deribit_basis_threshold_fear_long · strategy

107

closed trades

42%

win rate

-302.32

total pnl ($)

0.399

weight

7d window — n=24 wr=25% pnl=-142.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 21:43	BTC	Buy	60241→59677	-5.14	timeout
06-28 20:43	BTC	Buy	60243→59649	-5.36	timeout
06-28 19:43	BTC	Buy	60172→59411	-6.76	timeout
06-28 18:40	BTC	Buy	60530→59567	-8.38	timeout
06-28 00:09	BTC	Buy	60106→60107	-0.37	timeout
06-27 14:58	BTC	Buy	59582→60587	+7.99	timeout
06-26 18:03	BTC	Buy	59599→60007	+2.89	timeout
06-26 17:02	BTC	Buy	59248→60042	+6.16	timeout
06-26 15:58	BTC	Buy	59543→60294	+5.83	timeout
06-26 14:57	BTC	Buy	59510→59464	-0.89	timeout
06-26 14:06	BTC	Buy	58973.9→59843	+6.87	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:58	BTC	Buy	59658→58191	-12.69	stop_loss
06-25 13:57	BTC	Buy	59831→58344.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60209→58725.7	-12.71	stop_loss
06-25 13:51	BTC	Buy	60647→59147.5	-12.77	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:19	BTC	Buy	62377.1→60842.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-24 13:45	BTC	Buy	62883.1→61336.2	-12.75	stop_loss
06-24 08:22	BTC	Buy	62403.1→62636.9	+1.34	timeout
06-18 04:11	BTC	Buy	65375.3→63743.9	-12.94	stop_loss
06-16 14:44	BTC	Buy	66495.3→65647.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65541.9	-12.83	stop_loss
06-16 13:44	BTC	Buy	66515.3→66093.7	-3.70	timeout
06-16 12:41	BTC	Buy	66368.3→66450.7	+0.09	timeout
06-16 11:34	BTC	Buy	66216.3→66395.7	+0.84	timeout
06-15 14:18	BTC	Buy	64239.2→66488.7	+17.07	timeout
06-15 13:13	BTC	Buy	64320.2→66607.7	+17.35	timeout
06-15 12:55	BTC	Buy	63777.2→66580.7	+21.54	take_profit
06-15 12:08	BTC	Buy	64466.2→66192.7	+12.95	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 13:53	BTC	Buy	64081.2→64274.8	+1.06	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:42	BTC	Buy	63813.2→64586.8	+5.59	timeout
06-13 18:32	BTC	Buy	63778.2→64147.8	+2.43	timeout
06-13 13:06	BTC	Buy	63403.2→64123.8	+5.16	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:03	BTC	Buy	63847.2→63814.8	-0.80	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 12:28	BTC	Buy	62695.1→63459.8	+5.58	timeout
06-12 11:27	BTC	Buy	63103.2→63805.8	+5.04	timeout
06-12 10:18	BTC	Buy	62822.1→63738.8	+6.75	timeout
06-12 09:11	BTC	Buy	62831.1→63495.8	+4.77	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.54	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:46	BTC	Buy	62777.1→61233.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61948.9	-12.86	stop_loss
06-09 13:23	BTC	Buy	63807.2→62237.8	-12.72	stop_loss
06-09 13:19	BTC	Buy	63868.2→62296.7	-12.73	stop_loss
06-09 06:49	BTC	Buy	62921.1→63343.8	+2.86	timeout
06-09 00:46	BTC	Buy	64065.2→62489.6	-12.76	stop_loss
06-08 17:54	BTC	Buy	62137.1→63487.8	+10.32	timeout
06-08 15:53	BTC	Buy	62173.1→63914.8	+13.42	timeout
06-08 14:53	BTC	Buy	61893.1→63866.8	+15.46	timeout
06-08 13:51	BTC	Buy	61775.1→63652.8	+14.70	timeout
06-08 06:31	BTC	Buy	62016.1→63022.8	+7.66	timeout
06-07 16:58	BTC	Buy	60733→62022.9	+10.15	timeout
06-07 15:46	BTC	Buy	60872→62003.9	+8.83	timeout
06-07 14:43	BTC	Buy	60896→61935.9	+8.07	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.17	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:34	BTC	Buy	60946→59447.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 06:22	BTC	Buy	62865.1→61316.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63109.2→61555.1	-12.71	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63552.2→61983.9	-12.72	stop_loss
06-05 03:06	BTC	Buy	63920.2→62345.7	-12.73	stop_loss
06-05 01:56	BTC	Buy	62174.1→63326.8	+8.83	timeout
06-04 10:30	BTC	Buy	63974.2→62398.7	-12.74	stop_loss
06-04 10:29	BTC	Buy	64009.2→62434.6	-12.71	stop_loss
06-04 09:30	BTC	Buy	64281.2→62698.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64254.2→62673.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66736.3→65090.2	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

42%

win rate

-302.32

total pnl ($)

-56.1 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	107	42%	-56.1	-302.32

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…