deribit_basis_threshold_fear_long_v2 · strategy

106

closed trades

43%

win rate

-273.69

total pnl ($)

0.400

weight

7d window — n=24 wr=29% pnl=-134.07 · 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 11:42	BTC	Buy	59835→59208	-5.67	timeout
06-29 03:00	BTC	Buy	60149→59769	-3.65	timeout
06-29 01:57	BTC	Buy	60204→59420	-6.99	timeout
06-28 19:42	BTC	Buy	60161→59409	-6.68	timeout
06-28 18:39	BTC	Buy	60531→59565	-8.40	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.16	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.42	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-26 20:01	BTC	Buy	59607→59851	+1.49	timeout
06-26 18:01	BTC	Buy	59745→60029	+1.81	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58467.8	-13.27	stop_loss
06-25 13:53	BTC	Buy	60239→58696.7	-13.18	stop_loss
06-25 13:53	BTC	Buy	60291→58747.7	-13.16	stop_loss
06-24 17:20	BTC	Buy	61023.1→59460.3	-13.24	stop_loss
06-24 15:08	BTC	Buy	62401.1→60798.5	-13.28	stop_loss
06-24 14:19	BTC	Buy	62570.1→60966.5	-13.26	stop_loss
06-24 14:17	BTC	Buy	62616.1→61000.4	-13.34	stop_loss
06-24 13:57	BTC	Buy	62825.1→61217.3	-13.24	stop_loss
06-24 13:47	BTC	Buy	62880.1→61266.3	-13.28	stop_loss
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-18 05:08	BTC	Buy	65294.3→63623	-13.26	stop_loss
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.80	timeout
06-16 14:23	BTC	Buy	67205.4→65485	-13.32	stop_loss
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:12	BTC	Buy	66606.3→66126.7	-4.13	timeout
06-16 12:06	BTC	Buy	66140.3→66371.7	+1.22	timeout
06-15 14:24	BTC	Buy	64247.2→66440.7	+16.63	timeout
06-15 13:21	BTC	Buy	64298.2→66815.7	+19.14	timeout
06-15 13:08	BTC	Buy	63789.2→66653.7	+22.02	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:10	BTC	Buy	64494.2→65956.7	+10.89	timeout
06-14 19:12	BTC	Buy	64151.2→63801.8	-3.24	timeout
06-14 14:02	BTC	Buy	64113.2→64289.8	+0.93	timeout
06-14 12:56	BTC	Buy	64102.2→64290.8	+1.02	timeout
06-14 11:51	BTC	Buy	63894.2→64595.8	+5.05	timeout
06-14 10:49	BTC	Buy	63863.2→64528.8	+4.75	timeout
06-13 18:22	BTC	Buy	63682.2→64082.8	+2.67	timeout
06-13 13:05	BTC	Buy	63402.2→64123.8	+5.17	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.76	timeout
06-13 09:56	BTC	Buy	63810.2→63740.8	-1.07	timeout
06-12 17:59	BTC	Buy	63587.2→63830.8	+1.46	timeout
06-12 12:38	BTC	Buy	62750.1→63478.8	+5.28	timeout
06-12 11:24	BTC	Buy	63139.2→63823.8	+4.89	timeout
06-12 10:17	BTC	Buy	62847.1→63709.8	+6.31	timeout
06-12 09:17	BTC	Buy	62769.1→63531.8	+5.56	timeout
06-11 17:10	BTC	Buy	62152.1→62482.9	+2.12	timeout
06-11 11:21	BTC	Buy	61165.1→63116.8	+15.38	timeout
06-11 10:20	BTC	Buy	61144.1→62808.9	+13.02	timeout
06-11 09:17	BTC	Buy	61055.1→62758.9	+13.37	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.19	timeout
06-09 14:21	BTC	Buy	63266.2→61645.1	-13.26	stop_loss
06-09 14:16	BTC	Buy	63525.2→61898.9	-13.25	stop_loss
06-09 13:36	BTC	Buy	63753.2→62117.8	-13.26	stop_loss
06-09 13:36	BTC	Buy	63794.2→62156.8	-13.27	stop_loss
06-09 13:36	BTC	Buy	63812.2→62177.8	-13.24	stop_loss
06-09 06:49	BTC	Buy	62938.1→63343.8	+2.72	timeout
06-08 21:09	BTC	Buy	61716.1→63727.8	+15.81	timeout
06-08 17:53	BTC	Buy	62143.1→63493.8	+10.32	timeout
06-08 15:53	BTC	Buy	62167.1→63927.8	+13.58	timeout
06-08 13:51	BTC	Buy	61798.1→63658.8	+14.56	timeout
06-08 06:31	BTC	Buy	62016.1→63022.8	+7.66	timeout
06-07 21:05	BTC	Buy	60711→61712.9	+7.82	timeout
06-07 17:00	BTC	Buy	60754→62029.9	+10.03	timeout
06-07 15:46	BTC	Buy	60847→62028.9	+9.25	timeout
06-07 13:33	BTC	Buy	60690→61791.9	+8.61	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.74	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59809.1	-13.29	stop_loss
06-05 21:04	BTC	Buy	59263→61923.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60841→59284.4	-13.24	stop_loss
06-05 18:52	BTC	Buy	60874→59316.4	-13.25	stop_loss
06-05 18:44	BTC	Buy	61295.1→59726.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61976.1→60388.8	-13.25	stop_loss
06-05 14:04	BTC	Buy	62099.1→60503.7	-13.30	stop_loss
06-05 13:57	BTC	Buy	62400.1→60799.5	-13.28	stop_loss
06-05 13:49	BTC	Buy	62876.1→61267.3	-13.25	stop_loss
06-05 13:49	BTC	Buy	62906.1→61296.3	-13.25	stop_loss
06-05 11:49	BTC	Buy	62455.1→62122.9	-3.14	timeout
06-05 06:24	BTC	Buy	62709.1→61104.4	-13.19	stop_loss
06-05 06:24	BTC	Buy	62762.1→61150.4	-13.28	stop_loss
06-05 06:23	BTC	Buy	62872.1→61263.3	-13.23	stop_loss
06-05 06:19	BTC	Buy	63363.2→61742	-13.19	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.56	timeout
06-05 01:24	BTC	Buy	62757.1→63227.8	+3.34	timeout
06-04 11:10	BTC	Buy	63807.2→62173.8	-13.23	stop_loss
06-04 10:29	BTC	Buy	64067.2→62427.6	-13.22	stop_loss
06-04 09:23	BTC	Buy	64634.2→62980.3	-13.24	stop_loss
06-04 01:22	BTC	Buy	64289.2→62643.5	-13.25	stop_loss
06-04 00:29	BTC	Buy	64977.2→63314.2	-13.24	stop_loss
06-04 00:29	BTC	Buy	65130.3→63463.1	-13.25	stop_loss
06-03 20:46	BTC	Buy	66747.3→65025.2	-13.40	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

43%

win rate

-273.69

total pnl ($)

-51.3 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	106	43%	-51.3	-273.69

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…