deribit_basis_crossover_fear_gate_long_v15 · strategy

166

closed trades

45%

win rate

-450.61

total pnl ($)

0.338

weight

7d window — n=38 wr=42% pnl=-157.46 · 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 18:56	BTC	Buy	59569→60227	+4.92	timeout
06-29 17:44	BTC	Buy	59510→60596	+8.52	timeout
06-29 15:49	BTC	Buy	59883→59870	-0.71	timeout
06-28 22:45	BTC	Buy	60138→59090	-9.18	timeout
06-28 22:11	BTC	Buy	60108→59598	-4.71	timeout
06-28 17:47	BTC	Buy	60536→59530	-8.73	timeout
06-28 16:42	BTC	Buy	60758→59699	-9.15	timeout
06-28 15:00	BTC	Buy	60587→60006	-5.28	timeout
06-27 18:33	BTC	Buy	59825→60504	+5.24	timeout
06-27 17:32	BTC	Buy	60138→60484	+2.42	timeout
06-27 16:57	BTC	Buy	60009→60761	+5.80	timeout
06-27 16:23	BTC	Buy	59991→60703	+5.52	timeout
06-27 14:46	BTC	Buy	59612→60614	+7.95	timeout
06-26 17:37	BTC	Buy	59665→59930	+1.67	timeout
06-26 17:04	BTC	Buy	59191→60142	+7.47	timeout
06-26 16:30	BTC	Buy	59464→60145	+5.20	timeout
06-26 15:55	BTC	Buy	59462→60254	+6.17	timeout
06-26 14:18	BTC	Buy	58999.9→59874	+6.91	timeout
06-25 13:59	BTC	Buy	59521→58055.1	-12.70	stop_loss
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:59	BTC	Buy	59556→58088	-12.71	stop_loss
06-25 13:58	BTC	Buy	59668→58199	-12.70	stop_loss
06-25 13:57	BTC	Buy	59830→58346.9	-12.78	stop_loss
06-24 14:19	BTC	Buy	62438.1→60890.5	-12.84	stop_loss
06-24 14:19	BTC	Buy	62443.1→60890.5	-12.88	stop_loss
06-24 14:17	BTC	Buy	62551.1→61011.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61131.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62689.1→61142.4	-12.79	stop_loss
06-24 11:07	BTC	Buy	62339.1→62353.9	-0.36	timeout
06-24 10:36	BTC	Buy	62323.1→62545.9	+1.28	timeout
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:34	BTC	Buy	62445.1→62671.9	+1.29	timeout
06-24 09:02	BTC	Buy	62397.1→62674.9	+1.73	timeout
06-23 08:17	BTC	Buy	63917.2→62341.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64308.2→62725.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64411.2→62826.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64408.2→62822.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64483.2→62895.4	-12.78	stop_loss
06-22 21:04	BTC	Buy	63806.2→64421.8	+4.35	timeout
06-22 20:30	BTC	Buy	64096.2→64399.8	+1.89	timeout
06-22 19:55	BTC	Buy	64190.2→64469.8	+1.69	timeout
06-22 19:22	BTC	Buy	64175.2→64377.8	+1.08	timeout
06-22 18:49	BTC	Buy	64128.2→64458.8	+2.06	timeout
06-21 19:53	BTC	Buy	63908.2→64180.8	+1.70	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:49	BTC	Buy	63810.2→64126.8	+2.08	timeout
06-21 18:18	BTC	Buy	63837.2→63982.8	+0.78	timeout
06-21 16:41	BTC	Buy	63998.2→64025.8	-0.19	timeout
06-20 19:30	BTC	Buy	62959.1→63821.8	+6.42	timeout
06-20 18:54	BTC	Buy	63047.2→63756.8	+5.19	timeout
06-20 18:21	BTC	Buy	63146.2→63813.8	+4.83	timeout
06-20 17:49	BTC	Buy	63195.2→63828.8	+4.55	timeout
