deribit_basis_rolling_change_fear_dom_long_v3 · strategy

118

closed trades

42%

win rate

-275.83

total pnl ($)

0.559

weight

7d window — n=26 wr=35% pnl=-98.73 · 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 09:37	BTC	Buy	59765→59296	-3.49	timeout
06-30 03:21	BTC	Buy	60008→59961	-0.63	timeout
06-29 21:01	BTC	Buy	59767→60282	+3.00	timeout
06-29 15:01	BTC	Buy	59635→59379	-2.15	timeout
06-29 08:33	BTC	Buy	60115→59747	-2.88	timeout
06-29 01:58	BTC	Buy	60185→59443	-5.31	timeout
06-28 19:43	BTC	Buy	60240→59410	-5.85	timeout
06-28 13:46	BTC	Buy	60183→60072	-1.12	timeout
06-28 07:42	BTC	Buy	60554→60196	-2.72	timeout
06-28 02:12	BTC	Buy	60467→60252	-1.79	timeout
06-27 20:00	BTC	Buy	59905→60175	+1.48	timeout
06-27 13:45	BTC	Buy	59881→60582	+4.31	timeout
06-27 07:44	BTC	Buy	59393→60423	+6.58	timeout
06-27 01:35	BTC	Buy	60552→59961	-4.28	timeout
06-26 15:56	BTC	Buy	59974→60286	+1.67	timeout
06-26 09:52	BTC	Buy	59289→59575	+1.54	timeout
06-25 13:55	BTC	Buy	60845→58373.9	-16.58	stop_loss
06-25 13:55	BTC	Buy	60876→58389.9	-16.65	stop_loss
06-25 13:51	BTC	Buy	61719.1→59214.4	-16.58	stop_loss
06-25 09:01	BTC	Buy	61075.1→61688.9	+3.65	timeout
06-24 16:46	BTC	Buy	62621.1→60077.9	-16.55	stop_loss
06-24 15:47	BTC	Buy	62883.1→60329.8	-16.56	stop_loss
06-24 13:17	BTC	Buy	62320.1→62058.9	-2.04	timeout
06-24 06:30	BTC	Buy	62385.1→62827.9	+2.45	timeout
06-24 00:39	BTC	Buy	62866.1→62971.9	+0.32	timeout
06-23 16:42	BTC	Buy	63898.2→62587.9	-8.55	timeout
06-23 08:27	BTC	Buy	64648.2→62021.9	-16.57	stop_loss
06-23 04:22	BTC	Buy	64153.2→63907.8	-1.90	timeout
06-22 22:15	BTC	Buy	63933.2→64284.8	+1.84	timeout
06-22 15:58	BTC	Buy	63753.2→64745.8	+5.88	timeout
06-22 09:55	BTC	Buy	64189.2→64106.8	-0.93	timeout
06-22 03:50	BTC	Buy	64139.2→64076.8	-0.78	timeout
06-21 21:48	BTC	Buy	64378.2→63877.8	-3.47	timeout
06-21 15:47	BTC	Buy	64019.2→64241.8	+1.06	timeout
06-21 09:47	BTC	Buy	64165.2→64105.8	-0.80	timeout
06-21 03:40	BTC	Buy	63620.2→64384.8	+4.45	timeout
06-20 21:03	BTC	Buy	63342.2→63920.8	+3.30	timeout
06-20 15:02	BTC	Buy	63155.2→63869.8	+4.13	timeout
06-20 07:52	BTC	Buy	63168.2→63696.8	+2.99	timeout
06-20 01:33	BTC	Buy	62718.1→63556.8	+4.98	timeout
06-19 19:53	BTC	Buy	62965.1→63045.8	+0.13	timeout
06-19 13:46	BTC	Buy	62949.1→63258.8	+1.67	timeout
06-19 08:41	BTC	Buy	63974.2→62617.9	-8.77	timeout
06-19 02:21	BTC	Buy	64504.2→62951.9	-9.93	timeout
06-18 20:07	BTC	Buy	64590.2→63119.8	-9.37	timeout
06-18 14:08	BTC	Buy	64330.2→63829.8	-3.46	timeout
06-18 08:17	BTC	Buy	65316.3→64553.8	-5.05	timeout
06-18 02:06	BTC	Buy	65441.3→64622.8	-5.39	timeout
06-17 19:49	BTC	Buy	65800.3→64189.8	-10.15	timeout
06-17 13:48	BTC	Buy	65639.3→65303.7	-2.41	timeout
06-17 07:45	BTC	Buy	66093.3→65455.7	-4.21	timeout
