deribit_basis_lowband_fear_long · strategy

closed trades

41%

win rate

-291.75

total pnl ($)

0.269

weight

7d window — n=29 wr=31% pnl=-143.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:34	BTC	Buy	59932→59098	-7.39	timeout
06-30 09:56	BTC	Buy	60045→59349	-6.23	timeout
06-30 08:23	BTC	Buy	59954→59394	-5.08	timeout
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-28 23:00	BTC	Buy	60199→59012	-10.40	timeout
06-28 21:24	BTC	Buy	60391→59657	-6.54	timeout
06-28 20:11	BTC	Buy	60269→59554	-6.36	timeout
06-28 18:47	BTC	Buy	60534→59590	-8.22	timeout
06-28 17:43	BTC	Buy	60592→59522	-9.25	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 14:49	BTC	Buy	59780→60629	+6.65	timeout
06-27 13:48	BTC	Buy	59536→60518	+7.78	timeout
06-27 11:48	BTC	Buy	59387→60321	+7.37	timeout
06-27 10:33	BTC	Buy	59752→60378	+4.75	timeout
06-26 20:02	BTC	Buy	59554→59796	+1.45	timeout
06-26 13:19	BTC	Buy	60122→58636.7	-12.81	stop_loss
06-26 13:18	BTC	Buy	60215→58731.7	-12.78	stop_loss
06-26 02:13	BTC	Buy	60140→58654.7	-12.80	stop_loss
06-24 16:51	BTC	Buy	61180.1→59667.2	-12.79	stop_loss
06-24 15:45	BTC	Buy	61922.1→60396.8	-12.76	stop_loss
06-24 14:17	BTC	Buy	62552.1→61010.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62644.1→61101.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62673.1→61128.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62757.1→61211.3	-12.77	stop_loss
06-24 13:12	BTC	Buy	62045.1→62015.9	-0.69	timeout
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.93	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.34	timeout
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-16 21:22	BTC	Buy	66502.3→65713.7	-6.47	timeout
06-15 21:52	BTC	Buy	65485.3→66402.7	+6.50	timeout
06-14 00:32	BTC	Buy	63546.2→64515.8	+7.15	timeout
06-13 23:09	BTC	Buy	63468.2→64420.8	+7.03	timeout
06-13 22:01	BTC	Buy	63525.2→64390.8	+6.33	timeout
06-13 20:56	BTC	Buy	63411.2→64248.8	+6.13	timeout
06-13 14:03	BTC	Buy	63339.2→64126.8	+5.72	timeout
06-12 23:14	BTC	Buy	63385.2→63446.8	-0.01	timeout
06-12 20:43	BTC	Buy	63275.2→63529.8	+1.54	timeout
06-12 19:31	BTC	Buy	63813.2→63630.8	-1.88	timeout
06-12 16:31	BTC	Buy	62584.1→63884.8	+9.90	timeout
06-12 12:27	BTC	Buy	62756.1→63497.8	+5.39	timeout
06-11 21:15	BTC	Buy	61563.1→63516.8	+15.28	timeout
06-11 20:04	BTC	Buy	61863.1→63592.8	+13.40	timeout
06-11 18:49	BTC	Buy	61807.1→63495.8	+13.08	timeout
06-11 13:25	BTC	Buy	61468.1→62782.9	+10.14	timeout
06-11 08:46	BTC	Buy	61164.1→62863.9	+13.31	timeout
06-10 19:40	BTC	Buy	61742.1→62001.9	+1.58	timeout
06-10 18:23	BTC	Buy	61762.1→61917.9	+0.77	timeout
06-10 17:18	BTC	Buy	61771.1→62096.9	+2.13	timeout
06-09 14:47	BTC	Buy	62702.1→61160.3	-12.75	stop_loss
06-09 14:19	BTC	Buy	63268.2→61712	-12.75	stop_loss
06-09 14:18	BTC	Buy	63327.2→61766	-12.78	stop_loss
06-09 14:17	BTC	Buy	63387.2→61827	-12.76	stop_loss
06-09 14:11	BTC	Buy	63493.2→61929.9	-12.76	stop_loss
06-09 05:19	BTC	Buy	62627.1→63295.8	+4.88	timeout
06-09 04:16	BTC	Buy	62952.1→62843.9	-1.31	timeout
06-09 02:41	BTC	Buy	62995.1→62600.9	-3.56	timeout
06-08 13:35	BTC	Buy	61833.1→63537.8	+13.29	timeout
06-07 20:31	BTC	Buy	60566→61776.9	+9.58	timeout
06-07 13:27	BTC	Buy	60903→61756.9	+6.54	timeout
06-07 12:23	BTC	Buy	60839→61960.9	+8.77	timeout
06-07 06:12	BTC	Buy	61096.1→61676.9	+4.35	timeout
06-07 05:07	BTC	Buy	59900→61785.9	+15.32	timeout
06-06 19:51	BTC	Buy	60287→60587	+2.10	timeout
06-06 04:14	BTC	Buy	61595.1→60077.9	-12.77	stop_loss
06-05 12:01	BTC	Buy	62562.1→61870.9	-6.01	timeout
06-05 10:31	BTC	Buy	62520.1→62589.9	+0.09	timeout
06-05 06:03	BTC	Buy	63617.2→62050.9	-12.70	stop_loss
06-05 06:01	BTC	Buy	63719.2→62148.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63912.2→62340.7	-12.72	stop_loss
06-04 10:29	BTC	Buy	64013.2→62438.6	-12.71	stop_loss
06-04 10:27	BTC	Buy	64168.2→62586.6	-12.75	stop_loss
06-04 09:27	BTC	Buy	64372.2→62786.5	-12.76	stop_loss
06-04 02:04	BTC	Buy	62903.1→61356.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64247.2→62667.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65443.3→63833.9	-12.74	stop_loss
06-03 23:54	BTC	Buy	65647.3→64032.8	-12.74	stop_loss
06-03 23:02	BTC	Buy	66241.3→64612.4	-12.74	stop_loss
06-03 20:55	BTC	Buy	66380.3→64735.4	-12.90	stop_loss
06-03 16:26	BTC	Buy	67229.4→65570.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67382.4→65724.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67428.4→65768.8	-12.76	stop_loss
06-03 03:28	BTC	Buy	67709.4→66042.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-291.75

total pnl ($)

-67.5 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	86	41%	-67.5	-291.75

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…