deribit_basis_cross_long_feargate · strategy

142

closed trades

45%

win rate

-334.06

total pnl ($)

0.690

weight

7d window — n=28 wr=43% pnl=-82.81 · 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 20:03	BTC	Buy	59489→60521	+8.07	timeout
06-29 18:51	BTC	Buy	59495→60217	+5.47	timeout
06-29 17:38	BTC	Buy	59406→60373	+7.54	timeout
06-29 03:52	BTC	Buy	60147→59989	-1.78	timeout
06-28 18:17	BTC	Buy	60521→59599	-8.04	timeout
06-28 17:12	BTC	Buy	60535→59590	-8.23	timeout
06-28 16:06	BTC	Buy	60784→59857	-8.08	timeout
06-28 03:18	BTC	Buy	60224→60201	-0.64	timeout
06-27 18:03	BTC	Buy	59991→60434	+3.25	timeout
06-27 16:04	BTC	Buy	60382→60786	+2.95	timeout
06-27 15:06	BTC	Buy	59585→60574	+7.85	timeout
06-27 02:36	BTC	Buy	58809.9→60228	+11.58	timeout
06-26 17:12	BTC	Buy	59314→60221	+7.08	timeout
06-26 15:11	BTC	Buy	59124→59868	+5.79	timeout
06-26 14:14	BTC	Buy	59398→60020	+4.74	timeout
06-26 02:24	BTC	Buy	59752→58278.9	-12.76	stop_loss
06-25 13:51	BTC	Buy	60653→59153.4	-12.77	stop_loss
06-25 13:48	BTC	Buy	60809→59312.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60856→59359.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60921→59420.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62272.1→61354.9	-7.81	timeout
06-24 12:45	BTC	Buy	62300.1→62817.9	+3.70	timeout
06-24 11:45	BTC	Buy	62570.1→62700.9	+0.58	timeout
06-24 06:54	BTC	Buy	62931.1→62751.9	-1.93	timeout
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64354.2→62770.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64432.2→62836.4	-12.85	stop_loss
06-23 06:18	BTC	Buy	64562.2→62970.3	-12.80	stop_loss
06-22 21:15	BTC	Buy	63608.2→64372.8	+5.54	timeout
06-22 20:13	BTC	Buy	64111.2→64491.8	+2.48	timeout
06-22 19:10	BTC	Buy	64143.2→64315.8	+0.84	timeout
06-22 18:08	BTC	Buy	64016.2→64675.8	+4.65	timeout
06-21 21:11	BTC	Buy	63922.2→63519.8	-3.60	timeout
06-21 20:07	BTC	Buy	63945.2→64227.8	+1.77	timeout
06-21 19:08	BTC	Buy	63825.2→64137.8	+2.04	timeout
06-21 18:03	BTC	Buy	63895.2→63958.8	+0.13	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 19:17	BTC	Buy	63030.2→63880.8	+6.31	timeout
06-20 18:15	BTC	Buy	63133.2→63808.8	+4.89	timeout
06-20 17:13	BTC	Buy	62952.1→63899.8	+7.05	timeout
06-19 19:24	BTC	Buy	62716.1→62977.9	+1.61	timeout
06-19 18:22	BTC	Buy	62936.1→63138.8	+1.15	timeout
06-19 17:19	BTC	Buy	62571.1→63045.8	+3.34	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.22	timeout
06-18 15:56	BTC	Buy	63958.2→62385.7	-12.73	stop_loss
06-18 15:52	BTC	Buy	64075.2→62498.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64321.2→62738.5	-12.73	stop_loss
06-18 15:39	BTC	Buy	64383.2→62798.4	-12.74	stop_loss
06-18 05:04	BTC	Buy	65285.3→63680	-12.76	stop_loss
06-18 05:03	BTC	Buy	65326.3→63717.9	-12.77	stop_loss
