deribit_put_call_ratio_extreme_fade · strategy

105

closed trades

47%

win rate

-260.54

total pnl ($)

0.804

weight

7d window — n=25 wr=52% pnl=-63.27 · 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 09:14	BTC	Buy	60376→59320	-9.20	timeout
06-30 02:29	BTC	Buy	59488→59949	+3.46	timeout
06-29 20:14	BTC	Buy	59934→60406	+3.41	timeout
06-29 13:54	BTC	Buy	59447→59457	-0.42	timeout
06-29 07:45	BTC	Buy	59367→60008	+4.95	timeout
06-29 01:15	BTC	Buy	60068→59455	-5.57	timeout
06-28 18:42	BTC	Buy	59970→59584	-3.66	timeout
06-28 12:35	BTC	Buy	60121→60286	+0.90	timeout
06-28 06:36	BTC	Buy	60531→59939	-5.34	timeout
06-28 00:30	BTC	Buy	60308→60126	-1.92	timeout
06-27 18:23	BTC	Buy	60171→60455	+1.92	timeout
06-27 12:17	BTC	Buy	60064→60258	+1.15	timeout
06-27 06:19	BTC	Buy	59969→60138	+0.96	timeout
06-27 00:23	BTC	Buy	59562→59999	+3.22	timeout
06-26 18:19	BTC	Buy	59779→59988	+1.25	timeout
06-26 12:10	BTC	Buy	59845→59423	-4.01	timeout
06-26 06:01	BTC	Buy	59745→59780	-0.15	timeout
06-25 13:53	BTC	Buy	61206.1→58719.7	-20.76	stop_loss
06-25 13:51	BTC	Buy	61599.1→59097.5	-20.73	stop_loss
06-25 11:53	BTC	Buy	60960→61148.9	+1.09	timeout
06-25 05:24	BTC	Buy	59169→61766.9	+21.51	take_profit
06-24 15:46	BTC	Buy	62946.1→60382.8	-20.78	stop_loss
06-24 15:45	BTC	Buy	62971.1→60413.8	-20.74	stop_loss
06-24 11:44	BTC	Buy	62591.1→62706.9	+0.47	timeout
06-24 01:00	BTC	Buy	62229.1→62994.9	+5.71	timeout
06-23 11:54	BTC	Buy	64010.2→62466.9	-12.40	timeout
06-23 06:01	BTC	Buy	64671.2→63322.8	-10.89	timeout
06-22 23:39	BTC	Buy	64614.2→64003.8	-5.18	timeout
06-22 15:44	BTC	Buy	64132.2→65038.7	+6.60	timeout
06-22 09:34	BTC	Buy	63729.2→64140.8	+2.74	timeout
06-22 03:09	BTC	Buy	64147.2→63993.8	-1.69	timeout
06-21 21:08	BTC	Buy	63955.2→63711.8	-2.35	timeout
06-21 15:06	BTC	Buy	64231.2→64259.8	-0.20	timeout
06-21 09:04	BTC	Buy	63927.2→63974.8	-0.15	timeout
06-21 03:03	BTC	Buy	63903.2→64222.8	+2.05	timeout
06-20 08:28	BTC	Buy	63050.2→63453.8	+2.72	timeout
06-20 02:25	BTC	Buy	63072.2→63370.8	+1.92	timeout
06-19 20:22	BTC	Buy	62691.1→62969.9	+1.75	timeout
06-19 14:38	BTC	Buy	62899.1→63320.8	+2.95	timeout
06-19 08:15	BTC	Buy	63142.2→62622.9	-4.50	timeout
06-19 02:50	BTC	Buy	63893.2→62890.9	-8.25	timeout
06-18 20:31	BTC	Buy	64556.2→63098.8	-11.66	timeout
06-18 14:18	BTC	Buy	64515.2→63882.8	-5.35	timeout
06-18 08:16	BTC	Buy	64190.2→64483.8	+1.83	timeout
06-18 02:04	BTC	Buy	65182.3→64579.8	-5.11	timeout
06-17 20:00	BTC	Buy	65518.3→64209.8	-10.44	timeout
06-17 13:57	BTC	Buy	65910.3→65252.7	-5.45	timeout
06-17 07:56	BTC	Buy	65577.3→65356.7	-2.11	timeout
06-17 01:53	BTC	Buy	66029.3→65873.7	-1.65	timeout
06-16 19:00	BTC	Buy	66422.3→65797.7	-5.19	timeout
06-15 21:27	BTC	Buy	65647.3→66415.7	+5.37	timeout
