deribit_basis_compression_fear_gate_long_v5 · strategy

171

closed trades

44%

win rate

-532.61

total pnl ($)

0.250

weight

7d window — n=40 wr=42% pnl=-158.04 · 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 12:59	BTC	Buy	59809→58336.9	-12.75	stop_loss
06-30 12:58	BTC	Buy	59836→58358.9	-12.79	stop_loss
06-30 12:06	BTC	Buy	60448→58949.6	-12.83	stop_loss
06-29 22:31	BTC	Buy	59364→60430	+8.61	timeout
06-29 21:26	BTC	Buy	59659→60285	+4.65	timeout
06-29 20:17	BTC	Buy	59654→60375	+5.44	timeout
06-29 19:06	BTC	Buy	59492→60127	+4.74	timeout
06-29 17:54	BTC	Buy	59569→60469	+6.95	timeout
06-28 20:20	BTC	Buy	60258→59648	-5.50	timeout
06-28 19:19	BTC	Buy	60493→59444	-9.10	timeout
06-28 18:16	BTC	Buy	60525→59625	-7.86	timeout
06-28 17:11	BTC	Buy	60544→59585	-8.35	timeout
06-28 16:07	BTC	Buy	60787→59873	-7.98	timeout
06-27 19:11	BTC	Buy	59936→60570	+4.87	timeout
06-27 18:11	BTC	Buy	60095→60514	+3.06	timeout
06-27 17:09	BTC	Buy	60155→60527	+2.62	timeout
06-27 16:11	BTC	Buy	60169→60715	+4.14	timeout
06-27 15:10	BTC	Buy	59990→60654	+5.09	timeout
06-26 18:20	BTC	Buy	59648→60008	+2.47	timeout
06-26 17:18	BTC	Buy	59491→60051	+4.15	timeout
06-26 16:15	BTC	Buy	59739→60137	+2.78	timeout
06-26 15:11	BTC	Buy	59119→59860	+5.77	timeout
06-26 14:18	BTC	Buy	58999.9→59874	+6.91	timeout
06-25 13:58	BTC	Buy	59562→58096	-12.69	stop_loss
06-25 13:58	BTC	Buy	59664→58195	-12.70	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60673→59180.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60966→59461.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61214.1→59702.1	-12.78	stop_loss
06-24 15:08	BTC	Buy	62329.1→60794.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62603.1→61057.4	-12.79	stop_loss
06-24 14:13	BTC	Buy	62607.1→61067.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62749.1→61199.3	-12.80	stop_loss
06-24 13:47	BTC	Buy	62828.1→61281.3	-12.76	stop_loss
06-24 11:02	BTC	Buy	62381.1→62417.9	-0.19	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62419.1→62771.9	+2.32	timeout
06-24 07:55	BTC	Buy	62900.1→62628.9	-2.66	timeout
06-24 06:54	BTC	Buy	62931.1→62751.9	-1.93	timeout
06-23 06:21	BTC	Buy	64249.2→62665.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64393.2→62809.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64483.2→62895.4	-12.78	stop_loss
06-23 06:18	BTC	Buy	64636.2→63041.3	-12.81	stop_loss
06-23 06:08	BTC	Buy	64706.2→63115.3	-12.76	stop_loss
06-22 20:36	BTC	Buy	64032.2→64394.8	+2.35	timeout
06-22 19:33	BTC	Buy	64198.2→64414.8	+1.19	timeout
06-22 18:32	BTC	Buy	64126.2→64593.8	+3.13	timeout
06-22 17:27	BTC	Buy	64115.2→64551.8	+2.94	timeout
06-22 16:23	BTC	Buy	64206.2→64720.8	+3.57	timeout
06-21 20:33	BTC	Buy	63836.2→64036.8	+1.12	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:24	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 17:19	BTC	Buy	63889.2→64135.8	+1.55	timeout
06-21 16:16	BTC	Buy	63983.2→64087.8	+0.33	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 18:11	BTC	Buy	63106.2→63847.8	+5.42	timeout
06-20 17:08	BTC	Buy	62982.1→63911.8	+6.89	timeout
06-20 16:07	BTC	Buy	63154.2→63989.8	+6.04	timeout
06-19 19:36	BTC	Buy	62816.1→62949.9	+0.59	timeout
06-19 18:36	BTC	Buy	62792.1→63127.8	+2.21	timeout
06-19 17:31	BTC	Buy	62677.1→62911.9	+1.42	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-19 15:33	BTC	Buy	63171.2→63107.8	-0.85	timeout
06-18 15:51	BTC	Buy	64127.2→62550.6	-12.71	stop_loss
06-18 15:40	BTC	Buy	64204.2→62625.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64253.2→62667.5	-12.76	stop_loss
06-18 15:39	BTC	Buy	64384.2→62800.4	-12.73	stop_loss
06-18 14:36	BTC	Buy	65142.3→63839.8	-10.44	timeout
06-17 22:03	BTC	Buy	65506.3→63894.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65659.3→64041.8	-12.79	stop_loss
06-17 19:39	BTC	Buy	65834.3→64214.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	66050.3→64424.5	-12.76	stop_loss
06-17 16:39	BTC	Buy	65801.3→66005.7	+1.11	timeout
06-17 15:36	BTC	Buy	65915.3→65362.7	-4.65	timeout
06-17 14:36	BTC	Buy	65585.3→65139.7	-3.86	timeout
06-17 13:30	BTC	Buy	66091.3→64849.8	-9.89	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-4.76	timeout
06-16 15:30	BTC	Buy	66623.3→65794.7	-6.75	timeout
06-16 14:23	BTC	Buy	66496.3→65589.7	-7.35	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:24	BTC	Buy	66855.3→66134.7	-5.92	timeout
06-15 22:16	BTC	Buy	65112.3→66352.7	+9.03	timeout
06-15 13:19	BTC	Buy	63999.2→66813.7	+21.55	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63771.2→66570.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63726.2→66523.7	+21.51	take_profit
06-14 22:02	BTC	Buy	64405.2→65395.7	+7.19	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64288.2→63745.8	-4.71	timeout
06-14 18:50	BTC	Buy	64043.2→63754.8	-2.79	timeout
06-14 17:48	BTC	Buy	64069.2→63797.8	-2.64	timeout
06-13 21:30	BTC	Buy	63496.2→64233.8	+5.34	timeout
06-13 20:26	BTC	Buy	63511.2→64215.8	+5.09	timeout
06-13 19:18	BTC	Buy	63700.2→64148.8	+3.07	timeout
06-13 18:16	BTC	Buy	63808.2→64073.8	+1.61	timeout
06-13 17:16	BTC	Buy	63858.2→63918.8	+0.03	timeout
06-12 20:53	BTC	Buy	63364.2→63390.8	-0.25	timeout
06-12 19:48	BTC	Buy	63665.2→63590.8	-1.04	timeout

Paper vs Live

Paper (trades.jsonl)

171

closed

44%

win rate

-532.61

total pnl ($)

-62.0 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	171	44%	-62.0	-532.61

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…