deribit_basis_change_breakout_long_fear_gate · strategy

127

closed trades

43%

win rate

-311.70

total pnl ($)

0.773

weight

7d window — n=26 wr=50% pnl=-67.93 · 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 07:18	BTC	Buy	60099→59460	-5.75	timeout
06-30 03:40	BTC	Buy	59873→59732	-1.56	timeout
06-30 00:48	BTC	Buy	59216→59816	+4.66	timeout
06-29 23:51	BTC	Buy	59727→60231	+3.79	timeout
06-29 22:16	BTC	Buy	59542→60436	+7.03	timeout
06-29 05:20	BTC	Buy	59991→59565	-4.02	timeout
06-28 23:26	BTC	Buy	59966→59382	-5.47	timeout
06-28 22:53	BTC	Buy	60373→58878.6	-12.84	stop_loss
06-28 22:27	BTC	Buy	60054→59322	-6.56	timeout
06-28 21:23	BTC	Buy	60408→59641	-6.80	timeout
06-27 22:11	BTC	Buy	59889→60104	+1.41	timeout
06-27 19:13	BTC	Buy	59981→60562	+4.42	timeout
06-27 17:53	BTC	Buy	59958→60578	+4.73	timeout
06-27 16:47	BTC	Buy	60044→60748	+5.40	timeout
06-27 15:47	BTC	Buy	60287→60727	+3.21	timeout
06-26 19:55	BTC	Buy	59301→59822	+3.83	timeout
06-26 17:38	BTC	Buy	59667→59947	+1.80	timeout
06-26 16:21	BTC	Buy	59677→59978	+1.97	timeout
06-26 15:12	BTC	Buy	59103→59735	+4.85	timeout
06-26 14:26	BTC	Buy	59429→59998	+4.28	timeout
06-25 13:59	BTC	Buy	59530→58063	-12.70	stop_loss
06-25 13:59	BTC	Buy	59548→58081	-12.69	stop_loss
06-25 13:55	BTC	Buy	59882→58397.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-25 13:48	BTC	Buy	60815→59319.4	-12.69	stop_loss
06-24 14:19	BTC	Buy	62431.1→60888.5	-12.79	stop_loss
06-23 05:19	BTC	Buy	65098.3→63497.1	-12.77	stop_loss
06-22 22:32	BTC	Buy	63616.2→63929.8	+2.01	timeout
06-22 21:27	BTC	Buy	63680.2→64286.8	+4.31	timeout
06-22 18:28	BTC	Buy	64015.2→64597.8	+4.04	timeout
06-21 18:53	BTC	Buy	63801.2→64107.8	+1.99	timeout
06-21 17:42	BTC	Buy	63857.2→64062.8	+1.24	timeout
06-21 08:16	BTC	Buy	63516.2→64063.8	+3.75	timeout
06-20 12:58	BTC	Buy	62735.1→63615.8	+6.53	timeout
06-20 01:48	BTC	Buy	62910.1→63548.8	+4.61	timeout
06-18 15:37	BTC	Buy	64461.2→62874.4	-12.57	stop_loss
06-18 04:11	BTC	Buy	65374.3→63741.9	-12.94	stop_loss
06-17 19:50	BTC	Buy	65655.3→64031.8	-12.81	stop_loss
06-17 02:19	BTC	Buy	66029.3→65868.7	-1.68	timeout
06-17 00:49	BTC	Buy	66377.3→65780.7	-4.99	timeout
06-16 23:48	BTC	Buy	66252.3→65657.7	-5.01	timeout
06-16 14:59	BTC	Buy	66570.3→65570.7	-8.04	timeout
06-16 14:02	BTC	Buy	66294.3→66124.7	-1.81	timeout
06-16 01:10	BTC	Buy	65412.3→66273.7	+6.13	timeout
06-15 23:34	BTC	Buy	65631.3→66193.7	+3.88	timeout
06-15 21:50	BTC	Buy	65573.3→66375.7	+5.62	timeout
06-15 13:27	BTC	Buy	64312.2→66825.7	+19.11	timeout
06-15 13:08	BTC	Buy	63842.2→66646.7	+21.53	take_profit
06-14 23:40	BTC	Buy	64443.2→65585.7	+8.42	timeout
06-14 22:38	BTC	Buy	64498.2→65366.7	+6.24	timeout
06-14 20:49	BTC	Buy	64243.2→64008.8	-2.30	timeout
