deribit_basis_crossover_fear_gate_long_v2 · strategy

149

closed trades

44%

win rate

-407.22

total pnl ($)

0.872

weight

7d window — n=26 wr=58% pnl=-40.88 · 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 20:39	BTC	Buy	59677→60407	+5.52	timeout
06-29 19:30	BTC	Buy	59523→60431	+7.03	timeout
06-29 18:32	BTC	Buy	59644→60302	+4.92	timeout
06-29 17:21	BTC	Buy	59596→60418	+6.30	timeout
06-28 19:17	BTC	Buy	60553→59437	-9.64	timeout
06-28 18:13	BTC	Buy	60520→59631	-7.76	timeout
06-28 17:08	BTC	Buy	60538→59773	-6.75	timeout
06-28 16:01	BTC	Buy	60790→59865	-8.09	timeout
06-27 18:55	BTC	Buy	59594→60538	+7.49	timeout
06-27 17:56	BTC	Buy	59943→60568	+4.77	timeout
06-27 16:53	BTC	Buy	59993→60780	+6.10	timeout
06-27 15:53	BTC	Buy	60160→60731	+4.15	timeout
06-26 17:56	BTC	Buy	59543→59928	+2.70	timeout
06-26 16:52	BTC	Buy	59259→59997	+5.67	timeout
06-26 15:47	BTC	Buy	59305→60268	+7.66	timeout
06-26 14:44	BTC	Buy	59488→59552	+0.04	timeout
06-25 13:58	BTC	Buy	59562→58096	-12.69	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:51	BTC	Buy	60670→59172.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60826→59325.4	-12.75	stop_loss
06-24 14:19	BTC	Buy	62440.1→60887.5	-12.88	stop_loss
06-24 14:13	BTC	Buy	62644.1→61101.4	-12.76	stop_loss
06-24 12:13	BTC	Buy	62386.1→62838.9	+3.17	timeout
06-24 11:13	BTC	Buy	62349.1→62376.9	-0.26	timeout
06-24 10:11	BTC	Buy	62434.1→62569.9	+0.57	timeout
06-24 09:10	BTC	Buy	62378.1→62696.9	+2.05	timeout
06-23 06:21	BTC	Buy	64329.2→62747.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64400.2→62812.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64447.2→62862.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64608.2→63013.3	-12.81	stop_loss
06-22 21:42	BTC	Buy	63853.2→64197.8	+2.24	timeout
06-22 20:41	BTC	Buy	63939.2→64471.8	+3.69	timeout
06-22 18:39	BTC	Buy	64178.2→64532.8	+2.25	timeout
06-22 17:35	BTC	Buy	64049.2→64431.8	+2.51	timeout
06-21 21:33	BTC	Buy	63912.2→63735.8	-1.83	timeout
06-21 20:33	BTC	Buy	63836.2→64036.8	+1.12	timeout
06-21 18:25	BTC	Buy	63845.2→63986.8	+0.72	timeout
06-21 17:20	BTC	Buy	63892.2→64136.8	+1.53	timeout
06-20 21:26	BTC	Buy	63166.2→63934.8	+5.64	timeout
06-20 20:26	BTC	Buy	63023.2→63914.8	+6.66	timeout
06-20 17:57	BTC	Buy	63177.2→63814.8	+4.58	timeout
06-20 16:57	BTC	Buy	62975.1→63964.8	+7.35	timeout
06-19 19:31	BTC	Buy	62781.1→62964.9	+0.98	timeout
06-19 18:28	BTC	Buy	62924.1→63094.8	+0.89	timeout
06-19 17:21	BTC	Buy	62564.1→63058.8	+3.51	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.22	timeout
06-18 15:56	BTC	Buy	63952.2→62379.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64257.2→62676.5	-12.72	stop_loss
06-18 15:38	BTC	Buy	64423.2→62837.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64438.2→62852.4	-12.73	stop_loss
