deribit_basis_fear_threshold_long · strategy

147

closed trades

44%

win rate

-457.65

total pnl ($)

0.250

weight

7d window — n=39 wr=36% pnl=-197.73 · 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 18:56	BTC	Buy	60526→59571	-8.31	timeout
06-28 16:55	BTC	Buy	60788→59641	-9.88	timeout
06-28 06:43	BTC	Buy	60390→59964	-3.97	timeout
06-28 04:43	BTC	Buy	60358→60137	-2.29	timeout
06-27 20:51	BTC	Buy	59754→60259	+3.84	timeout
06-27 18:46	BTC	Buy	59709→60526	+6.41	timeout
06-27 16:47	BTC	Buy	60095→60747	+4.97	timeout
06-27 06:16	BTC	Buy	59735→60112	+2.71	timeout
06-27 04:07	BTC	Buy	59872→60390	+3.88	timeout
06-26 19:49	BTC	Buy	59213→59840	+4.72	timeout
06-26 17:48	BTC	Buy	59471→60056	+4.38	timeout
06-26 15:45	BTC	Buy	59303→60316	+7.98	timeout
06-26 02:23	BTC	Buy	59789→58318.9	-12.74	stop_loss
06-26 02:16	BTC	Buy	59898→58424.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59564→58097	-12.69	stop_loss
06-25 13:58	BTC	Buy	59608→58140	-12.69	stop_loss
06-25 13:48	BTC	Buy	60820→59318.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60840→59342.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60977→59476.3	-12.71	stop_loss
06-24 17:20	BTC	Buy	60997→59497.3	-12.73	stop_loss
06-24 15:38	BTC	Buy	62111.1→60583.7	-12.74	stop_loss
06-24 14:20	BTC	Buy	62368.1→60834.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62519.1→60966.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62697.1→61152.3	-12.77	stop_loss
06-24 12:41	BTC	Buy	62299.1→62817.9	+3.71	timeout
06-24 10:40	BTC	Buy	62272.1→62566.9	+1.87	timeout
06-24 08:38	BTC	Buy	62316.1→62698.9	+2.53	timeout
06-24 06:40	BTC	Buy	62936.1→62824.9	-1.39	timeout
06-23 08:24	BTC	Buy	63848.2→62277.7	-12.74	stop_loss
06-23 06:21	BTC	Buy	64197.2→62610.5	-12.81	stop_loss
06-23 06:21	BTC	Buy	64222.2→62636.5	-12.81	stop_loss
06-23 06:20	BTC	Buy	64474.2→62888.4	-12.76	stop_loss
06-23 04:37	BTC	Buy	63980.2→63820.8	-1.70	timeout
06-23 02:15	BTC	Buy	64494.2→64123.8	-3.30	timeout
06-23 00:12	BTC	Buy	63430.2→63893.8	+3.28	timeout
06-22 21:03	BTC	Buy	63790.2→64440.8	+4.63	timeout
06-22 18:59	BTC	Buy	64141.2→64354.8	+1.16	timeout
06-22 02:18	BTC	Buy	64212.2→64579.8	+2.33	timeout
06-22 00:13	BTC	Buy	64231.2→63443.8	-6.61	timeout
06-21 22:10	BTC	Buy	64003.2→63629.8	-3.36	timeout
06-21 20:09	BTC	Buy	63937.2→64193.8	+1.57	timeout
06-21 18:04	BTC	Buy	63886.2→63946.8	+0.11	timeout
06-21 01:42	BTC	Buy	63517.2→64193.8	+4.82	timeout
06-20 23:39	BTC	Buy	63313.2→64290.8	+7.26	timeout
06-20 21:37	BTC	Buy	63106.2→63916.8	+5.99	timeout
06-20 19:37	BTC	Buy	62956.1→63847.8	+6.65	timeout
06-20 17:35	BTC	Buy	62998.1→63780.8	+5.75	timeout
06-20 00:45	BTC	Buy	63042.2→63575.8	+3.78	timeout
06-19 22:36	BTC	Buy	62765.1→63238.8	+3.28	timeout
06-19 20:27	BTC	Buy	63103.2→63045.8	-0.94	timeout
