deribit_put_call_ratio_extreme_fade_v2 · strategy

closed trades

50%

win rate

-213.20

total pnl ($)

0.718

weight

7d window — n=20 wr=50% pnl=-65.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:28	BTC	Buy	59487→59971	+3.66	timeout
06-29 18:10	BTC	Buy	60106→60466	+2.47	timeout
06-29 11:45	BTC	Buy	59728→59864	+0.61	timeout
06-28 20:35	BTC	Buy	60203→59643	-5.09	timeout
06-28 11:44	BTC	Buy	60032→60272	+1.52	timeout
06-28 05:42	BTC	Buy	60590→59889	-6.23	timeout
06-27 07:44	BTC	Buy	59855→60415	+4.22	timeout
06-27 00:57	BTC	Buy	59220→60005	+6.18	timeout
06-26 18:46	BTC	Buy	60318→59692	-5.70	timeout
06-26 12:30	BTC	Buy	59744→59708	-0.77	timeout
06-26 06:14	BTC	Buy	59390→59699	+2.15	timeout
06-25 13:53	BTC	Buy	61180.1→59001.5	-18.25	stop_loss
06-25 13:48	BTC	Buy	61611.1→59418.3	-18.22	stop_loss
06-25 11:45	BTC	Buy	61022.1→61281.9	+1.67	timeout
06-25 05:40	BTC	Buy	59396→61525.9	+17.49	timeout
06-24 15:44	BTC	Buy	62743.1→60510.7	-18.21	stop_loss
06-24 15:33	BTC	Buy	62875.1→60632.6	-18.27	stop_loss
06-24 01:43	BTC	Buy	62344.1→62916.9	+4.12	timeout
06-23 19:31	BTC	Buy	62907.1→62388.9	-4.57	timeout
06-23 10:36	BTC	Buy	64067.2→62271.9	-14.36	timeout
06-23 04:12	BTC	Buy	64697.2→63989.8	-5.92	timeout
06-22 22:02	BTC	Buy	64128.2→64340.8	+1.21	timeout
06-22 15:46	BTC	Buy	64118.2→65032.7	+6.70	timeout
06-22 09:47	BTC	Buy	63821.2→64084.8	+1.57	timeout
06-22 03:47	BTC	Buy	64248.2→64070.8	-1.86	timeout
06-21 21:41	BTC	Buy	64149.2→63886.8	-2.50	timeout
06-21 15:35	BTC	Buy	64332.2→64163.8	-1.73	timeout
06-21 09:02	BTC	Buy	63926.2→63946.8	-0.36	timeout
06-21 02:47	BTC	Buy	63852.2→64209.8	+2.34	timeout
06-20 10:39	BTC	Buy	63220.2→63576.8	+2.34	timeout
06-20 04:40	BTC	Buy	63285.2→63527.8	+1.47	timeout
06-19 22:40	BTC	Buy	62412.1→63232.8	+6.10	timeout
06-19 17:23	BTC	Buy	62558.1→63010.8	+3.17	timeout
06-19 11:09	BTC	Buy	62787.1→62471.9	-2.92	timeout
06-19 04:55	BTC	Buy	62634.1→62420.9	-2.12	timeout
06-18 23:22	BTC	Buy	63907.2→62765.9	-9.35	timeout
06-18 17:05	BTC	Buy	63700.2→62587.9	-9.05	timeout
06-18 10:58	BTC	Buy	64297.2→64116.8	-1.89	timeout
06-18 05:18	BTC	Buy	65911.3→63949.8	-15.34	timeout
06-17 23:08	BTC	Buy	64663.2→64233.8	-3.77	timeout
06-17 17:14	BTC	Buy	65763.3→65857.7	+0.22	timeout
06-17 11:12	BTC	Buy	65704.3→64653.8	-8.48	timeout
06-17 05:05	BTC	Buy	65739.3→65925.7	+0.95	timeout
06-16 22:57	BTC	Buy	66480.3→65764.7	-5.87	timeout
06-16 16:40	BTC	Buy	65845.3→65832.7	-0.59	timeout
06-16 09:22	BTC	Buy	66516.3→66608.7	+0.23	timeout
06-15 23:54	BTC	Buy	66225.3→66299.7	+0.13	timeout
06-15 17:44	BTC	Buy	65708.3→66864.7	+8.29	timeout
