deribit_basis_rolling_fear_dom_long · strategy

108

closed trades

46%

win rate

-168.61

total pnl ($)

0.871

weight

7d window — n=26 wr=46% pnl=-58.91 · 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 10:11	BTC	Buy	60249→60171	-1.11	timeout
06-28 04:10	BTC	Buy	60269→60178	-1.21	timeout
06-27 22:05	BTC	Buy	60492→60055	-4.04	timeout
06-27 15:14	BTC	Buy	60286→60832	+4.08	timeout
06-27 08:05	BTC	Buy	60072→60431	+2.52	timeout
06-27 01:37	BTC	Buy	59964→59927	-0.76	timeout
06-26 18:58	BTC	Buy	59301→59601	+2.04	timeout
06-26 12:24	BTC	Buy	59965→59588	-3.61	timeout
06-26 06:20	BTC	Buy	59807→59814	-0.39	timeout
06-25 23:57	BTC	Buy	59492→59768	+1.87	timeout
06-25 13:51	BTC	Buy	61707.1→59202.4	-20.73	stop_loss
06-25 11:55	BTC	Buy	60843→61208.9	+2.55	timeout
06-25 05:49	BTC	Buy	61051.1→61556.9	+3.70	timeout
06-24 23:46	BTC	Buy	60418→61013.9	+4.50	timeout
06-24 16:46	BTC	Buy	62644.1→60101.9	-20.68	stop_loss
06-24 11:46	BTC	Buy	62803.1→62706.9	-1.22	timeout
06-24 05:42	BTC	Buy	62563.1→62933.9	+2.49	timeout
06-23 23:37	BTC	Buy	62369.1→62625.9	+1.62	timeout
06-23 17:35	BTC	Buy	62451.1→62610.9	+0.83	timeout
06-23 11:37	BTC	Buy	63977.2→62547.9	-11.55	timeout
06-23 05:35	BTC	Buy	64293.2→63439.8	-7.10	timeout
06-22 23:33	BTC	Buy	65074.3→63951.8	-9.08	timeout
06-22 17:26	BTC	Buy	64114.2→64531.8	+2.80	timeout
06-22 11:14	BTC	Buy	64028.2→64282.8	+1.50	timeout
06-22 04:10	BTC	Buy	64174.2→63923.8	-2.42	timeout
06-21 21:18	BTC	Buy	64135.2→63484.8	-5.52	timeout
06-21 15:15	BTC	Buy	64228.2→64180.8	-0.80	timeout
06-21 09:13	BTC	Buy	64230.2→63947.8	-2.70	timeout
06-21 03:11	BTC	Buy	63884.2→64266.8	+2.54	timeout
06-20 19:42	BTC	Buy	63695.2→63900.8	+1.17	timeout
06-20 13:39	BTC	Buy	63663.2→63421.8	-2.36	timeout
06-20 07:36	BTC	Buy	63333.2→63694.8	+2.40	timeout
06-20 00:46	BTC	Buy	63212.2→63522.8	+2.01	timeout
06-19 18:19	BTC	Buy	62425.1→63132.8	+5.22	timeout
06-19 12:42	BTC	Buy	62599.1→62510.9	-1.12	timeout
06-19 06:22	BTC	Buy	62765.1→62751.9	-0.54	timeout
06-19 00:27	BTC	Buy	62646.1→62903.9	+1.63	timeout
06-18 18:35	BTC	Buy	64003.2→62774.9	-9.96	timeout
06-18 10:53	BTC	Buy	64691.2→64104.8	-5.01	timeout
06-18 04:30	BTC	Buy	64312.2→63886.8	-3.76	timeout
06-17 21:51	BTC	Buy	65302.3→64197.8	-8.90	timeout
06-17 15:22	BTC	Buy	65506.3→65280.7	-2.18	timeout
06-17 08:23	BTC	Buy	65704.3→65338.7	-3.23	timeout
06-17 02:17	BTC	Buy	66014.3→65883.7	-1.45	timeout
06-16 19:39	BTC	Buy	66369.3→65601.7	-6.26	timeout
06-16 13:07	BTC	Buy	65902.3→66303.7	+2.57	timeout
06-16 07:04	BTC	Buy	66168.3→66362.7	+1.05	timeout
06-16 00:26	BTC	Buy	67187.4→66249.7	-7.42	timeout
06-15 18:25	BTC	Buy	65720.3→66785.7	+7.62	timeout
06-15 12:24	BTC	Buy	65723.3→66245.7	+3.53	timeout
06-15 06:19	BTC	Buy	65132.3→65861.7	+5.14	timeout
