deribit_basis_crossover_fear_gate_long_v18 · strategy

154

closed trades

45%

win rate

-416.76

total pnl ($)

0.524

weight

7d window — n=41 wr=56% pnl=-114.29 · 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 03:25	BTC	Buy	60281→60233	-0.84	timeout
06-27 20:09	BTC	Buy	59672→60245	+4.41	timeout
06-27 19:06	BTC	Buy	59663→60566	+7.14	timeout
06-27 18:06	BTC	Buy	60101→60444	+2.42	timeout
06-27 17:03	BTC	Buy	60096→60487	+2.78	timeout
06-27 02:34	BTC	Buy	58794.9→60239	+11.81	timeout
06-26 19:08	BTC	Buy	59287→59808	+3.83	timeout
06-26 18:08	BTC	Buy	59595→60049	+3.27	timeout
06-26 17:07	BTC	Buy	59135→60082	+7.44	timeout
06-26 15:59	BTC	Buy	59564→60265	+5.33	timeout
06-26 02:13	BTC	Buy	60255→58765.7	-12.79	stop_loss
06-25 18:02	BTC	Buy	59344→59662	+2.26	timeout
06-25 13:57	BTC	Buy	59740→58267.9	-12.71	stop_loss
06-25 13:55	BTC	Buy	59886→58392.9	-12.85	stop_loss
06-25 13:48	BTC	Buy	60916→59417.3	-12.72	stop_loss
06-25 13:46	BTC	Buy	61080.1→59572.2	-12.76	stop_loss
06-24 16:51	BTC	Buy	61075.1→59558.2	-12.85	stop_loss
06-24 14:20	BTC	Buy	62363.1→60828.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62578.1→61023.4	-12.87	stop_loss
06-24 14:02	BTC	Buy	62696.1→61149.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62755.1→61211.3	-12.75	stop_loss
06-24 12:51	BTC	Buy	62251.1→62627.9	+2.57	timeout
06-24 11:51	BTC	Buy	62407.1→62964.9	+4.01	timeout
06-24 10:52	BTC	Buy	62227.1→62458.9	+1.37	timeout
06-24 09:50	BTC	Buy	62351.1→62647.9	+1.85	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.04	timeout
06-23 08:20	BTC	Buy	63894.2→62322.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	63961.2→62369.7	-12.91	stop_loss
06-23 08:17	BTC	Buy	64042.2→62467.6	-12.75	stop_loss
06-23 06:22	BTC	Buy	64093.2→62515.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64340.2→62755.5	-12.78	stop_loss
06-22 22:31	BTC	Buy	63590.2→63974.8	+2.57	timeout
06-22 21:32	BTC	Buy	63702.2→64265.8	+3.96	timeout
06-22 20:30	BTC	Buy	64096.2→64399.8	+1.89	timeout
06-22 19:10	BTC	Buy	64143.2→64296.8	+0.70	timeout
06-22 18:09	BTC	Buy	63973.2→64637.8	+4.70	timeout
06-21 22:10	BTC	Buy	64004.2→63602.8	-3.58	timeout
06-21 21:06	BTC	Buy	63921.2→63768.8	-1.65	timeout
06-21 20:03	BTC	Buy	63903.2→64144.8	+1.45	timeout
06-21 19:01	BTC	Buy	63801.2→64199.8	+2.72	timeout
06-21 17:58	BTC	Buy	63826.2→64134.8	+2.05	timeout
06-20 21:15	BTC	Buy	63240.2→63954.8	+5.21	timeout
06-20 20:12	BTC	Buy	63048.2→63934.8	+6.62	timeout
06-20 19:06	BTC	Buy	63058.2→63804.8	+5.48	timeout
06-20 18:03	BTC	Buy	63123.2→63877.8	+5.51	timeout
06-20 17:02	BTC	Buy	62942.1→63915.8	+7.25	timeout
06-19 21:08	BTC	Buy	63101.2→63178.8	+0.12	timeout
06-19 20:06	BTC	Buy	63103.2→63024.8	-1.10	timeout
06-19 19:04	BTC	Buy	62675.1→63066.8	+2.65	timeout
06-19 18:01	BTC	Buy	62579.1→63145.8	+4.08	timeout
06-19 16:57	BTC	Buy	62706.1→62996.8	+1.89	timeout
