deribit_basis_rising_change_low_fear_long · strategy

121

closed trades

44%

win rate

-282.85

total pnl ($)

0.427

weight

7d window — n=27 wr=41% pnl=-111.83 · 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 04:03	BTC	Buy	59985→59543	-4.06	timeout
06-30 00:42	BTC	Buy	59339→59704	+2.68	timeout
06-29 23:29	BTC	Buy	59519→60197	+5.27	timeout
06-29 14:21	BTC	Buy	60178→59190	-8.77	timeout
06-29 01:38	BTC	Buy	60195→59430	-6.84	timeout
06-29 00:32	BTC	Buy	60120→59023	-9.63	timeout
06-28 23:27	BTC	Buy	59965→59410	-5.19	timeout
06-28 22:27	BTC	Buy	60048→59246	-7.14	timeout
06-28 13:38	BTC	Buy	60612→60114	-4.58	timeout
06-27 21:18	BTC	Buy	59685→60339	+5.09	timeout
06-27 20:12	BTC	Buy	59680→60253	+4.41	timeout
06-27 19:10	BTC	Buy	59945→60547	+4.60	timeout
06-27 15:59	BTC	Buy	60303→60810	+3.74	timeout
06-27 12:51	BTC	Buy	59336→60327	+7.88	timeout
06-26 19:27	BTC	Buy	59281→59903	+4.68	timeout
06-26 18:27	BTC	Buy	59583→59867	+1.82	timeout
06-26 17:20	BTC	Buy	59363→60095	+5.63	timeout
06-26 15:07	BTC	Buy	59281→59739	+3.37	timeout
06-26 10:58	BTC	Buy	60682→59185.4	-12.79	stop_loss
06-26 02:23	BTC	Buy	59792→58318.9	-12.75	stop_loss
06-25 13:57	BTC	Buy	59783→58293.9	-12.82	stop_loss
06-25 13:57	BTC	Buy	59816→58330.9	-12.79	stop_loss
06-25 13:48	BTC	Buy	60974→59473.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60991→59482.3	-12.75	stop_loss
06-25 13:46	BTC	Buy	61191.1→59682.2	-12.75	stop_loss
06-24 15:08	BTC	Buy	62331.1→60798.5	-12.69	stop_loss
06-24 13:44	BTC	Buy	62942.1→61394.2	-12.74	stop_loss
06-23 05:15	BTC	Buy	65115.3→63514	-12.77	stop_loss
06-22 08:25	BTC	Buy	64044.2→64235.8	+0.99	timeout
06-18 05:02	BTC	Buy	65344.3→63736.9	-12.76	stop_loss
06-17 18:49	BTC	Buy	65881.3→65800.7	-1.11	timeout
06-17 17:40	BTC	Buy	65710.3→65877.7	+0.72	timeout
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 15:34	BTC	Buy	65833.3→65378.7	-3.87	timeout
06-17 14:29	BTC	Buy	65589.3→65192.7	-3.48	timeout
06-16 18:03	BTC	Buy	66800.3→66208.7	-4.95	timeout
06-16 17:05	BTC	Buy	66892.3→65719.7	-9.31	timeout
06-16 14:40	BTC	Buy	66474.3→65618.7	-6.97	timeout
06-16 14:23	BTC	Buy	67126.4→65473	-12.84	stop_loss
06-16 13:46	BTC	Buy	66538.3→66081.7	-3.96	timeout
06-15 15:54	BTC	Buy	64400.2→67246.6	+21.65	take_profit
06-15 13:18	BTC	Buy	63984.2→66794.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63810.2→66616.7	+21.56	take_profit
06-15 13:00	BTC	Buy	63785.2→66596.7	+21.61	take_profit
06-15 12:50	BTC	Buy	63703.2→66516.7	+21.65	take_profit
06-14 21:01	BTC	Buy	64267.2→63992.8	-2.61	timeout
06-14 19:55	BTC	Buy	64303.2→63751.8	-4.78	timeout
06-14 18:55	BTC	Buy	64090.2→63783.8	-2.92	timeout
06-14 17:50	BTC	Buy	63984.2→63745.8	-2.39	timeout
06-14 16:45	BTC	Buy	64041.2→64110.8	+0.05	timeout
06-13 19:56	BTC	Buy	63615.2→64295.8	+4.90	timeout
