deribit_basis_rolling_change_fear_long · strategy

122

closed trades

52%

win rate

-154.83

total pnl ($)

1.071

weight

7d window — n=15 wr=73% pnl=-8.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 14:35	BTC	Buy	60273→60572	+2.03	timeout
06-27 13:31	BTC	Buy	59925→60422	+3.69	timeout
06-27 12:31	BTC	Buy	59923→60340	+3.02	timeout
06-27 11:23	BTC	Buy	59991→60320	+2.27	timeout
06-27 10:22	BTC	Buy	59896→60431	+4.00	timeout
06-27 02:13	BTC	Buy	59943→60052	+0.44	timeout
06-27 01:11	BTC	Buy	58995.9→59943	+7.56	timeout
06-27 00:09	BTC	Buy	59423→60098	+5.21	timeout
06-26 23:04	BTC	Buy	59456→60070	+4.69	timeout
06-26 22:08	BTC	Buy	59731→59805	+0.13	timeout
06-26 13:19	BTC	Buy	60157→58667.7	-12.84	stop_loss
06-26 12:43	BTC	Buy	60532→59040.5	-12.78	stop_loss
06-26 05:38	BTC	Buy	59675→59959	+1.93	timeout
06-26 03:09	BTC	Buy	59281→58685.1	-5.45	timeout
06-26 02:16	BTC	Buy	59897→58423.9	-12.74	stop_loss
06-17 17:20	BTC	Buy	65748.3→65905.7	+0.71	timeout
06-17 16:16	BTC	Buy	65820.3→65911.7	+0.26	timeout
06-17 14:09	BTC	Buy	65850.3→65233.7	-5.14	timeout
06-17 13:00	BTC	Buy	65698.3→65009.7	-5.72	timeout
06-17 08:49	BTC	Buy	65813.3→64910.8	-7.32	timeout
06-17 04:30	BTC	Buy	65748.3→65847.7	+0.28	timeout
06-17 03:27	BTC	Buy	65762.3→65744.7	-0.60	timeout
06-17 01:20	BTC	Buy	66211.3→65550.7	-5.47	timeout
06-17 00:15	BTC	Buy	66596.3→65690.7	-7.29	timeout
06-16 20:07	BTC	Buy	66343.3→65595.7	-6.13	timeout
06-16 16:09	BTC	Buy	66156.3→65797.7	-3.17	timeout
06-16 14:52	BTC	Buy	65818.3→65695.7	-1.42	timeout
06-16 12:52	BTC	Buy	66300.3→66356.7	-0.06	timeout
06-16 11:54	BTC	Buy	66323.3→66356.7	-0.24	timeout
06-16 04:53	BTC	Buy	67081.4→65819.7	-9.83	timeout
06-16 02:45	BTC	Buy	66551.3→65838.7	-5.81	timeout
06-16 01:46	BTC	Buy	66536.3→66326.7	-2.02	timeout
06-16 00:21	BTC	Buy	66188.3→66304.7	+0.44	timeout
06-15 22:51	BTC	Buy	65729.3→66219.7	+3.26	timeout
06-15 16:10	BTC	Buy	65763.3→67185.6	+10.36	timeout
06-15 13:41	BTC	Buy	65612.3→66515.7	+6.44	timeout
06-15 12:27	BTC	Buy	65731.3→66237.7	+3.41	timeout
06-15 11:11	BTC	Buy	65465.3→65985.7	+3.52	timeout
06-15 06:05	BTC	Buy	63761.2→65831.7	+15.78	timeout
06-15 00:37	BTC	Buy	64334.2→65533.7	+8.86	timeout
06-14 23:32	BTC	Buy	64592.2→65550.7	+6.95	timeout
06-14 22:31	BTC	Buy	64577.2→65237.7	+4.64	timeout
06-14 21:26	BTC	Buy	64313.2→64910.8	+4.18	timeout
06-14 17:55	BTC	Buy	64348.2→63723.8	-5.34	timeout
06-14 07:29	BTC	Buy	64165.2→64338.8	+0.90	timeout
06-14 06:15	BTC	Buy	64059.2→64442.8	+2.55	timeout
06-14 05:11	BTC	Buy	63939.2→64341.8	+2.71	timeout
06-14 04:11	BTC	Buy	64082.2→64476.8	+2.65	timeout
06-14 03:07	BTC	Buy	64190.2→64473.8	+1.77	timeout
06-13 16:21	BTC	Buy	63521.2→64007.8	+3.40	timeout
06-13 15:05	BTC	Buy	63672.2→64208.8	+3.74	timeout
