deribit_basis_cheap_fear_gate_long_v2 · strategy

170

closed trades

45%

win rate

-502.94

total pnl ($)

0.250

weight

7d window — n=40 wr=45% pnl=-148.55 · 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 13:02	BTC	Buy	59746→58267.9	-12.81	stop_loss
06-30 13:02	BTC	Buy	59758→58267.9	-12.91	stop_loss
06-30 12:06	BTC	Buy	60470→58982.5	-12.73	stop_loss
06-29 21:54	BTC	Buy	59317→60518	+9.52	timeout
06-29 20:49	BTC	Buy	59658→60371	+5.38	timeout
06-29 19:42	BTC	Buy	59404→60346	+7.33	timeout
06-29 18:34	BTC	Buy	59627→60236	+4.51	timeout
06-29 17:24	BTC	Buy	59637→60407	+5.86	timeout
06-28 20:26	BTC	Buy	60240→59663	-5.21	timeout
06-28 19:22	BTC	Buy	60429→59459	-8.45	timeout
06-28 18:18	BTC	Buy	60519→59625	-7.80	timeout
06-28 17:13	BTC	Buy	60536→59600	-8.16	timeout
06-28 16:05	BTC	Buy	60791→59895	-7.88	timeout
06-27 19:05	BTC	Buy	59683→60564	+6.95	timeout
06-27 18:03	BTC	Buy	59991→60434	+3.25	timeout
06-27 17:02	BTC	Buy	60073→60565	+3.62	timeout
06-27 16:05	BTC	Buy	60375→60786	+3.01	timeout
06-27 15:07	BTC	Buy	59742→60656	+7.20	timeout
06-26 18:08	BTC	Buy	59614→60077	+3.34	timeout
06-26 17:07	BTC	Buy	59136→60102	+7.61	timeout
06-26 16:06	BTC	Buy	59576→60380	+6.18	timeout
06-26 15:06	BTC	Buy	59191→59564	+2.65	timeout
06-26 14:11	BTC	Buy	59496→59928	+3.13	timeout
06-25 13:58	BTC	Buy	59605→58139	-12.69	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.70	stop_loss
06-25 13:57	BTC	Buy	59745→58275.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60453→58961.6	-12.73	stop_loss
06-25 13:51	BTC	Buy	60704→59210.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60927→59420.3	-12.80	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:19	BTC	Buy	62443.1→60891.5	-12.87	stop_loss
06-24 14:13	BTC	Buy	62641.1→61100.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61241.3	-12.75	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64348.2→62765.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64351.2→62768.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64618.2→63029.3	-12.76	stop_loss
06-23 06:08	BTC	Buy	64689.2→63084.3	-12.87	stop_loss
06-22 20:52	BTC	Buy	63718.2→64396.8	+4.85	timeout
06-22 19:50	BTC	Buy	64192.2→64328.8	+0.57	timeout
06-22 18:46	BTC	Buy	64124.2→64381.8	+1.49	timeout
06-22 17:46	BTC	Buy	64129.2→64458.8	+2.09	timeout
06-22 16:40	BTC	Buy	64014.2→64606.8	+4.18	timeout
06-21 20:32	BTC	Buy	63877.2→64057.8	+0.96	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:23	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 17:19	BTC	Buy	63889.2→64136.8	+1.56	timeout
06-21 16:14	BTC	Buy	63956.2→64068.8	+0.42	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 19:12	BTC	Buy	63011.2→63857.8	+6.28	timeout
06-20 18:10	BTC	Buy	63085.2→63831.8	+5.46	timeout
06-20 17:08	BTC	Buy	62982.1→63911.8	+6.89	timeout
06-20 16:06	BTC	Buy	63166.2→63993.8	+6.01	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:56	BTC	Buy	62663.1→63033.8	+2.49	timeout
06-19 17:55	BTC	Buy	62582.1→63154.8	+4.12	timeout
06-19 16:54	BTC	Buy	62661.1→63057.8	+2.74	timeout
06-19 15:55	BTC	Buy	62457.1→63211.8	+5.68	timeout
06-18 15:51	BTC	Buy	64124.2→62547.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64212.2→62629.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64243.2→62660.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64272.2→62683.5	-12.79	stop_loss
06-18 15:36	BTC	Buy	64631.2→63041.3	-12.73	stop_loss
06-17 19:46	BTC	Buy	65682.3→64065.7	-12.76	stop_loss
06-17 19:42	BTC	Buy	65737.3→64118.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65767.3→64148.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65895.3→64256.6	-12.89	stop_loss
06-17 19:29	BTC	Buy	65961.3→64336.6	-12.77	stop_loss
06-17 16:50	BTC	Buy	65742.3→65926.7	+0.93	timeout
06-17 15:48	BTC	Buy	65717.3→65602.7	-1.33	timeout
06-17 14:47	BTC	Buy	65676.3→64918.8	-6.23	timeout
06-16 23:01	BTC	Buy	66171.3→65802.7	-3.32	timeout
06-16 21:59	BTC	Buy	66341.3→65745.7	-5.03	timeout
06-16 14:43	BTC	Buy	66493.3→65616.7	-7.13	timeout
06-16 14:23	BTC	Buy	67177.4→65518.9	-12.87	stop_loss
06-16 13:42	BTC	Buy	66485.3→66122.7	-3.26	timeout
06-15 22:42	BTC	Buy	65364.3→66238.7	+6.19	timeout
06-15 21:39	BTC	Buy	64963.2→66403.7	+10.58	timeout
06-15 13:16	BTC	Buy	63952.2→66761.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63788.2→66591.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63705.2→66514.7	+21.61	take_profit
06-14 22:19	BTC	Buy	64382.2→65126.7	+5.28	timeout
06-14 21:15	BTC	Buy	64210.2→64150.8	-0.93	timeout
06-14 20:11	BTC	Buy	64273.2→63794.8	-4.22	timeout
06-14 19:08	BTC	Buy	64143.2→63747.8	-3.61	timeout
06-14 18:08	BTC	Buy	64042.2→63723.8	-3.03	timeout
06-13 21:46	BTC	Buy	63473.2→64473.8	+7.41	timeout
06-13 20:44	BTC	Buy	63494.2→64215.8	+5.22	timeout
06-13 19:39	BTC	Buy	63684.2→64197.8	+3.58	timeout
06-13 18:39	BTC	Buy	63804.2→64230.8	+2.88	timeout
06-13 17:37	BTC	Buy	63810.2→64089.8	+1.72	timeout
06-12 20:37	BTC	Buy	63294.2→63515.8	+1.29	timeout
06-12 19:32	BTC	Buy	63875.2→63641.8	-2.28	timeout

Paper vs Live

Paper (trades.jsonl)

170

closed

45%

win rate

-502.94

total pnl ($)

-58.8 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	170	45%	-58.8	-502.94

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:37	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…