deribit_basis_fear_regime_long_v3 · strategy

108

closed trades

41%

win rate

-392.18

total pnl ($)

0.751

weight

7d window — n=15 wr=33% pnl=-60.09 · 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 07:22	BTC	Buy	60055→59447	-5.50	timeout
06-30 00:36	BTC	Buy	59150→59838	+5.41	timeout
06-29 14:08	BTC	Buy	60671→59174.4	-12.79	stop_loss
06-29 08:36	BTC	Buy	60243→59859	-3.76	timeout
06-29 07:20	BTC	Buy	60117→60037	-1.12	timeout
06-29 06:17	BTC	Buy	59816→60263	+3.26	timeout
06-29 05:09	BTC	Buy	59992→59539	-4.25	timeout
06-28 22:53	BTC	Buy	60338→58851.6	-12.79	stop_loss
06-28 08:51	BTC	Buy	60416→60362	-0.89	timeout
06-28 07:39	BTC	Buy	60407→60187	-2.25	timeout
06-27 21:46	BTC	Buy	59964→60220	+1.75	timeout
06-27 20:36	BTC	Buy	59593→60236	+5.01	timeout
06-27 19:33	BTC	Buy	60018→60141	+0.62	timeout
06-26 12:43	BTC	Buy	60503→59010.5	-12.79	stop_loss
06-24 13:44	BTC	Buy	62954.1→61406.2	-12.74	stop_loss
06-23 08:20	BTC	Buy	63888.2→62313.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64332.2→62747.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64381.2→62796.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64624.2→63033.3	-12.77	stop_loss
06-23 05:22	BTC	Buy	65032.3→63427.1	-12.81	stop_loss
06-22 21:29	BTC	Buy	63674.2→64275.8	+4.27	timeout
06-22 20:31	BTC	Buy	64082.2→64405.8	+2.05	timeout
06-22 19:31	BTC	Buy	64207.2→64336.8	+0.52	timeout
06-22 18:28	BTC	Buy	64013.2→64578.8	+3.91	timeout
06-22 15:14	BTC	Buy	64177.2→65057.7	+6.34	timeout
06-21 21:03	BTC	Buy	63934.2→63783.8	-1.63	timeout
06-21 20:04	BTC	Buy	63909.2→64147.8	+1.42	timeout
06-21 19:06	BTC	Buy	63811.2→64145.8	+2.20	timeout
06-21 18:05	BTC	Buy	63853.2→63952.8	+0.40	timeout
06-21 14:33	BTC	Buy	63383.2→63987.8	+4.38	timeout
06-20 20:43	BTC	Buy	63048.2→63844.8	+5.89	timeout
06-20 19:39	BTC	Buy	62960.1→63860.8	+6.73	timeout
06-20 18:37	BTC	Buy	63082.2→63825.8	+5.45	timeout
06-20 17:31	BTC	Buy	62969.1→63971.8	+7.50	timeout
06-20 14:24	BTC	Buy	62996.1→63309.8	+1.97	timeout
06-19 19:50	BTC	Buy	62900.1→63004.8	+0.35	timeout
06-19 18:45	BTC	Buy	62757.1→63031.8	+1.72	timeout
06-19 17:35	BTC	Buy	62629.1→62999.8	+2.50	timeout
06-19 16:48	BTC	Buy	62694.1→63167.8	+3.36	timeout
06-19 14:11	BTC	Buy	63767.2→63012.8	-6.27	timeout
06-18 15:57	BTC	Buy	63930.2→62344.7	-12.79	stop_loss
06-18 15:51	BTC	Buy	64150.2→62571.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64170.2→62591.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64288.2→62707.5	-12.47	stop_loss
06-18 12:36	BTC	Buy	64815.2→64212.8	-5.10	timeout
06-18 10:34	BTC	Buy	64931.2→63993.8	-7.75	timeout
06-18 09:33	BTC	Buy	64976.2→64253.8	-6.11	timeout
06-17 19:41	BTC	Buy	65744.3→64127.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65885.3→64247.6	-12.88	stop_loss
06-17 15:20	BTC	Buy	65771.3→65191.7	-4.82	timeout
06-17 14:17	BTC	Buy	65837.3→65308.7	-4.47	timeout
06-17 11:05	BTC	Buy	66188.3→64556.5	-12.85	stop_loss
06-17 08:45	BTC	Buy	66487.3→64852.3	-12.78	stop_loss
06-17 08:22	BTC	Buy	66393.3→65297.7	-8.73	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-13 06:19	BTC	Buy	63157.2→63545.8	+2.62	timeout
06-13 05:17	BTC	Buy	63482.2→63520.8	-0.13	timeout
06-13 00:32	BTC	Buy	63611.2→63540.8	-1.09	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.65	timeout
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.09	timeout
06-10 16:20	BTC	Buy	60851→62302.9	+11.38	timeout
06-10 15:18	BTC	Buy	61563.1→61907.9	+2.30	timeout
06-10 14:25	BTC	Buy	61740.1→62010.9	+1.71	timeout
06-09 16:39	BTC	Buy	62300.1→60764.6	-12.79	stop_loss
06-07 09:31	BTC	Buy	61265.1→62575.9	+10.28	timeout
06-07 08:03	BTC	Buy	60865→62395.9	+12.23	timeout
06-07 07:01	BTC	Buy	60711→61986.9	+10.10	timeout
06-07 04:47	BTC	Buy	59879→61721.9	+14.96	timeout
06-06 23:27	BTC	Buy	60922→60643	-2.67	timeout
06-06 04:30	BTC	Buy	61272.1→59752.1	-12.85	stop_loss
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61306.1→59796.1	-12.77	stop_loss
06-06 04:14	BTC	Buy	61580.1→60064.9	-12.76	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 02:27	BTC	Buy	63026.2→62818.9	-2.08	timeout
06-04 10:49	BTC	Buy	63860.2→62289.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64277.2→62696.5	-12.74	stop_loss
06-04 09:26	BTC	Buy	64445.2→62859.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65151.3→63549	-12.74	stop_loss
06-03 20:46	BTC	Buy	66692.3→65052.2	-12.80	stop_loss
06-03 19:51	BTC	Buy	67149.4→65495	-12.81	stop_loss
06-03 03:50	BTC	Buy	67013.4→65365	-12.75	stop_loss
06-03 03:33	BTC	Buy	67679.4→66014.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 23:00	BTC	Buy	67888.4→66217.6	-12.76	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:08	BTC	Buy	70232.5→68504.3	-12.77	stop_loss
06-02 13:13	BTC	Buy	70577.5→68842.1	-12.79	stop_loss
06-02 12:31	BTC	Buy	70900.5→69151.9	-12.83	stop_loss
06-02 12:30	BTC	Buy	70922.5→69177.9	-12.82	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.80	stop_loss
05-31 16:55	BTC	Buy	73896.7→73517.3	-3.08	timeout
05-31 15:05	BTC	Buy	73864.7→73610.3	-2.19	timeout
05-31 13:22	BTC	Buy	73793.7→73962.3	+0.59	timeout
05-31 11:28	BTC	Buy	73568.7→73935.3	+1.90	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout
05-30 12:13	BTC	Buy	73336.7→73564.3	+1.04	timeout
05-30 11:06	BTC	Buy	73633.7→73607.3	-0.69	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

41%

win rate

-392.18

total pnl ($)

-72.4 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	108	41%	-72.4	-392.18

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…