deribit_basis_cheap_long_fear_gate · strategy

106

closed trades

43%

win rate

-258.55

total pnl ($)

0.312

weight

7d window — n=25 wr=32% pnl=-129.86 · 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 02:58	BTC	Buy	60152→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-27 23:34	BTC	Buy	59972→60000	-0.17	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 03:47	BTC	Buy	59767→60290	+3.93	timeout
06-26 20:00	BTC	Buy	59337→59938	+4.51	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62401.1→60866.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.86	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62825.1→61280.3	-12.74	stop_loss
06-24 13:45	BTC	Buy	62880.1→61333.2	-12.75	stop_loss
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 15:06	BTC	Buy	66629.3→65753.7	-7.10	timeout
06-16 14:23	BTC	Buy	67184.4→65531.9	-12.83	stop_loss
06-16 14:08	BTC	Buy	66367.3→66063.7	-2.82	timeout
06-16 13:09	BTC	Buy	66574.3→66150.7	-3.71	timeout
06-16 12:03	BTC	Buy	66181.3→66392.7	+1.06	timeout
06-15 14:18	BTC	Buy	64248.2→66501.7	+17.09	timeout
06-15 13:16	BTC	Buy	64363.2→66663.7	+17.44	timeout
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.52	take_profit
06-15 12:12	BTC	Buy	64477.2→66247.7	+13.29	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-14 19:15	BTC	Buy	64159.2→63766.8	-3.58	timeout
06-14 14:03	BTC	Buy	64133.2→64263.8	+0.57	timeout
06-14 12:57	BTC	Buy	64195.2→64292.8	+0.31	timeout
06-14 11:54	BTC	Buy	63897.2→64595.8	+5.03	timeout
06-14 10:50	BTC	Buy	63859.2→64511.8	+4.64	timeout
06-13 18:24	BTC	Buy	63704.2→64107.8	+2.70	timeout
06-13 13:09	BTC	Buy	63471.2→64129.8	+4.67	timeout
06-13 12:06	BTC	Buy	63622.2→63882.8	+1.52	timeout
06-13 11:04	BTC	Buy	63802.2→63827.8	-0.35	timeout
06-13 09:55	BTC	Buy	63769.2→63739.8	-0.76	timeout
06-12 17:46	BTC	Buy	63294.2→63823.8	+3.72	timeout
06-12 12:22	BTC	Buy	62788.1→63550.8	+5.55	timeout
06-12 11:16	BTC	Buy	63149.2→63794.8	+4.59	timeout
06-12 10:11	BTC	Buy	62881.1→63719.8	+6.12	timeout
06-12 09:10	BTC	Buy	62853.1→63465.8	+4.36	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 11:22	BTC	Buy	61151.1→63116.8	+15.49	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.02	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.39	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61962.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63754.2→62183.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63784.2→62215.8	-12.73	stop_loss
06-09 13:25	BTC	Buy	63797.2→62227.8	-12.72	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-08 21:16	BTC	Buy	61899.1→63713.8	+14.17	timeout
06-08 17:59	BTC	Buy	62141.1→63503.8	+10.42	timeout
06-08 16:01	BTC	Buy	62055.1→63666.8	+12.39	timeout
06-08 13:55	BTC	Buy	61766.1→63724.8	+15.36	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.57	timeout
06-07 21:04	BTC	Buy	60700→61702.9	+7.83	timeout
06-07 16:59	BTC	Buy	60727→62022.9	+10.20	timeout
06-07 15:46	BTC	Buy	60847→62028.9	+9.25	timeout
06-07 13:33	BTC	Buy	60690→61791.9	+8.61	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62906.1→61359.2	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62728.1→61175.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62872.1→61325.3	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63040.3	-12.78	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66747.3→65100.2	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

43%

win rate

-258.55

total pnl ($)

-48.4 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	106	43%	-48.4	-258.55

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…