deribit_basis_rapid_drop_fear_long · strategy

118

closed trades

43%

win rate

-365.81

total pnl ($)

0.709

weight

7d window — n=22 wr=45% pnl=-77.98 · 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 13:34	BTC	Buy	59713→58238	-12.80	stop_loss
06-30 03:27	BTC	Buy	60151→59825	-3.09	timeout
06-30 02:14	BTC	Buy	58995.9→59751	+6.02	timeout
06-29 20:55	BTC	Buy	59634→60269	+4.72	timeout
06-28 22:41	BTC	Buy	60177→59209	-8.60	timeout
06-28 21:40	BTC	Buy	60254→59663	-5.37	timeout
06-28 18:22	BTC	Buy	60458→59627	-7.31	timeout
06-27 21:20	BTC	Buy	59694→60353	+5.14	timeout
06-27 20:12	BTC	Buy	59686→60251	+4.34	timeout
06-27 17:46	BTC	Buy	60039→60542	+3.76	timeout
06-26 17:33	BTC	Buy	59505→60152	+4.87	timeout
06-26 16:12	BTC	Buy	59661→60140	+3.47	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-25 13:58	BTC	Buy	59642→58175	-12.65	stop_loss
06-25 13:57	BTC	Buy	59752→58282.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60214→58732.7	-12.65	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 14:13	BTC	Buy	62643.1→61100.4	-12.72	stop_loss
06-24 10:16	BTC	Buy	62425.1→62568.9	+0.70	timeout
06-24 09:18	BTC	Buy	62427.1→62709.9	+1.81	timeout
06-24 05:24	BTC	Buy	63414.2→62838.9	-5.07	timeout
06-23 08:15	BTC	Buy	64067.2→62491.6	-12.71	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.80	stop_loss
06-23 01:53	BTC	Buy	64538.2→63988.8	-4.73	timeout
06-23 00:39	BTC	Buy	63917.2→63987.8	+0.10	timeout
06-22 23:22	BTC	Buy	63696.2→63935.8	+1.46	timeout
06-21 21:49	BTC	Buy	64011.2→63882.8	-1.48	timeout
06-21 20:40	BTC	Buy	63853.2→63966.8	+0.46	timeout
06-21 19:30	BTC	Buy	63823.2→64190.8	+2.44	timeout
06-20 19:11	BTC	Buy	62990.1→63863.8	+6.50	timeout
06-20 18:06	BTC	Buy	63110.2→63836.8	+5.34	timeout
06-20 17:01	BTC	Buy	62931.1→63959.8	+7.73	timeout
06-19 17:46	BTC	Buy	62584.1→63023.8	+3.04	timeout
06-19 16:42	BTC	Buy	62650.1→63249.8	+4.33	timeout
06-19 15:49	BTC	Buy	62727.1→63187.8	+3.24	timeout
06-18 15:40	BTC	Buy	64203.2→62624.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64326.2→62744.5	-12.72	stop_loss
06-18 15:09	BTC	Buy	64992.2→63688.8	-10.47	timeout
06-17 22:03	BTC	Buy	65451.3→63840.9	-12.75	stop_loss
06-17 19:29	BTC	Buy	65955.3→64333.6	-12.75	stop_loss
06-17 16:02	BTC	Buy	65895.3→65798.7	-1.10	timeout
06-17 15:00	BTC	Buy	65635.3→65090.7	-4.60	timeout
06-17 13:57	BTC	Buy	66011.3→65252.7	-6.23	timeout
06-16 15:06	BTC	Buy	66630.3→65745.7	-7.17	timeout
06-16 14:23	BTC	Buy	67131.4→65473	-12.88	stop_loss
06-16 13:50	BTC	Buy	66606.3→66142.7	-4.01	timeout
06-15 13:16	BTC	Buy	63890.2→66696.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 12:54	BTC	Buy	63770.2→66571.7	+21.53	take_profit
06-14 19:41	BTC	Buy	64269.2→63748.8	-4.55	timeout
06-14 18:40	BTC	Buy	64247.2→63757.8	-4.35	timeout
06-14 17:30	BTC	Buy	64076.2→63885.8	-2.01	timeout
06-13 18:21	BTC	Buy	63669.2→64055.8	+2.56	timeout
06-13 17:21	BTC	Buy	63798.2→64011.8	+1.22	timeout
06-13 16:19	BTC	Buy	63809.2→64024.8	+1.29	timeout
06-12 17:54	BTC	Buy	63446.2→63828.8	+2.56	timeout
06-12 16:53	BTC	Buy	62602.1→63921.8	+10.04	timeout
06-12 15:51	BTC	Buy	62620.1→63724.8	+8.24	timeout
06-11 17:28	BTC	Buy	62003.1→62354.9	+2.31	timeout
06-11 16:27	BTC	Buy	62234.1→62592.9	+2.34	timeout
06-11 15:25	BTC	Buy	62303.1→62744.9	+3.00	timeout
06-10 16:44	BTC	Buy	61154.1→62209.9	+8.11	timeout
06-10 15:41	BTC	Buy	61319.1→62240.9	+7.01	timeout
06-10 14:20	BTC	Buy	61704.1→61931.9	+1.37	timeout
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61940.9	-12.92	stop_loss
06-09 13:26	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-08 22:33	BTC	Buy	62786.1→63299.8	+3.60	timeout
06-08 17:53	BTC	Buy	62127.1→63480.8	+10.34	timeout
06-08 15:53	BTC	Buy	62181.1→63968.8	+13.79	timeout
06-07 21:59	BTC	Buy	60734→61728.9	+7.76	timeout
06-07 17:28	BTC	Buy	60662→62232.9	+12.50	timeout
06-07 15:07	BTC	Buy	60582→61666.9	+8.49	timeout
06-06 20:23	BTC	Buy	60878→60587	-2.77	timeout
06-06 16:12	BTC	Buy	59761→60745	+7.80	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-05 18:52	BTC	Buy	60970→59470.3	-12.76	stop_loss
06-05 14:06	BTC	Buy	61975.1→60450.7	-12.75	stop_loss
06-05 13:58	BTC	Buy	62264.1→60731.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
06-05 10:29	BTC	Buy	62516.1→62523.9	-0.40	timeout
06-05 06:19	BTC	Buy	63290.2→61733	-12.70	stop_loss
06-04 10:28	BTC	Buy	64117.2→62517.6	-12.90	stop_loss
06-04 09:30	BTC	Buy	64256.2→62671.5	-12.78	stop_loss
06-04 09:25	BTC	Buy	64487.2→62901.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64254.2→62673.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss
06-04 00:24	BTC	Buy	65572.3→63958.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 19:52	BTC	Buy	67129.4→65477	-12.80	stop_loss
06-03 16:26	BTC	Buy	67231.4→65571.9	-12.82	stop_loss
06-03 03:49	BTC	Buy	67286.4→65631.9	-12.75	stop_loss
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67932.4→66240.5	-12.91	stop_loss
06-02 14:23	BTC	Buy	69680.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70185.5→68459.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
06-02 09:02	BTC	Buy	71340.6→69584.7	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

118

closed

43%

win rate

-365.81

total pnl ($)

-61.6 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	118	43%	-61.6	-365.81

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:40	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…