deribit_basis_low_fear_long_v12 · strategy

144

closed trades

45%

win rate

-474.21

total pnl ($)

0.250

weight

7d window — n=40 wr=40% pnl=-202.04 · 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 15:36	BTC	Buy	60762→59965	-7.08	timeout
06-27 22:55	BTC	Buy	60008→60172	+0.97	timeout
06-27 20:52	BTC	Buy	59757→60259	+3.81	timeout
06-27 18:44	BTC	Buy	59744→60520	+6.06	timeout
06-27 16:40	BTC	Buy	60230→60745	+3.83	timeout
06-27 14:35	BTC	Buy	59829→60593	+5.93	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.34	timeout
06-26 17:42	BTC	Buy	59591→59967	+2.59	timeout
06-26 15:25	BTC	Buy	59310→60107	+6.18	timeout
06-26 13:19	BTC	Buy	59961→58478.8	-12.83	stop_loss
06-26 13:19	BTC	Buy	60035→58555.8	-12.78	stop_loss
06-26 02:21	BTC	Buy	59831→58343.9	-12.87	stop_loss
06-26 02:13	BTC	Buy	60180→58687.7	-12.84	stop_loss
06-25 13:59	BTC	Buy	59541→58077	-12.66	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:49	BTC	Buy	60736→59242.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60780→59284.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60872→59375.3	-12.68	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 15:56	BTC	Buy	61789.1→60267.8	-12.74	stop_loss
06-24 14:20	BTC	Buy	62369.1→60834.5	-12.75	stop_loss
06-24 14:13	BTC	Buy	62564.1→61148.9	-11.71	timeout
06-24 14:13	BTC	Buy	62641.1→61099.4	-12.75	stop_loss
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.23	timeout
06-24 07:57	BTC	Buy	62945.1→62600.9	-3.24	timeout
06-24 06:28	BTC	Buy	62711.1→62803.9	+0.24	timeout
06-23 06:23	BTC	Buy	64077.2→62499.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64142.2→62559.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64251.2→62665.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64487.2→62898.4	-12.78	stop_loss
06-23 04:27	BTC	Buy	63912.2→63941.8	-0.24	timeout
06-23 01:40	BTC	Buy	64563.2→64017.8	-4.65	timeout
06-22 20:41	BTC	Buy	63948.2→64471.8	+3.63	timeout
06-22 18:34	BTC	Buy	64118.2→64569.8	+3.02	timeout
06-22 01:50	BTC	Buy	64227.2→64588.8	+2.28	timeout
06-21 23:45	BTC	Buy	64310.2→63268.8	-8.56	timeout
06-21 21:38	BTC	Buy	63923.2→63743.8	-1.85	timeout
06-21 19:36	BTC	Buy	63854.2→64166.8	+2.01	timeout
06-21 17:39	BTC	Buy	63795.2→64046.8	+1.61	timeout
06-21 01:12	BTC	Buy	63434.2→64224.8	+5.73	timeout
06-20 23:09	BTC	Buy	63284.2→64260.8	+7.26	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:02	BTC	Buy	63051.2→63787.8	+5.40	timeout
06-20 16:59	BTC	Buy	62974.1→63971.8	+7.44	timeout
06-20 00:32	BTC	Buy	62998.1→63602.8	+4.32	timeout
06-19 22:32	BTC	Buy	62758.1→63226.8	+3.24	timeout
06-19 20:27	BTC	Buy	63114.2→63044.8	-1.04	timeout
06-19 18:25	BTC	Buy	62922.1→63099.8	+0.95	timeout
06-19 16:26	BTC	Buy	62672.1→63304.8	+4.58	timeout
06-18 15:57	BTC	Buy	63937.2→62364.7	-12.58	stop_loss
06-18 15:40	BTC	Buy	64229.2→62649.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64271.2→62687.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64405.2→62821.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64596.2→63007.3	-12.72	stop_loss
06-18 09:06	BTC	Buy	64940.2→64336.8	-5.13	timeout
06-18 05:03	BTC	Buy	65334.3→63727.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65671.3→64053.8	-12.78	stop_loss
06-17 19:40	BTC	Buy	65794.3→64175.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65896.3→64259.6	-12.87	stop_loss
06-17 16:43	BTC	Buy	65823.3→65963.7	+0.60	timeout
06-17 14:42	BTC	Buy	65673.3→65092.7	-4.88	timeout
06-17 08:52	BTC	Buy	66426.3→64792.3	-12.76	stop_loss
06-17 00:13	BTC	Buy	66361.3→65747.7	-5.15	timeout
06-16 22:07	BTC	Buy	66404.3→65734.7	-5.59	timeout
06-16 14:23	BTC	Buy	67142.4→65489	-12.84	stop_loss
06-16 13:54	BTC	Buy	66437.3→66006.7	-3.77	timeout
06-16 11:55	BTC	Buy	66181.3→66370.7	+0.89	timeout
06-15 23:28	BTC	Buy	65679.3→66216.7	+3.60	timeout
06-15 21:23	BTC	Buy	64748.2→66503.7	+13.05	timeout
06-15 13:07	BTC	Buy	64345.2→66615.7	+17.21	timeout
06-15 13:06	BTC	Buy	63835.2→66637.7	+21.51	take_profit
06-15 11:03	BTC	Buy	64465.2→65880.7	+10.53	timeout
06-14 22:44	BTC	Buy	64492.2→65444.7	+6.89	timeout
06-14 20:43	BTC	Buy	64222.2→64017.8	-2.08	timeout
06-14 18:39	BTC	Buy	64232.2→63755.8	-4.25	timeout
06-14 12:31	BTC	Buy	63960.2→64438.8	+3.30	timeout
06-14 10:30	BTC	Buy	63751.2→64567.8	+5.92	timeout
06-13 22:09	BTC	Buy	63499.2→64390.8	+6.54	timeout
06-13 20:03	BTC	Buy	63632.2→64247.8	+4.39	timeout
06-13 18:01	BTC	Buy	63874.2→63976.8	+0.34	timeout
06-13 11:47	BTC	Buy	63793.2→63874.8	+0.10	timeout
06-13 09:46	BTC	Buy	63861.2→63778.8	-1.18	timeout
06-12 21:26	BTC	Buy	63437.2→63522.8	+0.20	timeout
06-12 19:28	BTC	Buy	63597.2→63713.8	+0.46	timeout
06-12 17:24	BTC	Buy	62329.1→63755.8	+10.96	timeout
06-12 11:08	BTC	Buy	63032.2→63800.8	+5.57	timeout
06-12 09:02	BTC	Buy	62908.1→63456.8	+3.84	timeout
06-11 20:42	BTC	Buy	61819.1→63268.8	+11.14	timeout
06-11 18:36	BTC	Buy	61862.1→63441.8	+12.19	timeout
06-11 16:30	BTC	Buy	62233.1→62575.9	+2.20	timeout
06-11 10:19	BTC	Buy	61152.1→62768.9	+12.64	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 19:48	BTC	Buy	61762.1→61907.9	+0.66	timeout
06-10 17:48	BTC	Buy	61585.1→61964.9	+2.59	timeout
06-10 15:44	BTC	Buy	61319.1→62371.9	+8.08	timeout
06-09 15:56	BTC	Buy	62553.1→61010.4	-12.79	stop_loss
06-09 15:56	BTC	Buy	62591.1→61049.4	-12.77	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63309.2→61751	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

144

closed

45%

win rate

-474.21

total pnl ($)

-65.6 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	144	45%	-65.6	-474.21

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…