deribit_basis_change_long_fear_gate_v2 · strategy

138

closed trades

48%

win rate

-304.59

total pnl ($)

0.786

weight

7d window — n=28 wr=57% pnl=-40.43 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 16:22	BTC	Buy	58348.9→59986	+13.44	timeout
07-01 15:13	BTC	Buy	58447.9→59894	+11.77	timeout
07-01 14:14	BTC	Buy	59010→59928	+7.18	timeout
07-01 13:20	BTC	Buy	58548.9→58665.1	+0.43	timeout
06-30 12:24	BTC	Buy	60262→58779.7	-12.74	stop_loss
06-30 12:23	BTC	Buy	60339→58852.6	-12.75	stop_loss
06-30 12:20	BTC	Buy	60386→58897.6	-12.76	stop_loss
06-30 12:20	BTC	Buy	60392→58903.6	-12.76	stop_loss
06-29 21:34	BTC	Buy	59696→60379	+5.12	timeout
06-29 20:32	BTC	Buy	59650→60382	+5.54	timeout
06-29 19:25	BTC	Buy	59484→60385	+6.97	timeout
06-29 18:17	BTC	Buy	59603→60358	+5.73	timeout
06-28 21:22	BTC	Buy	60391→59641	-6.65	timeout
06-28 19:18	BTC	Buy	60538→59441	-9.49	timeout
06-28 18:15	BTC	Buy	60511→59618	-7.80	timeout
06-28 17:10	BTC	Buy	60525→59718	-7.10	timeout
06-27 21:05	BTC	Buy	59683→60317	+4.92	timeout
06-27 19:05	BTC	Buy	59660→60563	+7.14	timeout
06-27 18:06	BTC	Buy	60108→60427	+2.22	timeout
06-27 17:04	BTC	Buy	60119→60404	+1.90	timeout
06-26 20:00	BTC	Buy	59332→59941	+4.55	timeout
06-26 17:54	BTC	Buy	59560→59938	+2.64	timeout
06-26 16:54	BTC	Buy	59250→60047	+6.17	timeout
06-26 15:52	BTC	Buy	59298→60178	+6.90	timeout
06-25 13:48	BTC	Buy	60865→59368.3	-12.73	stop_loss
06-25 13:44	BTC	Buy	61603.1→60086.9	-12.74	stop_loss
06-25 13:43	BTC	Buy	61690.1→60172.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61742.1→60217.9	-12.78	stop_loss
06-24 09:34	BTC	Buy	62444.1→62671.9	+1.30	timeout
06-24 08:32	BTC	Buy	62187.1→62657.9	+3.25	timeout
06-24 07:30	BTC	Buy	62997.1→62647.9	-3.27	timeout
06-24 06:36	BTC	Buy	62832.1→62846.9	-0.39	timeout
06-23 06:21	BTC	Buy	64218.2→62636.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64323.2→62741.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64362.2→62777.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64500.2→62898.4	-12.88	stop_loss
06-22 21:43	BTC	Buy	63855.2→64164.8	+1.97	timeout
06-22 20:42	BTC	Buy	63930.2→64471.8	+3.76	timeout
06-22 19:40	BTC	Buy	64189.2→64396.8	+1.13	timeout
06-22 18:38	BTC	Buy	64137.2→64588.8	+3.01	timeout
06-21 21:34	BTC	Buy	63910.2→63732.8	-1.84	timeout
06-21 20:33	BTC	Buy	63836.2→64029.8	+1.06	timeout
06-21 19:28	BTC	Buy	63833.2→64170.8	+2.22	timeout
06-21 18:25	BTC	Buy	63845.2→63981.8	+0.68	timeout
06-20 20:19	BTC	Buy	63003.2→63948.8	+7.09	timeout
06-20 19:19	BTC	Buy	62981.1→63858.8	+6.53	timeout
06-20 18:18	BTC	Buy	63089.2→63837.8	+5.48	timeout
06-20 17:18	BTC	Buy	63004.2→63909.8	+6.71	timeout
06-19 19:25	BTC	Buy	62713.1→62974.9	+1.61	timeout
06-19 18:22	BTC	Buy	62923.1→63125.8	+1.15	timeout
06-19 17:19	BTC	Buy	62574.1→63045.8	+3.32	timeout
