deribit_basis_premium_fade_long_v2 · strategy

112

closed trades

40%

win rate

-395.00

total pnl ($)

0.552

weight

7d window — n=23 wr=43% pnl=-101.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:57	BTC	Buy	59729→59954	+1.51	timeout
06-30 00:56	BTC	Buy	59572→59832	+1.79	timeout
06-29 23:45	BTC	Buy	59711→60228	+3.90	timeout
06-28 21:56	BTC	Buy	60170→59361	-7.19	timeout
06-28 19:53	BTC	Buy	60173→59339	-7.36	timeout
06-28 17:44	BTC	Buy	60578→59504	-9.28	timeout
06-27 20:51	BTC	Buy	59725→60258	+4.07	timeout
06-27 19:37	BTC	Buy	59889→60055	+0.98	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-26 16:07	BTC	Buy	59555→60293	+5.69	timeout
06-26 15:06	BTC	Buy	59167→59583	+3.01	timeout
06-26 14:11	BTC	Buy	59493→59967	+3.49	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58344.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60209→58726.7	-12.71	stop_loss
06-24 17:20	BTC	Buy	60950→59440.3	-12.82	stop_loss
06-24 16:51	BTC	Buy	61290.1→59749.1	-13.00	stop_loss
06-24 14:17	BTC	Buy	62594.1→61051.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62751.1→61205.3	-12.77	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:17	BTC	Buy	63958.2→62369.7	-12.89	stop_loss
06-23 06:21	BTC	Buy	64219.2→62639.5	-12.78	stop_loss
06-23 06:08	BTC	Buy	64735.2→63134.3	-12.84	stop_loss
06-22 21:26	BTC	Buy	63633.2→64249.8	+4.38	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-21 20:16	BTC	Buy	63941.2→64097.8	+0.78	timeout
06-21 00:00	BTC	Buy	63579.2→64282.8	+5.08	timeout
06-20 21:54	BTC	Buy	63057.2→63991.8	+6.97	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.93	timeout
06-18 15:51	BTC	Buy	64153.2→62574.6	-12.66	stop_loss
06-18 15:51	BTC	Buy	64161.2→62574.6	-12.53	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 09:06	BTC	Buy	64939.2→64334.8	-5.16	timeout
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65859.3→64235.7	-12.78	stop_loss
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:49	BTC	Buy	66448.3→64814.3	-12.75	stop_loss
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-16 11:01	BTC	Buy	65866.3→66491.7	+4.25	timeout
06-16 00:19	BTC	Buy	65718.3→66347.7	+4.41	timeout
06-15 13:34	BTC	Buy	64225.2→66799.7	+19.61	timeout
06-15 09:37	BTC	Buy	64441.2→65528.7	+8.00	timeout
06-14 21:50	BTC	Buy	64466.2→65490.7	+7.45	timeout
06-14 12:38	BTC	Buy	63991.2→64310.8	+2.06	timeout
06-14 08:12	BTC	Buy	63786.2→64417.8	+4.44	timeout
06-13 21:11	BTC	Buy	63553.2→64250.8	+5.01	timeout
06-13 08:59	BTC	Buy	63454.2→63783.8	+2.07	timeout
06-13 04:46	BTC	Buy	63701.2→63592.8	-1.29	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 08:57	BTC	Buy	62894.1→63449.8	+3.88	timeout
06-12 01:11	BTC	Buy	61944.1→63498.8	+11.97	timeout
06-11 19:33	BTC	Buy	61219.1→63907.8	+21.39	take_profit
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 22:17	BTC	Buy	62613.1→61072.4	-12.76	stop_loss
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62010.9	+3.24	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63746.2→62175.8	-12.76	stop_loss
06-09 12:29	BTC	Buy	63063.2→62636.9	-3.78	timeout
06-08 22:37	BTC	Buy	63265.2→63298.8	-0.22	timeout
06-08 21:34	BTC	Buy	61708.1→63643.8	+15.20	timeout
06-08 12:28	BTC	Buy	61974.1→62988.9	+7.73	timeout
06-07 19:55	BTC	Buy	60606→61307.9	+5.39	timeout
06-07 18:52	BTC	Buy	60545→62066.9	+12.17	timeout
06-07 10:43	BTC	Buy	60396→62325.9	+15.54	timeout
06-06 19:34	BTC	Buy	59672→60587	+7.27	timeout
06-06 18:31	BTC	Buy	60253→60531	+1.91	timeout
06-06 04:32	BTC	Buy	61171.1→59666.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60921→59422.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59958	-12.73	stop_loss
06-05 13:49	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:20	BTC	Buy	63242.2→61679.1	-12.77	stop_loss
06-05 06:01	BTC	Buy	63701.2→62133.8	-12.71	stop_loss
06-05 06:01	BTC	Buy	63723.2→62155.8	-12.70	stop_loss
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 10:28	BTC	Buy	64059.2→62483.6	-12.73	stop_loss
06-04 09:30	BTC	Buy	64302.2→62717.5	-12.76	stop_loss
06-04 01:19	BTC	Buy	64347.2→62764.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65462.3→63851.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	66969.3→65321.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67479.4→65814.8	-12.79	stop_loss
06-02 23:25	BTC	Buy	67800.4→66132.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67965.4→66226.6	-13.25	stop_loss
06-02 12:06	BTC	Buy	70971.5→69223.9	-12.81	stop_loss
06-02 09:29	BTC	Buy	71025.6→69271.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	73953.7→71201.8	-19.20	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

40%

win rate

-395.00

total pnl ($)

-70.4 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	112	40%	-70.4	-395.00

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…