deribit_basis_low_fear_long_v14 · strategy

162

closed trades

45%

win rate

-478.56

total pnl ($)

0.250

weight

7d window — n=40 wr=45% pnl=-174.13 · 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 21:32	BTC	Buy	60446→59696	-6.67	timeout
06-28 20:26	BTC	Buy	60236→59664	-5.21	timeout
06-28 19:21	BTC	Buy	60419→59480	-8.19	timeout
06-28 18:13	BTC	Buy	60517→59631	-7.75	timeout
06-28 17:02	BTC	Buy	60607→59652	-8.29	timeout
06-27 20:40	BTC	Buy	59647→60244	+4.62	timeout
06-27 19:32	BTC	Buy	59999→60129	+0.68	timeout
06-27 18:30	BTC	Buy	59765→60478	+5.53	timeout
06-27 17:23	BTC	Buy	60098→60561	+3.40	timeout
06-27 16:20	BTC	Buy	60046→60689	+4.94	timeout
06-26 18:48	BTC	Buy	59423→59627	+1.15	timeout
06-26 17:50	BTC	Buy	59492→59966	+3.43	timeout
06-26 16:48	BTC	Buy	59276→60065	+6.11	timeout
06-26 15:42	BTC	Buy	59160→60414	+10.06	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.39	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.73	stop_loss
06-25 13:57	BTC	Buy	59784→58298.9	-12.80	stop_loss
06-25 13:54	BTC	Buy	60162→58681.7	-12.67	stop_loss
06-25 13:53	BTC	Buy	60406→58917.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61139.1→59634.2	-12.74	stop_loss
06-24 14:17	BTC	Buy	62566.1→61027.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62617.1→61077.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62679.1→61137.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62779.1→61232.3	-12.77	stop_loss
06-24 10:37	BTC	Buy	62281.1→62549.9	+1.66	timeout
06-24 09:34	BTC	Buy	62445.1→62673.9	+1.30	timeout
06-24 08:32	BTC	Buy	62194.1→62657.9	+3.23	timeout
06-24 07:38	BTC	Buy	62967.1→62607.9	-3.37	timeout
06-24 06:58	BTC	Buy	62922.1→62743.9	-1.92	timeout
06-23 06:22	BTC	Buy	64086.2→62508.6	-12.78	stop_loss
06-23 06:20	BTC	Buy	64367.2→62784.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64399.2→62812.4	-12.78	stop_loss
06-23 06:08	BTC	Buy	64655.2→63065.3	-12.76	stop_loss
06-23 06:08	BTC	Buy	64662.2→63072.3	-12.76	stop_loss
06-22 19:36	BTC	Buy	64173.2→64392.8	+1.22	timeout
06-22 18:33	BTC	Buy	64124.2→64579.8	+3.04	timeout
06-22 17:28	BTC	Buy	64116.2→64546.8	+2.87	timeout
06-22 16:22	BTC	Buy	64202.2→64720.8	+3.59	timeout
06-22 05:55	BTC	Buy	64219.2→64166.8	-0.87	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:25	BTC	Buy	63845.2→63986.8	+0.72	timeout
06-21 17:24	BTC	Buy	63877.2→64115.8	+1.48	timeout
06-21 16:18	BTC	Buy	64000.2→64140.8	+0.61	timeout
06-21 05:46	BTC	Buy	63642.2→64233.8	+4.20	timeout
06-20 19:13	BTC	Buy	63027.2→63867.8	+6.23	timeout
06-20 18:09	BTC	Buy	63095.2→63800.8	+5.13	timeout
06-20 17:10	BTC	Buy	62930.1→63863.8	+6.94	timeout
06-20 16:06	BTC	Buy	63163.2→63985.8	+5.93	timeout
06-20 05:35	BTC	Buy	62575.1→63668.8	+8.29	timeout
06-19 18:47	BTC	Buy	62768.1→63026.8	+1.59	timeout
06-19 17:43	BTC	Buy	62568.1→63055.8	+3.44	timeout
06-19 16:42	BTC	Buy	62647.1→63248.8	+4.39	timeout
06-19 15:49	BTC	Buy	62738.1→63169.8	+3.08	timeout
06-19 05:03	BTC	Buy	63765.2→62550.9	-9.92	timeout
06-18 15:57	BTC	Buy	63932.2→62348.7	-12.82	stop_loss
06-18 15:52	BTC	Buy	64072.2→62496.6	-12.46	stop_loss
06-18 15:40	BTC	Buy	64243.2→62658.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64292.2→62711.5	-12.72	stop_loss
06-18 14:32	BTC	Buy	65210.3→63868.8	-10.73	timeout
06-18 04:11	BTC	Buy	65364.3→63743.9	-12.86	stop_loss
06-17 19:50	BTC	Buy	65659.3→64029.8	-12.88	stop_loss
06-17 19:40	BTC	Buy	65821.3→64196.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65969.3→64334.6	-12.85	stop_loss
06-17 16:39	BTC	Buy	65803.3→65983.7	+0.93	timeout
06-17 15:35	BTC	Buy	65918.3→65335.7	-4.88	timeout
06-17 14:33	BTC	Buy	65370.3→65161.7	-2.06	timeout
06-17 13:30	BTC	Buy	66013.3→64884.8	-9.05	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-4.76	timeout
06-16 15:29	BTC	Buy	66631.3→65783.7	-6.89	timeout
06-16 14:23	BTC	Buy	66498.3→65567.7	-7.53	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.05	timeout
06-15 22:16	BTC	Buy	65145.3→66325.7	+8.56	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63931.2→66751.7	+21.63	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63725.2→66522.7	+21.51	take_profit
06-14 22:01	BTC	Buy	64408.2→65437.7	+7.50	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.81	timeout
06-14 16:48	BTC	Buy	63994.2→64063.8	+0.05	timeout
06-13 21:44	BTC	Buy	63560.2→64577.8	+7.53	timeout
06-13 20:43	BTC	Buy	63530.2→64215.8	+4.93	timeout
06-13 19:41	BTC	Buy	63703.2→64268.8	+3.99	timeout
06-13 17:42	BTC	Buy	63796.2→64083.8	+1.79	timeout
06-13 16:37	BTC	Buy	63820.2→63963.8	+0.69	timeout
06-12 20:39	BTC	Buy	63303.2→63486.8	+0.99	timeout
06-12 19:37	BTC	Buy	63735.2→63771.8	-0.17	timeout
06-12 18:31	BTC	Buy	63431.2→63719.8	+1.81	timeout
06-12 17:26	BTC	Buy	62372.1→63787.8	+10.88	timeout
06-12 16:22	BTC	Buy	62667.1→63812.8	+8.66	timeout
06-11 19:48	BTC	Buy	61893.1→63650.8	+13.62	timeout
06-11 18:42	BTC	Buy	61791.1→63469.8	+13.01	timeout
06-11 17:37	BTC	Buy	61794.1→63116.8	+10.16	timeout
06-11 16:37	BTC	Buy	62315.1→62759.9	+3.04	timeout
06-11 15:36	BTC	Buy	62333.1→62781.9	+3.05	timeout
06-10 18:47	BTC	Buy	61639.1→61723.9	+0.20	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

45%

win rate

-478.56

total pnl ($)

-58.9 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	162	45%	-58.9	-478.56

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…