06-14 23:59	BTC	Buy	64003.2→65741.7	+13.14	timeout
06-14 17:52	BTC	Buy	64597.2→63732.8	-7.17	timeout
06-14 11:49	BTC	Buy	64474.2→64565.8	+0.26	timeout
06-14 05:47	BTC	Buy	64499.2→64329.8	-1.76	timeout
06-13 23:40	BTC	Buy	64309.2→64445.8	+0.61	timeout
06-13 17:40	BTC	Buy	63794.2→64076.8	+1.76	timeout
06-13 11:40	BTC	Buy	63475.2→63872.8	+2.65	timeout
06-13 05:34	BTC	Buy	63514.2→63540.8	-0.24	timeout
06-12 23:30	BTC	Buy	64099.2→63427.8	-5.70	timeout
06-12 17:23	BTC	Buy	63634.2→63761.8	+0.54	timeout
06-12 11:43	BTC	Buy	63434.2→63752.8	+2.04	timeout
06-12 05:39	BTC	Buy	63500.2→63358.8	-1.58	timeout
06-11 23:07	BTC	Buy	62743.1→63381.8	+4.60	timeout
06-11 16:45	BTC	Buy	62850.1→62646.9	-2.09	timeout
06-11 10:36	BTC	Buy	61980.1→62888.9	+6.83	timeout
06-11 04:28	BTC	Buy	61872.1→62585.9	+5.27	timeout
06-10 22:26	BTC	Buy	61993.1→61298.9	-6.05	timeout
06-10 16:18	BTC	Buy	61597.1→62294.9	+5.19	timeout
06-10 03:14	BTC	Buy	61777.1→62016.9	+1.53	timeout
06-09 21:12	BTC	Buy	62613.1→62016.9	-5.18	timeout
06-09 14:37	BTC	Buy	63395.2→61472.9	-15.62	timeout
06-09 08:32	BTC	Buy	62627.1→62899.9	+1.73	timeout
06-09 02:27	BTC	Buy	63561.2→62665.9	-7.49	timeout
06-08 20:21	BTC	Buy	62909.1→63185.8	+1.74	timeout
06-08 14:16	BTC	Buy	62877.1→63746.8	+6.45	timeout
06-08 07:36	BTC	Buy	63110.2→63181.8	+0.11	timeout
06-07 22:15	BTC	Buy	62244.1→64229.8	+15.50	take_profit
06-07 19:32	BTC	Buy	62541.1→61335.9	-10.07	timeout
06-07 13:33	BTC	Buy	61650.1→61793.9	+0.71	timeout
06-07 07:29	BTC	Buy	60654→62165.9	+12.03	timeout
06-07 01:31	BTC	Buy	60694→61549.9	+6.58	timeout
06-06 19:20	BTC	Buy	60627→60630	-0.41	timeout
06-06 13:17	BTC	Buy	59921→60881	+7.58	timeout
06-06 07:16	BTC	Buy	61196.1→61082.9	-1.39	timeout
06-06 00:54	BTC	Buy	61320.1→61288.9	-0.70	timeout
06-05 15:41	BTC	Buy	62521.1→59980	-20.76	stop_loss
06-05 12:55	BTC	Buy	63228.2→61860.9	-11.27	timeout
06-05 07:13	BTC	Buy	63600.2→61524.9	-16.74	timeout
06-05 00:30	BTC	Buy	63622.2→63864.8	+1.45	timeout
06-04 17:57	BTC	Buy	63158.2→63535.8	+2.52	timeout
06-04 13:24	BTC	Buy	63801.2→63175.8	-5.32	timeout
06-04 01:22	BTC	Buy	65340.3→62688.5	-20.74	stop_loss
06-03 21:48	BTC	Buy	66653.3→65730.7	-7.38	timeout
06-03 12:41	BTC	Buy	66382.3→66901.7	+3.48	timeout
06-03 07:59	BTC	Buy	66729.3→67179.6	+2.88	timeout
06-03 00:27	BTC	Buy	67782.4→66864.7	-7.22	timeout
06-02 15:30	BTC	Buy	70088.5→67243	-20.76	stop_loss
06-02 09:51	BTC	Buy	70925.5→69468.5	-10.77	timeout
05-31 07:53	BTC	Buy	73812.7→73835.3	-0.35	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

46%

win rate

-168.61

total pnl ($)

-31.1 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	108	46%	-31.1	-168.61

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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