deribit_basis_crossover_fear_gate_long_v19 · strategy

163

closed trades

44%

win rate

-473.63

total pnl ($)

0.398

weight

7d window — n=37 wr=46% pnl=-124.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59767→58296.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59876→58396.9	-12.79	stop_loss
06-30 12:25	BTC	Buy	60237→58722.7	-13.01	stop_loss
06-30 12:24	BTC	Buy	60287→58804.6	-12.73	stop_loss
06-30 12:23	BTC	Buy	60335→58851.6	-12.73	stop_loss
06-29 23:14	BTC	Buy	59300→60309	+8.09	timeout
06-29 22:14	BTC	Buy	59632→60407	+6.04	timeout
06-29 21:09	BTC	Buy	59667→60294	+4.65	timeout
06-29 20:00	BTC	Buy	59457→60438	+7.65	timeout
06-29 18:51	BTC	Buy	59499→60209	+5.37	timeout
06-28 21:07	BTC	Buy	60333→59663	-6.01	timeout
06-28 20:06	BTC	Buy	60231→59494	-6.54	timeout
06-28 19:02	BTC	Buy	60562→59541	-8.87	timeout
06-28 17:58	BTC	Buy	60548→59575	-8.45	timeout
06-28 16:53	BTC	Buy	60781→59619	-9.98	timeout
06-27 20:30	BTC	Buy	59716→60231	+3.92	timeout
06-27 19:26	BTC	Buy	59912→60252	+2.43	timeout
06-27 18:28	BTC	Buy	59870→60456	+4.46	timeout
06-27 17:25	BTC	Buy	60076→60542	+3.42	timeout
06-27 16:26	BTC	Buy	59978→60684	+5.47	timeout
06-26 18:52	BTC	Buy	59536→59626	+0.19	timeout
06-26 17:54	BTC	Buy	59562→59938	+2.60	timeout
06-26 16:48	BTC	Buy	59279→60065	+6.08	timeout
06-26 15:38	BTC	Buy	59319→60344	+8.10	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 13:58	BTC	Buy	59670→58200	-12.69	stop_loss
06-25 13:57	BTC	Buy	59706→58237	-12.67	stop_loss
06-25 13:57	BTC	Buy	59779→58300.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60818→59315.4	-12.74	stop_loss
06-25 13:46	BTC	Buy	61058.1→59556.2	-12.70	stop_loss
06-24 14:17	BTC	Buy	62568.1→61027.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62650.1→61106.4	-12.77	stop_loss
06-24 13:37	BTC	Buy	62290.1→61910.9	-3.49	timeout
06-24 12:36	BTC	Buy	62362.1→62786.9	+2.95	timeout
06-24 11:30	BTC	Buy	62536.1→62385.9	-1.67	timeout
06-24 10:19	BTC	Buy	62418.1→62507.9	+0.21	timeout
06-24 09:15	BTC	Buy	62431.1→62737.9	+1.93	timeout
06-23 08:17	BTC	Buy	64000.2→62421.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64329.2→62743.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64405.2→62819.4	-12.77	stop_loss
06-23 00:26	BTC	Buy	63623.2→63848.8	+1.35	timeout
06-22 23:26	BTC	Buy	63716.2→64003.8	+1.89	timeout
06-22 22:26	BTC	Buy	63700.2→64191.8	+3.40	timeout
06-22 19:24	BTC	Buy	64178.2→64375.8	+1.05	timeout
06-22 18:21	BTC	Buy	63980.2→64628.8	+4.56	timeout
06-22 00:15	BTC	Buy	64229.2→63497.8	-6.14	timeout
06-21 23:12	BTC	Buy	64242.2→63702.8	-4.63	timeout
06-21 22:11	BTC	Buy	63995.2→63582.8	-3.66	timeout
06-21 18:10	BTC	Buy	63854.2→63956.8	+0.42	timeout
06-21 17:05	BTC	Buy	63914.2→64163.8	+1.57	timeout
06-21 00:01	BTC	Buy	63546.2→64247.8	+5.06	timeout
06-20 22:57	BTC	Buy	63306.2→64278.8	+7.22	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 17:57	BTC	Buy	63156.2→63842.8	+4.98	timeout
06-20 16:50	BTC	Buy	63132.2→63987.8	+6.29	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 19:20	BTC	Buy	62663.1→62994.9	+2.17	timeout
06-19 18:16	BTC	Buy	62692.1→63127.8	+3.02	timeout
06-19 17:13	BTC	Buy	62466.1→62940.9	+3.35	timeout
06-19 16:35	BTC	Buy	62620.1→63241.8	+4.53	timeout
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64319.2→62737.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:38	BTC	Buy	64402.2→62808.4	-12.59	stop_loss
06-18 15:37	BTC	Buy	64566.2→62973.3	-12.57	stop_loss
06-17 19:42	BTC	Buy	65725.3→64108.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65773.3→64146.7	-12.82	stop_loss
06-17 19:39	BTC	Buy	65843.3→64220.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65915.3→64267.6	-12.95	stop_loss
06-17 19:29	BTC	Buy	66042.3→64414.6	-12.77	stop_loss
06-17 16:48	BTC	Buy	65755.3→65973.7	+1.12	timeout
06-17 15:44	BTC	Buy	65815.3→65426.7	-3.39	timeout
06-17 05:02	BTC	Buy	65851.3→65862.7	-0.40	timeout
06-17 00:41	BTC	Buy	66394.3→65793.7	-5.04	timeout
06-16 23:32	BTC	Buy	66169.3→65697.7	-4.09	timeout
06-16 15:07	BTC	Buy	66607.3→65764.7	-6.72	timeout
06-16 14:09	BTC	Buy	66331.3→66033.7	-2.78	timeout
06-16 03:20	BTC	Buy	67252.4→65598.9	-12.72	stop_loss
06-15 23:12	BTC	Buy	65550.3→66232.7	+4.71	timeout
06-15 22:06	BTC	Buy	65176.3→66397.7	+8.88	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 12:55	BTC	Buy	63776.2→66581.7	+21.56	take_profit
06-14 22:43	BTC	Buy	64486.2→65364.7	+6.32	timeout
06-14 21:42	BTC	Buy	64684.2→65232.7	+3.75	timeout
06-14 20:37	BTC	Buy	64225.2→64009.8	-2.16	timeout
06-14 19:35	BTC	Buy	64129.2→63801.8	-3.06	timeout
06-14 18:33	BTC	Buy	64154.2→63726.8	-3.87	timeout
06-13 21:36	BTC	Buy	63525.2→64267.8	+5.37	timeout
06-13 20:33	BTC	Buy	63513.2→64222.8	+5.13	timeout
06-13 19:26	BTC	Buy	63753.2→64155.8	+2.70	timeout
06-13 18:30	BTC	Buy	63765.2→64172.8	+2.73	timeout
06-13 17:29	BTC	Buy	63804.2→64059.8	+1.54	timeout
06-12 20:35	BTC	Buy	63343.2→63494.8	+0.73	timeout
06-12 19:30	BTC	Buy	63882.2→63666.8	-2.15	timeout
06-12 18:25	BTC	Buy	63369.2→63701.8	+2.17	timeout
06-12 17:19	BTC	Buy	62380.1→63835.8	+11.18	timeout
06-12 16:20	BTC	Buy	62786.1→63801.8	+7.60	timeout
06-11 19:45	BTC	Buy	62009.1→63642.8	+12.60	timeout
06-11 18:24	BTC	Buy	61918.1→63369.8	+11.16	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

44%

win rate

-473.63

total pnl ($)

-58.0 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	163	44%	-58.0	-473.63

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…