deribit_basis_crossover_fear_gate · strategy

131

closed trades

44%

win rate

-294.65

total pnl ($)

1.000

weight

7d window — n=24 wr=42% pnl=-39.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.91	timeout
06-27 19:48	BTC	Buy	59845→60159	+2.22	timeout
06-27 18:43	BTC	Buy	59716→60519	+6.29	timeout
06-26 19:15	BTC	Buy	59235→59941	+5.41	timeout
06-26 18:17	BTC	Buy	59424→59997	+4.24	timeout
06-26 17:13	BTC	Buy	59338→60185	+6.57	timeout
06-26 16:01	BTC	Buy	59518→60419	+7.02	timeout
06-25 13:51	BTC	Buy	60673→59180.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60839→59342.3	-12.68	stop_loss
06-25 13:48	BTC	Buy	60840→59343.3	-12.67	stop_loss
06-25 13:48	BTC	Buy	60969→59468.3	-12.69	stop_loss
06-24 12:41	BTC	Buy	62309.1→62817.9	+3.69	timeout
06-24 11:33	BTC	Buy	62576.1→62436.9	-1.54	timeout
06-24 06:42	BTC	Buy	62963.1→62816.9	-1.68	timeout
06-24 05:43	BTC	Buy	63382.2→62939.9	-4.00	timeout
06-23 05:21	BTC	Buy	64223.2→63543.8	-5.80	timeout
06-23 04:16	BTC	Buy	63955.2→63986.8	-0.23	timeout
06-23 03:14	BTC	Buy	64045.2→63978.8	-1.00	timeout
06-23 02:10	BTC	Buy	64486.2→64052.8	-3.84	timeout
06-22 01:35	BTC	Buy	64217.2→64419.8	+1.10	timeout
06-22 00:26	BTC	Buy	64228.2→63660.8	-4.95	timeout
06-21 23:13	BTC	Buy	64262.2→63717.8	-4.78	timeout
06-21 22:01	BTC	Buy	63961.2→63658.8	-2.87	timeout
06-20 22:33	BTC	Buy	63233.2→64273.8	+7.73	timeout
06-20 21:26	BTC	Buy	63157.2→63934.8	+5.71	timeout
06-20 20:13	BTC	Buy	63045.2→63948.8	+6.71	timeout
06-20 19:03	BTC	Buy	63039.2→63819.8	+5.75	timeout
06-19 19:45	BTC	Buy	62911.1→62996.8	+0.19	timeout
06-19 18:45	BTC	Buy	62761.1→63031.8	+1.68	timeout
06-19 17:48	BTC	Buy	62632.1→63057.8	+2.93	timeout
06-19 17:07	BTC	Buy	62500.1→62972.9	+3.33	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64244.2→62662.5	-12.55	stop_loss
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.52	stop_loss
06-18 15:17	BTC	Buy	64919.2→63305.2	-12.62	stop_loss
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65471.3→63849.9	-12.83	stop_loss
06-17 19:38	BTC	Buy	65850.3→64229.7	-12.75	stop_loss
06-17 17:02	BTC	Buy	65765.3→65826.7	-0.09	timeout
06-17 15:55	BTC	Buy	65930.3→65649.7	-2.64	timeout
06-17 05:24	BTC	Buy	66065.3→65769.7	-2.71	timeout
06-17 01:10	BTC	Buy	66280.3→65731.7	-4.60	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.43	timeout
06-16 14:18	BTC	Buy	66504.3→65731.7	-6.34	timeout
06-16 03:21	BTC	Buy	67223.4→65569.9	-12.73	stop_loss
06-15 23:26	BTC	Buy	65611.3→66180.7	+3.91	timeout
06-15 13:06	BTC	Buy	63807.2→66609.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63703.2→66515.7	+21.64	take_profit
06-14 22:21	BTC	Buy	64446.2→65142.7	+4.91	timeout
06-14 19:03	BTC	Buy	64172.2→63781.8	-3.55	timeout
06-14 17:56	BTC	Buy	63923.2→63684.8	-2.42	timeout
06-14 16:51	BTC	Buy	63907.2→63976.8	+0.02	timeout
06-13 21:45	BTC	Buy	63515.2→64524.8	+7.47	timeout
06-13 18:37	BTC	Buy	63798.2→64221.8	+2.87	timeout
06-13 17:36	BTC	Buy	63818.2→64096.8	+1.72	timeout
06-13 16:30	BTC	Buy	63872.2→63983.8	+0.44	timeout
06-12 19:25	BTC	Buy	63616.2→63685.8	+0.09	timeout
06-12 18:20	BTC	Buy	63557.2→63674.8	+0.47	timeout
06-12 17:14	BTC	Buy	62439.1→63858.8	+10.89	timeout
06-12 16:09	BTC	Buy	62753.1→63715.8	+7.17	timeout
06-11 18:43	BTC	Buy	61754.1→63490.8	+13.48	timeout
06-11 17:38	BTC	Buy	61718.1→63195.8	+11.43	timeout
06-11 16:38	BTC	Buy	62314.1→62716.9	+2.69	timeout
06-11 15:35	BTC	Buy	62292.1→62736.9	+3.02	timeout
06-10 18:08	BTC	Buy	61778.1→61943.9	+0.85	timeout
06-10 17:04	BTC	Buy	61660.1→62315.9	+4.81	timeout
06-10 16:02	BTC	Buy	61093.1→62485.9	+10.96	timeout
06-10 15:01	BTC	Buy	61377.1→62271.9	+6.80	timeout
06-09 14:44	BTC	Buy	62814.1→61268.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63362.2→61804	-12.75	stop_loss
06-09 14:16	BTC	Buy	63409.2→61850	-12.74	stop_loss
06-09 08:40	BTC	Buy	63120.2→62913.9	-2.08	timeout
06-09 07:38	BTC	Buy	63197.2→63092.8	-1.33	timeout
06-09 06:36	BTC	Buy	62986.1→63351.8	+2.40	timeout
06-09 05:33	BTC	Buy	62643.1→63402.8	+5.59	timeout
06-08 08:33	BTC	Buy	62450.1→63089.8	+4.57	timeout
06-08 07:33	BTC	Buy	62230.1→63157.8	+6.97	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-08 05:28	BTC	Buy	61810.1→62675.9	+6.55	timeout
06-07 07:38	BTC	Buy	60929→62223.9	+10.21	timeout
06-07 06:35	BTC	Buy	61022.1→62100.9	+8.44	timeout
06-07 05:33	BTC	Buy	60614→61636.9	+8.03	timeout
06-07 04:32	BTC	Buy	59706→61541.9	+14.93	timeout
06-06 04:34	BTC	Buy	60925→59426.3	-12.75	stop_loss
06-06 04:34	BTC	Buy	60960→59461.3	-12.75	stop_loss
06-06 04:14	BTC	Buy	61580.1→60064.9	-12.76	stop_loss
06-06 04:12	BTC	Buy	61711.1→60193.9	-12.75	stop_loss
06-05 21:03	BTC	Buy	59200→61798.9	+21.50	take_profit
06-05 18:55	BTC	Buy	60566→59076.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60933→59434.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss

Paper vs Live

Paper (trades.jsonl)

131

closed

44%

win rate

-294.65

total pnl ($)

-44.6 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	131	44%	-44.6	-294.65

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…