deribit_basis_cross10_30_fear_gate_long · strategy

153

closed trades

46%

win rate

-426.02

total pnl ($)

0.343

weight

7d window — n=38 wr=47% pnl=-151.30 · 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 20:06	BTC	Buy	60231→59494	-6.54	timeout
06-28 19:03	BTC	Buy	60568→59502	-9.24	timeout
06-28 17:58	BTC	Buy	60548→59575	-8.45	timeout
06-28 16:54	BTC	Buy	60795→59629	-10.01	timeout
06-28 05:13	BTC	Buy	60276→59975	-2.95	timeout
06-27 19:33	BTC	Buy	60035→60132	+0.40	timeout
06-27 18:32	BTC	Buy	59772→60487	+5.55	timeout
06-27 17:26	BTC	Buy	60095→60543	+3.27	timeout
06-27 16:25	BTC	Buy	60022→60697	+5.21	timeout
06-27 03:16	BTC	Buy	58852.9→60185	+10.87	timeout
06-26 18:27	BTC	Buy	59583→59867	+1.82	timeout
06-26 17:28	BTC	Buy	59474→60165	+5.26	timeout
06-26 15:20	BTC	Buy	59254→59950	+5.33	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.10	timeout
06-26 02:24	BTC	Buy	59746→58275.9	-12.73	stop_loss
06-25 18:02	BTC	Buy	59330→59565	+1.57	timeout
06-25 13:58	BTC	Buy	59653→58168	-12.82	stop_loss
06-25 13:54	BTC	Buy	60004→58524.8	-12.69	stop_loss
06-25 13:51	BTC	Buy	60697→59204.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60802→59299.4	-12.74	stop_loss
06-24 14:19	BTC	Buy	62422.1→60881.5	-12.79	stop_loss
06-24 14:17	BTC	Buy	62574.1→61029.4	-12.79	stop_loss
06-24 13:57	BTC	Buy	62751.1→61208.3	-12.74	stop_loss
06-24 12:29	BTC	Buy	62369.1→62790.9	+2.93	timeout
06-24 11:23	BTC	Buy	62513.1→62317.9	-2.02	timeout
06-24 10:14	BTC	Buy	62429.1→62562.9	+0.57	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.65	timeout
06-24 07:20	BTC	Buy	63049.2→62681.9	-3.45	timeout
06-23 08:17	BTC	Buy	63929.2→62340.7	-12.90	stop_loss
06-23 08:17	BTC	Buy	63965.2→62385.7	-12.82	stop_loss
06-23 06:22	BTC	Buy	64104.2→62525.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64189.2→62604.6	-12.80	stop_loss
06-23 06:18	BTC	Buy	64650.2→63045.3	-12.88	stop_loss
06-22 21:56	BTC	Buy	63744.2→64245.8	+3.48	timeout
06-22 20:54	BTC	Buy	63786.2→64398.8	+4.34	timeout
06-22 19:54	BTC	Buy	64183.2→64434.8	+1.47	timeout
06-22 18:51	BTC	Buy	64139.2→64411.8	+1.63	timeout
06-22 17:46	BTC	Buy	64130.2→64458.8	+2.07	timeout
06-21 21:39	BTC	Buy	63925.2→63888.8	-0.74	timeout
06-21 20:39	BTC	Buy	63849.2→63977.8	+0.55	timeout
06-21 19:35	BTC	Buy	63853.2→64159.8	+1.97	timeout
06-21 18:36	BTC	Buy	63831.2→64135.8	+1.98	timeout
06-21 17:32	BTC	Buy	63996.2→64042.8	-0.02	timeout
06-20 21:16	BTC	Buy	63246.2→63935.8	+5.01	timeout
06-20 20:13	BTC	Buy	63044.2→63950.8	+6.78	timeout
06-20 19:07	BTC	Buy	63005.2→63804.8	+5.91	timeout
06-20 18:03	BTC	Buy	63121.2→63884.8	+5.59	timeout
06-20 17:03	BTC	Buy	62912.1→63953.8	+7.79	timeout
06-19 20:13	BTC	Buy	63109.2→63038.8	-1.04	timeout
06-19 19:13	BTC	Buy	62643.1→63021.8	+2.55	timeout
06-19 18:13	BTC	Buy	62690.1→63127.8	+3.04	timeout
