deribit_basis_annualized_crossover_fear_gate_long · strategy

closed trades

40%

win rate

-207.37

total pnl ($)

0.419

weight

7d window — n=12 wr=17% pnl=-112.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 21:52	BTC	Buy	60134→60497	+2.53	timeout
06-28 22:53	BTC	Buy	60394→58869.6	-13.29	stop_loss
06-28 22:23	BTC	Buy	59913→59463	-4.24	timeout
06-28 10:43	BTC	Buy	59505→60091	+4.39	timeout
06-26 02:13	BTC	Buy	60123→58642.7	-12.75	stop_loss
06-25 13:48	BTC	Buy	60814→59315.4	-12.72	stop_loss
06-25 13:42	BTC	Buy	61741.1→60216.9	-12.78	stop_loss
06-24 14:19	BTC	Buy	62432.1→60880.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62596.1→61056.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62690.1→61144.4	-12.77	stop_loss
06-23 08:24	BTC	Buy	63727.2→62157.8	-12.69	stop_loss
06-23 08:17	BTC	Buy	63943.2→62370.7	-12.83	stop_loss
06-23 06:22	BTC	Buy	64082.2→62503.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64237.2→62648.5	-12.83	stop_loss
06-22 09:11	BTC	Buy	63471.2→64146.8	+4.71	timeout
06-21 21:11	BTC	Buy	63231.2→63531.8	+1.92	timeout
06-21 09:06	BTC	Buy	62497.1→63953.8	+10.90	timeout
06-20 21:18	BTC	Buy	62996.1→63936.8	+7.04	timeout
06-18 15:51	BTC	Buy	64160.2→62575.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64328.2→62746.5	-12.47	stop_loss
06-18 15:17	BTC	Buy	64952.2→63355.1	-12.27	stop_loss
06-17 19:42	BTC	Buy	65724.3→64105.7	-12.77	stop_loss
06-17 09:15	BTC	Buy	65692.3→64966.8	-6.12	timeout
06-17 08:44	BTC	Buy	66526.3→64888.3	-12.82	stop_loss
06-17 08:39	BTC	Buy	66585.3→64946.3	-12.79	stop_loss
06-16 08:39	BTC	Buy	64488.2→66491.7	+15.08	timeout
06-15 15:47	BTC	Buy	64243.2→67075.6	+21.57	take_profit
06-15 13:19	BTC	Buy	64000.2→66810.7	+21.52	take_profit
06-15 08:31	BTC	Buy	63840.2→65650.7	+13.75	timeout
06-14 20:27	BTC	Buy	63496.2→63931.8	+2.92	timeout
06-14 08:24	BTC	Buy	63483.2→64465.8	+7.24	timeout
06-13 20:31	BTC	Buy	63353.2→64225.8	+6.41	timeout
06-13 08:27	BTC	Buy	62885.1→63779.8	+6.46	timeout
06-12 20:21	BTC	Buy	61777.1→63518.8	+13.63	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.82	timeout
06-11 19:16	BTC	Buy	61720.1→63570.8	+14.27	timeout
06-09 15:50	BTC	Buy	62045.1→61237.9	-7.00	timeout
06-09 14:29	BTC	Buy	63122.2→61566.1	-12.79	stop_loss
06-09 14:18	BTC	Buy	63293.2→61737	-12.74	stop_loss
06-09 14:16	BTC	Buy	63441.2→61877.9	-12.77	stop_loss
06-09 03:38	BTC	Buy	61570.1→62680.9	+8.60	timeout
06-07 22:14	BTC	Buy	60694→63358.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60515→63171.8	+21.52	take_profit
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.82	stop_loss
06-05 05:59	BTC	Buy	63774.2→62205.8	-12.71	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66406.3→64771.4	-12.81	stop_loss
06-03 19:54	BTC	Buy	67042.4→65381	-12.87	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 07:01	BTC	Buy	71612.6→69849.6	-12.83	stop_loss
06-01 15:25	BTC	Buy	73383.7→71111.9	-15.99	stop_loss
06-01 15:25	BTC	Buy	73914.7→71111.9	-19.57	stop_loss
06-01 15:25	BTC	Buy	73781.7→71111.9	-18.79	stop_loss
05-31 11:05	BTC	Buy	73603.7→73882.3	+1.17	timeout
05-30 22:53	BTC	Buy	73496.7→73823.3	+1.55	timeout
05-30 10:41	BTC	Buy	73471.7→73598.3	+0.31	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-207.37

total pnl ($)

-72.0 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	57	40%	-72.0	-207.37

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…