deribit_basis_low_band_fear_long · strategy

closed trades

45%

win rate

-177.10

total pnl ($)

0.733

weight

7d window — n=18 wr=39% pnl=-87.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:29	BTC	Buy	60094→59525	-5.23	timeout
06-29 00:28	BTC	Buy	60159→59237	-8.17	timeout
06-28 22:20	BTC	Buy	59988→59265	-6.49	timeout
06-28 16:55	BTC	Buy	60786→59640	-9.85	timeout
06-27 21:52	BTC	Buy	59919→60111	+1.22	timeout
06-27 18:08	BTC	Buy	60083→60492	+2.97	timeout
06-27 16:07	BTC	Buy	60335→60783	+3.32	timeout
06-27 14:00	BTC	Buy	60196→60509	+2.14	timeout
06-27 10:30	BTC	Buy	59689→60411	+5.55	timeout
06-26 13:18	BTC	Buy	60331→58845.6	-12.77	stop_loss
06-24 15:44	BTC	Buy	62023.1→60497.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62397.1→60841.5	-12.91	stop_loss
06-24 14:17	BTC	Buy	62572.1→61017.4	-12.84	stop_loss
06-24 14:12	BTC	Buy	62467.1→61301.9	-9.74	timeout
06-24 13:57	BTC	Buy	62737.1→61194.3	-12.74	stop_loss
06-24 12:07	BTC	Buy	62427.1→62807.9	+2.60	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-20 09:00	BTC	Buy	62576.1→63402.8	+6.04	timeout
06-17 10:56	BTC	Buy	66363.3→64729.4	-12.85	stop_loss
06-17 07:54	BTC	Buy	66823.3→65180.1	-12.73	stop_loss
06-14 21:43	BTC	Buy	64601.2→65212.7	+4.24	timeout
06-14 03:38	BTC	Buy	63469.2→64467.8	+7.45	timeout
06-13 23:16	BTC	Buy	63480.2→64450.8	+7.18	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 02:49	BTC	Buy	63588.2→63546.8	-0.77	timeout
06-13 00:49	BTC	Buy	63669.2→63557.8	-1.41	timeout
06-12 22:46	BTC	Buy	63493.2→63508.8	-0.38	timeout
06-12 20:44	BTC	Buy	63253.2→63496.8	+1.46	timeout
06-12 18:33	BTC	Buy	63373.2→63779.8	+2.74	timeout
06-11 21:49	BTC	Buy	61553.1→63540.8	+15.56	timeout
06-11 19:26	BTC	Buy	61752.1→63622.8	+14.57	timeout
06-11 17:15	BTC	Buy	62083.1→62436.9	+2.33	timeout
06-11 14:29	BTC	Buy	62032.1→62964.9	+6.96	timeout
06-11 08:50	BTC	Buy	61213.1→62933.9	+13.50	timeout
06-10 19:40	BTC	Buy	61742.1→62001.9	+1.58	timeout
06-10 17:29	BTC	Buy	61726.1→61908.9	+0.99	timeout
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62625.1→61084.4	-12.75	stop_loss
06-09 14:11	BTC	Buy	63493.2→61929.9	-12.76	stop_loss
06-09 05:07	BTC	Buy	62569.1→63128.8	+4.02	timeout
06-09 02:41	BTC	Buy	62995.1→62600.9	-3.56	timeout
06-07 16:35	BTC	Buy	60488→62213.9	+13.79	timeout
06-07 12:16	BTC	Buy	61037.1→62200.9	+9.06	timeout
06-07 05:07	BTC	Buy	59846→61785.9	+15.78	timeout
06-06 20:00	BTC	Buy	60403→60615	+1.37	timeout
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.68	stop_loss
06-05 06:20	BTC	Buy	63261.2→61705	-12.72	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.75	stop_loss
06-05 06:03	BTC	Buy	63568.2→62004.9	-12.71	stop_loss
06-05 03:11	BTC	Buy	63852.2→62281.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64257.2→62665.5	-12.83	stop_loss
06-04 00:24	BTC	Buy	65551.3→63938.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66351.3→64652.4	-13.31	stop_loss
06-03 20:48	BTC	Buy	66658.3→65019.2	-12.79	stop_loss
06-03 19:54	BTC	Buy	66947.3→65297.1	-12.84	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67439.4→65780.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-177.10

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	58	45%	-60.7	-177.10

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…