deribit_basis_low_extreme_fear_long · strategy

closed trades

47%

win rate

-203.02

total pnl ($)

0.642

weight

7d window — n=16 wr=38% pnl=-94.91 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:03	BTC	Buy	58501.9→60312	+15.01	timeout
06-26 18:39	BTC	Buy	59412→59726	+2.09	timeout
06-26 17:38	BTC	Buy	59668→59947	+1.78	timeout
06-26 16:38	BTC	Buy	59355→60173	+6.35	timeout
06-26 15:34	BTC	Buy	59268→60114	+6.64	timeout
06-26 02:13	BTC	Buy	60226→58742.7	-12.76	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58041.1	-12.75	stop_loss
06-25 13:57	BTC	Buy	59760→58287.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60301→58772.7	-13.07	stop_loss
06-25 13:48	BTC	Buy	60919→59417.3	-12.74	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61281.1→59749.1	-12.93	stop_loss
06-24 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61206.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-18 05:03	BTC	Buy	65328.3→63717.9	-12.78	stop_loss
06-16 14:24	BTC	Buy	66463.3→65556.7	-7.35	timeout
06-16 13:27	BTC	Buy	66836.3→66094.7	-6.08	timeout
06-16 12:22	BTC	Buy	66187.3→66608.7	+2.65	timeout
06-16 11:18	BTC	Buy	66083.3→66484.7	+2.52	timeout
06-16 10:12	BTC	Buy	65738.3→66503.7	+5.35	timeout
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-15 12:48	BTC	Buy	64285.2→66447.7	+16.39	timeout
06-15 11:43	BTC	Buy	64598.2→66174.7	+11.76	timeout
06-15 10:42	BTC	Buy	64593.2→65722.7	+8.30	timeout
06-15 09:38	BTC	Buy	64442.2→65527.7	+7.99	timeout
06-14 18:53	BTC	Buy	64094.2→63777.8	-3.00	timeout
06-14 12:38	BTC	Buy	63998.2→64311.8	+2.01	timeout
06-14 11:35	BTC	Buy	63912.2→64614.8	+5.05	timeout
06-14 10:32	BTC	Buy	63783.2→64570.8	+5.69	timeout
06-14 09:27	BTC	Buy	63791.2→64317.8	+3.62	timeout
06-13 18:31	BTC	Buy	63713.2→64180.8	+3.21	timeout
06-13 12:04	BTC	Buy	63649.2→63939.8	+1.75	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.76	timeout
06-13 09:56	BTC	Buy	63810.2→63739.8	-1.08	timeout
06-13 08:54	BTC	Buy	63431.2→63777.8	+2.20	timeout
06-12 17:14	BTC	Buy	62440.1→63851.8	+10.83	timeout
06-12 11:56	BTC	Buy	63082.2→63776.8	+4.98	timeout
06-12 10:51	BTC	Buy	62944.1→63690.8	+5.41	timeout
06-12 09:45	BTC	Buy	62888.1→63806.8	+6.77	timeout
06-12 08:44	BTC	Buy	62819.1→63340.8	+3.62	timeout
06-11 17:09	BTC	Buy	62151.1→62482.9	+2.16	timeout
06-11 11:22	BTC	Buy	61219.1→63128.8	+15.01	timeout
06-11 10:21	BTC	Buy	61141.1→62807.9	+13.04	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:17	BTC	Buy	61657.1→62772.9	+8.47	timeout
06-10 16:39	BTC	Buy	60868→62271.9	+10.99	timeout
06-09 14:46	BTC	Buy	62758.1→61212.3	-12.78	stop_loss
06-09 14:36	BTC	Buy	62925.1→61375.2	-12.77	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.76	stop_loss
06-09 14:10	BTC	Buy	63592.2→62027.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63821.2→62247.7	-12.77	stop_loss
06-09 06:58	BTC	Buy	62968.1→63259.8	+1.81	timeout
06-09 00:46	BTC	Buy	64068.2→62492.6	-12.74	stop_loss
06-08 18:00	BTC	Buy	62140.1→63526.8	+10.62	timeout
06-08 17:01	BTC	Buy	62051.1→63453.8	+10.75	timeout
06-08 15:00	BTC	Buy	61863.1→63924.8	+16.17	timeout
06-08 13:58	BTC	Buy	61715.1→63688.8	+15.50	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.56	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 15:52	BTC	Buy	60782→62105.9	+10.47	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+8.59	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.16	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61439.1→59921	-12.81	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:52	BTC	Buy	62597.1→61049.4	-12.82	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 10:28	BTC	Buy	62568.1→62530.9	-0.76	timeout
06-05 06:22	BTC	Buy	62826.1→61281.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:22	BTC	Buy	62735.1→63136.8	+2.79	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64061.2→62485.6	-12.72	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64174.2→62595.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 20:45	BTC	Buy	66736.3→65095.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67040.4→65389	-12.79	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 19:52	BTC	Buy	67122.4→65471	-12.79	stop_loss
06-03 16:27	BTC	Buy	67185.4→65532.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67128.4→65469	-12.81	stop_loss
06-03 03:50	BTC	Buy	67239.4→65581.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67483.4→65810.8	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-203.02

total pnl ($)

-41.4 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	97	47%	-41.4	-203.02

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…