deribit_basis_change_gated_long · strategy

253

closed trades

53%

win rate

-384.68

total pnl ($)

0.431

weight

7d window — n=59 wr=51% pnl=-137.49 · 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 08:21	BTC	Buy	59654→59958	+2.10	timeout
06-29 07:45	BTC	Buy	59382→60008	+4.82	timeout
06-29 04:44	BTC	Buy	59605→59779	+1.01	timeout
06-29 03:27	BTC	Buy	60017→60139	+0.55	timeout
06-28 19:40	BTC	Buy	60187→59399	-6.98	timeout
06-28 19:04	BTC	Buy	60102→59453	-5.84	timeout
06-28 16:24	BTC	Buy	60201→59762	-4.11	timeout
06-28 15:12	BTC	Buy	60239→59929	-3.04	timeout
06-28 06:57	BTC	Buy	60535→59986	-4.98	timeout
06-28 05:10	BTC	Buy	60525→59986	-4.91	timeout
06-28 03:59	BTC	Buy	60798→60172	-5.60	timeout
06-28 02:53	BTC	Buy	60593→60144	-4.16	timeout
06-27 18:30	BTC	Buy	60178→60478	+2.05	timeout
06-27 16:32	BTC	Buy	60373→60645	+1.82	timeout
06-27 15:26	BTC	Buy	60274→60723	+3.28	timeout
06-27 14:19	BTC	Buy	60071→60605	+3.99	timeout
06-27 05:55	BTC	Buy	60003→60217	+1.34	timeout
06-27 03:53	BTC	Buy	60160→60254	+0.33	timeout
06-27 02:47	BTC	Buy	59619→60293	+5.19	timeout
06-27 01:44	BTC	Buy	59463→59951	+3.65	timeout
06-26 16:55	BTC	Buy	59826→60071	+1.54	timeout
06-26 15:19	BTC	Buy	58862.9→59920	+8.50	timeout
06-26 14:13	BTC	Buy	58737.9→59934	+9.71	timeout
06-26 13:19	BTC	Buy	59965→58486.8	-12.79	stop_loss
06-26 03:55	BTC	Buy	59462→59782	+2.28	timeout
06-26 03:23	BTC	Buy	59167→58814.1	-3.40	timeout
06-26 02:51	BTC	Buy	59689→58603.1	-9.52	timeout
06-26 01:56	BTC	Buy	58617.9→59392	+6.15	timeout
06-25 13:45	BTC	Buy	61432.1→59918	-12.75	stop_loss
06-25 13:44	BTC	Buy	61653.1→60135.9	-12.74	stop_loss
06-25 13:43	BTC	Buy	61688.1→60170.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61843.1→60319.8	-12.76	stop_loss
06-25 06:32	BTC	Buy	59645→61663.9	+16.49	timeout
06-25 05:59	BTC	Buy	59376→61568.9	+18.03	timeout
06-25 04:59	BTC	Buy	59825→61333.9	+12.17	timeout
06-25 04:26	BTC	Buy	60474→60877	+2.89	timeout
06-24 17:20	BTC	Buy	60937→59433.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61203.1→59667.2	-12.98	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62685.1→61142.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62713.1→61160.3	-12.83	stop_loss
06-24 09:28	BTC	Buy	62536.1→62665.9	+0.55	timeout
06-24 08:52	BTC	Buy	62398.1→62771.9	+2.51	timeout
06-24 08:14	BTC	Buy	62421.1→62622.9	+1.13	timeout
06-24 06:53	BTC	Buy	62212.1→62739.9	+3.76	timeout
06-23 20:26	BTC	Buy	62196.1→62446.9	+1.56	timeout
06-23 19:52	BTC	Buy	62899.1→62316.9	-5.09	timeout
06-23 19:22	BTC	Buy	63045.2→62246.9	-6.79	timeout
06-23 18:50	BTC	Buy	62922.1→62189.9	-6.28	timeout
06-23 08:17	BTC	Buy	64026.2→62431.6	-12.92	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64350.2→62767.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64393.2→62809.4	-12.76	stop_loss