06-17 01:51	BTC	Buy	66336.3→65835.7	-3.39	timeout
06-16 19:22	BTC	Buy	66292.3→65679.7	-4.11	timeout
06-16 13:10	BTC	Buy	66836.3→66135.7	-4.60	timeout
06-16 07:07	BTC	Buy	66629.3→66376.7	-1.83	timeout
06-16 00:59	BTC	Buy	65803.3→66208.7	+2.10	timeout
06-15 18:54	BTC	Buy	65557.3→66808.7	+7.22	timeout
06-15 12:39	BTC	Buy	63764.2→66297.7	+15.54	timeout
06-15 06:24	BTC	Buy	64479.2→65909.7	+8.50	timeout
06-14 23:40	BTC	Buy	64340.2→65588.7	+7.41	timeout
06-14 17:37	BTC	Buy	64438.2→63894.8	-3.78	timeout
06-14 11:25	BTC	Buy	64020.2→64524.8	+2.79	timeout
06-14 05:19	BTC	Buy	63943.2→64322.8	+2.03	timeout
06-13 23:16	BTC	Buy	63542.2→64451.8	+5.35	timeout
06-13 17:12	BTC	Buy	63460.2→63921.8	+2.55	timeout
06-13 11:23	BTC	Buy	63768.2→63930.8	+0.61	timeout
06-13 05:12	BTC	Buy	63760.2→63545.8	-1.70	timeout
06-12 21:18	BTC	Buy	63469.2→63602.8	+0.47	timeout
06-12 15:17	BTC	Buy	63502.2→64293.8	+4.58	timeout
06-12 09:04	BTC	Buy	62682.1→63408.8	+4.23	timeout
06-12 02:51	BTC	Buy	62953.1→63571.8	+3.51	timeout
06-11 20:49	BTC	Buy	61973.1→63241.8	+7.75	timeout
06-11 14:45	BTC	Buy	61801.1→62840.9	+6.31	timeout
06-11 08:43	BTC	Buy	62029.1→62848.9	+4.85	timeout
06-11 02:35	BTC	Buy	61361.1→61964.9	+3.54	timeout
06-10 08:25	BTC	Buy	61735.1→61514.9	-1.73	timeout
06-10 02:22	BTC	Buy	62882.1→62016.9	-5.80	timeout
06-09 19:36	BTC	Buy	62783.1→61945.9	-5.63	timeout
06-09 13:09	BTC	Buy	63439.2→62624.9	-5.48	timeout
06-09 07:02	BTC	Buy	63746.2→63307.8	-3.14	timeout
06-09 00:50	BTC	Buy	62943.1→62407.9	-3.75	timeout
06-08 18:49	BTC	Buy	63690.2→63348.8	-2.54	timeout
06-08 12:48	BTC	Buy	62202.1→63580.8	+8.49	timeout
06-08 06:44	BTC	Buy	61656.1→62983.9	+8.24	timeout
06-08 00:40	BTC	Buy	62199.1→63801.8	+9.89	timeout
06-07 18:35	BTC	Buy	60923→62211.9	+8.13	timeout
06-07 12:32	BTC	Buy	60539→61889.9	+8.56	timeout
06-07 06:25	BTC	Buy	60847→61805.9	+5.97	timeout
06-07 00:22	BTC	Buy	61194.1→60807	-2.91	timeout
06-06 18:23	BTC	Buy	61169.1→60503	-4.69	timeout
06-06 12:21	BTC	Buy	60376→60922	+3.30	timeout
06-05 18:44	BTC	Buy	62101.1→59581.2	-16.61	stop_loss
06-05 13:57	BTC	Buy	63380.2→60807.5	-16.60	stop_loss
06-05 13:56	BTC	Buy	63573.2→60993.4	-16.59	stop_loss
06-05 06:24	BTC	Buy	63753.2→61166.3	-16.56	stop_loss
06-05 03:41	BTC	Buy	62806.1→62639.9	-1.38	timeout
06-04 22:59	BTC	Buy	64367.2→63735.8	-4.26	timeout
06-04 01:51	BTC	Buy	64973.2→62336.7	-16.59	stop_loss
06-04 00:29	BTC	Buy	65990.3→63312.2	-16.59	stop_loss
06-03 23:28	BTC	Buy	67004.4→64451.8	-15.60	timeout

Paper vs Live

Paper (trades.jsonl)

118

closed

42%

win rate

-275.83

total pnl ($)

-58.2 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	118	42%	-58.2	-275.83

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:34	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…