06-19 18:23	BTC	Buy	62872.1→63117.8	+1.49	timeout
06-19 16:25	BTC	Buy	62631.1→63287.8	+4.76	timeout
06-18 15:57	BTC	Buy	63901.2→62293.7	-12.86	stop_loss
06-18 15:40	BTC	Buy	64226.2→62640.5	-12.83	stop_loss
06-18 15:40	BTC	Buy	64281.2→62700.5	-12.86	stop_loss
06-18 15:38	BTC	Buy	64410.2→62824.4	-12.86	stop_loss
06-18 15:37	BTC	Buy	64593.2→62997.3	-12.89	stop_loss
06-18 09:20	BTC	Buy	64994.2→64426.8	-4.85	timeout
06-18 04:11	BTC	Buy	65384.3→63741.9	-13.02	stop_loss
06-17 19:42	BTC	Buy	65727.3→64108.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65748.3→64131.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65838.3→64218.7	-12.77	stop_loss
06-17 14:36	BTC	Buy	65583.3→65147.7	-3.78	timeout
06-17 08:37	BTC	Buy	66674.3→65032.2	-12.78	stop_loss
06-17 02:21	BTC	Buy	66033.3→65904.7	-1.44	timeout
06-17 00:21	BTC	Buy	66319.3→65717.7	-5.05	timeout
06-16 22:17	BTC	Buy	66349.3→65815.7	-4.56	timeout
06-16 13:54	BTC	Buy	66431.3→66031.7	-3.54	timeout
06-16 11:52	BTC	Buy	66217.3→66396.7	+0.82	timeout
06-16 01:31	BTC	Buy	65364.3→66346.7	+7.06	timeout
06-15 23:30	BTC	Buy	65672.3→66198.7	+3.51	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-15 13:06	BTC	Buy	64336.2→66584.7	+17.04	timeout
06-15 11:03	BTC	Buy	64477.2→65882.7	+10.45	timeout
06-15 00:49	BTC	Buy	64551.2→65532.7	+7.14	timeout
06-14 22:43	BTC	Buy	64484.2→65366.7	+6.35	timeout
06-14 20:42	BTC	Buy	64226.2→64021.8	-2.08	timeout
06-14 12:31	BTC	Buy	63955.2→64438.8	+3.34	timeout
06-14 10:30	BTC	Buy	63751.2→64566.8	+5.92	timeout
06-13 22:48	BTC	Buy	63495.2→64462.8	+7.14	timeout
06-13 20:41	BTC	Buy	63524.2→64219.8	+5.01	timeout
06-13 18:40	BTC	Buy	63836.2→64247.8	+2.77	timeout
06-13 12:05	BTC	Buy	63658.2→63923.8	+1.55	timeout
06-13 09:52	BTC	Buy	63768.2→63726.8	-0.86	timeout
06-12 21:34	BTC	Buy	63479.2→63507.8	-0.27	timeout
06-12 19:32	BTC	Buy	63810.2→63626.8	-1.89	timeout
06-12 17:24	BTC	Buy	62373.1→63755.8	+10.63	timeout
06-12 11:09	BTC	Buy	63095.2→63739.8	+4.58	timeout
06-12 09:07	BTC	Buy	62830.1→63512.8	+4.91	timeout
06-11 20:47	BTC	Buy	61736.1→63243.8	+11.62	timeout
06-11 18:36	BTC	Buy	61851.1→63423.8	+12.14	timeout
06-11 16:32	BTC	Buy	62226.1→62578.9	+2.28	timeout
06-11 10:19	BTC	Buy	61132.1→62807.9	+13.12	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.20	timeout
06-10 19:48	BTC	Buy	61755.1→61908.9	+0.72	timeout
06-10 17:48	BTC	Buy	61624.1→61923.9	+1.94	timeout
06-10 15:44	BTC	Buy	61335.1→62371.9	+7.95	timeout
06-09 15:56	BTC	Buy	62558.1→61004.4	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

147

closed

44%

win rate

-457.65

total pnl ($)

-62.0 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	147	44%	-62.0	-457.65

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 19:45	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…