06-13 18:55	BTC	Buy	63768.2→64078.8	+1.98	timeout
06-13 17:57	BTC	Buy	63802.2→63941.8	+0.63	timeout
06-13 16:55	BTC	Buy	63895.2→63976.8	+0.19	timeout
06-13 15:54	BTC	Buy	63842.2→64284.8	+3.00	timeout
06-12 19:14	BTC	Buy	63546.2→63694.8	+0.71	timeout
06-12 18:08	BTC	Buy	63357.2→63711.8	+2.34	timeout
06-12 16:57	BTC	Buy	62562.1→63903.8	+10.23	timeout
06-12 15:56	BTC	Buy	62619.1→63739.8	+8.41	timeout
06-12 14:45	BTC	Buy	62859.1→63473.8	+4.37	timeout
06-11 18:36	BTC	Buy	61862.1→63441.8	+12.19	timeout
06-11 17:32	BTC	Buy	61738.1→63211.8	+11.40	timeout
06-11 16:30	BTC	Buy	62233.1→62575.9	+2.20	timeout
06-11 15:17	BTC	Buy	61944.1→62666.9	+5.29	timeout
06-11 14:15	BTC	Buy	61896.1→62817.9	+6.89	timeout
06-10 17:48	BTC	Buy	61614.1→61970.9	+2.41	timeout
06-10 16:48	BTC	Buy	61320.1→61982.9	+4.88	timeout
06-10 15:52	BTC	Buy	61300.1→62371.9	+8.24	timeout
06-10 14:59	BTC	Buy	61467.1→62073.9	+4.44	timeout
06-10 14:07	BTC	Buy	62108.1→62163.9	-0.03	timeout
06-09 15:56	BTC	Buy	62590.1→61049.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62744.1→61193.3	-12.81	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63432.2→61870	-12.78	stop_loss
06-09 13:36	BTC	Buy	63691.2→62115.8	-12.81	stop_loss
06-09 10:15	BTC	Buy	63368.2→62740.9	-5.35	timeout
06-09 09:12	BTC	Buy	63249.2→62748.9	-4.39	timeout
06-09 07:08	BTC	Buy	62906.1→63385.8	+3.31	timeout
06-08 21:07	BTC	Buy	61734.1→63558.8	+14.29	timeout
06-08 17:52	BTC	Buy	62179.1→63460.8	+9.76	timeout
06-08 09:30	BTC	Buy	62650.1→63329.8	+4.96	timeout
06-08 08:18	BTC	Buy	62326.1→63059.8	+5.34	timeout
06-08 06:56	BTC	Buy	62045.1→62955.9	+6.87	timeout
06-07 20:19	BTC	Buy	60570→61550.9	+7.68	timeout
06-07 17:08	BTC	Buy	60654→62264.9	+12.80	timeout
06-07 06:34	BTC	Buy	60967→62120.9	+9.06	timeout
06-07 05:33	BTC	Buy	60598→61649.9	+8.26	timeout
06-07 04:32	BTC	Buy	59691→61542.9	+15.07	timeout
06-06 20:18	BTC	Buy	60829→60600	-2.26	timeout
06-06 16:12	BTC	Buy	59768→60747	+7.79	timeout
06-06 04:34	BTC	Buy	61016.1→59508.3	-12.81	stop_loss
06-06 04:14	BTC	Buy	61580.1→60064.9	-12.76	stop_loss
06-06 04:11	BTC	Buy	61800.1→60278.8	-12.76	stop_loss
06-05 20:50	BTC	Buy	59192→61790.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60589→59098.5	-12.75	stop_loss
06-05 18:54	BTC	Buy	60647→59155.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60814→59317.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61005.1→59504.3	-12.75	stop_loss
06-05 14:04	BTC	Buy	62059.1→60531.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62296.1→60760.6	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

121

closed

44%

win rate

-282.85

total pnl ($)

-46.4 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	121	44%	-46.4	-282.85

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:33	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…