06-18 05:05	BTC	Buy	65258.3→63643	-12.84	stop_loss
06-17 19:29	BTC	Buy	65955.3→64330.6	-12.77	stop_loss
06-17 19:29	BTC	Buy	65960.3→64338.6	-12.75	stop_loss
06-17 18:29	BTC	Buy	65890.3→65346.7	-4.68	timeout
06-17 16:21	BTC	Buy	65765.3→65877.7	+0.44	timeout
06-17 15:18	BTC	Buy	65813.3→65230.7	-4.88	timeout
06-17 14:15	BTC	Buy	66015.3→65409.7	-5.06	timeout
06-16 17:26	BTC	Buy	66840.3→65726.7	-8.87	timeout
06-16 15:25	BTC	Buy	66653.3→65802.7	-6.91	timeout
06-16 14:23	BTC	Buy	67163.4→65511	-12.83	stop_loss
06-16 14:03	BTC	Buy	66343.3→66148.7	-2.00	timeout
06-15 13:19	BTC	Buy	64000.2→66811.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63828.2→66630.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63769.2→66569.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63753.2→66551.7	+21.51	take_profit
06-14 20:31	BTC	Buy	64232.2→63902.8	-3.06	timeout
06-14 19:28	BTC	Buy	64141.2→63779.8	-3.33	timeout
06-14 18:27	BTC	Buy	64165.2→63702.8	-4.15	timeout
06-14 17:24	BTC	Buy	64020.2→63915.8	-1.33	timeout
06-13 20:12	BTC	Buy	63561.2→64252.8	+4.99	timeout
06-13 19:05	BTC	Buy	63720.2→64156.8	+2.97	timeout
06-13 18:03	BTC	Buy	63877.2→63988.8	+0.41	timeout
06-13 17:01	BTC	Buy	63980.2→63975.8	-0.49	timeout
06-12 19:18	BTC	Buy	63653.2→63677.8	-0.27	timeout
06-12 18:12	BTC	Buy	63446.2→63896.8	+3.09	timeout
06-12 17:07	BTC	Buy	62462.1→64010.8	+11.90	timeout
06-12 16:06	BTC	Buy	62775.1→63677.8	+6.66	timeout
06-11 18:43	BTC	Buy	61746.1→63512.8	+13.73	timeout
06-11 17:38	BTC	Buy	61745.1→63195.8	+11.21	timeout
06-11 16:38	BTC	Buy	62340.1→62716.9	+2.48	timeout
06-11 15:39	BTC	Buy	62237.1→62798.9	+3.97	timeout
06-10 17:41	BTC	Buy	61780.1→61660.9	-1.46	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.41	timeout
06-10 15:37	BTC	Buy	61261.1→62310.9	+8.06	timeout
06-10 14:44	BTC	Buy	61330.1→61991.9	+4.91	timeout
06-09 15:55	BTC	Buy	62625.1→61082.4	-12.77	stop_loss
06-09 14:18	BTC	Buy	63317.2→61755	-12.79	stop_loss
06-09 14:16	BTC	Buy	63431.2→61869	-12.77	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.75	stop_loss
06-09 08:41	BTC	Buy	63093.2→62929.9	-1.74	timeout
06-08 22:13	BTC	Buy	62464.1→63311.8	+6.30	timeout
06-08 21:08	BTC	Buy	61752.1→63703.8	+15.31	timeout
06-08 17:53	BTC	Buy	62134.1→63497.8	+10.42	timeout
06-08 08:34	BTC	Buy	62462.1→63098.8	+4.55	timeout
06-07 21:04	BTC	Buy	60693→61708.9	+7.94	timeout
06-07 20:02	BTC	Buy	60542→61297.9	+5.84	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 04:18	BTC	Buy	60161→61599.9	+11.51	timeout
06-06 19:59	BTC	Buy	60365→60572	+1.33	timeout
06-06 18:58	BTC	Buy	59482→60660	+9.51	timeout

Paper vs Live

Paper (trades.jsonl)

149

closed

44%

win rate

-407.22

total pnl ($)

-54.1 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	44%	-54.1	-407.22

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…