deribit_basis_crossover_fear_gate_long_v16 · strategy

149

closed trades

49%

win rate

-347.30

total pnl ($)

0.749

weight

7d window — n=37 wr=59% pnl=-78.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:47	BTC	Buy	60754→59635	-9.67	timeout
06-27 20:29	BTC	Buy	59752→60238	+3.67	timeout
06-27 19:21	BTC	Buy	59921→60416	+3.71	timeout
06-27 18:20	BTC	Buy	60018→60493	+3.53	timeout
06-27 17:14	BTC	Buy	60170→60539	+2.59	timeout
06-27 16:12	BTC	Buy	60133→60731	+4.56	timeout
06-26 18:42	BTC	Buy	59410→59740	+2.21	timeout
06-26 17:46	BTC	Buy	59470→60022	+4.09	timeout
06-26 16:43	BTC	Buy	59248→60172	+7.24	timeout
06-26 15:37	BTC	Buy	59366→60295	+7.28	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.10	timeout
06-25 18:04	BTC	Buy	59437→59607	+1.02	timeout
06-25 13:54	BTC	Buy	59973→58467.8	-12.92	stop_loss
06-25 13:51	BTC	Buy	60683→59190.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60808→59312.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60851→59353.3	-12.70	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 13:26	BTC	Buy	62055.1→61859.9	-2.02	timeout
06-24 12:23	BTC	Buy	62352.1→62750.9	+2.74	timeout
06-24 11:18	BTC	Buy	62383.1→62364.9	-0.61	timeout
06-24 10:08	BTC	Buy	62480.1→62599.9	+0.46	timeout
06-24 09:07	BTC	Buy	62379.1→62738.9	+2.35	timeout
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	63982.2→62395.7	-12.87	stop_loss
06-23 06:20	BTC	Buy	64382.2→62795.4	-12.79	stop_loss
06-23 06:08	BTC	Buy	64669.2→63077.3	-12.78	stop_loss
06-22 22:02	BTC	Buy	63710.2→64334.8	+4.45	timeout
06-22 21:00	BTC	Buy	63834.2→64421.8	+4.14	timeout
06-22 20:00	BTC	Buy	64179.2→64528.8	+2.24	timeout
06-22 18:57	BTC	Buy	64137.2→64356.8	+1.21	timeout
06-22 17:52	BTC	Buy	64148.2→64514.8	+2.35	timeout
06-21 21:56	BTC	Buy	64003.2→63740.8	-2.50	timeout
06-21 20:50	BTC	Buy	63873.2→63736.8	-1.53	timeout
06-21 19:47	BTC	Buy	63913.2→64144.8	+1.38	timeout
06-21 18:49	BTC	Buy	63797.2→64114.8	+2.09	timeout
06-21 17:46	BTC	Buy	63818.2→64124.8	+2.03	timeout
06-20 21:22	BTC	Buy	63191.2→63908.8	+5.24	timeout
06-20 20:18	BTC	Buy	63013.2→63920.8	+6.79	timeout
06-20 19:19	BTC	Buy	62985.1→63847.8	+6.41	timeout
06-20 18:17	BTC	Buy	63129.2→63807.8	+4.92	timeout
06-20 17:18	BTC	Buy	63004.2→63910.8	+6.73	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	63900.2→62298.7	-12.84	stop_loss
06-18 15:51	BTC	Buy	64122.2→62524.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.51	stop_loss
06-18 15:36	BTC	Buy	64605.2→63016.3	-12.52	stop_loss
06-18 04:11	BTC	Buy	65370.3→63743.9	-12.90	stop_loss
06-17 19:50	BTC	Buy	65678.3→64055.8	-12.80	stop_loss
06-17 19:41	BTC	Buy	65759.3→64139.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65893.3→64265.6	-12.80	stop_loss
06-17 16:37	BTC	Buy	65719.3→65915.7	+0.98	timeout
06-17 15:34	BTC	Buy	65833.3→65378.7	-3.87	timeout
06-17 14:30	BTC	Buy	65584.3→65250.7	-3.00	timeout
06-16 23:46	BTC	Buy	66251.3→65672.7	-4.89	timeout
06-16 22:42	BTC	Buy	66258.3→65717.7	-4.61	timeout
06-16 14:41	BTC	Buy	66504.3→65674.7	-6.77	timeout
06-16 14:23	BTC	Buy	67165.4→65513.9	-12.82	stop_loss
06-16 13:46	BTC	Buy	66538.3→66081.7	-3.96	timeout
06-15 22:39	BTC	Buy	65308.3→66275.7	+6.91	timeout
06-15 21:28	BTC	Buy	64689.2→66397.7	+12.70	timeout
06-15 13:16	BTC	Buy	63951.2→66758.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63682.2→66477.7	+21.51	take_profit
06-14 22:27	BTC	Buy	64505.2→65119.7	+4.26	timeout
06-14 21:26	BTC	Buy	64224.2→64872.8	+4.57	timeout
06-14 19:20	BTC	Buy	64154.2→63821.8	-3.11	timeout
06-14 18:16	BTC	Buy	64080.2→63712.8	-3.42	timeout
06-14 17:13	BTC	Buy	63941.2→63933.8	-0.58	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 21:10	BTC	Buy	63552.2→64272.8	+5.20	timeout
06-13 18:27	BTC	Buy	63729.2→64143.8	+2.79	timeout
06-13 17:28	BTC	Buy	63740.2→64031.8	+1.83	timeout
06-13 16:25	BTC	Buy	63839.2→63984.8	+0.72	timeout
06-12 20:03	BTC	Buy	63616.2→63592.8	-0.63	timeout
06-12 18:58	BTC	Buy	63512.2→63679.8	+0.85	timeout
06-12 17:53	BTC	Buy	63477.2→63843.8	+2.43	timeout
06-12 16:52	BTC	Buy	62589.1→63936.8	+10.27	timeout
06-12 15:49	BTC	Buy	62638.1→63677.8	+7.76	timeout
06-11 19:57	BTC	Buy	61977.1→63605.8	+12.56	timeout
06-11 18:54	BTC	Buy	61821.1→63498.8	+12.99	timeout
06-11 17:49	BTC	Buy	61973.1→63405.8	+11.02	timeout
06-11 16:44	BTC	Buy	62217.1→62638.9	+2.84	timeout
06-11 15:40	BTC	Buy	62240.1→62825.9	+4.16	timeout
06-10 18:15	BTC	Buy	61713.1→61959.9	+1.51	timeout
06-10 17:15	BTC	Buy	61586.1→62046.9	+3.24	timeout
06-10 16:18	BTC	Buy	61007.1→62296.9	+10.08	timeout
06-10 15:20	BTC	Buy	61554.1→62096.9	+3.91	timeout
06-10 14:34	BTC	Buy	61583.1→61927.9	+2.32	timeout
06-09 14:47	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-09 14:36	BTC	Buy	62911.1→61362.2	-12.77	stop_loss
06-09 14:29	BTC	Buy	63071.2→61516.1	-12.79	stop_loss
06-09 14:17	BTC	Buy	63373.2→61802	-12.86	stop_loss
06-09 14:11	BTC	Buy	63585.2→62020.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

149

closed

49%

win rate

-347.30

total pnl ($)

-46.4 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	149	49%	-46.4	-347.30

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:19	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…