deribit_basis_crossover_fear_gate_long · strategy

closed trades

45%

win rate

-196.52

total pnl ($)

0.928

weight

7d window — n=17 wr=53% pnl=-54.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:36	BTC	Buy	60360→59698	-5.93	timeout
06-28 16:07	BTC	Buy	60786→59881	-7.94	timeout
06-27 19:00	BTC	Buy	59602→60539	+7.43	timeout
06-27 16:00	BTC	Buy	60353→60795	+3.20	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.48	timeout
06-26 15:16	BTC	Buy	58832.9→59845	+8.10	timeout
06-25 17:59	BTC	Buy	59376→59648	+1.87	timeout
06-25 13:57	BTC	Buy	59840→58327.9	-13.02	stop_loss
06-24 16:51	BTC	Buy	61331.1→59817.1	-12.77	stop_loss
06-24 14:17	BTC	Buy	62560.1→61019.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62703.1→61160.3	-12.75	stop_loss
06-24 09:50	BTC	Buy	62352.1→62647.9	+1.84	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.05	timeout
06-23 06:20	BTC	Buy	64521.2→62933.4	-12.78	stop_loss
06-23 06:18	BTC	Buy	64596.2→62995.3	-12.86	stop_loss
06-22 17:17	BTC	Buy	64148.2→64621.8	+3.24	timeout
06-22 16:11	BTC	Buy	64141.2→64704.8	+3.98	timeout
06-21 17:06	BTC	Buy	63904.2→64172.8	+1.71	timeout
06-21 16:03	BTC	Buy	64001.2→64193.8	+1.08	timeout
06-20 17:03	BTC	Buy	62949.1→63942.8	+7.40	timeout
06-20 16:00	BTC	Buy	63201.2→64007.8	+5.78	timeout
06-19 16:56	BTC	Buy	62640.1→62912.9	+1.74	timeout
06-19 15:17	BTC	Buy	63437.2→63142.8	-2.67	timeout
06-18 15:40	BTC	Buy	64341.2→62758.5	-12.72	stop_loss
06-18 14:51	BTC	Buy	65093.3→63761.8	-10.67	timeout
06-17 19:42	BTC	Buy	65742.3→64125.7	-12.75	stop_loss
06-17 15:24	BTC	Buy	65767.3→65342.7	-3.68	timeout
06-17 14:23	BTC	Buy	65590.3→65208.7	-3.38	timeout
06-16 14:34	BTC	Buy	66505.3→65499.7	-8.09	timeout
06-16 13:38	BTC	Buy	66704.3→66015.7	-5.69	timeout
06-15 12:54	BTC	Buy	63769.2→66571.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63756.2→66561.7	+21.56	take_profit
06-14 19:03	BTC	Buy	64172.2→63780.8	-3.58	timeout
06-14 18:03	BTC	Buy	63995.2→63720.8	-2.69	timeout
06-13 18:07	BTC	Buy	63807.2→64041.8	+1.36	timeout
06-13 17:03	BTC	Buy	63934.2→63954.8	-0.29	timeout
06-12 16:59	BTC	Buy	62570.1→63933.8	+10.41	timeout
06-12 15:55	BTC	Buy	62567.1→63746.8	+8.89	timeout
06-11 16:04	BTC	Buy	62462.1→62642.9	+0.89	timeout
06-11 14:55	BTC	Buy	61951.1→62879.9	+6.95	timeout
06-10 15:28	BTC	Buy	61343.1→62309.9	+7.38	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 14:29	BTC	Buy	63061.2→61509.2	-12.76	stop_loss
06-09 13:36	BTC	Buy	63725.2→62156.8	-12.74	stop_loss
06-08 23:16	BTC	Buy	62911.1→63412.8	+3.51	timeout
06-08 21:08	BTC	Buy	61743.1→63699.8	+15.36	timeout
06-07 22:15	BTC	Buy	61435.1→64132.8	+21.51	take_profit
06-07 20:49	BTC	Buy	60655→61768.9	+8.76	timeout
06-07 19:45	BTC	Buy	60615→61232.9	+4.70	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 19:11	BTC	Buy	59394→60726	+10.82	timeout
06-05 18:54	BTC	Buy	60621→59130.5	-12.76	stop_loss
06-05 18:54	BTC	Buy	60650→59158.4	-12.75	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 13:49	BTC	Buy	62817.1→61268.3	-12.78	stop_loss
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62787.1→61217.3	-12.89	stop_loss
06-05 02:32	BTC	Buy	63170.2→62724.9	-3.96	timeout
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 19:47	BTC	Buy	66947.3→65806.7	-9.04	timeout
06-03 03:28	BTC	Buy	67708.4→66043.7	-12.75	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-01 22:25	BTC	Buy	73929.7→71211.8	-18.95	stop_loss
06-01 22:25	BTC	Buy	73673.7→71211.8	-17.30	stop_loss
05-31 21:31	BTC	Buy	73964.7→73611.3	-2.84	timeout
05-31 17:37	BTC	Buy	73812.7→73665.3	-1.51	timeout
05-31 15:39	BTC	Buy	73846.7→73689.3	-1.57	timeout
05-31 13:48	BTC	Buy	73751.7→73858.3	+0.25	timeout
05-31 11:39	BTC	Buy	73593.7→73919.3	+1.62	timeout
05-30 15:08	BTC	Buy	73529.7→73858.3	+1.63	timeout
05-30 13:11	BTC	Buy	73138.7→73767.3	+3.81	timeout
05-30 12:14	BTC	Buy	73328.7→73559.3	+1.08	timeout
05-30 11:08	BTC	Buy	73626.7→73606.3	-0.65	timeout
05-30 09:54	BTC	Buy	73703.7→73573.3	-1.36	timeout
05-29 13:18	BTC	Buy	73207.7→73089.3	-1.28	timeout
05-29 12:32	BTC	Buy	73446.7→73290.3	-1.54	timeout
05-29 11:27	BTC	Buy	73324.7→73573.3	+1.20	timeout
05-29 10:24	BTC	Buy	73336.7→73605.3	+1.31	timeout
05-29 09:15	BTC	Buy	73284.7→73777.3	+2.84	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-196.52

total pnl ($)

-46.9 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	83	45%	-46.9	-196.52

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:00	BTC	Buy	circuit_breaker
06-28 17:22	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…