deribit_basis_crossover_fear_gate_long_v14 · strategy

157

closed trades

46%

win rate

-388.78

total pnl ($)

0.449

weight

7d window — n=35 wr=46% pnl=-108.02 · 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 22:24	BTC	Buy	59413→60419	+8.09	timeout
06-29 21:20	BTC	Buy	59672→60290	+4.58	timeout
06-29 20:11	BTC	Buy	59550→60405	+6.58	timeout
06-29 19:03	BTC	Buy	59459→60150	+5.21	timeout
06-29 05:11	BTC	Buy	60019→59465	-5.09	timeout
06-28 21:08	BTC	Buy	60334→59668	-5.98	timeout
06-28 20:06	BTC	Buy	60231→59494	-6.54	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 04:26	BTC	Buy	60447→60202	-2.49	timeout
06-27 19:55	BTC	Buy	59828→60113	+1.98	timeout
06-27 18:54	BTC	Buy	59596→60503	+7.18	timeout
06-27 16:49	BTC	Buy	60138→60773	+4.81	timeout
06-27 15:47	BTC	Buy	60286→60727	+3.22	timeout
06-27 03:04	BTC	Buy	58616.9→60244	+13.43	timeout
06-26 18:15	BTC	Buy	59434→60048	+4.60	timeout
06-26 17:17	BTC	Buy	59476→60103	+4.73	timeout
06-26 15:06	BTC	Buy	59224→59597	+2.55	timeout
06-26 14:30	BTC	Buy	59326→59949	+4.75	timeout
06-26 02:21	BTC	Buy	59803→58326.9	-12.77	stop_loss
06-25 13:58	BTC	Buy	59604→58136	-12.68	stop_loss
06-25 13:57	BTC	Buy	59746→58275.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59764→58293.9	-12.67	stop_loss
06-25 13:48	BTC	Buy	60815→59317.4	-12.70	stop_loss
06-25 13:46	BTC	Buy	61092.1→59589.2	-12.69	stop_loss
06-24 14:19	BTC	Buy	62493.1→60956.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62594.1→61054.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62781.1→61232.3	-12.78	stop_loss
06-24 13:39	BTC	Buy	62330.1→61826.9	-4.48	timeout
06-24 12:35	BTC	Buy	62355.1→62760.9	+2.80	timeout
06-24 11:29	BTC	Buy	62523.1→62351.9	-1.83	timeout
06-24 10:19	BTC	Buy	62402.1→62524.9	+0.49	timeout
06-24 09:15	BTC	Buy	62431.1→62737.9	+1.93	timeout
06-23 08:17	BTC	Buy	63927.2→62340.7	-12.88	stop_loss
06-23 08:17	BTC	Buy	64010.2→62435.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64369.2→62786.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64382.2→62795.4	-12.79	stop_loss
06-22 23:05	BTC	Buy	63655.2→63927.8	+1.69	timeout
06-22 22:02	BTC	Buy	63710.2→64334.8	+4.45	timeout
06-22 20:59	BTC	Buy	63797.2→64415.8	+4.39	timeout
06-22 19:59	BTC	Buy	64171.2→64481.8	+1.94	timeout
06-22 18:56	BTC	Buy	64148.2→64306.8	+0.74	timeout
06-21 22:57	BTC	Buy	64291.2→63760.8	-4.55	timeout
06-21 21:55	BTC	Buy	64011.2→63768.8	-2.34	timeout
06-21 20:50	BTC	Buy	63873.2→63736.8	-1.53	timeout
06-21 19:46	BTC	Buy	63929.2→64155.8	+1.34	timeout
06-21 18:48	BTC	Buy	63795.2→64166.8	+2.51	timeout
06-20 22:14	BTC	Buy	63071.2→64103.8	+7.74	timeout
06-20 21:11	BTC	Buy	63207.2→63915.8	+5.16	timeout
06-20 20:08	BTC	Buy	63056.2→63938.8	+6.58	timeout
06-20 19:01	BTC	Buy	63076.2→63783.8	+5.17	timeout
06-20 17:56	BTC	Buy	63156.2→63842.8	+4.97	timeout
06-19 20:49	BTC	Buy	63069.2→63141.8	+0.08	timeout
06-19 19:46	BTC	Buy	62947.1→62979.9	-0.22	timeout
06-19 18:44	BTC	Buy	62749.1→63027.8	+1.75	timeout
06-19 17:40	BTC	Buy	62526.1→63024.8	+3.54	timeout
06-19 16:56	BTC	Buy	62665.1→62977.9	+2.06	timeout
06-18 15:57	BTC	Buy	63928.2→62343.7	-12.71	stop_loss
06-18 15:51	BTC	Buy	64122.2→62524.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64342.2→62759.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.51	stop_loss
06-18 04:11	BTC	Buy	65370.3→63742.9	-12.91	stop_loss
06-17 19:42	BTC	Buy	65739.3→64121.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65893.3→64258.6	-12.86	stop_loss
06-17 19:29	BTC	Buy	65882.3→64258.6	-12.78	stop_loss
06-17 18:50	BTC	Buy	65878.3→65877.7	-0.50	timeout
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 15:34	BTC	Buy	65833.3→65378.7	-3.87	timeout
06-17 00:37	BTC	Buy	66301.3→65776.7	-4.46	timeout
06-16 23:39	BTC	Buy	66208.3→65721.7	-4.20	timeout
06-16 17:26	BTC	Buy	66839.3→65753.7	-8.66	timeout
06-16 15:10	BTC	Buy	66624.3→65754.7	-7.06	timeout
06-16 14:12	BTC	Buy	66378.3→66080.7	-2.77	timeout
06-15 23:28	BTC	Buy	65676.3→66220.7	+3.65	timeout
06-15 22:18	BTC	Buy	65057.3→66347.7	+9.42	timeout
06-15 13:19	BTC	Buy	63999.2→66811.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63795.2→66596.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.52	take_profit
06-14 22:20	BTC	Buy	64428.2→65126.7	+4.92	timeout
06-14 21:20	BTC	Buy	64219.2→64780.8	+3.90	timeout
06-14 20:13	BTC	Buy	64247.2→63798.8	-3.99	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
06-13 21:37	BTC	Buy	63529.2→64267.8	+5.34	timeout
06-13 20:34	BTC	Buy	63508.2→64231.8	+5.24	timeout
06-13 19:26	BTC	Buy	63769.2→64147.8	+2.52	timeout
06-13 18:26	BTC	Buy	63688.2→64155.8	+3.21	timeout
06-13 17:27	BTC	Buy	63780.2→64012.8	+1.37	timeout
06-12 20:41	BTC	Buy	63328.2→63525.8	+1.09	timeout
06-12 19:37	BTC	Buy	63736.2→63776.8	-0.14	timeout
06-12 18:32	BTC	Buy	63387.2→63774.8	+2.59	timeout
06-12 17:25	BTC	Buy	62351.1→63786.8	+11.03	timeout
06-12 16:22	BTC	Buy	62650.1→63823.8	+8.88	timeout
06-11 19:44	BTC	Buy	61986.1→63651.8	+12.86	timeout
06-11 18:42	BTC	Buy	61765.1→63475.8	+13.27	timeout
06-11 17:37	BTC	Buy	61795.1→63106.8	+10.08	timeout
06-11 16:37	BTC	Buy	62367.1→62760.9	+2.60	timeout
06-11 15:34	BTC	Buy	62299.1→62713.9	+2.78	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

46%

win rate

-388.78

total pnl ($)

-49.4 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	157	46%	-49.4	-388.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:17	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…