06-18 15:57	BTC	Buy	63829.2→62254.7	-12.62	stop_loss
06-18 15:57	BTC	Buy	63875.2→62293.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64162.2→62584.6	-12.71	stop_loss
06-18 15:40	BTC	Buy	64344.2→62758.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64366.2→62782.5	-12.73	stop_loss
06-18 05:05	BTC	Buy	65247.3→63643	-12.76	stop_loss
06-18 04:11	BTC	Buy	65379.3→63743.9	-12.97	stop_loss
06-17 19:42	BTC	Buy	65711.3→64092.7	-12.77	stop_loss
06-17 19:42	BTC	Buy	65705.3→64085.7	-12.80	stop_loss
06-17 19:29	BTC	Buy	65903.3→64254.6	-12.96	stop_loss
06-17 17:29	BTC	Buy	65733.3→65940.7	+1.06	timeout
06-17 16:26	BTC	Buy	65728.3→66059.7	+2.11	timeout
06-17 15:23	BTC	Buy	65772.3→65291.7	-4.11	timeout
06-17 14:21	BTC	Buy	65677.3→65187.7	-4.19	timeout
06-16 21:45	BTC	Buy	66408.3→65680.7	-6.02	timeout
06-16 15:42	BTC	Buy	66862.3→65847.7	-8.11	timeout
06-16 14:33	BTC	Buy	66518.3→65329.7	-9.47	timeout
06-16 14:23	BTC	Buy	67150.4→65499	-12.82	stop_loss
06-16 13:38	BTC	Buy	66727.3→66027.7	-5.77	timeout
06-15 21:28	BTC	Buy	64696.2→66397.7	+12.64	timeout
06-15 13:16	BTC	Buy	63954.2→66761.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63905.2→66713.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63788.2→66589.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63681.2→66495.7	+21.66	take_profit
06-14 20:35	BTC	Buy	64231.2→64047.8	-1.92	timeout
06-14 19:34	BTC	Buy	64164.2→63805.8	-3.30	timeout
06-14 18:32	BTC	Buy	64156.2→63701.8	-4.09	timeout
06-14 17:29	BTC	Buy	64061.2→63875.8	-1.97	timeout
06-14 16:28	BTC	Buy	64024.2→64104.8	+0.13	timeout
06-13 20:18	BTC	Buy	63507.2→64256.8	+5.45	timeout
06-13 19:11	BTC	Buy	63650.2→64145.8	+3.44	timeout
06-13 18:08	BTC	Buy	63720.2→64046.8	+2.09	timeout
06-13 17:07	BTC	Buy	64017.2→63984.8	-0.71	timeout
06-13 16:04	BTC	Buy	63669.2→64084.8	+2.83	timeout
06-12 20:06	BTC	Buy	63604.2→63629.8	-0.25	timeout
06-12 19:01	BTC	Buy	63503.2→63668.8	+0.83	timeout
06-12 17:57	BTC	Buy	63457.2→63817.8	+2.38	timeout
06-12 16:57	BTC	Buy	62562.1→63900.8	+10.21	timeout
06-12 15:54	BTC	Buy	62565.1→63800.8	+9.35	timeout
06-11 19:25	BTC	Buy	61807.1→63616.8	+14.06	timeout
06-11 18:18	BTC	Buy	61889.1→63484.8	+12.31	timeout
06-11 17:15	BTC	Buy	62052.1→62427.9	+2.49	timeout
06-11 16:11	BTC	Buy	62341.1→62705.9	+2.37	timeout
06-11 15:07	BTC	Buy	61941.1→62664.9	+5.30	timeout
06-10 18:35	BTC	Buy	61727.1→61813.9	+0.21	timeout
06-10 17:33	BTC	Buy	61790.1→61784.9	-0.53	timeout
06-10 16:30	BTC	Buy	61013.1→62248.9	+9.59	timeout
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.65	timeout
06-10 14:30	BTC	Buy	61575.1→61995.9	+2.94	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

45%

win rate

-416.76

total pnl ($)

-53.8 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%	-53.8	-416.76

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…