deribit_basis_crossover_fear_gate_long_v8 · strategy

closed trades

47%

win rate

-191.53

total pnl ($)

0.839

weight

7d window — n=13 wr=46% pnl=-58.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 64 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 03:35	BTC	Buy	59999→59731	-2.61	timeout
06-29 21:18	BTC	Buy	59635→60314	+5.09	timeout
06-29 02:12	BTC	Buy	60258→59138	-9.78	timeout
06-28 20:13	BTC	Buy	60254→59591	-5.93	timeout
06-28 01:57	BTC	Buy	59918→60199	+1.87	timeout
06-27 19:57	BTC	Buy	59812→60135	+2.30	timeout
06-27 01:45	BTC	Buy	59246→59937	+5.38	timeout
06-26 19:37	BTC	Buy	59316→59933	+4.63	timeout
06-25 13:55	BTC	Buy	60287→58442.8	-15.68	stop_loss
06-25 13:51	BTC	Buy	61062.1→59194.4	-15.70	stop_loss
06-24 15:43	BTC	Buy	62283.1→60582	-14.03	timeout
06-24 15:30	BTC	Buy	62681.1→60763.6	-15.73	stop_loss
06-24 09:40	BTC	Buy	62397.1→62640.9	+1.43	timeout
06-23 08:27	BTC	Buy	63969.2→62009.9	-15.75	stop_loss
06-23 08:24	BTC	Buy	64094.2→62127.8	-15.74	stop_loss
06-23 03:30	BTC	Buy	64305.2→64015.8	-2.70	timeout
06-22 09:17	BTC	Buy	63963.2→64162.8	+1.03	timeout
06-22 03:16	BTC	Buy	64298.2→64107.8	-2.01	timeout
06-21 09:08	BTC	Buy	63463.2→63938.8	+3.15	timeout
06-21 03:08	BTC	Buy	63345.2→64229.8	+6.53	timeout
06-20 03:27	BTC	Buy	62816.1→63410.8	+4.29	timeout
06-19 21:11	BTC	Buy	63046.2→63224.8	+0.91	timeout
06-18 15:55	BTC	Buy	64372.2→62400.7	-15.48	stop_loss
06-18 15:53	BTC	Buy	64460.2→62486.6	-15.56	stop_loss
06-18 02:43	BTC	Buy	65843.3→64707.8	-9.10	timeout
06-17 20:42	BTC	Buy	65816.3→64317.8	-11.82	timeout
06-17 02:23	BTC	Buy	66028.3→66084.7	-0.04	timeout
06-16 20:18	BTC	Buy	66491.3→65743.7	-6.17	timeout
06-16 02:13	BTC	Buy	65621.3→66069.7	+2.97	timeout
06-15 15:46	BTC	Buy	63780.2→66964.7	+24.53	take_profit
06-15 01:33	BTC	Buy	64610.2→65447.7	+6.01	timeout
06-14 14:57	BTC	Buy	64216.2→63932.8	-2.67	timeout
06-13 20:45	BTC	Buy	63491.2→64221.8	+5.29	timeout
06-13 14:48	BTC	Buy	63473.2→64190.8	+5.16	timeout
06-12 14:52	BTC	Buy	62920.1→63571.8	+4.65	timeout
06-12 08:47	BTC	Buy	62896.1→63386.8	+3.36	timeout
06-11 14:28	BTC	Buy	62107.1→62897.9	+5.82	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.20	timeout
06-10 02:45	BTC	Buy	62629.1→62016.9	-5.23	timeout
06-09 15:57	BTC	Buy	62893.1→60969.4	-15.79	stop_loss
06-09 02:32	BTC	Buy	63039.2→62743.9	-2.77	timeout
06-08 20:49	BTC	Buy	61774.1→63386.8	+12.56	timeout
06-08 02:17	BTC	Buy	61296.1→63035.8	+13.68	timeout
06-07 20:16	BTC	Buy	60536→61478.9	+7.37	timeout
06-06 20:06	BTC	Buy	60083→60510	+3.17	timeout
06-06 14:21	BTC	Buy	60765→60945	+1.04	timeout
06-05 13:56	BTC	Buy	62818.1→60892.5	-15.78	stop_loss
06-05 06:17	BTC	Buy	63809.2→61851	-15.73	stop_loss
06-05 03:03	BTC	Buy	63516.2→62545.9	-8.03	timeout
06-03 23:24	BTC	Buy	66343.3→64312.6	-15.74	stop_loss
06-03 23:10	BTC	Buy	66373.3→64336.6	-15.80	stop_loss
06-02 14:23	BTC	Buy	70105.5→67956.6	-15.79	stop_loss
06-02 09:29	BTC	Buy	71486.6→69299.9	-15.86	stop_loss
06-02 01:34	BTC	Buy	73172.7→70929	-15.90	stop_loss
06-01 22:29	BTC	Buy	73794.7→71269.8	-17.70	stop_loss
05-31 23:51	BTC	Buy	73815.7→73686.3	-1.30	timeout
05-31 21:10	BTC	Buy	73953.7→73695.3	-2.21	timeout
05-31 09:51	BTC	Buy	73566.7→73952.3	+2.02	timeout
05-30 23:32	BTC	Buy	73341.7→73781.3	+2.44	timeout
05-30 12:56	BTC	Buy	73263.7→73642.3	+1.98	timeout
05-30 06:39	BTC	Buy	73638.7→73631.3	-0.54	timeout
05-29 23:47	BTC	Buy	73539.7→73386.3	-1.51	timeout
05-29 18:03	BTC	Buy	73602.7→73945.3	+1.76	timeout
05-29 11:23	BTC	Buy	73387.7→73613.3	+1.05	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-191.53

total pnl ($)

-59.4 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	64	47%	-59.4	-191.53

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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