deribit_basis_compression_fear_gated_long_v2 · strategy

111

closed trades

42%

win rate

-345.87

total pnl ($)

0.417

weight

7d window — n=27 wr=41% pnl=-133.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:24	BTC	Buy	60689→59760	-8.12	timeout
06-28 04:28	BTC	Buy	60399→60196	-2.14	timeout
06-27 19:50	BTC	Buy	59840→60175	+2.40	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-27 03:23	BTC	Buy	58783.9→60282	+12.30	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 14:46	BTC	Buy	59349→59617	+1.76	timeout
06-26 02:23	BTC	Buy	59790→58319.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59641→58172	-12.69	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:53	BTC	Buy	60421→58934.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59743.1	-13.07	stop_loss
06-24 14:19	BTC	Buy	62440.1→60885.5	-12.90	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 10:33	BTC	Buy	62310.1→62550.9	+1.42	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:17	BTC	Buy	63985.2→62404.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64186.2→62605.5	-12.78	stop_loss
06-22 23:19	BTC	Buy	63676.2→63913.8	+1.41	timeout
06-22 22:16	BTC	Buy	63659.2→64286.8	+4.48	timeout
06-22 21:00	BTC	Buy	63802.2→64414.8	+4.34	timeout
06-21 22:43	BTC	Buy	64229.2→63645.8	-4.97	timeout
06-21 20:17	BTC	Buy	63940.2→64091.8	+0.74	timeout
06-21 18:44	BTC	Buy	63790.2→64148.8	+2.41	timeout
06-20 21:28	BTC	Buy	63146.2→63926.8	+5.74	timeout
06-20 19:26	BTC	Buy	62982.1→63884.8	+6.73	timeout
06-20 18:24	BTC	Buy	63107.2→63817.8	+5.18	timeout
06-19 19:34	BTC	Buy	62817.1→62951.9	+0.59	timeout
06-19 18:28	BTC	Buy	62894.1→63095.8	+1.14	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.75	timeout
06-18 15:51	BTC	Buy	64152.2→62574.6	-12.66	stop_loss
06-18 15:40	BTC	Buy	64331.2→62748.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64430.2→62842.4	-12.55	stop_loss
06-18 08:45	BTC	Buy	64896.2→64480.8	-3.68	timeout
06-17 22:03	BTC	Buy	65523.3→63910.8	-12.74	stop_loss
06-17 19:41	BTC	Buy	65762.3→64144.7	-12.77	stop_loss
06-17 08:09	BTC	Buy	66353.3→65379.7	-7.75	timeout
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-17 03:21	BTC	Buy	65623.3→65737.7	+0.39	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-16 03:10	BTC	Buy	65610.3→65756.7	+0.67	timeout
06-16 02:05	BTC	Buy	65519.3→66288.7	+5.43	timeout
06-15 03:36	BTC	Buy	64497.2→65703.7	+8.87	timeout
06-15 02:24	BTC	Buy	64557.2→65652.7	+8.00	timeout
06-14 22:21	BTC	Buy	64442.2→65147.7	+4.97	timeout
06-14 01:18	BTC	Buy	63637.2→64651.8	+7.57	timeout
06-13 22:38	BTC	Buy	63508.2→64472.8	+7.11	timeout
06-13 21:32	BTC	Buy	63540.2→64245.8	+5.08	timeout
06-13 00:08	BTC	Buy	63768.2→63535.8	-2.40	timeout
06-12 22:00	BTC	Buy	63534.2→63507.8	-0.70	timeout
06-12 20:56	BTC	Buy	63367.2→63402.8	-0.19	timeout
06-11 23:42	BTC	Buy	61557.1→63642.8	+16.35	timeout
06-11 20:44	BTC	Buy	61801.1→63254.8	+11.17	timeout
06-11 17:37	BTC	Buy	61803.1→63118.8	+10.10	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 18:56	BTC	Buy	61702.1→61723.9	-0.33	timeout
06-10 16:09	BTC	Buy	60965→62421.9	+11.44	timeout
06-10 15:08	BTC	Buy	61567.1→61954.9	+2.65	timeout
06-09 14:46	BTC	Buy	62767.1→61216.3	-12.81	stop_loss
06-09 14:46	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 00:48	BTC	Buy	64018.2→62442.6	-12.76	stop_loss
06-08 23:05	BTC	Buy	62855.1→63440.8	+4.18	timeout
06-08 22:07	BTC	Buy	61839.1→63477.8	+12.76	timeout
06-08 15:34	BTC	Buy	61996.1→63863.8	+14.56	timeout
06-07 22:14	BTC	Buy	60627→63288.8	+21.51	take_profit
06-07 21:47	BTC	Buy	60805→61686.9	+6.82	timeout
06-07 14:38	BTC	Buy	60897→62229.9	+10.48	timeout
06-06 19:21	BTC	Buy	59395→60603	+9.78	timeout
06-06 18:21	BTC	Buy	60514→60434	-1.06	timeout
06-06 14:32	BTC	Buy	60329→60894	+4.24	timeout
06-05 18:52	BTC	Buy	60888→59390.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61601.1→60070.9	-12.86	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 12:12	BTC	Buy	62485.1→62070.9	-3.80	timeout
06-05 06:23	BTC	Buy	62752.1→61209.3	-12.68	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-04 10:29	BTC	Buy	64010.2→62435.6	-12.72	stop_loss
06-04 09:30	BTC	Buy	64293.2→62707.5	-12.77	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-04 00:24	BTC	Buy	65556.3→63943.8	-12.74	stop_loss
06-03 19:55	BTC	Buy	66900.3→65253.1	-12.80	stop_loss
06-03 19:52	BTC	Buy	67138.4→65482	-12.83	stop_loss
06-03 03:49	BTC	Buy	67275.4→65620.9	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66099.6	-12.82	stop_loss
06-02 19:33	BTC	Buy	68208.4→66395.5	-13.77	stop_loss
06-02 14:27	BTC	Buy	69392.5→67685.8	-12.76	stop_loss
06-02 14:08	BTC	Buy	70224.5→68497.3	-12.77	stop_loss
06-02 12:18	BTC	Buy	70940.5→69192.9	-12.82	stop_loss
06-01 22:26	BTC	Buy	73879.7→71242.8	-18.45	stop_loss
06-01 05:18	BTC	Buy	74151.7→73444.3	-5.26	timeout
06-01 02:37	BTC	Buy	73897.7→73462.3	-3.49	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.57	timeout
05-31 12:07	BTC	Buy	73571.7→73864.3	+1.40	timeout

Paper vs Live

Paper (trades.jsonl)

111

closed

42%

win rate

-345.87

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	111	42%	-62.0	-345.87

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:35	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…