deribit_basis_crossover_fear_gate_long_v17 · strategy

154

closed trades

45%

win rate

-446.68

total pnl ($)

0.276

weight

7d window — n=39 wr=44% pnl=-163.40 · 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 23:27	BTC	Buy	59965→59410	-5.19	timeout
06-28 22:27	BTC	Buy	60048→59246	-7.14	timeout
06-28 19:00	BTC	Buy	60530→59589	-8.20	timeout
06-28 17:56	BTC	Buy	60561→59578	-8.53	timeout
06-28 16:51	BTC	Buy	60791→59645	-9.85	timeout
06-27 20:28	BTC	Buy	59748→60228	+3.62	timeout
06-27 19:21	BTC	Buy	59921→60416	+3.72	timeout
06-27 18:19	BTC	Buy	59984→60498	+3.85	timeout
06-27 17:13	BTC	Buy	60161→60539	+2.67	timeout
06-27 16:12	BTC	Buy	60133→60731	+4.56	timeout
06-26 18:33	BTC	Buy	59517→59819	+1.97	timeout
06-26 17:37	BTC	Buy	59653→59958	+2.01	timeout
06-26 16:34	BTC	Buy	59361→60147	+6.06	timeout
06-26 15:29	BTC	Buy	59232→60141	+7.13	timeout
06-26 14:41	BTC	Buy	59564→59604	-0.17	timeout
06-25 13:59	BTC	Buy	59471→58007.1	-12.67	stop_loss
06-25 13:55	BTC	Buy	59894→58416.9	-12.70	stop_loss
06-25 13:51	BTC	Buy	60671→59178.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60825→59320.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60890→59368.3	-12.89	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62674.1→61129.4	-12.77	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-24 12:20	BTC	Buy	62383.1→62775.9	+2.69	timeout
06-24 11:12	BTC	Buy	62349.1→62374.9	-0.26	timeout
06-24 10:02	BTC	Buy	62490.1→62582.9	+0.24	timeout
06-24 08:59	BTC	Buy	62340.1→62777.9	+2.99	timeout
06-24 06:35	BTC	Buy	62872.1→62825.9	-0.87	timeout
06-23 08:17	BTC	Buy	63907.2→62333.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63972.2→62395.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64320.2→62729.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64381.2→62784.5	-12.86	stop_loss
06-23 06:18	BTC	Buy	64545.2→62953.4	-12.80	stop_loss
06-22 22:01	BTC	Buy	63629.2→64292.8	+4.76	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
06-22 17:51	BTC	Buy	64145.2→64496.8	+2.24	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
06-21 17:45	BTC	Buy	63842.2→64097.8	+1.63	timeout
06-21 16:45	BTC	Buy	63947.2→64069.8	+0.54	timeout
06-20 20:49	BTC	Buy	63156.2→63868.8	+5.22	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.74	timeout
06-20 17:34	BTC	Buy	63044.2→63966.8	+6.86	timeout
06-20 16:34	BTC	Buy	63266.2→63901.8	+4.50	timeout
06-19 19:52	BTC	Buy	62936.1→63068.8	+0.57	timeout
06-19 18:53	BTC	Buy	62750.1→62993.9	+1.47	timeout
06-19 17:51	BTC	Buy	62684.1→63159.8	+3.34	timeout
06-19 17:01	BTC	Buy	62581.1→62926.9	+2.32	timeout
06-19 16:23	BTC	Buy	62727.1→63266.8	+3.82	timeout
06-18 15:56	BTC	Buy	63962.2→62386.7	-12.63	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	-12.46	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.50	stop_loss
06-18 14:52	BTC	Buy	65204.3→63595	-12.76	stop_loss
06-18 04:11	BTC	Buy	65424.3→63814.9	-12.76	stop_loss
06-17 19:41	BTC	Buy	65743.3→64126.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65893.3→64258.6	-12.86	stop_loss
06-17 17:40	BTC	Buy	65710.3→65877.7	+0.72	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 14:29	BTC	Buy	65589.3→65192.7	-3.48	timeout
06-17 01:45	BTC	Buy	66340.3→65766.7	-4.80	timeout
06-16 15:31	BTC	Buy	66668.3→65825.7	-6.84	timeout
06-16 14:30	BTC	Buy	66472.3→65559.7	-7.40	timeout
06-16 14:23	BTC	Buy	67200.4→65543.9	-12.85	stop_loss
06-16 13:38	BTC	Buy	66703.3→66012.7	-5.71	timeout
06-16 00:32	BTC	Buy	65614.3→66322.7	+4.99	timeout
06-15 13:19	BTC	Buy	63999.2→66811.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63753.2→66551.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63724.2→66521.7	+21.52	take_profit
06-15 00:10	BTC	Buy	64401.2→65734.7	+9.89	timeout
06-14 20:44	BTC	Buy	64222.2→64024.8	-2.02	timeout
06-14 19:43	BTC	Buy	64248.2→63733.8	-4.51	timeout
06-14 18:42	BTC	Buy	64254.2→63752.8	-4.44	timeout
06-14 17:36	BTC	Buy	64103.2→63937.8	-1.81	timeout
06-13 21:02	BTC	Buy	63468.2→64280.8	+5.93	timeout
06-13 19:56	BTC	Buy	63615.2→64295.8	+4.90	timeout
06-13 18:55	BTC	Buy	63768.2→64078.8	+1.98	timeout
06-13 17:57	BTC	Buy	63802.2→63941.8	+0.63	timeout
06-13 16:55	BTC	Buy	63895.2→63976.8	+0.19	timeout
06-12 20:25	BTC	Buy	63458.2→63504.8	-0.10	timeout
06-12 19:20	BTC	Buy	63630.2→63681.8	-0.06	timeout
06-12 18:15	BTC	Buy	63465.2→63786.8	+2.07	timeout
06-12 17:10	BTC	Buy	62526.1→63952.8	+10.91	timeout
06-12 16:09	BTC	Buy	62722.1→63716.8	+7.39	timeout
06-11 19:29	BTC	Buy	61765.1→63606.8	+14.33	timeout
06-11 18:23	BTC	Buy	61920.1→63415.8	+11.52	timeout
06-11 17:20	BTC	Buy	62121.1→62384.9	+1.60	timeout
06-11 16:18	BTC	Buy	62292.1→62787.9	+3.41	timeout
06-11 15:17	BTC	Buy	61944.1→62666.9	+5.29	timeout
06-10 18:35	BTC	Buy	61738.1→61834.9	+0.29	timeout
06-10 17:33	BTC	Buy	61781.1→61731.9	-0.89	timeout
06-10 16:32	BTC	Buy	61095.1→62130.9	+7.92	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

45%

win rate

-446.68

total pnl ($)

-57.8 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	154	45%	-57.8	-446.68

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 23:21	BTC	Buy	circuit_breaker
06-28 20:05	BTC	Buy	circuit_breaker
06-28 18:53	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…