06-22 23:50	BTC	Buy	64684.2→63946.8	-6.15	timeout
06-22 21:33	BTC	Buy	64153.2→64271.8	+0.47	timeout
06-22 20:56	BTC	Buy	64114.2→64411.8	+1.86	timeout
06-22 19:08	BTC	Buy	64059.2→64343.8	+1.75	timeout
06-22 11:36	BTC	Buy	63344.2→64639.8	+9.71	timeout
06-22 09:15	BTC	Buy	63628.2→64136.8	+3.51	timeout
06-22 08:13	BTC	Buy	64110.2→64205.8	+0.25	timeout
06-22 06:10	BTC	Buy	63976.2→64242.8	+1.63	timeout
06-21 21:39	BTC	Buy	64157.2→63888.8	-2.54	timeout
06-21 21:05	BTC	Buy	63987.2→63784.8	-2.03	timeout
06-21 19:33	BTC	Buy	64183.2→64190.8	-0.38	timeout
06-21 17:50	BTC	Buy	64220.2→64143.8	-1.01	timeout
06-21 08:28	BTC	Buy	63902.2→64017.8	+0.39	timeout
06-21 07:53	BTC	Buy	63908.2→64174.8	+1.64	timeout
06-21 07:22	BTC	Buy	63896.2→64204.8	+1.97	timeout
06-21 05:33	BTC	Buy	64000.2→64281.8	+1.75	timeout
06-20 19:12	BTC	Buy	63612.2→63855.8	+1.47	timeout
06-20 18:41	BTC	Buy	63704.2→63819.8	+0.46	timeout
06-20 17:39	BTC	Buy	63662.2→63793.8	+0.58	timeout
06-20 17:08	BTC	Buy	63696.2→63899.8	+1.13	timeout
06-20 06:42	BTC	Buy	63035.2→63689.8	+4.74	timeout
06-20 06:11	BTC	Buy	63106.2→63631.8	+3.71	timeout
06-20 05:36	BTC	Buy	62999.1→63647.8	+4.70	timeout
06-20 05:03	BTC	Buy	62971.1→63537.8	+4.05	timeout
06-19 18:19	BTC	Buy	62758.1→63131.8	+2.52	timeout
06-19 17:46	BTC	Buy	62650.1→63023.8	+2.53	timeout
06-19 17:15	BTC	Buy	62615.1→62955.9	+2.27	timeout
06-19 16:40	BTC	Buy	62562.1→63258.8	+5.13	timeout
06-19 06:08	BTC	Buy	62678.1→62775.9	+0.36	timeout
06-19 05:34	BTC	Buy	62705.1→62558.9	-1.59	timeout
06-19 05:02	BTC	Buy	62583.1→62508.9	-1.02	timeout
06-19 04:07	BTC	Buy	62603.1→62742.9	+0.69	timeout
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.81	stop_loss
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.82	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.78	stop_loss
06-18 15:37	BTC	Buy	64562.2→62970.3	-12.77	stop_loss
06-18 08:53	BTC	Buy	64256.2→64414.8	+0.77	timeout
06-18 07:58	BTC	Buy	64215.2→64447.8	+1.29	timeout
06-18 05:03	BTC	Buy	65319.3→63707.9	-12.79	stop_loss
06-18 03:09	BTC	Buy	64992.2→64547.8	-3.89	timeout
06-17 20:40	BTC	Buy	64957.2→64344.8	-5.16	timeout
06-17 19:29	BTC	Buy	65880.3→64250.6	-12.82	stop_loss
06-17 17:44	BTC	Buy	65897.3→65827.7	-1.02	timeout
06-17 16:41	BTC	Buy	65906.3→65874.7	-0.69	timeout
06-17 14:31	BTC	Buy	66010.3→65229.7	-6.37	timeout
06-17 07:46	BTC	Buy	65675.3→65485.7	-1.91	timeout

Paper vs Live

Paper (trades.jsonl)

253

closed

53%

win rate

-384.68

total pnl ($)

-30.2 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	253	53%	-30.2	-384.68

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:36	BTC	Buy	circuit_breaker
06-29 09:01	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…