deribit_basis_low_fear_long_v3 · strategy

105

closed trades

44%

win rate

-270.69

total pnl ($)

0.459

weight

7d window — n=23 wr=30% pnl=-132.18 · 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 20:47	BTC	Buy	60272→59639	-5.68	timeout
06-28 19:46	BTC	Buy	60206→59346	-7.58	timeout
06-28 18:41	BTC	Buy	60524→59594	-8.11	timeout
06-28 00:08	BTC	Buy	60105→60067	-0.71	timeout
06-27 21:57	BTC	Buy	59927→60170	+1.64	timeout
06-27 15:01	BTC	Buy	59603→60580	+7.75	timeout
06-26 18:03	BTC	Buy	59589→60026	+3.12	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.31	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.62	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:57	BTC	Buy	59681→58213	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61073.1→59560.2	-12.81	stop_loss
06-24 15:30	BTC	Buy	62245.1→60714.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65370.3→63744.9	-12.89	stop_loss
06-16 14:44	BTC	Buy	66489.3→65641.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65542.9	-12.82	stop_loss
06-16 13:44	BTC	Buy	66512.3→66094.7	-3.67	timeout
06-16 12:41	BTC	Buy	66321.3→66465.7	+0.56	timeout
06-16 11:35	BTC	Buy	66240.3→66360.7	+0.38	timeout
06-15 14:18	BTC	Buy	64239.2→66470.7	+16.93	timeout
06-15 13:13	BTC	Buy	64319.2→66607.7	+17.36	timeout
06-15 12:55	BTC	Buy	63779.2→66581.7	+21.53	take_profit
06-15 12:08	BTC	Buy	64475.2→66173.7	+12.73	timeout
06-15 11:04	BTC	Buy	64465.2→65927.7	+10.89	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 13:59	BTC	Buy	64089.2→64275.8	+1.01	timeout
06-14 12:55	BTC	Buy	64103.2→64286.8	+0.98	timeout
06-14 11:51	BTC	Buy	63893.2→64594.8	+5.05	timeout
06-14 10:48	BTC	Buy	63861.2→64531.8	+4.78	timeout
06-13 18:31	BTC	Buy	63713.2→64180.8	+3.21	timeout
06-13 13:06	BTC	Buy	63400.2→64123.8	+5.19	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
06-12 17:54	BTC	Buy	63446.2→63828.8	+2.56	timeout
06-12 12:41	BTC	Buy	62756.1→63397.8	+4.59	timeout
06-12 11:30	BTC	Buy	63185.2→63764.8	+4.06	timeout
06-12 10:17	BTC	Buy	62806.1→63744.8	+6.92	timeout
06-12 09:12	BTC	Buy	62818.1→63495.8	+4.87	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→62773.9	+8.48	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 13:36	BTC	Buy	63761.2→62189.8	-12.77	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 21:14	BTC	Buy	61917.1→63690.8	+13.84	timeout
06-08 18:00	BTC	Buy	62140.1→63526.8	+10.62	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 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 17:00	BTC	Buy	60763→62033.9	+9.98	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:33	BTC	Buy	60711→61811.9	+8.60	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	timeout
06-06 04:20	BTC	Buy	61466.1→59951	-12.78	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.74	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:30	BTC	Buy	62546.1→62596.9	-0.05	timeout
06-05 06:23	BTC	Buy	62746.1→61175.3	-12.96	stop_loss
06-05 06:23	BTC	Buy	62800.1→61249.3	-12.79	stop_loss
06-05 06:03	BTC	Buy	63504.2→61937.9	-12.73	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:46	BTC	Buy	66691.3→65025.2	-12.99	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

44%

win rate

-270.69

total pnl ($)

-51.2 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	105	44%	-51.2	-270.69

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…