06-19 16:34	BTC	Buy	62596.1→63256.8	+4.83	timeout
06-18 15:40	BTC	Buy	64226.2→62642.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64232.2→62649.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64361.2→62775.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64482.2→62889.4	-12.54	stop_loss
06-17 19:41	BTC	Buy	65790.3→64172.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65802.3→64178.7	-12.81	stop_loss
06-17 19:39	BTC	Buy	65835.3→64214.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65934.3→64312.6	-12.75	stop_loss
06-17 15:20	BTC	Buy	65787.3→65200.7	-4.92	timeout
06-17 02:11	BTC	Buy	66150.3→65820.7	-2.97	timeout
06-17 00:59	BTC	Buy	66214.3→65691.7	-4.45	timeout
06-16 23:55	BTC	Buy	66316.3→65635.7	-5.66	timeout
06-16 14:31	BTC	Buy	67083.4→65433	-12.83	stop_loss
06-16 00:57	BTC	Buy	65578.3→66236.7	+4.60	timeout
06-15 23:46	BTC	Buy	65581.3→66248.7	+4.59	timeout
06-15 22:45	BTC	Buy	65445.3→66282.7	+5.90	timeout
06-15 15:54	BTC	Buy	64418.2→67246.6	+21.52	take_profit
06-15 00:08	BTC	Buy	64424.2→65705.7	+9.50	timeout
06-14 22:56	BTC	Buy	64441.2→65404.7	+6.98	timeout
06-14 21:22	BTC	Buy	64220.2→64660.8	+2.95	timeout
06-14 20:19	BTC	Buy	64258.2→63813.8	-3.96	timeout
06-13 22:04	BTC	Buy	63524.2→64419.8	+6.57	timeout
06-13 21:05	BTC	Buy	63446.2→64286.8	+6.15	timeout
06-13 20:04	BTC	Buy	63656.2→64247.8	+4.20	timeout
06-13 19:07	BTC	Buy	63668.2→64136.8	+3.23	timeout
06-12 21:59	BTC	Buy	63452.2→63496.8	-0.14	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 19:51	BTC	Buy	63669.2→63622.8	-0.81	timeout
06-12 18:33	BTC	Buy	63438.2→63760.8	+2.08	timeout
06-11 19:01	BTC	Buy	61871.1→63497.8	+12.57	timeout
06-11 17:56	BTC	Buy	61923.1→63356.8	+11.03	timeout
06-11 16:52	BTC	Buy	62047.1→62584.9	+3.81	timeout
06-11 15:52	BTC	Buy	62277.1→62612.9	+2.15	timeout
06-10 17:34	BTC	Buy	61825.1→61806.9	-0.64	timeout
06-10 16:32	BTC	Buy	61095.1→62130.9	+7.93	timeout
06-10 15:36	BTC	Buy	61326.1→62325.9	+7.65	timeout
06-10 14:48	BTC	Buy	61194.1→61921.9	+5.46	timeout
06-09 14:21	BTC	Buy	63151.2→61591.1	-12.81	stop_loss
06-09 14:16	BTC	Buy	63451.2→61890.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63695.2→62107.8	-12.91	stop_loss
06-09 13:23	BTC	Buy	63835.2→62265.7	-12.74	stop_loss
06-09 06:14	BTC	Buy	62926.1→63344.8	+2.82	timeout
06-08 20:42	BTC	Buy	61699.1→63375.8	+13.09	timeout
06-08 17:34	BTC	Buy	62222.1→63390.8	+8.83	timeout
06-08 15:28	BTC	Buy	61880.1→64074.8	+17.23	timeout
06-08 05:48	BTC	Buy	61752.1→62525.9	+5.82	timeout
06-07 19:56	BTC	Buy	60633→61284.9	+4.97	timeout
06-07 16:26	BTC	Buy	60754→62265.9	+11.91	timeout

Paper vs Live

Paper (trades.jsonl)

138

closed

48%

win rate

-304.59

total pnl ($)

-43.7 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	138	48%	-43.7	-304.59

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…