deribit_basis_change_fear_gate_long_x203 · strategy

275

closed trades

47%

win rate

-536.65

total pnl ($)

0.388

weight

7d window — n=68 wr=49% pnl=-126.02 · 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 17:02	BTC	Buy	59481→58478.1	-8.96	timeout
06-30 16:06	BTC	Buy	59509→58499.1	-9.01	timeout
06-30 13:34	BTC	Buy	59630→58163	-12.75	stop_loss
06-30 07:41	BTC	Buy	60375→59461	-7.99	timeout
06-30 05:06	BTC	Buy	60208→59454	-6.68	timeout
06-30 03:54	BTC	Buy	59864→59587	-2.73	timeout
06-30 02:38	BTC	Buy	59573→59979	+2.99	timeout
06-29 22:46	BTC	Buy	60129→60353	+1.44	timeout
06-29 17:06	BTC	Buy	59504→60191	+5.25	timeout
06-29 14:07	BTC	Buy	60714→59217.4	-12.78	stop_loss
06-29 13:25	BTC	Buy	59345→59959	+4.67	timeout
06-29 12:16	BTC	Buy	59358→60613	+10.05	timeout
06-29 10:02	BTC	Buy	59608→60136	+3.90	timeout
06-29 08:33	BTC	Buy	59655→59706	-0.07	timeout
06-29 03:35	BTC	Buy	60055→60025	-0.71	timeout
06-29 00:17	BTC	Buy	60169→59384	-7.00	timeout
06-28 22:54	BTC	Buy	60143→58953.1	-10.35	timeout
06-28 20:36	BTC	Buy	60255→59644	-5.52	timeout
06-28 17:11	BTC	Buy	60019→59585	-4.05	timeout
06-28 14:48	BTC	Buy	60094→60093	-0.47	timeout
06-28 10:33	BTC	Buy	60119→60067	-0.90	timeout
06-28 09:28	BTC	Buy	60413→60288	-1.50	timeout
06-28 07:30	BTC	Buy	60137→60076	-0.95	timeout
06-28 04:38	BTC	Buy	60723→60089	-5.67	timeout
06-28 01:53	BTC	Buy	60544→60222	-3.12	timeout
06-27 18:43	BTC	Buy	60390→60519	+0.63	timeout
06-27 17:36	BTC	Buy	60185→60553	+2.61	timeout
06-27 16:37	BTC	Buy	60358→60713	+2.49	timeout
06-27 15:37	BTC	Buy	60307→60811	+3.73	timeout
06-27 13:36	BTC	Buy	59950→60450	+3.71	timeout
06-27 05:39	BTC	Buy	59973→60175	+1.24	timeout
06-27 04:35	BTC	Buy	60299→60366	+0.11	timeout
06-27 03:35	BTC	Buy	60148→60323	+1.01	timeout
06-27 02:33	BTC	Buy	59857→60236	+2.71	timeout
06-27 01:11	BTC	Buy	59015→59942	+7.39	timeout
06-26 17:07	BTC	Buy	59879→60088	+1.24	timeout
06-26 16:02	BTC	Buy	59830→60345	+3.81	timeout
06-26 15:01	BTC	Buy	58387.9→59634	+10.20	timeout
06-26 13:18	BTC	Buy	60321→58833.6	-12.79	stop_loss
06-26 12:43	BTC	Buy	60483→58989.5	-12.81	stop_loss
06-26 06:28	BTC	Buy	59633→59892	+1.72	timeout
06-26 05:30	BTC	Buy	59551→59975	+3.12	timeout
06-26 04:28	BTC	Buy	59709→59942	+1.52	timeout
06-26 03:25	BTC	Buy	59294→58797.1	-4.60	timeout
06-26 02:31	BTC	Buy	59177→58963.1	-2.24	timeout
06-25 13:48	BTC	Buy	60805→59307.4	-12.74	stop_loss
06-25 13:44	BTC	Buy	61604.1→60087.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61734.1→60215.9	-12.74	stop_loss
06-25 13:42	BTC	Buy	61747.1→60227.9	-12.74	stop_loss
06-25 13:41	BTC	Buy	61887.1→60362.8	-12.75	stop_loss
06-25 08:46	BTC	Buy	60893→61703.9	+6.21	timeout
06-25 07:46	BTC	Buy	59824→61863.9	+16.62	timeout
06-25 06:29	BTC	Buy	59758→61636.9	+15.29	timeout
06-25 05:11	BTC	Buy	59860→61577.9	+13.91	timeout
06-25 04:09	BTC	Buy	60371→60814	+3.22	timeout
