deribit_basis_z_extreme_fade_long · strategy

139

closed trades

45%

win rate

-345.27

total pnl ($)

0.250

weight

7d window — n=32 wr=38% pnl=-145.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 08:12	BTC	Buy	59949→59487	-4.26	timeout
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-29 21:02	BTC	Buy	59625→60291	+4.98	timeout
06-29 19:57	BTC	Buy	59426→60394	+7.54	timeout
06-29 18:49	BTC	Buy	59493→60234	+5.63	timeout
06-28 21:56	BTC	Buy	60171→59363	-7.16	timeout
06-28 20:55	BTC	Buy	60247→59629	-5.55	timeout
06-28 19:52	BTC	Buy	60164→59340	-7.28	timeout
06-28 18:50	BTC	Buy	60506→59494	-8.78	timeout
06-28 17:46	BTC	Buy	60550→59535	-8.80	timeout
06-26 18:54	BTC	Buy	59495→59621	+0.49	timeout
06-26 17:53	BTC	Buy	59504→59997	+3.60	timeout
06-26 16:39	BTC	Buy	59307→60162	+6.69	timeout
06-26 15:28	BTC	Buy	59227→60125	+7.08	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59538→58068	-12.74	stop_loss
06-25 13:57	BTC	Buy	59762→58280.9	-12.79	stop_loss
06-25 13:53	BTC	Buy	60225→58743.7	-12.70	stop_loss
06-25 13:48	BTC	Buy	60999→59499.3	-12.71	stop_loss
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61180.1→59667.2	-12.79	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 14:13	BTC	Buy	62638.1→61095.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62673.1→61128.4	-12.77	stop_loss
06-24 13:47	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-24 10:22	BTC	Buy	62393.1→62531.9	+0.60	timeout
06-24 09:21	BTC	Buy	62439.1→62690.9	+1.50	timeout
06-24 08:19	BTC	Buy	62411.1→62675.9	+1.60	timeout
06-24 07:16	BTC	Buy	62983.1→62765.9	-2.23	timeout
06-24 06:16	BTC	Buy	63222.2→62761.9	-4.15	timeout
06-23 08:17	BTC	Buy	63993.2→62415.7	-12.80	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64517.2→62928.4	-12.78	stop_loss
06-23 06:18	BTC	Buy	64612.2→63023.3	-12.77	stop_loss
06-23 05:25	BTC	Buy	64949.2→63352.1	-12.76	stop_loss
06-22 22:28	BTC	Buy	65455.3→63845.9	-12.74	stop_loss
06-22 18:03	BTC	Buy	63957.2→64655.8	+4.97	timeout
06-22 16:52	BTC	Buy	64172.2→64643.8	+3.23	timeout
06-22 12:37	BTC	Buy	63925.2→64929.8	+7.26	timeout
06-22 02:18	BTC	Buy	64212.2→64579.8	+2.33	timeout
06-22 01:17	BTC	Buy	64226.2→63969.8	-2.52	timeout
06-21 16:32	BTC	Buy	63925.2→64114.8	+1.03	timeout
06-21 08:05	BTC	Buy	63577.2→64154.8	+4.06	timeout
06-21 07:02	BTC	Buy	63651.2→64233.8	+4.13	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:42	BTC	Buy	63528.2→64278.8	+5.40	timeout
06-20 15:59	BTC	Buy	63178.2→64096.8	+6.67	timeout
06-20 07:46	BTC	Buy	62504.1→63714.8	+9.23	timeout
06-20 06:41	BTC	Buy	62727.1→63694.8	+7.25	timeout
06-20 01:34	BTC	Buy	62833.1→63554.8	+5.29	timeout
06-19 23:24	BTC	Buy	62807.1→63274.8	+3.24	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:56	BTC	Buy	63949.2→62374.7	-12.76	stop_loss
06-18 15:40	BTC	Buy	64318.2→62734.5	-12.74	stop_loss
06-17 19:50	BTC	Buy	65587.3→63964.8	-12.82	stop_loss
06-17 04:40	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-16 23:34	BTC	Buy	66200.3→65720.7	-4.16	timeout
06-16 13:32	BTC	Buy	66802.3→66112.7	-5.69	timeout
06-16 12:19	BTC	Buy	66315.3→66625.7	+1.80	timeout
06-16 11:13	BTC	Buy	65978.3→66463.7	+3.17	timeout
06-16 03:20	BTC	Buy	67252.4→65598.9	-12.74	stop_loss
06-15 22:10	BTC	Buy	65003.3→66416.7	+10.37	timeout
06-15 15:46	BTC	Buy	64137.2→66952.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66591.7	+21.54	take_profit
06-15 11:41	BTC	Buy	64598.2→66186.7	+11.85	timeout
06-15 10:29	BTC	Buy	64573.2→65695.7	+8.25	timeout
06-14 20:24	BTC	Buy	64239.2→63883.8	-3.26	timeout
06-14 12:48	BTC	Buy	64072.2→64294.8	+1.29	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.01	timeout
06-14 10:41	BTC	Buy	63810.2→64585.8	+5.61	timeout
06-14 09:37	BTC	Buy	63766.2→64435.8	+4.74	timeout
06-13 19:39	BTC	Buy	63684.2→64197.8	+3.58	timeout
06-13 12:10	BTC	Buy	63669.2→63895.8	+1.25	timeout
06-13 11:03	BTC	Buy	63760.2→63814.8	-0.12	timeout
06-13 09:55	BTC	Buy	63769.2→63739.8	-0.76	timeout
06-13 08:53	BTC	Buy	63447.2→63775.8	+2.06	timeout
06-12 13:42	BTC	Buy	62693.1→63097.8	+2.70	timeout
06-12 12:02	BTC	Buy	63023.2→63648.8	+4.44	timeout
06-12 10:36	BTC	Buy	62896.1→63726.8	+6.07	timeout
06-12 09:30	BTC	Buy	62809.1→63737.8	+6.86	timeout
06-12 08:31	BTC	Buy	62918.1→63467.8	+3.83	timeout
06-11 12:23	BTC	Buy	61027.1→62640.9	+12.65	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-09 14:11	BTC	Buy	63507.2→61942.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63856.2→62285.7	-12.72	stop_loss
06-09 13:19	BTC	Buy	63910.2→62338.7	-12.72	stop_loss
06-08 21:20	BTC	Buy	61786.1→63700.8	+15.01	timeout
06-08 17:59	BTC	Buy	62139.1→63502.8	+10.42	timeout
06-08 16:59	BTC	Buy	62020.1→63449.8	+10.98	timeout
06-08 15:51	BTC	Buy	62067.1→63842.8	+13.80	timeout
06-08 14:50	BTC	Buy	61786.1→63808.8	+15.88	timeout
06-07 18:17	BTC	Buy	60430→62131.9	+13.67	timeout
06-07 17:10	BTC	Buy	60607→62236.9	+12.98	timeout

Paper vs Live

Paper (trades.jsonl)

139

closed

45%

win rate

-345.27

total pnl ($)

-49.1 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	139	45%	-49.1	-345.27

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…