06-13 13:10	BTC	Buy	63630.2→64126.8	+3.42	timeout
06-13 07:51	BTC	Buy	63604.2→63833.8	+1.28	timeout
06-13 03:46	BTC	Buy	63845.2→63474.8	-3.35	timeout
06-13 02:40	BTC	Buy	63678.2→63665.8	-0.55	timeout
06-13 01:34	BTC	Buy	63258.2→63652.8	+2.63	timeout
06-13 00:30	BTC	Buy	63459.2→63509.8	-0.10	timeout
06-12 19:18	BTC	Buy	63005.2→63675.8	+4.87	timeout
06-12 10:06	BTC	Buy	63575.2→63662.8	+0.19	timeout
06-12 09:03	BTC	Buy	63380.2→63419.8	-0.17	timeout
06-12 08:01	BTC	Buy	63552.2→63086.8	-4.10	timeout
06-12 06:37	BTC	Buy	63498.2→62887.9	-5.28	timeout
06-12 04:45	BTC	Buy	62624.1→63694.8	+8.06	timeout
06-11 06:20	BTC	Buy	61935.1→62787.9	+6.36	timeout
06-11 04:51	BTC	Buy	61920.1→62783.9	+6.45	timeout
06-11 03:07	BTC	Buy	61951.1→62038.9	+0.23	timeout
06-11 02:05	BTC	Buy	62201.1→62209.9	-0.40	timeout
06-11 00:56	BTC	Buy	61647.1→61804.9	+0.82	timeout
06-10 06:59	BTC	Buy	61771.1→62016.9	+1.60	timeout
06-10 05:57	BTC	Buy	61706.1→62016.9	+2.13	timeout
06-10 04:54	BTC	Buy	61237.1→62016.9	+5.98	timeout
06-10 03:51	BTC	Buy	61260.1→62016.9	+5.79	timeout
06-10 02:49	BTC	Buy	61175.1→62016.9	+6.49	timeout
06-09 14:47	BTC	Buy	62647.1→61106.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62673.1→61131.4	-12.75	stop_loss
06-09 14:36	BTC	Buy	62922.1→61371.2	-12.78	stop_loss
06-09 14:29	BTC	Buy	63123.2→61568.1	-12.77	stop_loss
06-09 14:17	BTC	Buy	63382.2→61823	-12.75	stop_loss
06-09 10:24	BTC	Buy	63307.2→62697.9	-5.24	timeout
06-09 09:22	BTC	Buy	63655.2→62887.9	-6.48	timeout
06-09 08:12	BTC	Buy	63254.2→62854.9	-3.62	timeout
06-09 07:06	BTC	Buy	63491.2→63306.8	-1.93	timeout
06-09 06:02	BTC	Buy	63614.2→63289.8	-3.02	timeout
06-08 17:52	BTC	Buy	62639.1→63456.8	+6.03	timeout
06-08 16:48	BTC	Buy	62807.1→63628.8	+6.05	timeout
06-08 14:23	BTC	Buy	63015.2→63796.8	+5.73	timeout
06-08 13:22	BTC	Buy	63088.2→63820.8	+5.34	timeout
06-07 20:41	BTC	Buy	62433.1→61702.9	-6.29	timeout
06-07 07:22	BTC	Buy	60613→62080.9	+11.68	timeout
06-07 06:18	BTC	Buy	60401→61723.9	+10.53	timeout
06-07 05:13	BTC	Buy	60704→61771.9	+8.36	timeout
06-07 02:57	BTC	Buy	60877→61505.9	+4.68	timeout
06-06 19:43	BTC	Buy	61067.1→60578	-4.42	timeout
06-06 18:41	BTC	Buy	60984→60558	-3.92	timeout
06-06 17:39	BTC	Buy	60844→60596	-2.47	timeout
06-06 16:38	BTC	Buy	59607→60532	+7.33	timeout
06-06 14:35	BTC	Buy	60901→60899	-0.47	timeout
06-06 07:24	BTC	Buy	59494→60864	+11.04	timeout
06-06 06:23	BTC	Buy	60393→61114.9	+5.53	timeout
06-06 04:34	BTC	Buy	60940→59441.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

52%

win rate

-154.83

total pnl ($)

-25.2 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	122	52%	-25.2	-154.83

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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