06-24 16:51	BTC	Buy	61281.1→59745.1	-12.96	stop_loss
06-24 14:17	BTC	Buy	62587.1→61047.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62679.1→61137.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62703.1→61160.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62968.1→61419.2	-12.75	stop_loss
06-24 12:56	BTC	Buy	62942.1→62597.9	-3.19	timeout
06-24 11:57	BTC	Buy	62718.1→62848.9	+0.59	timeout
06-24 09:28	BTC	Buy	62536.1→62665.9	+0.55	timeout
06-24 07:11	BTC	Buy	62337.1→62739.9	+2.75	timeout
06-23 23:45	BTC	Buy	62570.1→62612.9	-0.10	timeout
06-23 22:42	BTC	Buy	62219.1→62529.9	+2.06	timeout
06-23 21:42	BTC	Buy	62324.1→62549.9	+1.37	timeout
06-23 20:41	BTC	Buy	62336.1→62452.9	+0.48	timeout
06-23 18:29	BTC	Buy	62738.1→62340.9	-3.62	timeout
06-23 08:17	BTC	Buy	64012.2→62431.6	-12.82	stop_loss
06-23 08:17	BTC	Buy	64043.2→62468.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64201.2→62622.5	-12.75	stop_loss
06-23 06:21	BTC	Buy	64249.2→62665.5	-12.79	stop_loss
06-23 04:30	BTC	Buy	64673.2→63926.8	-6.22	timeout
06-23 03:21	BTC	Buy	64967.2→63994.8	-7.94	timeout
06-23 00:52	BTC	Buy	65168.3→64086.8	-8.73	timeout
06-22 21:41	BTC	Buy	64053.2→64196.8	+0.67	timeout
06-22 19:32	BTC	Buy	64310.2→64390.8	+0.15	timeout
06-22 14:27	BTC	Buy	64508.2→65004.7	+3.33	timeout
06-22 12:19	BTC	Buy	63670.2→64676.8	+7.38	timeout
06-22 11:17	BTC	Buy	63681.2→64251.8	+3.98	timeout
06-22 09:09	BTC	Buy	63637.2→64143.8	+3.49	timeout
06-22 07:04	BTC	Buy	64196.2→64060.8	-1.51	timeout
06-22 01:44	BTC	Buy	64014.2→64443.8	+2.87	timeout
06-22 00:08	BTC	Buy	64154.2→63437.8	-6.03	timeout
06-21 23:05	BTC	Buy	64316.2→63683.8	-5.35	timeout
06-21 21:00	BTC	Buy	63994.2→63818.8	-1.82	timeout
06-21 18:53	BTC	Buy	64275.2→64102.8	-1.77	timeout
06-21 13:22	BTC	Buy	64224.2→64116.8	-1.25	timeout
06-21 11:59	BTC	Buy	64296.2→64102.8	-1.93	timeout
06-21 10:26	BTC	Buy	64152.2→64288.8	+0.58	timeout
06-21 08:50	BTC	Buy	63873.2→63898.8	-0.32	timeout
06-21 06:42	BTC	Buy	63815.2→64283.8	+3.22	timeout
06-20 23:39	BTC	Buy	63679.2→64270.8	+4.19	timeout
06-20 22:38	BTC	Buy	63598.2→64236.8	+4.57	timeout
06-20 21:38	BTC	Buy	63623.2→63916.8	+1.86	timeout
06-20 20:27	BTC	Buy	63469.2→63896.8	+2.94	timeout
06-20 18:13	BTC	Buy	63633.2→63811.8	+0.95	timeout
06-20 10:56	BTC	Buy	63324.2→63637.8	+1.99	timeout
06-20 09:52	BTC	Buy	63087.2→63667.8	+4.10	timeout

Paper vs Live

Paper (trades.jsonl)

275

closed

47%

win rate

-536.65

total pnl ($)

-38.9 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	275	47%	-38.9	-536.65

Recent bounces (last 20 of 8)

time	sym	side	reason
06-30 18:59	BTC	Buy	circuit_breaker
06-30 17:56	BTC	Buy	circuit_breaker
06-30 14:44	BTC	Buy	circuit_breaker
06-30 10:12	BTC	Buy	circuit_breaker
06-30 07:20	BTC	Buy	circuit_breaker
06-30 05:59	BTC	Buy	circuit_breaker
06-30 05:02	BTC	Buy	circuit_breaker
06-30 04:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…