06-17 19:44	BTC	Buy	65695.3→64079.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65895.3→64264.6	-12.83	stop_loss
06-17 16:13	BTC	Buy	65776.3→65805.7	-0.17	timeout
06-17 15:11	BTC	Buy	65827.3→65076.7	-6.16	timeout
06-17 14:08	BTC	Buy	66055.3→65311.7	-6.11	timeout
06-16 22:23	BTC	Buy	66318.3→65757.7	-4.77	timeout
06-16 15:09	BTC	Buy	66624.3→65799.7	-6.72	timeout
06-16 14:07	BTC	Buy	66353.3→66106.7	-2.39	timeout
06-16 13:05	BTC	Buy	66532.3→66322.7	-2.10	timeout
06-15 22:02	BTC	Buy	65441.3→66371.7	+6.60	timeout
06-15 13:19	BTC	Buy	63998.2→66809.7	+21.53	take_profit
06-15 12:55	BTC	Buy	63776.2→66576.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63758.2→66560.7	+21.54	take_profit
06-14 20:57	BTC	Buy	64257.2→64009.8	-2.40	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:50	BTC	Buy	64084.2→63749.8	-3.14	timeout
06-14 17:48	BTC	Buy	64062.2→63797.8	-2.59	timeout
06-13 20:23	BTC	Buy	63513.2→64222.8	+5.13	timeout
06-13 19:16	BTC	Buy	63671.2→64146.8	+3.28	timeout
06-13 18:16	BTC	Buy	63806.2→64072.8	+1.61	timeout
06-13 17:11	BTC	Buy	63937.2→63950.8	-0.35	timeout
06-12 20:02	BTC	Buy	63563.2→63605.8	-0.12	timeout
06-12 18:56	BTC	Buy	63522.2→63741.8	+1.26	timeout
06-12 17:52	BTC	Buy	63530.2→63826.8	+1.88	timeout
06-12 16:51	BTC	Buy	62609.1→63896.8	+9.79	timeout
06-11 19:28	BTC	Buy	61778.1→63570.8	+13.92	timeout
06-11 18:23	BTC	Buy	61920.1→63415.8	+11.52	timeout
06-11 17:19	BTC	Buy	62090.1→62383.9	+1.85	timeout
06-11 16:19	BTC	Buy	62304.1→62782.9	+3.25	timeout
06-10 18:22	BTC	Buy	61827.1→61853.9	-0.27	timeout
06-10 17:22	BTC	Buy	61767.1→62025.9	+1.59	timeout
06-10 16:19	BTC	Buy	60920→62301.9	+10.86	timeout
06-10 15:17	BTC	Buy	61575.1→61947.9	+2.53	timeout
06-09 14:19	BTC	Buy	63281.2→61717	-12.81	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:18	BTC	Buy	63318.2→61761	-12.75	stop_loss
06-09 14:18	BTC	Buy	63335.2→61773	-12.78	stop_loss
06-09 06:02	BTC	Buy	62871.1→63280.8	+2.77	timeout
06-09 04:58	BTC	Buy	62734.1→63248.8	+3.66	timeout
06-08 22:41	BTC	Buy	63044.2→63279.8	+1.38	timeout
06-08 20:33	BTC	Buy	61784.1→63206.8	+11.02	timeout
06-08 05:46	BTC	Buy	61763.1→62506.9	+5.57	timeout
06-08 04:49	BTC	Buy	61783.1→62797.9	+7.75	timeout
06-07 22:15	BTC	Buy	61445.1→64143.8	+21.51	take_profit
06-07 20:19	BTC	Buy	60612→61545.9	+7.29	timeout
06-07 19:20	BTC	Buy	60602→61290.9	+5.29	timeout
06-07 05:38	BTC	Buy	60742→61776.9	+8.10	timeout
06-07 04:38	BTC	Buy	59607→61662.9	+16.81	timeout
06-06 19:23	BTC	Buy	59451→60596	+9.23	timeout
06-06 18:22	BTC	Buy	60402→60498	+0.39	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

45%

win rate

-334.06

total pnl ($)

-46.6 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	142	45%	-46.6	-334.06

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…