deribit_basis_rising_fear_long · strategy

160

closed trades

40%

win rate

-542.17

total pnl ($)

0.250

weight

7d window — n=41 wr=44% pnl=-186.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:18	BTC	Buy	59961→59436	-4.84	timeout
06-28 21:15	BTC	Buy	60359→59651	-6.31	timeout
06-28 19:27	BTC	Buy	60242→59502	-6.58	timeout
06-28 17:32	BTC	Buy	60534→59576	-8.33	timeout
06-28 16:14	BTC	Buy	60736→59806	-8.11	timeout
06-27 20:23	BTC	Buy	59682→60256	+4.41	timeout
06-27 19:19	BTC	Buy	59955→60504	+4.16	timeout
06-27 18:13	BTC	Buy	60063→60495	+3.17	timeout
06-27 17:05	BTC	Buy	60105→60497	+2.79	timeout
06-27 15:55	BTC	Buy	60257→60751	+3.66	timeout
06-26 18:44	BTC	Buy	59403→59731	+2.18	timeout
06-26 17:40	BTC	Buy	59626→59967	+2.30	timeout
06-26 16:31	BTC	Buy	59520→60147	+4.72	timeout
06-26 15:22	BTC	Buy	59205→60011	+6.27	timeout
06-26 14:39	BTC	Buy	59713→59612	-1.34	timeout
06-25 13:59	BTC	Buy	59551→58084	-12.68	stop_loss
06-25 13:58	BTC	Buy	59619→58152	-12.67	stop_loss
06-25 13:57	BTC	Buy	59813→58341.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60480→58992.5	-12.65	stop_loss
06-25 13:48	BTC	Buy	60907→59408.3	-12.68	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 15:45	BTC	Buy	61981.1→60456.7	-12.72	stop_loss
06-24 14:19	BTC	Buy	62407.1→60869.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62674.1→61132.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62752.1→61199.3	-12.81	stop_loss
06-24 13:46	BTC	Buy	62866.1→61320.3	-12.74	stop_loss
06-24 12:13	BTC	Buy	62387.1→62817.9	+3.00	timeout
06-24 10:57	BTC	Buy	62303.1→62405.9	+0.36	timeout
06-24 09:42	BTC	Buy	62323.1→62616.9	+1.86	timeout
06-24 08:33	BTC	Buy	62195.1→62740.9	+3.86	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.94	timeout
06-23 08:17	BTC	Buy	64026.2→62430.6	-12.93	stop_loss
06-23 08:17	BTC	Buy	64047.2→62468.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64142.2→62559.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64205.2→62622.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64392.2→62799.4	-12.83	stop_loss
06-23 01:17	BTC	Buy	63943.2→64199.8	+1.58	timeout
06-22 23:04	BTC	Buy	63652.2→63936.8	+1.78	timeout
06-22 22:03	BTC	Buy	63753.2→64361.8	+4.32	timeout
06-22 21:04	BTC	Buy	63806.2→64421.8	+4.37	timeout
06-22 19:21	BTC	Buy	64176.2→64411.8	+1.34	timeout
06-21 23:59	BTC	Buy	64297.2→63279.8	-8.38	timeout
06-21 22:30	BTC	Buy	64279.2→63632.8	-5.46	timeout
06-21 21:17	BTC	Buy	63930.2→63572.8	-3.25	timeout
06-21 19:36	BTC	Buy	63854.2→64166.8	+2.01	timeout
06-21 18:17	BTC	Buy	63814.2→63966.8	+0.79	timeout
06-20 21:59	BTC	Buy	63040.2→63989.8	+7.09	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 19:45	BTC	Buy	62994.1→63916.8	+6.90	timeout
06-20 18:32	BTC	Buy	63094.2→63810.8	+5.24	timeout
06-20 17:12	BTC	Buy	62981.1→63888.8	+6.74	timeout
06-19 20:36	BTC	Buy	63104.2→63028.8	-1.08	timeout
06-19 19:33	BTC	Buy	62809.1→62955.9	+0.69	timeout
06-19 18:33	BTC	Buy	62793.1→63085.8	+1.87	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.50	timeout
06-19 16:23	BTC	Buy	62725.1→63266.8	+3.85	timeout
06-18 15:57	BTC	Buy	63891.2→62319.7	-12.59	stop_loss
06-18 15:51	BTC	Buy	64144.2→62566.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64325.2→62739.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64575.2→62985.3	-12.73	stop_loss
06-18 05:03	BTC	Buy	65334.3→63727.9	-12.75	stop_loss
06-17 19:44	BTC	Buy	65700.3→64084.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	66002.3→64374.6	-12.78	stop_loss
06-17 18:41	BTC	Buy	65794.3→65640.7	-1.71	timeout
06-17 17:16	BTC	Buy	65792.3→65822.7	-0.28	timeout
06-17 16:11	BTC	Buy	65838.3→65717.7	-1.33	timeout
06-17 01:19	BTC	Buy	66257.3→65568.7	-5.69	timeout
06-17 00:07	BTC	Buy	66338.3→65678.7	-5.51	timeout
06-16 14:43	BTC	Buy	66493.3→65621.7	-7.09	timeout
06-16 14:31	BTC	Buy	67042.4→65376	-12.95	stop_loss
06-16 13:44	BTC	Buy	66514.3→66094.7	-3.69	timeout
06-15 23:41	BTC	Buy	65614.3→66169.7	+3.74	timeout
06-15 22:42	BTC	Buy	65372.3→66246.7	+6.19	timeout
06-15 15:54	BTC	Buy	64414.2→67242.6	+21.39	take_profit
06-15 13:00	BTC	Buy	63790.2→66591.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63785.2→66591.7	+21.57	take_profit
06-14 22:31	BTC	Buy	64504.2→65189.7	+4.81	timeout
06-14 21:21	BTC	Buy	64226.2→64652.8	+2.84	timeout
06-14 20:12	BTC	Buy	64259.2→63795.8	-4.10	timeout
06-14 18:57	BTC	Buy	64110.2→63772.8	-3.16	timeout
06-14 17:36	BTC	Buy	64091.2→63920.8	-1.85	timeout
06-13 21:36	BTC	Buy	63516.2→64258.8	+5.37	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:26	BTC	Buy	63748.2→64156.8	+2.75	timeout
06-13 18:08	BTC	Buy	63727.2→64034.8	+1.94	timeout
06-13 16:51	BTC	Buy	63903.2→63900.8	-0.47	timeout
06-12 20:45	BTC	Buy	63265.2→63465.8	+1.12	timeout
06-12 19:42	BTC	Buy	63763.2→63694.8	-0.99	timeout
06-12 18:29	BTC	Buy	63389.2→63720.8	+2.16	timeout
06-12 17:10	BTC	Buy	62538.1→63952.8	+10.82	timeout
06-12 16:00	BTC	Buy	62744.1→63616.8	+6.37	timeout
06-11 19:47	BTC	Buy	61974.1→63657.8	+13.01	timeout
06-11 18:42	BTC	Buy	61800.1→63471.8	+12.94	timeout
06-11 17:32	BTC	Buy	61762.1→63251.8	+11.52	timeout
06-11 16:33	BTC	Buy	62234.1→62588.9	+2.34	timeout
06-11 15:24	BTC	Buy	62268.1→62749.9	+3.27	timeout
06-10 19:19	BTC	Buy	61735.1→61677.9	-0.98	timeout
06-10 18:19	BTC	Buy	61915.1→61902.9	-0.59	timeout

Paper vs Live

Paper (trades.jsonl)

160

closed

40%

win rate

-542.17

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	160	40%	-67.5	-542.17

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…