deribit_basis_contrarian_long_fear_gate_v2 · strategy

162

closed trades

44%

win rate

-477.55

total pnl ($)

0.250

weight

7d window — n=42 wr=45% pnl=-180.13 · 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 21:47	BTC	Buy	60225→59444	-6.95	timeout
06-28 20:41	BTC	Buy	60244→59677	-5.17	timeout
06-28 19:34	BTC	Buy	60161→59581	-5.25	timeout
06-28 18:29	BTC	Buy	60473→59595	-7.69	timeout
06-28 17:18	BTC	Buy	60566→59617	-8.25	timeout
06-27 20:32	BTC	Buy	59606→60231	+4.85	timeout
06-27 19:27	BTC	Buy	59921→60252	+2.36	timeout
06-27 18:26	BTC	Buy	59987→60460	+3.51	timeout
06-27 17:21	BTC	Buy	60072→60592	+3.87	timeout
06-27 16:21	BTC	Buy	59979→60712	+5.69	timeout
06-26 18:52	BTC	Buy	59426→59610	+0.98	timeout
06-26 17:50	BTC	Buy	59496→59982	+3.54	timeout
06-26 16:49	BTC	Buy	59296→60115	+6.34	timeout
06-26 15:46	BTC	Buy	59278→60307	+8.14	timeout
06-26 14:49	BTC	Buy	59492→59811	+2.18	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59614→58146	-12.69	stop_loss
06-25 13:57	BTC	Buy	59813→58334.9	-12.72	stop_loss
06-25 13:55	BTC	Buy	59879→58388.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60393→58901.6	-12.72	stop_loss
06-24 16:51	BTC	Buy	61068.1→59560.2	-12.78	stop_loss
06-24 16:51	BTC	Buy	61285.1→59751.1	-12.94	stop_loss
06-24 14:17	BTC	Buy	62577.1→61019.4	-12.89	stop_loss
06-24 14:13	BTC	Buy	62630.1→61089.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62654.1→61106.4	-12.80	stop_loss
06-24 13:57	BTC	Buy	62766.1→61221.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62927.1→61376.2	-12.77	stop_loss
06-24 10:37	BTC	Buy	62274.1→62538.9	+1.62	timeout
06-24 09:37	BTC	Buy	62456.1→62636.9	+0.92	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.13	timeout
06-24 07:35	BTC	Buy	62884.1→62646.9	-2.39	timeout
06-24 06:41	BTC	Buy	62936.1→62816.9	-1.45	timeout
06-23 08:17	BTC	Buy	64034.2→62435.6	-12.95	stop_loss
06-23 06:21	BTC	Buy	64281.2→62695.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64353.2→62770.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64383.2→62799.4	-12.77	stop_loss
06-23 06:08	BTC	Buy	64655.2→63065.3	-12.76	stop_loss
06-22 21:37	BTC	Buy	63697.2→64297.8	+4.26	timeout
06-22 20:35	BTC	Buy	64033.2→64401.8	+2.41	timeout
06-22 19:33	BTC	Buy	64198.2→64398.8	+1.07	timeout
06-22 18:33	BTC	Buy	64123.2→64578.8	+3.04	timeout
06-22 17:29	BTC	Buy	64087.2→64516.8	+2.87	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:22	BTC	Buy	63925.2→64069.8	+0.68	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63832.2→63989.8	+0.87	timeout
06-21 17:15	BTC	Buy	63907.2→64167.8	+1.66	timeout
06-20 21:16	BTC	Buy	63233.2→63938.8	+5.14	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 19:07	BTC	Buy	63031.2→63796.8	+5.64	timeout
06-20 18:03	BTC	Buy	63125.2→63878.8	+5.50	timeout
06-20 17:03	BTC	Buy	62965.1→63941.8	+7.27	timeout
06-19 19:31	BTC	Buy	62773.1→62964.9	+1.05	timeout
06-19 18:30	BTC	Buy	62803.1→63074.8	+1.70	timeout
06-19 17:30	BTC	Buy	62613.1→62902.9	+1.86	timeout
06-19 16:38	BTC	Buy	62633.1→63286.8	+4.78	timeout
06-19 16:01	BTC	Buy	62535.1→63226.8	+5.12	timeout
06-18 15:53	BTC	Buy	64057.2→62475.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64217.2→62636.5	-12.45	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64345.2→62761.5	-12.50	stop_loss
06-18 14:39	BTC	Buy	65118.3→63925.8	-9.60	timeout
06-17 22:03	BTC	Buy	65488.3→63849.9	-12.95	stop_loss
06-17 19:41	BTC	Buy	65751.3→64134.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65881.3→64257.6	-12.78	stop_loss
06-17 19:29	BTC	Buy	65945.3→64310.6	-12.85	stop_loss
06-17 16:42	BTC	Buy	65826.3→65961.7	+0.56	timeout
06-17 15:42	BTC	Buy	65845.3→65478.7	-3.24	timeout
06-17 14:41	BTC	Buy	65707.3→65038.7	-5.55	timeout
06-17 13:37	BTC	Buy	65929.3→65092.7	-6.83	timeout
06-16 22:42	BTC	Buy	66253.3→65716.7	-4.59	timeout
06-16 15:31	BTC	Buy	66669.3→65809.7	-6.97	timeout
06-16 14:23	BTC	Buy	66497.3→65559.7	-7.58	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66856.3→66133.7	-5.93	timeout
06-15 22:17	BTC	Buy	65114.3→66341.7	+8.93	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63795.2→66596.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63764.2→66563.7	+21.51	take_profit
06-14 22:01	BTC	Buy	64405.2→65423.7	+7.41	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 17:49	BTC	Buy	64066.2→63772.8	-2.82	timeout
06-13 21:36	BTC	Buy	63527.2→64267.8	+5.35	timeout
06-13 20:34	BTC	Buy	63508.2→64231.8	+5.24	timeout
06-13 19:29	BTC	Buy	63724.2→64146.8	+2.86	timeout
06-13 18:30	BTC	Buy	63739.2→64179.8	+2.99	timeout
06-13 17:26	BTC	Buy	63794.2→64012.8	+1.26	timeout
06-12 20:47	BTC	Buy	63262.2→63425.8	+0.82	timeout
06-12 19:43	BTC	Buy	63766.2→63676.8	-1.15	timeout
06-12 18:36	BTC	Buy	63490.2→63746.8	+1.55	timeout
06-12 17:32	BTC	Buy	63182.2→63736.8	+3.93	timeout
06-12 16:30	BTC	Buy	62612.1→63862.8	+9.49	timeout
06-11 19:51	BTC	Buy	61907.1→63622.8	+13.28	timeout
06-11 18:46	BTC	Buy	61731.1→63504.8	+13.79	timeout
06-11 17:41	BTC	Buy	61674.1→63319.8	+12.79	timeout
06-11 16:42	BTC	Buy	62241.1→62630.9	+2.62	timeout
06-11 15:39	BTC	Buy	62247.1→62796.9	+3.82	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

44%

win rate

-477.55

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	162	44%	-58.8	-477.55

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 23:58	BTC	Buy	circuit_breaker
06-28 22:59	BTC	Buy	circuit_breaker
06-28 19:30	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…