deribit_basis_low_percentile_fade_long · strategy

closed trades

43%

win rate

-262.87

total pnl ($)

0.374

weight

7d window — n=22 wr=32% pnl=-146.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:52	BTC	Buy	60127→59692	-4.09	timeout
06-28 20:49	BTC	Buy	60266→59647	-5.60	timeout
06-28 18:38	BTC	Buy	60531→59600	-8.12	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.44	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 05:18	BTC	Buy	59909→60229	+2.22	timeout
06-27 00:50	BTC	Buy	59692→60008	+2.17	timeout
06-26 20:33	BTC	Buy	59463→59613	+0.74	timeout
06-26 18:38	BTC	Buy	59405→59770	+2.50	timeout
06-26 16:26	BTC	Buy	59741→59978	+1.44	timeout
06-26 02:24	BTC	Buy	59783→58311.9	-12.74	stop_loss
06-25 13:59	BTC	Buy	59509→58045.1	-12.66	stop_loss
06-25 13:55	BTC	Buy	59867→58394.9	-12.64	stop_loss
06-25 13:48	BTC	Buy	60760→59265.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60888→59390.3	-12.68	stop_loss
06-25 13:46	BTC	Buy	61090.1→59587.2	-12.67	stop_loss
06-24 17:20	BTC	Buy	60877→59370.3	-12.81	stop_loss
06-24 16:51	BTC	Buy	61271.1→59736.1	-12.95	stop_loss
06-24 14:17	BTC	Buy	62605.1→61062.4	-12.73	stop_loss
06-24 13:47	BTC	Buy	62818.1→61266.3	-12.77	stop_loss
06-24 13:47	BTC	Buy	62830.1→61282.3	-12.76	stop_loss
06-24 08:22	BTC	Buy	62481.1→62637.9	+0.79	timeout
06-17 22:03	BTC	Buy	65473.3→63845.9	-12.88	stop_loss
06-16 23:17	BTC	Buy	66223.3→65719.7	-4.40	timeout
06-16 19:17	BTC	Buy	66818.3→65549.7	-10.03	timeout
06-16 15:11	BTC	Buy	66604.3→65836.7	-6.29	timeout
06-16 14:33	BTC	Buy	66938.3→65289.1	-12.84	stop_loss
06-16 13:17	BTC	Buy	66749.3→66209.7	-4.58	timeout
06-15 22:27	BTC	Buy	65130.3→66082.7	+6.82	timeout
06-15 13:25	BTC	Buy	64071.2→66883.7	+21.51	take_profit
06-15 13:06	BTC	Buy	63830.2→66632.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63742.2→66544.7	+21.55	take_profit
06-15 12:12	BTC	Buy	64477.2→66247.7	+13.29	timeout
06-14 21:49	BTC	Buy	64480.2→65339.7	+6.17	timeout
06-14 19:45	BTC	Buy	64274.2→63737.8	-4.67	timeout
06-14 17:40	BTC	Buy	64089.2→63764.8	-3.06	timeout
06-14 15:36	BTC	Buy	64291.2→64053.8	-2.31	timeout
06-14 11:31	BTC	Buy	63923.2→64553.8	+4.48	timeout
06-13 20:39	BTC	Buy	63524.2→64236.8	+5.14	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 16:24	BTC	Buy	63769.2→63966.8	+1.13	timeout
06-13 14:10	BTC	Buy	63417.2→64129.8	+5.12	timeout
06-13 09:50	BTC	Buy	63812.2→63756.8	-0.96	timeout
06-12 18:14	BTC	Buy	63426.2→63832.8	+2.75	timeout
06-12 16:11	BTC	Buy	62711.1→63686.8	+7.28	timeout
06-12 13:58	BTC	Buy	62996.1→63150.8	+0.71	timeout
06-12 11:50	BTC	Buy	63110.2→63786.8	+4.83	timeout
06-12 09:39	BTC	Buy	62898.1→63831.8	+6.88	timeout
06-11 17:04	BTC	Buy	62302.1→62367.9	+0.02	timeout
06-11 15:09	BTC	Buy	61976.1→62735.9	+5.58	timeout
06-11 12:24	BTC	Buy	61059.1→62752.9	+13.30	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:36	BTC	Buy	62915.1→61366.2	-12.77	stop_loss
06-09 14:17	BTC	Buy	63373.2→61805	-12.84	stop_loss
06-09 14:11	BTC	Buy	63497.2→61930.9	-12.80	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.78	stop_loss
06-09 13:19	BTC	Buy	63894.2→62322.7	-12.74	stop_loss
06-09 06:55	BTC	Buy	62965.1→63256.8	+1.81	timeout
06-08 20:46	BTC	Buy	61755.1→63366.8	+12.56	timeout
06-08 18:42	BTC	Buy	62170.1→63479.8	+10.02	timeout
06-08 16:44	BTC	Buy	62150.1→63639.8	+11.44	timeout
06-08 14:40	BTC	Buy	62059.1→63798.8	+13.53	timeout
06-08 06:20	BTC	Buy	61780.1→63044.8	+9.78	timeout
06-07 20:03	BTC	Buy	60536→61346.9	+6.28	timeout
06-07 17:51	BTC	Buy	60581→62198.9	+12.93	timeout
06-07 15:37	BTC	Buy	60692→62013.9	+10.42	timeout
06-07 13:33	BTC	Buy	60699→61810.9	+8.69	timeout
06-07 06:07	BTC	Buy	61018.1→61658.9	+4.85	timeout
06-06 18:57	BTC	Buy	59471→60639	+9.43	timeout
06-06 04:27	BTC	Buy	61371.1→59856.1	-12.80	stop_loss
06-05 18:52	BTC	Buy	60706→59213.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61401.1→59891	-12.75	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-12.77	stop_loss
06-05 14:06	BTC	Buy	61982.1→60450.7	-12.80	stop_loss
06-05 13:57	BTC	Buy	62410.1→60875.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 10:29	BTC	Buy	62516.1→62523.9	-0.40	timeout
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:20	BTC	Buy	63161.2→61607.1	-12.70	stop_loss
06-05 06:16	BTC	Buy	63438.2→61874	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 11:10	BTC	Buy	63767.2→62198.8	-12.72	stop_loss
06-04 01:22	BTC	Buy	64252.2→62672.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-03 23:38	BTC	Buy	65858.3→64234.7	-12.78	stop_loss
06-03 23:03	BTC	Buy	66206.3→64578.5	-12.74	stop_loss
06-03 19:53	BTC	Buy	67094.4→65438	-12.81	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 03:44	BTC	Buy	67332.4→65675.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67498.4→65838.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-262.87

total pnl ($)

-55.0 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	95	43%	-55.0	-262.87

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:41	BTC	Buy	circuit_breaker
06-29 07:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…