deribit_basis_momentum_fear_capped_long · strategy

103

closed trades

44%

win rate

-291.22

total pnl ($)

0.771

weight

7d window — n=20 wr=45% pnl=-75.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:54	BTC	Buy	59841→60178	+2.42	timeout
06-27 18:49	BTC	Buy	59636→60500	+6.83	timeout
06-27 17:39	BTC	Buy	59987→60581	+4.51	timeout
06-26 17:39	BTC	Buy	59668→59967	+1.93	timeout
06-26 16:16	BTC	Buy	59679→60228	+4.06	timeout
06-26 15:23	BTC	Buy	59250→60042	+6.13	timeout
06-25 13:59	BTC	Buy	59551→58084	-12.67	stop_loss
06-25 13:57	BTC	Buy	59792→58321.9	-12.64	stop_loss
06-25 13:53	BTC	Buy	60475→58987.5	-12.65	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62374.1→60840.5	-12.52	stop_loss
06-24 13:57	BTC	Buy	62744.1→61195.3	-12.78	stop_loss
06-24 09:42	BTC	Buy	62329.1→62616.9	+1.85	timeout
06-24 08:43	BTC	Buy	62351.1→62741.9	+2.68	timeout
06-23 06:20	BTC	Buy	64385.2→62799.4	-12.68	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.79	stop_loss
06-22 12:40	BTC	Buy	63962.2→65137.7	+8.63	timeout
06-22 07:47	BTC	Buy	64200.2→64230.8	-0.31	timeout
06-22 03:33	BTC	Buy	64309.2→64318.8	-0.39	timeout
06-21 05:13	BTC	Buy	63791.2→64206.8	+2.81	timeout
06-21 02:10	BTC	Buy	63474.2→64219.8	+5.44	timeout
06-20 22:28	BTC	Buy	63282.2→64222.8	+6.92	timeout
06-20 01:38	BTC	Buy	62891.1→63561.8	+4.89	timeout
06-19 23:29	BTC	Buy	62845.1→63279.8	+3.03	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.41	timeout
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64470.2→62877.4	-12.70	stop_loss
06-18 15:17	BTC	Buy	64803.2→63202.2	-12.48	stop_loss
06-18 04:11	BTC	Buy	65384.3→63741.9	-13.02	stop_loss
06-17 19:45	BTC	Buy	65650.3→64226.8	-11.30	timeout
06-17 00:21	BTC	Buy	66311.3→65718.7	-4.99	timeout
06-16 22:56	BTC	Buy	66197.3→65698.7	-4.30	timeout
06-16 14:31	BTC	Buy	66502.3→65455.7	-8.40	timeout
06-15 23:02	BTC	Buy	65334.3→66182.7	+6.00	timeout
06-15 21:42	BTC	Buy	65221.3→66419.7	+8.68	timeout
06-15 13:20	BTC	Buy	64024.2→66841.7	+21.57	take_profit
06-14 21:27	BTC	Buy	64224.2→64782.8	+3.87	timeout
06-14 20:21	BTC	Buy	64237.2→63878.8	-3.29	timeout
06-14 19:21	BTC	Buy	64151.2→63790.8	-3.33	timeout
06-13 20:53	BTC	Buy	63413.2→64239.8	+6.05	timeout
06-13 19:49	BTC	Buy	63618.2→64276.8	+4.72	timeout
06-13 18:27	BTC	Buy	63714.2→64143.8	+2.91	timeout
06-12 20:16	BTC	Buy	63488.2→63516.8	-0.24	timeout
06-12 18:53	BTC	Buy	63526.2→63776.8	+1.51	timeout
06-12 17:48	BTC	Buy	63472.2→63815.8	+2.25	timeout
06-11 18:56	BTC	Buy	61753.1→63477.8	+13.38	timeout
06-11 17:34	BTC	Buy	61816.1→63178.8	+10.48	timeout
06-11 16:34	BTC	Buy	62217.1→62643.9	+2.89	timeout
06-10 18:16	BTC	Buy	61727.1→61958.9	+1.39	timeout
06-10 17:01	BTC	Buy	61462.1→62200.9	+5.50	timeout
06-10 15:59	BTC	Buy	61132.1→62604.9	+11.59	timeout
