deribit_basis_threshold_fear_long_v6 · strategy

114

closed trades

34%

win rate

-495.99

total pnl ($)

0.250

weight

7d window — n=22 wr=23% pnl=-166.36 · 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 22:53	BTC	Buy	60416→58928.6	-12.78	stop_loss
06-28 22:52	BTC	Buy	60487→58998.5	-12.78	stop_loss
06-28 22:52	BTC	Buy	60499→59010.5	-12.78	stop_loss
06-28 22:41	BTC	Buy	60587→59096.5	-12.78	stop_loss
06-28 19:46	BTC	Buy	60797→59298.4	-12.75	stop_loss
06-27 18:20	BTC	Buy	59648→60492	+6.66	timeout
06-27 17:18	BTC	Buy	59491→60585	+8.73	timeout
06-27 16:15	BTC	Buy	59739→60722	+7.85	timeout
06-27 15:11	BTC	Buy	59119→60811	+13.87	timeout
06-27 14:18	BTC	Buy	58999.9→60615	+13.23	timeout
06-25 13:58	BTC	Buy	59562→58096	-12.69	stop_loss
06-25 13:58	BTC	Buy	59664→58195	-12.70	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60673→59180.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60966→59461.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61214.1→59702.1	-12.78	stop_loss
06-24 15:08	BTC	Buy	62338.1→60799.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62381.1→60842.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62419.1→60878.5	-12.77	stop_loss
06-24 13:45	BTC	Buy	62900.1→61352.2	-12.75	stop_loss
06-24 13:44	BTC	Buy	62931.1→61374.2	-12.82	stop_loss
06-23 06:21	BTC	Buy	64303.2→62715.5	-12.81	stop_loss
06-23 06:21	BTC	Buy	64345.2→62753.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64377.2→62794.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64601.2→63012.3	-12.77	stop_loss
06-23 06:18	BTC	Buy	64645.2→63050.3	-12.81	stop_loss
06-22 20:33	BTC	Buy	63836.2→64425.8	+4.11	timeout
06-22 19:27	BTC	Buy	63850.2→64322.8	+3.15	timeout
06-22 18:24	BTC	Buy	63817.2→64666.8	+6.08	timeout
06-22 17:20	BTC	Buy	63892.2→64580.8	+4.94	timeout
06-22 16:16	BTC	Buy	63983.2→64669.8	+4.93	timeout
06-20 19:36	BTC	Buy	62816.1→63847.8	+7.80	timeout
06-20 18:36	BTC	Buy	62792.1→63803.8	+7.62	timeout
06-20 17:31	BTC	Buy	62677.1→63966.8	+9.81	timeout
06-20 16:28	BTC	Buy	62636.1→63961.8	+9.98	timeout
06-20 15:34	BTC	Buy	63247.2→64155.8	+6.60	timeout
06-18 15:57	BTC	Buy	63890.2→62293.7	-12.82	stop_loss
06-18 15:40	BTC	Buy	64253.2→62668.5	-12.76	stop_loss
06-18 15:36	BTC	Buy	64667.2→63075.3	-12.72	stop_loss
06-18 15:17	BTC	Buy	64901.2→63305.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64975.2→63375.1	-12.74	stop_loss
06-18 05:08	BTC	Buy	65231.3→63624	-12.79	stop_loss
06-17 19:50	BTC	Buy	65585.3→63971.8	-12.79	stop_loss
06-17 08:44	BTC	Buy	66496.3→64861.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66623.3→64985.2	-12.71	stop_loss
06-17 08:35	BTC	Buy	66712.3→65064.2	-12.77	stop_loss
06-17 07:54	BTC	Buy	66855.3→65211.1	-12.79	stop_loss
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-15 16:10	BTC	Buy	64442.2→67271.6	+21.50	take_profit
06-15 15:38	BTC	Buy	64335.2→66784.7	+18.63	timeout
06-15 13:24	BTC	Buy	64060.2→66872.7	+21.54	take_profit
06-15 13:22	BTC	Buy	64043.2→66854.7	+21.54	take_profit
06-15 13:21	BTC	Buy	64039.2→66850.7	+21.54	take_profit
06-14 08:52	BTC	Buy	63427.2→64432.8	+7.39	timeout
06-13 18:42	BTC	Buy	63478.2→64246.8	+5.59	timeout
06-13 17:39	BTC	Buy	63203.2→64078.8	+6.44	timeout
06-13 16:37	BTC	Buy	62766.1→63976.8	+9.22	timeout
06-13 15:25	BTC	Buy	62714.1→64262.8	+11.84	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.80	timeout
06-11 17:37	BTC	Buy	61751.1→63133.8	+10.55	timeout
06-11 16:37	BTC	Buy	61281.1→62748.9	+11.41	timeout
06-11 15:34	BTC	Buy	61327.1→62712.9	+10.55	timeout
06-11 14:31	BTC	Buy	61530.1→62864.9	+10.20	timeout
06-09 20:34	BTC	Buy	61786.1→62016.9	+1.70	timeout
06-09 14:29	BTC	Buy	63105.2→61552.1	-12.77	stop_loss
06-09 14:19	BTC	Buy	63286.2→61730	-12.75	stop_loss
06-09 14:17	BTC	Buy	63397.2→61837	-12.75	stop_loss
06-09 14:11	BTC	Buy	63567.2→61998.9	-12.79	stop_loss
06-09 06:50	BTC	Buy	62092.1→63266.8	+8.91	timeout
06-07 22:15	BTC	Buy	61430.1→64126.8	+21.50	take_profit
06-07 22:14	BTC	Buy	61005.1→63683.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60846→63517.8	+21.53	take_profit
06-07 20:09	BTC	Buy	60757→61501.9	+5.76	timeout
06-07 19:18	BTC	Buy	62803.1→61250.3	-12.79	stop_loss
06-07 08:48	BTC	Buy	60188→62831.9	+21.54	take_profit
06-07 06:36	BTC	Buy	59595→62211.9	+21.56	take_profit
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:21	BTC	Buy	61413.1→59899	-12.78	stop_loss
06-06 04:11	BTC	Buy	61775.1→60255.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60753→59259.4	-12.74	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:57	BTC	Buy	62295.1→60760.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61311.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 06:22	BTC	Buy	62983.1→61433.2	-12.70	stop_loss
06-05 06:21	BTC	Buy	63076.2→61514.2	-12.75	stop_loss
06-05 06:03	BTC	Buy	63622.2→62056.9	-12.69	stop_loss
06-05 06:01	BTC	Buy	63652.2→62086.8	-12.70	stop_loss
06-04 09:29	BTC	Buy	64353.2→62765.5	-12.78	stop_loss
06-04 09:27	BTC	Buy	64371.2→62787.4	-12.75	stop_loss
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 02:03	BTC	Buy	63165.2→61612.1	-12.74	stop_loss
06-04 01:16	BTC	Buy	64494.2→62908.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65115.3→63514	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

114

closed

34%

win rate

-495.99

total pnl ($)

-86.9 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	114	34%	-86.9	-495.99

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…