06-14 19:36	BTC	Buy	64222.2→63791.8	-3.85	timeout
06-14 12:25	BTC	Buy	63929.2→64473.8	+3.82	timeout
06-13 22:16	BTC	Buy	63497.2→64354.8	+6.27	timeout
06-13 21:09	BTC	Buy	63537.2→64266.8	+5.27	timeout
06-13 20:03	BTC	Buy	63608.2→64246.8	+4.57	timeout
06-13 18:24	BTC	Buy	63688.2→64091.8	+2.69	timeout
06-13 10:45	BTC	Buy	63646.2→63833.8	+0.94	timeout
06-12 19:49	BTC	Buy	63678.2→63615.8	-0.95	timeout
06-12 18:37	BTC	Buy	63501.2→63804.8	+1.93	timeout
06-12 17:32	BTC	Buy	63257.2→63767.8	+3.56	timeout
06-12 16:29	BTC	Buy	62605.1→63894.8	+9.82	timeout
06-12 10:15	BTC	Buy	62891.1→63734.8	+6.16	timeout
06-11 19:33	BTC	Buy	61871.1→63805.8	+15.05	timeout
06-11 18:29	BTC	Buy	61915.1→63387.8	+11.33	timeout
06-11 16:50	BTC	Buy	61921.1→62565.9	+4.65	timeout
06-11 15:46	BTC	Buy	62397.1→62599.9	+1.08	timeout
06-11 08:37	BTC	Buy	61392.1→62914.9	+11.81	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.00	timeout
06-10 17:37	BTC	Buy	61777.1→61774.9	-0.51	timeout
06-10 16:19	BTC	Buy	60869→62284.9	+11.15	timeout
06-10 15:18	BTC	Buy	61592.1→61921.9	+2.18	timeout
06-09 15:57	BTC	Buy	62530.1→60984.4	-12.81	stop_loss
06-09 14:47	BTC	Buy	62715.1→61171.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62768.1→61221.3	-12.77	stop_loss
06-09 14:43	BTC	Buy	62831.1→61286.3	-12.75	stop_loss
06-09 14:30	BTC	Buy	62984.1→61425.2	-12.83	stop_loss
06-09 10:18	BTC	Buy	63271.2→62691.9	-5.00	timeout
06-09 07:49	BTC	Buy	63327.2→63155.8	-1.86	timeout
06-09 01:27	BTC	Buy	62978.1→62773.9	-2.07	timeout
06-09 00:23	BTC	Buy	63224.2→62940.9	-2.71	timeout
06-08 23:20	BTC	Buy	62842.1→63076.8	+1.39	timeout
06-08 07:10	BTC	Buy	62151.1→62909.9	+5.63	timeout
06-08 06:05	BTC	Buy	61627.1→62847.9	+9.45	timeout
06-07 22:14	BTC	Buy	60885→63557.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60749→63416.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60482→63137.8	+21.52	take_profit
06-07 06:53	BTC	Buy	60888→62040.9	+9.06	timeout
06-07 05:16	BTC	Buy	59935→61776.9	+14.94	timeout
06-06 20:25	BTC	Buy	60879→60579	-2.84	timeout
06-06 19:23	BTC	Buy	59512→60608	+8.82	timeout
06-06 18:20	BTC	Buy	60446→60458	-0.30	timeout
06-06 04:14	BTC	Buy	61540.1→60025	-12.76	stop_loss
06-06 04:13	BTC	Buy	61633.1→60108.9	-12.82	stop_loss
06-05 18:55	BTC	Buy	60579→59089.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60793→59298.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60920→59421.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61875.1→60350.8	-12.77	stop_loss
06-05 14:04	BTC	Buy	62121.1→60593.7	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

127

closed

43%

win rate

-311.70

total pnl ($)

-48.9 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	127	43%	-48.9	-311.70

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…