 20:21	BTC	Buy	63930.2→64467.8	+3.69	timeout
06-22 19:21	BTC	Buy	63888.2→64411.8	+3.55	timeout
06-22 18:17	BTC	Buy	63815.2→64693.8	+6.32	timeout
06-22 17:12	BTC	Buy	63895.2→64658.8	+5.52	timeout
06-20 20:00	BTC	Buy	62970.1→63903.8	+7.03	timeout
06-20 18:59	BTC	Buy	62679.1→63768.8	+8.27	timeout
06-20 17:59	BTC	Buy	62582.1→63820.8	+9.42	timeout
06-20 16:54	BTC	Buy	62662.1→63986.8	+10.00	timeout
06-20 16:12	BTC	Buy	62638.1→63966.8	+9.88	timeout
06-18 15:40	BTC	Buy	64187.2→62601.6	-12.92	stop_loss
06-18 15:17	BTC	Buy	64824.2→63202.2	-12.93	stop_loss
06-18 15:17	BTC	Buy	64826.2→63232.2	-12.72	stop_loss
06-18 15:17	BTC	Buy	64932.2→63305.2	-12.95	stop_loss
06-18 15:17	BTC	Buy	64956.2→63358.1	-12.72	stop_loss
06-17 19:50	BTC	Buy	65628.3→64014.8	-12.76	stop_loss
06-17 08:44	BTC	Buy	66507.3→64871.3	-12.78	stop_loss
06-17 08:44	BTC	Buy	66525.3→64888.3	-12.79	stop_loss
06-17 08:39	BTC	Buy	66620.3→64981.2	-12.76	stop_loss
06-17 07:54	BTC	Buy	66822.3→65179.1	-12.70	stop_loss
06-16 14:31	BTC	Buy	67083.4→65433	-12.82	stop_loss
06-16 09:59	BTC	Buy	64601.2→66478.7	+14.08	timeout
06-15 15:47	BTC	Buy	64297.2→67120.6	+21.54	take_profit
06-15 15:47	BTC	Buy	64173.2→66996.6	+21.58	take_profit
06-15 13:22	BTC	Buy	64053.2→66865.7	+21.55	take_profit
06-15 13:18	BTC	Buy	63965.2→66773.7	+21.54	take_profit
06-14 09:09	BTC	Buy	63472.2→64430.8	+6.98	timeout
06-13 18:27	BTC	Buy	63408.2→64144.8	+5.32	timeout
06-13 17:21	BTC	Buy	62355.1→64012.8	+12.84	timeout
06-13 16:18	BTC	Buy	62785.1→64011.8	+9.41	timeout
06-13 15:06	BTC	Buy	62681.1→64250.8	+11.99	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.95	timeout
06-11 17:36	BTC	Buy	61732.1→63107.8	+10.51	timeout
06-11 16:36	BTC	Buy	61245.1→62694.9	+11.19	timeout
06-11 15:34	BTC	Buy	61317.1→62711.9	+10.73	timeout
06-11 14:31	BTC	Buy	61475.1→62881.9	+10.79	timeout
06-09 20:51	BTC	Buy	61903.1→62016.9	+0.75	timeout
06-09 14:30	BTC	Buy	63023.2→61473.2	-12.76	stop_loss
06-09 14:20	BTC	Buy	63236.2→61680.1	-12.76	stop_loss
06-09 14:16	BTC	Buy	63422.2→61862	-12.75	stop_loss
06-09 14:11	BTC	Buy	63585.2→62015.9	-12.78	stop_loss
06-09 06:50	BTC	Buy	62102.1→63281.8	+8.94	timeout
06-07 22:15	BTC	Buy	61241.1→63929.8	+21.50	take_profit
06-07 22:14	BTC	Buy	61005.1→63683.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60761→63428.8	+21.53	take_profit
06-07 20:09	BTC	Buy	60760→61502.9	+5.73	timeout
06-07 19:18	BTC	Buy	62836.1→61291.3	-12.72	stop_loss
06-07 08:48	BTC	Buy	60165→62807.9	+21.54	take_profit
06-07 06:36	BTC	Buy	59598→62214.9	+21.56	take_profit
06-06 04:27	BTC	Buy	61311.1→59801.1	-12.77	stop_loss
06-06 04:21	BTC	Buy	61413.1→59899	-12.78	stop_loss
06-06 04:11	BTC	Buy	61802.1→60281.8	-12.76	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61353.1→59844.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:57	BTC	Buy	62306.1→60773.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61310.3	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 06:22	BTC	Buy	62865.1→61315.3	-12.72	stop_loss
06-05 06:22	BTC	Buy	62915.1→61346.2	-12.84	stop_loss
06-05 06:03	BTC	Buy	63622.2→62056.9	-12.69	stop_loss
06-05 06:01	BTC	Buy	63652.2→62086.8	-12.70	stop_loss
06-04 10:27	BTC	Buy	64163.2→62582.6	-12.74	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 09:29	BTC	Buy	64338.2→62755.5	-12.75	stop_loss
06-04 02:02	BTC	Buy	63255.2→61699	-12.75	stop_loss
06-04 01:16	BTC	Buy	64411.2→62827.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65082.3→63482.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65480.3→63869.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66375.3→64738.4	-12.82	stop_loss
06-03 19:55	BTC	Buy	66906.3→65258.1	-12.84	stop_loss
06-03 19:54	BTC	Buy	67005.4→65357	-12.78	stop_loss
06-03 16:27	BTC	Buy	67173.4→65516.9	-12.81	stop_loss
06-03 16:24	BTC	Buy	67295.4→65639.9	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

36%

win rate

-406.94

total pnl ($)

-75.9 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	36%	-75.9	-406.94

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…