deribit_basis_change_long_fear_gated · strategy

closed trades

41%

win rate

-276.37

total pnl ($)

0.955

weight

7d window — n=13 wr=54% pnl=-46.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:05	BTC	Buy	59750→60073	+2.32	timeout
06-27 16:17	BTC	Buy	60163→60692	+3.98	timeout
06-27 15:17	BTC	Buy	59915→60779	+6.77	timeout
06-26 18:29	BTC	Buy	59694→59788	+0.24	timeout
06-26 16:34	BTC	Buy	59405→60108	+5.39	timeout
06-26 15:29	BTC	Buy	59232→60173	+7.44	timeout
06-26 14:22	BTC	Buy	59450→60008	+4.19	timeout
06-25 13:59	BTC	Buy	59556→58091	-12.68	stop_loss
06-25 13:58	BTC	Buy	59638→58168	-12.71	stop_loss
06-25 13:48	BTC	Buy	60752→59258.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60889→59368.3	-12.90	stop_loss
06-24 14:19	BTC	Buy	62483.1→60940.5	-12.78	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-20 01:38	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-18 04:11	BTC	Buy	65391.3→63744.9	-13.05	stop_loss
06-17 00:22	BTC	Buy	66300.3→65702.7	-5.05	timeout
06-16 22:50	BTC	Buy	66180.3→65651.7	-4.53	timeout
06-16 13:50	BTC	Buy	66606.3→66142.7	-4.01	timeout
06-16 11:46	BTC	Buy	66148.3→66367.7	+1.13	timeout
06-15 23:02	BTC	Buy	65341.3→66183.7	+5.95	timeout
06-15 21:41	BTC	Buy	65238.3→66416.7	+8.53	timeout
06-15 13:20	BTC	Buy	64016.2→66826.7	+21.52	take_profit
06-15 11:28	BTC	Buy	64553.2→66258.7	+12.76	timeout
06-14 22:39	BTC	Buy	64484.2→65358.7	+6.28	timeout
06-14 21:06	BTC	Buy	64292.2→63993.8	-2.79	timeout
06-14 19:54	BTC	Buy	64292.2→63750.8	-4.71	timeout
06-14 10:49	BTC	Buy	63864.2→64528.8	+4.73	timeout
06-13 22:05	BTC	Buy	63524.2→64415.8	+6.54	timeout
06-13 20:57	BTC	Buy	63461.2→64251.8	+5.76	timeout
06-13 19:50	BTC	Buy	63578.2→64291.8	+5.16	timeout
06-13 10:02	BTC	Buy	63715.2→63722.8	-0.47	timeout
06-12 20:55	BTC	Buy	63373.2→63398.8	-0.27	timeout
06-12 19:51	BTC	Buy	63629.2→63592.8	-0.74	timeout
06-12 18:26	BTC	Buy	63413.2→63688.8	+1.71	timeout
06-12 09:11	BTC	Buy	62830.1→63495.8	+4.78	timeout
06-11 19:47	BTC	Buy	61973.1→63649.8	+12.95	timeout
06-11 19:32	BTC	Buy	61208.1→63896.8	+21.40	take_profit
06-11 17:15	BTC	Buy	62106.1→62430.9	+2.11	timeout
06-11 08:42	BTC	Buy	61256.1→62881.9	+12.69	timeout
06-10 21:50	BTC	Buy	62807.1→61261.3	-12.76	stop_loss
06-10 18:56	BTC	Buy	61695.1→61739.9	-0.14	timeout
06-10 16:44	BTC	Buy	61154.1→62209.9	+8.11	timeout
06-10 15:08	BTC	Buy	61566.1→61942.9	+2.57	timeout
06-09 16:40	BTC	Buy	62278.1→60734.6	-12.86	stop_loss
06-09 14:44	BTC	Buy	62820.1→61275.3	-12.75	stop_loss
06-09 14:43	BTC	Buy	62848.1→61299.3	-12.78	stop_loss
06-09 10:13	BTC	Buy	63387.2→62658.9	-6.17	timeout
06-09 06:11	BTC	Buy	62918.1→63356.8	+2.99	timeout
06-09 00:13	BTC	Buy	63224.2→63018.8	-2.10	timeout
06-08 23:10	BTC	Buy	62851.1→63469.8	+4.45	timeout
06-08 08:40	BTC	Buy	62463.1→63128.8	+4.79	timeout
06-08 05:55	BTC	Buy	61719.1→62697.9	+7.48	timeout
06-07 22:14	BTC	Buy	60845→63516.8	+21.52	take_profit
06-07 22:05	BTC	Buy	60599→61814.9	+9.60	timeout
06-07 07:01	BTC	Buy	60713→62002.9	+10.22	timeout
06-07 05:10	BTC	Buy	60101→61776.9	+13.52	timeout
06-06 20:07	BTC	Buy	60219→60557	+2.43	timeout
06-06 19:05	BTC	Buy	59438→60602	+9.40	timeout
06-06 04:14	BTC	Buy	61580.1→60060	-12.80	stop_loss
06-06 04:11	BTC	Buy	61813.1→60291.8	-12.76	stop_loss
06-05 18:54	BTC	Buy	60628→59137.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60710→59217.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60935→59436.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61641.1→60124.9	-12.73	stop_loss
06-05 15:39	BTC	Buy	61714.1→60194.9	-12.74	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:49	BTC	Buy	62799.1→61249.3	-12.79	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 06:24	BTC	Buy	62653.1→61112.4	-12.74	stop_loss
06-05 06:03	BTC	Buy	63582.2→62016.9	-12.76	stop_loss
06-05 06:03	BTC	Buy	63636.2→62068.8	-12.72	stop_loss
06-05 03:06	BTC	Buy	63882.2→62310.7	-12.72	stop_loss
06-05 02:27	BTC	Buy	63026.2→62818.9	-2.09	timeout
06-04 11:11	BTC	Buy	63692.2→62125.8	-12.72	stop_loss
06-04 09:29	BTC	Buy	64346.2→62761.5	-12.76	stop_loss
06-04 09:29	BTC	Buy	64350.2→62765.5	-12.76	stop_loss
06-04 02:01	BTC	Buy	63430.2→61870	-12.75	stop_loss
06-04 01:16	BTC	Buy	64402.2→62818.4	-12.75	stop_loss
06-04 00:24	BTC	Buy	65611.3→63997.8	-12.74	stop_loss
06-03 20:45	BTC	Buy	66754.3→65112.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66912.3→65264.1	-12.82	stop_loss
06-03 19:54	BTC	Buy	67042.4→65384	-12.85	stop_loss
06-03 19:33	BTC	Buy	66388.3→65638.7	-6.16	timeout
06-03 03:43	BTC	Buy	67415.4→65757.8	-12.75	stop_loss
06-02 19:41	BTC	Buy	68668.4→66647.3	-15.16	stop_loss
06-02 12:59	BTC	Buy	70679.5→68937.1	-12.82	stop_loss
06-02 12:06	BTC	Buy	71004.6→69249.9	-12.86	stop_loss
06-02 02:04	BTC	Buy	72313.6→70535.2	-12.83	stop_loss
05-30 07:51	BTC	Buy	73399.7→73488.3	+0.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-276.37

total pnl ($)

-61.0 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	90	41%	-61.0	-276.37

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…