06-15 10:17	BTC	Buy	65094.3→65695.7	+4.17	timeout
06-14 23:12	BTC	Buy	64512.2→65538.7	+7.48	timeout
06-14 17:09	BTC	Buy	64360.2→63914.8	-3.95	timeout
06-14 11:04	BTC	Buy	64434.2→64458.8	-0.26	timeout
06-14 05:01	BTC	Buy	63997.2→64347.8	+2.31	timeout
06-13 22:39	BTC	Buy	63822.2→64484.8	+4.72	timeout
06-13 16:37	BTC	Buy	63586.2→63964.8	+2.54	timeout
06-13 09:29	BTC	Buy	63493.2→63787.8	+1.82	timeout
06-12 23:26	BTC	Buy	63812.2→63422.8	-3.52	timeout
06-12 17:49	BTC	Buy	63364.2→63828.8	+3.21	timeout
06-12 11:41	BTC	Buy	63652.2→63694.8	-0.15	timeout
06-12 05:37	BTC	Buy	63197.2→63399.8	+1.13	timeout
06-11 19:07	BTC	Buy	62633.1→63451.8	+6.02	timeout
06-11 04:01	BTC	Buy	62525.1→62597.9	+0.06	timeout
06-10 20:20	BTC	Buy	61600.1→61766.9	+0.87	timeout
06-10 03:09	BTC	Buy	61614.1→62016.9	+2.87	timeout
06-09 16:05	BTC	Buy	63168.2→60918.5	-18.31	stop_loss
06-09 08:29	BTC	Buy	63166.2→62866.9	-2.83	timeout
06-09 02:12	BTC	Buy	63842.2→62737.9	-9.09	timeout
06-08 20:06	BTC	Buy	63154.2→63385.8	+1.37	timeout
06-08 14:01	BTC	Buy	63108.2→63705.8	+4.26	timeout
06-08 07:58	BTC	Buy	61266.1→63290.8	+16.06	timeout
06-08 01:54	BTC	Buy	61761.1→63016.8	+9.68	timeout
06-07 19:49	BTC	Buy	62212.1→61213.9	-8.45	timeout
06-07 13:51	BTC	Buy	61405.1→61765.9	+2.48	timeout
06-07 07:44	BTC	Buy	60598→62193.9	+12.73	timeout
06-07 01:35	BTC	Buy	60790→61541.9	+5.70	timeout
06-06 10:17	BTC	Buy	61519.1→60586	-8.05	timeout
06-06 03:19	BTC	Buy	60799→60854	-0.01	timeout
06-05 14:06	BTC	Buy	62711.1→60479.7	-18.24	stop_loss
06-05 14:01	BTC	Buy	62870.1→60632.6	-18.25	stop_loss
06-05 06:22	BTC	Buy	63616.2→61347.2	-18.26	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+3.99	timeout
06-04 16:56	BTC	Buy	64351.2→63528.8	-6.88	timeout
06-04 00:39	BTC	Buy	65353.3→63027.3	-18.24	stop_loss
06-03 23:03	BTC	Buy	66945.3→64563.5	-18.24	stop_loss
06-03 16:41	BTC	Buy	66370.3→65920.7	-3.87	timeout
06-03 11:33	BTC	Buy	66509.3→67225.6	+4.87	timeout
06-03 03:57	BTC	Buy	67283.4→65899.7	-10.74	timeout
06-02 14:27	BTC	Buy	70175.5→67666.8	-18.34	stop_loss
06-02 14:09	BTC	Buy	70943.5→68406.4	-18.36	stop_loss
06-01 02:24	BTC	Buy	73559.7→73472.3	-1.08	timeout
05-31 17:12	BTC	Buy	74182.7→73481.3	-5.20	timeout
05-31 03:20	BTC	Buy	73908.7→74105.3	+0.85	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:49	BTC	Buy	73377.7→73620.3	+1.17	timeout
05-29 02:37	BTC	Buy	72923.6→73438.3	+3.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-213.20

total pnl ($)

-44.2 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	96	50%	-44.2	-213.20

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…