06-09 14:39	BTC	Buy	62893.1→61343.2	-12.78	stop_loss
06-09 14:16	BTC	Buy	63456.2→61895.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63558.2→61993.9	-12.77	stop_loss
06-08 22:54	BTC	Buy	63057.2→63298.8	+1.44	timeout
06-08 18:22	BTC	Buy	62175.1→63552.8	+10.56	timeout
06-08 17:04	BTC	Buy	62163.1→63369.8	+9.16	timeout
06-07 22:05	BTC	Buy	60598→61815.9	+9.61	timeout
06-07 18:03	BTC	Buy	60549→62196.9	+13.19	timeout
06-07 16:02	BTC	Buy	60823→62009.9	+9.21	timeout
06-06 19:21	BTC	Buy	59430→60609	+9.52	timeout
06-06 16:12	BTC	Buy	59761→60745	+7.80	timeout
06-06 15:16	BTC	Buy	60497→60544	-0.06	timeout
06-05 18:52	BTC	Buy	60807→59311.4	-12.76	stop_loss
06-05 16:10	BTC	Buy	61425.1→59909	-12.76	stop_loss
06-05 14:06	BTC	Buy	61945.1→60421.8	-12.75	stop_loss
06-05 13:51	BTC	Buy	62627.1→61083.4	-12.78	stop_loss
06-05 11:42	BTC	Buy	62234.1→62191.9	-0.82	timeout
06-05 06:24	BTC	Buy	62698.1→61151.3	-12.78	stop_loss
06-05 06:20	BTC	Buy	63206.2→61648.1	-12.73	stop_loss
06-05 03:01	BTC	Buy	64001.2→62416.7	-12.80	stop_loss
06-04 11:10	BTC	Buy	63798.2→62228.8	-12.71	stop_loss
06-04 10:49	BTC	Buy	63803.2→62233.8	-12.73	stop_loss
06-04 09:18	BTC	Buy	64691.2→63100.3	-12.74	stop_loss
06-04 04:15	BTC	Buy	61909.1→64642.8	+21.62	take_profit
06-04 01:21	BTC	Buy	64310.2→62728.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65121.3→63520	-12.74	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-03 19:53	BTC	Buy	67086.4→65436	-12.78	stop_loss
06-03 19:52	BTC	Buy	67138.4→65482	-12.83	stop_loss
06-03 19:32	BTC	Buy	66665.3→65658.7	-8.07	timeout
06-03 03:50	BTC	Buy	67203.4→65543.9	-12.80	stop_loss
06-03 03:33	BTC	Buy	67679.4→66014.7	-12.75	stop_loss
06-02 14:27	BTC	Buy	69163.5→67462.9	-12.75	stop_loss
06-02 12:33	BTC	Buy	70854.5→69112	-12.80	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.80	stop_loss
06-01 16:08	BTC	Buy	72661.6→70872	-12.79	stop_loss
06-01 15:25	BTC	Buy	72920.6→71111.9	-12.90	stop_loss
06-01 15:25	BTC	Buy	73617.7→71111.9	-17.60	stop_loss
06-01 03:45	BTC	Buy	74143.7→73841.3	-2.57	timeout
06-01 00:34	BTC	Buy	73995.7→73840.3	-1.48	timeout
05-31 14:51	BTC	Buy	73920.7→73650.3	-2.29	timeout
05-30 21:15	BTC	Buy	73782.7→73952.3	+0.59	timeout
05-30 19:07	BTC	Buy	73442.7→73986.3	+3.14	timeout
05-30 16:38	BTC	Buy	73916.7→73933.3	-0.45	timeout
05-30 13:03	BTC	Buy	73200.7→73713.3	+2.95	timeout
05-30 11:50	BTC	Buy	73432.7→73561.3	+0.36	timeout
05-29 17:06	BTC	Buy	73351.7→73928.3	+3.39	timeout
05-29 14:27	BTC	Buy	73029.7→72489.4	-4.23	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

44%

win rate

-291.22

total pnl ($)

-56.2 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	103	44%	-56.2	-291.22

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…