06-15 15:28	BTC	Buy	65703.3→66646.7	+6.74	timeout
06-15 09:20	BTC	Buy	64754.2→65709.7	+6.94	timeout
06-15 03:16	BTC	Buy	64098.2→65662.7	+11.74	timeout
06-14 21:11	BTC	Buy	64436.2→63990.8	-3.92	timeout
06-14 15:07	BTC	Buy	64477.2→64083.8	-3.51	timeout
06-14 09:03	BTC	Buy	64299.2→64401.8	+0.32	timeout
06-14 02:58	BTC	Buy	64207.2→64467.8	+1.59	timeout
06-13 20:53	BTC	Buy	63781.2→64235.8	+3.10	timeout
06-13 15:38	BTC	Buy	63469.2→64326.8	+6.29	timeout
06-13 09:38	BTC	Buy	63550.2→63775.8	+1.28	timeout
06-13 03:35	BTC	Buy	64016.2→63469.8	-4.72	timeout
06-12 20:49	BTC	Buy	63395.2→63412.8	-0.33	timeout
06-12 15:03	BTC	Buy	63582.2→64076.8	+3.39	timeout
06-12 09:03	BTC	Buy	63380.2→63467.8	+0.21	timeout
06-12 03:00	BTC	Buy	62713.1→63597.8	+6.56	timeout
06-11 20:45	BTC	Buy	62850.1→63244.8	+2.62	timeout
06-11 14:36	BTC	Buy	61980.1→62983.9	+7.60	timeout
06-11 04:13	BTC	Buy	62329.1→62676.9	+2.27	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.27	timeout
06-10 03:04	BTC	Buy	61403.1→62016.9	+4.60	timeout
06-09 21:14	BTC	Buy	62778.1→62016.9	-6.46	timeout
06-09 10:55	BTC	Buy	63314.2→62726.9	-5.06	timeout
06-09 02:09	BTC	Buy	63803.2→62792.9	-8.36	timeout
06-08 20:00	BTC	Buy	63199.2→63404.8	+1.16	timeout
06-08 12:59	BTC	Buy	63627.2→63819.8	+1.05	timeout
06-08 04:51	BTC	Buy	62189.1→62776.9	+4.27	timeout
06-07 10:42	BTC	Buy	60555→62309.9	+14.05	timeout
06-06 15:15	BTC	Buy	60890→60573	-3.05	timeout
06-06 09:11	BTC	Buy	61759.1→61193.9	-5.05	timeout
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 15:38	BTC	Buy	62785.1→60236.9	-20.72	stop_loss
06-05 14:04	BTC	Buy	63105.2→60542.7	-20.75	stop_loss
06-05 09:18	BTC	Buy	63617.2→62996.8	-5.31	timeout
06-05 03:49	BTC	Buy	63699.2→62764.9	-7.75	timeout
06-04 21:45	BTC	Buy	63089.2→63420.8	+2.19	timeout
06-04 17:19	BTC	Buy	63981.2→63263.8	-6.10	timeout
06-04 01:22	BTC	Buy	65340.3→62688.5	-20.74	stop_loss
06-03 23:54	BTC	Buy	66785.3→64074.7	-20.74	stop_loss
06-03 16:41	BTC	Buy	66382.3→65908.7	-4.05	timeout
06-03 11:28	BTC	Buy	66343.3→67317.6	+6.83	timeout
06-03 04:00	BTC	Buy	67291.4→65914.7	-10.68	timeout
06-02 15:26	BTC	Buy	70175.5→67328	-20.75	stop_loss
06-02 14:22	BTC	Buy	70975.5→68095.5	-20.76	stop_loss
06-02 08:45	BTC	Buy	71592.6→69863.5	-12.60	timeout
06-02 01:44	BTC	Buy	71632.6→70954.5	-5.26	timeout
06-01 17:47	BTC	Buy	73400.7→71697.4	-12.13	timeout
06-01 01:41	BTC	Buy	73866.7→73581.3	-2.40	timeout
05-31 17:48	BTC	Buy	74054.7→73690.3	-2.94	timeout
05-31 11:51	BTC	Buy	73816.7→73893.3	-0.00	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

47%

win rate

-260.54

total pnl ($)

-49.4 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	105	47%	-49.4	-260.54

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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