deribit_basis_compression_fear_gated_long · strategy

108

closed trades

41%

win rate

-345.43

total pnl ($)

0.311

weight

7d window — n=25 wr=24% pnl=-160.54 · 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 02:53	BTC	Buy	60139→59686	-4.25	timeout
06-28 21:47	BTC	Buy	60225→59445	-6.94	timeout
06-28 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 19:42	BTC	Buy	60141→59399	-6.59	timeout
06-28 18:38	BTC	Buy	60531→59588	-8.22	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 02:51	BTC	Buy	58674.9→60281	+13.24	timeout
06-26 18:12	BTC	Buy	59468→60110	+4.84	timeout
06-26 17:11	BTC	Buy	59398→60223	+6.41	timeout
06-26 15:06	BTC	Buy	59222→59621	+2.87	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.67	stop_loss
06-25 13:58	BTC	Buy	59646→58176	-12.70	stop_loss
06-25 13:57	BTC	Buy	59791→58300.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60482→58994.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60667→59167.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60963→59459.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61168.1→59664.2	-12.72	stop_loss
06-24 15:37	BTC	Buy	62149.1→60620.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62421.1→60877.5	-12.81	stop_loss
06-24 14:13	BTC	Buy	62608.1→61066.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-16 14:45	BTC	Buy	66554.3→65712.7	-6.86	timeout
06-16 14:23	BTC	Buy	67131.4→65473	-12.88	stop_loss
06-16 13:46	BTC	Buy	66557.3→66105.7	-3.93	timeout
06-16 12:42	BTC	Buy	66447.3→66466.7	-0.38	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-15 14:18	BTC	Buy	64248.2→66501.7	+17.10	timeout
06-15 13:14	BTC	Buy	64342.2→66614.7	+17.23	timeout
06-15 13:00	BTC	Buy	63789.2→66590.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66254.7	+13.57	timeout
06-15 11:05	BTC	Buy	64453.2→65931.7	+11.02	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 14:02	BTC	Buy	64111.2→64290.8	+0.95	timeout
06-14 12:56	BTC	Buy	64106.2→64290.8	+0.99	timeout
06-14 11:52	BTC	Buy	63891.2→64595.8	+5.08	timeout
06-14 10:50	BTC	Buy	63864.2→64511.8	+4.60	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 11:17	BTC	Buy	63187.2→63765.8	+4.05	timeout
06-12 10:12	BTC	Buy	62904.1→63714.8	+5.89	timeout
06-12 09:12	BTC	Buy	62823.1→63495.8	+4.83	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	+13.38	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.42	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:46	BTC	Buy	62769.1→61225.3	-12.76	stop_loss
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	63784.2→62215.8	-12.73	stop_loss
06-09 13:25	BTC	Buy	63797.2→62227.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:48	BTC	Buy	64003.2→62426.6	-12.78	stop_loss
06-08 17:59	BTC	Buy	62141.1→63503.8	+10.42	timeout
06-08 16:02	BTC	Buy	62045.1→63712.8	+12.85	timeout
06-08 14:58	BTC	Buy	61877.1→63938.8	+16.17	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 17:00	BTC	Buy	60764→62032.9	+9.97	timeout
06-07 15:46	BTC	Buy	60889→62018.9	+8.81	timeout
06-07 14:43	BTC	Buy	60912→61954.9	+8.09	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:07	BTC	Buy	61034.1→61654.9	+4.68	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62746.1→61186.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 06:16	BTC	Buy	63448.2→61883.9	-12.71	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

41%

win rate

-345.43

total pnl ($)

-63.6 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	108	41%	-63.6	-345.43

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…