deribit_basis_fear_regime_long_v8 · strategy

112

closed trades

39%

win rate

-296.82

total pnl ($)

0.343

weight

7d window — n=28 wr=29% pnl=-131.85 · 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 11:47	BTC	Buy	59842→59242	-5.44	timeout
06-30 07:04	BTC	Buy	60021→59588	-4.04	timeout
06-29 02:50	BTC	Buy	60100→59751	-3.39	timeout
06-29 01:47	BTC	Buy	60228→59457	-6.88	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:08	BTC	Buy	59956→60006	-0.03	timeout
06-27 23:34	BTC	Buy	59972→60000	-0.17	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 16:13	BTC	Buy	60129→60731	+4.59	timeout
06-27 03:47	BTC	Buy	59767→60290	+3.93	timeout
06-26 20:00	BTC	Buy	59337→59938	+4.51	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62585.1→61046.4	-12.71	stop_loss
06-24 14:03	BTC	Buy	62530.1→61331.9	-10.01	timeout
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62697.1→61153.3	-12.76	stop_loss
06-24 13:47	BTC	Buy	62825.1→61280.3	-12.74	stop_loss
06-24 08:20	BTC	Buy	62400.1→62626.9	+1.32	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 23:17	BTC	Buy	66223.3→65719.7	-4.40	timeout
06-16 15:06	BTC	Buy	66629.3→65753.7	-7.10	timeout
06-16 14:08	BTC	Buy	66367.3→66063.7	-2.82	timeout
06-16 13:09	BTC	Buy	66574.3→66150.7	-3.71	timeout
06-16 12:03	BTC	Buy	66181.3→66392.7	+1.06	timeout
06-15 22:46	BTC	Buy	65407.3→66264.7	+6.06	timeout
06-15 13:20	BTC	Buy	64024.2→66841.7	+21.57	take_profit
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.52	take_profit
06-15 12:12	BTC	Buy	64477.2→66247.7	+13.29	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-14 22:21	BTC	Buy	64434.2→65176.7	+5.26	timeout
06-14 20:14	BTC	Buy	64247.2→63791.8	-4.04	timeout
06-14 19:15	BTC	Buy	64159.2→63766.8	-3.58	timeout
06-14 11:48	BTC	Buy	63881.2→64565.8	+4.92	timeout
06-14 10:45	BTC	Buy	63849.2→64583.8	+5.28	timeout
06-13 21:52	BTC	Buy	63453.2→64417.8	+7.13	timeout
06-13 19:20	BTC	Buy	63735.2→64144.8	+2.76	timeout
06-13 18:24	BTC	Buy	63704.2→64107.8	+2.70	timeout
06-13 11:04	BTC	Buy	63802.2→63827.8	-0.35	timeout
06-13 09:55	BTC	Buy	63769.2→63739.8	-0.76	timeout
06-12 21:41	BTC	Buy	63455.2→63528.8	+0.09	timeout
06-12 18:51	BTC	Buy	63479.2→63793.8	+2.01	timeout
06-12 17:46	BTC	Buy	63294.2→63823.8	+3.72	timeout
06-12 10:11	BTC	Buy	62881.1→63719.8	+6.12	timeout
06-12 09:10	BTC	Buy	62853.1→63465.8	+4.36	timeout
06-11 20:11	BTC	Buy	61796.1→63487.8	+13.11	timeout
06-11 18:23	BTC	Buy	61926.1→63383.8	+11.19	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.39	timeout
06-10 18:51	BTC	Buy	61714.1→61674.9	-0.82	timeout
06-10 17:41	BTC	Buy	61781.1→61710.9	-1.06	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:17	BTC	Buy	63394.2→61835	-12.75	stop_loss
06-09 14:17	BTC	Buy	63399.2→61840	-12.75	stop_loss
06-09 14:16	BTC	Buy	63420.2→61860	-12.75	stop_loss
06-09 13:25	BTC	Buy	63638.2→62257.9	-11.27	timeout
06-09 13:25	BTC	Buy	63792.2→62223.8	-12.72	stop_loss
06-09 07:07	BTC	Buy	62822.1→63302.8	+3.32	timeout
06-08 20:44	BTC	Buy	61742.1→63325.8	+12.33	timeout
06-08 17:33	BTC	Buy	62237.1→63402.8	+8.83	timeout
06-08 16:28	BTC	Buy	62136.1→63865.8	+13.37	timeout
06-08 13:21	BTC	Buy	61687.1→63805.8	+16.69	timeout
06-08 06:52	BTC	Buy	62133.1→62970.9	+6.27	timeout
06-07 20:20	BTC	Buy	60543→61628.9	+8.55	timeout
06-07 17:12	BTC	Buy	60673→62228.9	+12.36	timeout
06-07 16:06	BTC	Buy	60823→61983.9	+8.98	timeout
06-07 12:57	BTC	Buy	61012.1→61861.9	+6.49	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62906.1→61359.2	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62728.1→61175.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 06:16	BTC	Buy	63447.2→61883.9	-12.71	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64061.2→62483.6	-12.74	stop_loss
06-04 09:26	BTC	Buy	64485.2→62895.4	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

39%

win rate

-296.82

total pnl ($)

-52.7 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	112	39%	-52.7	-296.82

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…