deribit_basis_z_fear_long_v2 · strategy

106

closed trades

40%

win rate

-368.84

total pnl ($)

0.743

weight

7d window — n=24 wr=42% pnl=-73.15 · 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 11:45	BTC	Buy	59841→59237	-5.48	timeout
06-30 01:02	BTC	Buy	59553→59778	+1.50	timeout
06-29 23:53	BTC	Buy	59691→60212	+3.94	timeout
06-29 08:07	BTC	Buy	60149→59957	-2.08	timeout
06-28 21:10	BTC	Buy	60331→59663	-5.99	timeout
06-28 20:10	BTC	Buy	60231→59529	-6.25	timeout
06-28 07:03	BTC	Buy	60311→60103	-2.16	timeout
06-27 20:51	BTC	Buy	59748→60258	+3.88	timeout
06-27 19:42	BTC	Buy	59905→60141	+1.57	timeout
06-26 19:25	BTC	Buy	59252→59907	+4.95	timeout
06-26 16:48	BTC	Buy	59279→60065	+6.08	timeout
06-26 15:20	BTC	Buy	59210→59936	+5.59	timeout
06-25 15:15	BTC	Buy	60352→58867.6	-12.74	stop_loss
06-25 13:59	BTC	Buy	59510→58041.1	-12.79	stop_loss
06-25 13:59	BTC	Buy	59511→58041.1	-12.72	stop_loss
06-25 13:53	BTC	Buy	60267→58767.7	-12.81	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.53	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 16:51	BTC	Buy	61383.1→59867.1	-12.77	stop_loss
06-24 14:13	BTC	Buy	62636.1→61094.4	-12.76	stop_loss
06-24 13:43	BTC	Buy	63000.1→61451.2	-12.74	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:24	BTC	Buy	62175.1→62666.9	+3.44	timeout
06-24 07:26	BTC	Buy	62967.1→62665.9	-2.84	timeout
06-23 06:27	BTC	Buy	64061.2→62614.9	-11.77	timeout
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64278.2→62694.5	-12.80	stop_loss
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 05:05	BTC	Buy	64232.2→64069.8	-1.73	timeout
06-22 03:33	BTC	Buy	64331.2→64245.8	-1.19	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-20 22:25	BTC	Buy	63273.2→64152.8	+6.50	timeout
06-20 00:34	BTC	Buy	62999.1→63677.8	+4.90	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:52	BTC	Buy	64068.2→62492.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64312.2→62730.5	-12.48	stop_loss
06-18 15:39	BTC	Buy	64376.2→62790.4	-12.48	stop_loss
06-17 19:29	BTC	Buy	65863.3→64242.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	66041.3→64414.6	-12.77	stop_loss
06-17 16:40	BTC	Buy	65781.3→65894.7	+0.34	timeout
06-17 08:39	BTC	Buy	66635.3→64995.2	-12.79	stop_loss
06-17 08:37	BTC	Buy	66676.3→65033.2	-12.80	stop_loss
06-16 15:22	BTC	Buy	66628.3→65723.7	-7.29	timeout
06-16 09:13	BTC	Buy	65664.3→66713.7	+7.53	timeout
06-16 08:07	BTC	Buy	65708.3→66330.7	+4.31	timeout
06-15 12:27	BTC	Buy	64474.2→66237.7	+13.25	timeout
06-15 08:10	BTC	Buy	64419.2→65702.7	+9.50	timeout
06-15 07:09	BTC	Buy	64211.2→65777.7	+11.73	timeout
06-14 10:18	BTC	Buy	63733.2→64519.8	+5.68	timeout
06-14 07:48	BTC	Buy	63820.2→64397.8	+4.07	timeout
06-14 01:48	BTC	Buy	63815.2→64598.8	+5.72	timeout
06-13 09:25	BTC	Buy	63636.2→63798.8	+0.74	timeout
06-13 07:22	BTC	Buy	62987.1→63714.8	+5.32	timeout
06-12 17:37	BTC	Buy	63179.2→63821.8	+4.62	timeout
06-12 08:41	BTC	Buy	62913.1→63387.8	+3.24	timeout
06-12 06:50	BTC	Buy	62774.1→62947.9	+0.89	timeout
06-11 16:10	BTC	Buy	62423.1→62693.9	+1.62	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.19	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-09 14:39	BTC	Buy	62863.1→61314.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss
06-09 12:28	BTC	Buy	62997.1→62623.9	-3.36	timeout
06-08 22:36	BTC	Buy	63274.2→63317.8	-0.14	timeout
06-08 21:31	BTC	Buy	61784.1→63606.8	+14.26	timeout
06-08 05:21	BTC	Buy	61817.1→62624.9	+6.08	timeout
06-07 18:51	BTC	Buy	60497→62080.9	+12.69	timeout
06-07 14:30	BTC	Buy	60854→62110.9	+9.86	timeout
06-07 05:07	BTC	Buy	59989→61797.9	+14.65	timeout
06-06 18:45	BTC	Buy	59822→60584	+5.97	timeout
06-06 14:28	BTC	Buy	60369→60829	+3.37	timeout
06-06 04:27	BTC	Buy	61277.1→59770.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61383.1→59873.1	-12.76	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:57	BTC	Buy	62305.1→60771.6	-12.76	stop_loss
06-05 13:49	BTC	Buy	62752.1→61207.3	-12.76	stop_loss
06-05 06:24	BTC	Buy	62673.1→61130.4	-12.75	stop_loss
06-05 06:22	BTC	Buy	62871.1→61325.3	-12.74	stop_loss
06-05 01:44	BTC	Buy	62803.1→63372.8	+4.10	timeout
06-04 10:27	BTC	Buy	64182.2→62582.6	-12.89	stop_loss
06-04 01:21	BTC	Buy	64309.2→62727.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65390.3→63781.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66311.3→64652.4	-13.00	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.77	stop_loss
06-03 16:26	BTC	Buy	67227.4→65568.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67093.4→65442	-12.76	stop_loss
06-03 03:49	BTC	Buy	67307.4→65650.9	-12.76	stop_loss
06-02 22:59	BTC	Buy	68220.4→66261.5	-14.81	stop_loss
06-02 14:27	BTC	Buy	69262.5→67475.9	-13.35	stop_loss
06-02 14:27	BTC	Buy	69463.5→67754.7	-12.76	stop_loss
06-02 06:47	BTC	Buy	71728.6→69963.5	-12.86	stop_loss
06-01 22:23	BTC	Buy	73503.7→71145.9	-16.62	stop_loss
06-01 22:23	BTC	Buy	73944.7→71145.9	-19.52	stop_loss
06-01 05:15	BTC	Buy	74153.7→73476.3	-5.05	timeout
05-31 19:31	BTC	Buy	73956.7→73493.3	-3.60	timeout
05-31 16:54	BTC	Buy	73896.7→73495.3	-3.22	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

40%

win rate

-368.84

total pnl ($)

-69.4 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	40%	-69.4	-368.84

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…