06-19 17:14	BTC	Buy	62458.1→62956.9	+3.54	timeout
06-19 16:39	BTC	Buy	62673.1→63279.8	+4.40	timeout
06-18 15:40	BTC	Buy	64243.2→62662.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64323.2→62733.5	-12.55	stop_loss
06-18 15:38	BTC	Buy	64401.2→62815.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64468.2→62874.4	-12.57	stop_loss
06-18 15:37	BTC	Buy	64541.2→62954.4	-12.52	stop_loss
06-17 22:03	BTC	Buy	65490.3→63843.9	-13.02	stop_loss
06-17 19:41	BTC	Buy	65775.3→64155.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65908.3→64258.6	-12.97	stop_loss
06-17 19:29	BTC	Buy	66055.3→64427.5	-12.77	stop_loss
06-17 17:09	BTC	Buy	65759.3→65831.7	+0.01	timeout
06-17 16:04	BTC	Buy	65883.3→65816.7	-0.97	timeout
06-17 15:02	BTC	Buy	65703.3→65137.7	-4.90	timeout
06-17 01:11	BTC	Buy	66284.3→65728.7	-4.70	timeout
06-16 23:05	BTC	Buy	66230.3→65792.7	-3.84	timeout
06-16 14:55	BTC	Buy	66613.3→65621.7	-7.98	timeout
06-16 14:23	BTC	Buy	67126.4→65473	-12.84	stop_loss
06-16 14:03	BTC	Buy	66329.3→66128.7	-2.04	timeout
06-16 00:25	BTC	Buy	65678.3→66210.7	+3.62	timeout
06-15 22:11	BTC	Buy	65102.3→66438.7	+9.77	timeout
06-15 13:19	BTC	Buy	63993.2→66802.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63798.2→66600.7	+21.53	take_profit
06-14 23:24	BTC	Buy	64510.2→65548.7	+7.56	timeout
06-14 21:20	BTC	Buy	64219.2→64780.8	+3.90	timeout
06-14 19:14	BTC	Buy	64159.2→63778.8	-3.49	timeout
06-14 18:09	BTC	Buy	64053.2→63668.8	-3.55	timeout
06-14 16:07	BTC	Buy	64014.2→64009.8	-0.58	timeout
06-13 23:09	BTC	Buy	63437.2→64413.8	+7.23	timeout
06-13 21:02	BTC	Buy	63468.2→64280.8	+5.93	timeout
06-13 18:48	BTC	Buy	63814.2→64225.8	+2.77	timeout
06-13 17:50	BTC	Buy	63829.2→64001.8	+0.89	timeout
06-13 15:47	BTC	Buy	63828.2→64191.8	+2.38	timeout
06-12 22:54	BTC	Buy	63503.2→63472.8	-0.74	timeout
06-12 19:43	BTC	Buy	63766.2→63640.8	-1.44	timeout
06-12 18:38	BTC	Buy	63495.2→63778.8	+1.77	timeout
06-12 17:33	BTC	Buy	63380.2→63789.8	+2.76	timeout
06-12 15:29	BTC	Buy	62684.1→64146.8	+11.14	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 19:11	BTC	Buy	61849.1→63365.8	+11.68	timeout
06-11 18:07	BTC	Buy	61972.1→63360.8	+10.65	timeout
06-11 17:03	BTC	Buy	62295.1→62512.9	+1.23	timeout
06-11 14:59	BTC	Buy	62068.1→62719.9	+4.70	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 18:15	BTC	Buy	61713.1→61959.9	+1.51	timeout
06-10 17:15	BTC	Buy	61586.1→62046.9	+3.24	timeout
06-10 16:18	BTC	Buy	61007.1→62296.9	+10.08	timeout

Paper vs Live

Paper (trades.jsonl)

153

closed

46%

win rate

-426.02

total pnl ($)

-55.5 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	153	46%	-55.5	-426.02

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 22:15	BTC	Buy	circuit_breaker
06-28 21:10	BTC	Buy	circuit_breaker
06-28 18:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…