deribit_basis_20pct_fear_gated_long · strategy

108

closed trades

44%

win rate

-280.37

total pnl ($)

0.492

weight

7d window — n=25 wr=32% pnl=-126.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:59	BTC	Buy	60138→59721	-3.96	timeout
06-29 01:54	BTC	Buy	60229→59441	-7.02	timeout
06-28 19:53	BTC	Buy	60173→59339	-7.35	timeout
06-28 18:49	BTC	Buy	60506→59480	-8.91	timeout
06-28 01:11	BTC	Buy	59952→59981	-0.23	timeout
06-27 23:31	BTC	Buy	59924→59943	-0.24	timeout
06-27 21:56	BTC	Buy	59932→60168	+1.58	timeout
06-26 20:21	BTC	Buy	59594→59716	+0.47	timeout
06-26 19:18	BTC	Buy	59203→59938	+5.63	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:50	BTC	Buy	59253→60361	+8.81	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 17:49	BTC	Buy	59358→59462	+0.46	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60071→58540.8	-13.11	stop_loss
06-25 13:48	BTC	Buy	60986→59482.3	-12.72	stop_loss
06-24 17:48	BTC	Buy	60540→59050.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62432.1→60875.5	-12.91	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62630.1→61089.4	-12.75	stop_loss
06-24 13:46	BTC	Buy	62843.1→61296.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62905.1→61356.2	-12.76	stop_loss
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-18 04:11	BTC	Buy	65422.3→63808.9	-12.79	stop_loss
06-16 15:21	BTC	Buy	66668.3→65739.7	-7.49	timeout
06-16 14:22	BTC	Buy	66457.3→65649.7	-6.61	timeout
06-16 13:28	BTC	Buy	66835.3→66066.7	-6.28	timeout
06-16 12:26	BTC	Buy	66267.3→66565.7	+1.72	timeout
06-16 11:24	BTC	Buy	66316.3→66427.7	+0.30	timeout
06-15 13:33	BTC	Buy	64237.2→66845.7	+19.87	timeout
06-15 12:55	BTC	Buy	63782.2→66582.7	+21.52	take_profit
06-15 12:29	BTC	Buy	64449.2→66230.7	+13.39	timeout
06-15 11:22	BTC	Buy	64501.2→66182.7	+12.59	timeout
06-15 10:19	BTC	Buy	64531.2→65680.7	+8.46	timeout
06-14 19:32	BTC	Buy	64150.2→63771.8	-3.45	timeout
06-14 13:06	BTC	Buy	64146.2→64337.8	+1.04	timeout
06-14 12:03	BTC	Buy	63937.2→64515.8	+4.09	timeout
06-14 11:00	BTC	Buy	63824.2→64464.8	+4.56	timeout
06-14 09:56	BTC	Buy	63746.2→64593.8	+6.15	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 12:05	BTC	Buy	63654.2→63930.8	+1.64	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-13 08:55	BTC	Buy	63433.2→63778.8	+2.20	timeout
06-12 18:06	BTC	Buy	63403.2→63842.8	+3.01	timeout
06-12 11:42	BTC	Buy	63110.2→63743.8	+4.49	timeout
06-12 10:31	BTC	Buy	62881.1→63603.8	+5.21	timeout
06-12 09:25	BTC	Buy	62780.1→63631.8	+6.24	timeout
06-12 08:25	BTC	Buy	62872.1→63460.8	+4.14	timeout
06-11 17:10	BTC	Buy	62104.1→62517.9	+2.82	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:46	BTC	Buy	62776.1→61232.3	-12.76	stop_loss
06-09 14:44	BTC	Buy	62817.1→61271.3	-12.77	stop_loss
06-09 14:18	BTC	Buy	63324.2→61766	-12.76	stop_loss
06-09 14:15	BTC	Buy	63476.2→61913.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63851.2→62279.7	-12.74	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.64	timeout
06-09 00:48	BTC	Buy	64009.2→62434.6	-12.74	stop_loss
06-09 00:46	BTC	Buy	64067.2→62491.6	-12.74	stop_loss
06-08 18:02	BTC	Buy	62209.1→63595.8	+10.61	timeout
06-08 16:03	BTC	Buy	62012.1→63795.8	+13.82	timeout
06-08 15:01	BTC	Buy	61842.1→63970.8	+16.71	timeout
06-08 13:59	BTC	Buy	61728.1→63715.8	+15.61	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	timeout
06-07 15:46	BTC	Buy	60837→62020.9	+9.23	timeout
06-07 14:42	BTC	Buy	60925→62003.9	+8.39	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61378.1→59869.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:24	BTC	Buy	62699.1→61157.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62882.1→61326.3	-12.81	stop_loss
06-05 06:03	BTC	Buy	63604.2→62032.9	-12.75	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64061.2→62485.6	-12.72	stop_loss
06-04 09:26	BTC	Buy	64485.2→62895.4	-12.77	stop_loss
06-04 01:22	BTC	Buy	64174.2→62595.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

44%

win rate

-280.37

total pnl ($)

-51.5 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	108	44%	-51.5	-280.37

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:39	BTC	Buy	circuit_breaker
06-29 11:39	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…