deribit_basis_low_fear_long_v8 · strategy

closed trades

45%

win rate

-222.88

total pnl ($)

0.600

weight

7d window — n=18 wr=39% pnl=-101.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:09	BTC	Buy	60104→60101	-0.41	timeout
06-27 21:58	BTC	Buy	59906→60166	+1.79	timeout
06-27 03:09	BTC	Buy	58706.9→60175	+12.04	timeout
06-26 20:48	BTC	Buy	59450→59683	+1.40	timeout
06-26 18:45	BTC	Buy	59378→59692	+2.08	timeout
06-26 16:44	BTC	Buy	59218→60109	+6.99	timeout
06-26 14:38	BTC	Buy	59613→59681	+0.07	timeout
06-26 02:21	BTC	Buy	59807→58335.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59619→58152	-12.69	stop_loss
06-25 13:53	BTC	Buy	60505→59016.5	-12.68	stop_loss
06-25 13:48	BTC	Buy	60741→59247.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60901→59395.3	-12.78	stop_loss
06-25 13:48	BTC	Buy	61026.1→59525.2	-12.71	stop_loss
06-24 16:51	BTC	Buy	61214.1→59702.1	-12.78	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62769.1→61220.3	-12.79	stop_loss
06-24 13:47	BTC	Buy	62828.1→61281.3	-12.76	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65371.3→63739.9	-12.94	stop_loss
06-16 23:02	BTC	Buy	66196.3→65761.7	-3.82	timeout
06-16 18:56	BTC	Buy	66791.3→65844.7	-7.61	timeout
06-16 14:49	BTC	Buy	66604.3→65624.7	-7.89	timeout
06-16 14:23	BTC	Buy	67163.4→65511	-12.82	stop_loss
06-16 12:48	BTC	Buy	66481.3→66447.7	-0.78	timeout
06-15 22:24	BTC	Buy	65232.3→66226.7	+7.12	timeout
06-15 14:13	BTC	Buy	64256.2→66407.7	+16.30	timeout
06-15 13:25	BTC	Buy	64071.2→66883.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63816.2→66617.7	+21.51	take_profit
06-15 12:09	BTC	Buy	64465.2→66182.7	+12.88	timeout
06-14 21:45	BTC	Buy	64525.2→65372.7	+6.08	timeout
06-14 19:41	BTC	Buy	64269.2→63748.8	-4.55	timeout
06-14 15:32	BTC	Buy	64311.2→63998.8	-2.89	timeout
06-14 13:30	BTC	Buy	64198.2→64277.8	+0.17	timeout
06-14 11:28	BTC	Buy	63952.2→64545.8	+4.19	timeout
06-13 20:27	BTC	Buy	63495.2→64219.8	+5.25	timeout
06-13 18:26	BTC	Buy	63740.2→64129.8	+2.59	timeout
06-13 14:13	BTC	Buy	63346.2→64150.8	+5.85	timeout
06-13 11:48	BTC	Buy	63806.2→63873.8	-0.01	timeout
06-13 09:47	BTC	Buy	63908.2→63763.8	-1.66	timeout
06-12 18:59	BTC	Buy	63433.2→63667.8	+1.38	timeout
06-12 16:54	BTC	Buy	62633.1→63917.8	+9.77	timeout
06-12 12:47	BTC	Buy	62931.1→63443.8	+3.55	timeout
06-12 10:37	BTC	Buy	62888.1→63706.8	+5.97	timeout
06-12 08:37	BTC	Buy	62911.1→63406.8	+3.41	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 15:20	BTC	Buy	62142.1→62704.9	+3.98	timeout
06-11 12:24	BTC	Buy	61055.1→62768.9	+13.46	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.24	timeout
06-09 15:55	BTC	Buy	62642.1→61098.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62763.1→61216.3	-12.78	stop_loss
06-09 14:11	BTC	Buy	63494.2→61929.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63533.2→61968.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63721.2→62153.8	-12.74	stop_loss
06-09 08:59	BTC	Buy	63140.2→62828.9	-2.92	timeout
06-09 00:49	BTC	Buy	63991.2→62417.7	-12.75	stop_loss
06-08 20:32	BTC	Buy	61769.1→63224.8	+11.29	timeout
06-08 18:27	BTC	Buy	62194.1→63554.8	+10.41	timeout
06-08 16:29	BTC	Buy	62155.1→63862.8	+13.19	timeout
06-08 14:27	BTC	Buy	62130.1→63735.8	+12.43	timeout
06-08 08:13	BTC	Buy	62305.1→63122.8	+6.03	timeout
06-07 19:49	BTC	Buy	60594→61363.9	+5.95	timeout
06-07 17:49	BTC	Buy	60579→62207.9	+13.03	timeout
06-07 15:36	BTC	Buy	60698→62031.9	+10.52	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 18:58	BTC	Buy	59482→60660	+9.51	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 18:53	BTC	Buy	60668→59174.4	-12.77	stop_loss
06-05 18:37	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-05 14:26	BTC	Buy	61922.1→60398.8	-12.75	stop_loss
06-05 14:26	BTC	Buy	61927.1→60402.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62419.1→60883.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62442.1→60906.5	-12.75	stop_loss
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 05:59	BTC	Buy	63786.2→62216.8	-12.71	stop_loss
06-05 02:41	BTC	Buy	63287.2→62835.9	-3.99	timeout
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64241.2→62659.5	-12.76	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-03 23:54	BTC	Buy	65652.3→64037.8	-12.74	stop_loss
06-03 23:03	BTC	Buy	66071.3→64441.5	-12.78	stop_loss
06-03 19:55	BTC	Buy	66941.3→65295.1	-12.76	stop_loss
06-03 19:53	BTC	Buy	67086.4→65435	-12.79	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67292.4→65637.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67420.4→65758.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-222.88

total pnl ($)

-48.6 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	91	45%	-48.6	-222.88

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…