06-20 16:06	BTC	Buy	63166.2→63993.8	+5.98	timeout
06-19 19:07	BTC	Buy	62677.1→63025.8	+2.31	timeout
06-19 18:36	BTC	Buy	62792.1→63127.8	+2.21	timeout
06-19 17:54	BTC	Buy	62664.1→63172.8	+3.60	timeout
06-19 17:21	BTC	Buy	62564.1→63058.8	+3.51	timeout
06-19 15:59	BTC	Buy	62349.1→63194.8	+6.37	timeout
06-18 15:57	BTC	Buy	63907.2→62293.7	-12.93	stop_loss
06-18 15:57	BTC	Buy	63940.2→62365.7	-12.71	stop_loss
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.67	stop_loss
06-18 15:40	BTC	Buy	64323.2→62741.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64359.2→62775.5	-12.73	stop_loss
06-18 11:35	BTC	Buy	64714.2→64011.8	-5.95	timeout
06-18 05:05	BTC	Buy	65247.3→63643	-12.76	stop_loss
06-18 04:11	BTC	Buy	65364.3→63743.9	-12.86	stop_loss
06-17 19:42	BTC	Buy	65711.3→64092.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65798.3→64176.7	-12.80	stop_loss
06-17 15:36	BTC	Buy	65915.3→65362.7	-4.65	timeout
06-17 14:59	BTC	Buy	65600.3→65106.7	-4.22	timeout
06-17 13:56	BTC	Buy	66040.3→65309.7	-6.01	timeout
06-17 11:05	BTC	Buy	66127.3→64499.5	-12.84	stop_loss
06-17 03:45	BTC	Buy	66103.3→65783.7	-2.91	timeout
06-16 15:05	BTC	Buy	66610.3→65670.7	-7.59	timeout
06-16 14:33	BTC	Buy	66518.3→65329.7	-9.47	timeout
06-16 13:39	BTC	Buy	66745.3→66047.7	-5.76	timeout
06-16 13:01	BTC	Buy	66524.3→66405.7	-1.42	timeout
06-16 03:20	BTC	Buy	67253.4→65598.9	-12.75	stop_loss
06-15 15:46	BTC	Buy	64160.2→66976.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64036.2→66847.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63805.2→66608.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63789.2→66589.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63681.2→66495.7	+21.66	take_profit
06-14 18:50	BTC	Buy	64043.2→63754.8	-2.79	timeout
06-14 18:19	BTC	Buy	64053.2→63662.8	-3.60	timeout
06-14 17:48	BTC	Buy	64069.2→63797.8	-2.64	timeout
06-14 16:09	BTC	Buy	64097.2→64025.8	-1.11	timeout
06-14 15:37	BTC	Buy	64297.2→64036.8	-2.49	timeout
06-13 18:24	BTC	Buy	63688.2→64091.8	+2.69	timeout
06-13 17:53	BTC	Buy	63835.2→63981.8	+0.68	timeout
06-13 17:23	BTC	Buy	63763.2→64013.8	+1.52	timeout
06-13 15:48	BTC	Buy	63736.2→64207.8	+3.23	timeout
06-13 15:17	BTC	Buy	64331.2→64283.8	-0.85	timeout
06-12 17:57	BTC	Buy	63422.2→63802.8	+2.53	timeout
06-12 17:25	BTC	Buy	62384.1→63792.8	+10.81	timeout
06-12 16:51	BTC	Buy	62609.1→63918.8	+9.97	timeout
06-12 15:39	BTC	Buy	62802.1→63915.8	+8.34	timeout
06-12 15:02	BTC	Buy	62610.1→64125.8	+11.57	timeout
06-11 16:52	BTC	Buy	62074.1→62591.9	+3.66	timeout
06-11 16:20	BTC	Buy	62274.1→62734.9	+3.15	timeout

Paper vs Live

Paper (trades.jsonl)

166

closed

45%

win rate

-450.61

total pnl ($)

-54.0 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	166	45%	-54.0	-450.61

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 21:11	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…