deribit_basis_change_fear_gate_long_v2 · strategy

116

closed trades

42%

win rate

-356.46

total pnl ($)

0.604

weight

7d window — n=24 wr=46% pnl=-103.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:13	BTC	Buy	60545→59611	-8.14	timeout
06-28 16:07	BTC	Buy	60788→59877	-7.98	timeout
06-27 16:59	BTC	Buy	60025→60765	+5.70	timeout
06-27 15:59	BTC	Buy	60268→60792	+3.89	timeout
06-27 14:58	BTC	Buy	59582→60587	+7.99	timeout
06-26 16:29	BTC	Buy	59705→60007	+1.98	timeout
06-26 15:28	BTC	Buy	59217→60121	+7.13	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 13:59	BTC	Buy	59555→58088	-12.71	stop_loss
06-25 13:58	BTC	Buy	59651→58179	-12.73	stop_loss
06-25 13:51	BTC	Buy	60696→59203.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60991→59491.3	-12.73	stop_loss
06-24 15:30	BTC	Buy	62296.1→60762.6	-12.75	stop_loss
06-24 14:17	BTC	Buy	62554.1→61014.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62581.1→61017.4	-12.94	stop_loss
06-24 10:17	BTC	Buy	62377.1→62576.9	+1.09	timeout
06-24 09:15	BTC	Buy	62428.1→62737.9	+1.97	timeout
06-24 07:22	BTC	Buy	63045.2→62700.9	-3.23	timeout
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64080.2→62504.6	-12.76	stop_loss
06-23 06:20	BTC	Buy	64513.2→62926.4	-12.76	stop_loss
06-22 19:23	BTC	Buy	64184.2→64374.8	+0.98	timeout
06-22 18:20	BTC	Buy	63977.2→64636.8	+4.64	timeout
06-22 17:11	BTC	Buy	64169.2→64647.8	+3.27	timeout
06-21 19:09	BTC	Buy	63824.2→64131.8	+2.00	timeout
06-21 18:05	BTC	Buy	63846.2→63929.8	+0.29	timeout
06-21 17:00	BTC	Buy	63971.2→64103.8	+0.64	timeout
06-20 18:17	BTC	Buy	63129.2→63808.8	+4.93	timeout
06-20 17:16	BTC	Buy	62963.1→63861.8	+6.65	timeout
06-20 16:15	BTC	Buy	63323.2→64016.8	+4.93	timeout
06-19 17:41	BTC	Buy	62588.1→63027.8	+3.06	timeout
06-19 16:43	BTC	Buy	62715.1→63249.8	+3.85	timeout
06-19 16:04	BTC	Buy	62510.1→63136.8	+4.62	timeout
06-18 15:57	BTC	Buy	63930.2→62355.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64213.2→62633.5	-12.45	stop_loss
06-18 14:33	BTC	Buy	65213.3→63835.8	-11.00	timeout
06-18 04:11	BTC	Buy	65398.3→63743.9	-13.11	stop_loss
06-17 19:29	BTC	Buy	66015.3→64390.6	-12.76	stop_loss
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.41	timeout
06-17 15:25	BTC	Buy	65761.3→65342.7	-3.64	timeout
06-17 14:22	BTC	Buy	65700.3→65175.7	-4.46	timeout
06-16 14:23	BTC	Buy	66471.3→65535.7	-7.57	timeout
06-16 14:23	BTC	Buy	67195.4→65541.9	-12.83	stop_loss
06-16 13:26	BTC	Buy	66837.3→66095.7	-6.08	timeout
06-15 13:20	BTC	Buy	64030.2→66841.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63760.2→66560.7	+21.52	take_profit
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 18:09	BTC	Buy	64054.2→63678.8	-3.48	timeout
06-13 19:09	BTC	Buy	63717.2→64137.8	+2.85	timeout
06-13 18:09	BTC	Buy	63757.2→64047.8	+1.80	timeout
06-13 17:04	BTC	Buy	63968.2→63962.8	-0.50	timeout
06-12 18:01	BTC	Buy	63726.2→63847.8	+0.49	timeout
06-12 16:53	BTC	Buy	62591.1→63907.8	+10.03	timeout
06-12 15:50	BTC	Buy	62596.1→63706.8	+8.34	timeout
06-11 17:28	BTC	Buy	62005.1→62345.9	+2.22	timeout
06-11 16:27	BTC	Buy	62233.1→62586.9	+2.30	timeout
06-11 15:19	BTC	Buy	61944.1→62592.9	+4.69	timeout
06-10 16:54	BTC	Buy	61265.1→62100.9	+6.30	timeout
06-10 15:52	BTC	Buy	61327.1→62377.9	+7.97	timeout
06-10 14:49	BTC	Buy	61178.1→61907.9	+5.48	timeout
06-09 16:19	BTC	Buy	62394.1→60859.5	-12.76	stop_loss
06-09 14:29	BTC	Buy	63123.2→61566.1	-12.79	stop_loss
06-09 14:07	BTC	Buy	63613.2→62048.9	-12.74	stop_loss
06-09 13:36	BTC	Buy	63685.2→62106.8	-12.83	stop_loss
06-09 07:01	BTC	Buy	62915.1→63314.8	+2.67	timeout
06-08 20:35	BTC	Buy	61789.1→63260.8	+11.42	timeout
06-08 17:27	BTC	Buy	62226.1→63548.8	+10.09	timeout
06-08 06:52	BTC	Buy	62130.1→62954.9	+6.17	timeout
06-07 20:19	BTC	Buy	60551→61544.9	+7.79	timeout
06-07 17:14	BTC	Buy	60685→62264.9	+12.55	timeout
06-07 04:39	BTC	Buy	59718→61678.9	+15.98	timeout
06-06 19:23	BTC	Buy	59538→60608	+8.59	timeout
06-06 16:01	BTC	Buy	60164→60789	+4.81	timeout
06-06 04:34	BTC	Buy	60938→59438.3	-12.76	stop_loss
06-05 18:54	BTC	Buy	60610→59119.5	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 15:39	BTC	Buy	61619.1→60080.9	-12.92	stop_loss
06-05 13:59	BTC	Buy	62207.1→60677.6	-12.74	stop_loss
06-05 13:56	BTC	Buy	62475.1→60937.5	-12.76	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 06:24	BTC	Buy	62704.1→61161.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62732.1→61173.3	-12.82	stop_loss
06-05 02:50	BTC	Buy	63541.2→62708.9	-6.96	timeout
06-04 10:28	BTC	Buy	64052.2→62476.6	-12.72	stop_loss
06-04 09:27	BTC	Buy	64428.2→62843.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64248.2→62668.5	-12.74	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 20:55	BTC	Buy	66583.3→64944.3	-12.81	stop_loss
06-03 16:24	BTC	Buy	67327.4→65671.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67382.4→65723.8	-12.76	stop_loss
06-03 03:28	BTC	Buy	67767.4→66096.6	-12.78	stop_loss
06-02 14:26	BTC	Buy	69542.5→67830.7	-12.77	stop_loss
06-02 14:21	BTC	Buy	69928.5→68205.5	-12.78	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-02 01:32	BTC	Buy	72806.6→71015.9	-12.85	stop_loss
06-01 22:34	BTC	Buy	72985.6→71186.8	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

116

closed

42%

win rate

-356.46

total pnl ($)

-61.1 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	116	42%	-61.1	-356.46

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…