deribit_basis_crossover_fear_gate_v2 · strategy

164

closed trades

46%

win rate

-431.33

total pnl ($)

0.724

weight

7d window — n=36 wr=58% pnl=-82.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:46	BTC	Buy	59619→60246	+4.87	timeout
06-27 19:39	BTC	Buy	59866→60116	+1.69	timeout
06-27 18:37	BTC	Buy	59781→60525	+5.79	timeout
06-27 17:31	BTC	Buy	60122→60491	+2.62	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.98	timeout
06-26 18:52	BTC	Buy	59457→59637	+0.94	timeout
06-26 17:55	BTC	Buy	59574→60002	+3.03	timeout
06-26 16:51	BTC	Buy	59326→60058	+5.62	timeout
06-26 15:46	BTC	Buy	59308→60252	+7.42	timeout
06-26 14:50	BTC	Buy	59512→59763	+1.61	timeout
06-25 13:58	BTC	Buy	59674→58205	-12.68	stop_loss
06-25 13:57	BTC	Buy	59686→58218	-12.67	stop_loss
06-25 13:51	BTC	Buy	60658→59159.4	-12.74	stop_loss
06-25 13:51	BTC	Buy	60677→59184.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60961→59452.3	-12.77	stop_loss
06-24 14:13	BTC	Buy	62671.1→61128.4	-12.75	stop_loss
06-24 13:16	BTC	Buy	62125.1→62024.9	-1.26	timeout
06-24 12:15	BTC	Buy	62399.1→62808.9	+2.83	timeout
06-24 11:14	BTC	Buy	62360.1→62354.9	-0.51	timeout
06-24 10:11	BTC	Buy	62434.1→62569.9	+0.58	timeout
06-24 09:10	BTC	Buy	62339.1→62695.9	+2.34	timeout
06-23 08:17	BTC	Buy	63904.2→62332.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64182.2→62603.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64345.2→62762.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64407.2→62816.4	-12.81	stop_loss
06-23 06:18	BTC	Buy	64575.2→62983.3	-12.79	stop_loss
06-22 22:03	BTC	Buy	63759.2→64370.8	+4.35	timeout
06-22 21:00	BTC	Buy	63834.2→64421.8	+4.14	timeout
06-22 20:01	BTC	Buy	64179.2→64519.8	+2.17	timeout
06-22 18:58	BTC	Buy	64134.2→64329.8	+1.02	timeout
06-22 17:53	BTC	Buy	64147.2→64575.8	+2.83	timeout
06-21 21:56	BTC	Buy	63997.2→63751.8	-2.37	timeout
06-21 20:51	BTC	Buy	63881.2→63679.8	-2.03	timeout
06-21 19:47	BTC	Buy	63914.2→64144.8	+1.37	timeout
06-21 18:46	BTC	Buy	63809.2→64112.8	+1.98	timeout
06-21 17:43	BTC	Buy	63842.2→64085.8	+1.54	timeout
06-20 21:11	BTC	Buy	63231.2→63915.8	+4.97	timeout
06-20 20:09	BTC	Buy	63049.2→63931.8	+6.58	timeout
06-20 19:03	BTC	Buy	63037.2→63789.8	+5.53	timeout
06-20 17:58	BTC	Buy	63195.2→63819.8	+4.48	timeout
06-20 16:51	BTC	Buy	63106.2→64005.8	+6.64	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.22	timeout
06-19 19:15	BTC	Buy	62642.1→63031.8	+2.64	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-19 16:41	BTC	Buy	62660.1→63255.8	+4.32	timeout
06-18 15:51	BTC	Buy	64169.2→62591.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64225.2→62639.5	-12.54	stop_loss
06-18 15:40	BTC	Buy	64231.2→62650.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64430.2→62842.4	-12.54	stop_loss
06-18 15:37	BTC	Buy	64509.2→62874.4	-12.90	stop_loss
06-17 19:50	BTC	Buy	65664.3→64040.8	-12.81	stop_loss
06-17 19:40	BTC	Buy	65799.3→64175.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65883.3→64250.6	-12.85	stop_loss
06-17 19:29	BTC	Buy	65945.3→64323.6	-12.75	stop_loss
06-17 15:17	BTC	Buy	65839.3→65217.7	-5.12	timeout
06-17 01:46	BTC	Buy	66333.3→65775.7	-4.68	timeout
06-17 00:39	BTC	Buy	66352.3→65772.7	-4.86	timeout
06-16 23:34	BTC	Buy	66200.3→65718.7	-4.14	timeout
06-16 22:34	BTC	Buy	66232.3→65695.7	-4.59	timeout
06-16 14:08	BTC	Buy	66372.3→66063.7	-2.86	timeout
06-16 00:46	BTC	Buy	65488.3→66385.7	+6.41	timeout
06-15 23:43	BTC	Buy	65578.3→66191.7	+4.30	timeout
06-15 22:35	BTC	Buy	65278.3→66194.7	+6.52	timeout
06-15 21:29	BTC	Buy	64639.2→66356.7	+12.78	timeout
06-15 13:16	BTC	Buy	63905.2→66713.7	+21.54	take_profit
06-14 23:47	BTC	Buy	64411.2→65596.7	+8.77	timeout
06-14 22:46	BTC	Buy	64496.2→65417.7	+6.65	timeout
06-14 21:44	BTC	Buy	64563.2→65261.7	+4.91	timeout
06-14 20:39	BTC	Buy	64225.2→63997.8	-2.25	timeout
06-14 19:39	BTC	Buy	64233.2→63791.8	-3.93	timeout
06-13 23:31	BTC	Buy	63456.2→64425.8	+7.17	timeout
06-13 22:23	BTC	Buy	63602.2→64423.8	+5.98	timeout
06-13 21:19	BTC	Buy	63590.2→64228.8	+4.55	timeout
06-13 19:58	BTC	Buy	63598.2→64287.8	+4.97	timeout
06-13 18:59	BTC	Buy	63678.2→64121.8	+3.03	timeout
06-12 21:18	BTC	Buy	63495.2→63602.8	+0.35	timeout
06-12 20:15	BTC	Buy	63509.2→63601.8	+0.26	timeout
06-12 19:09	BTC	Buy	63398.2→63696.8	+1.90	timeout
06-12 18:06	BTC	Buy	63393.2→63781.8	+2.60	timeout
06-12 17:06	BTC	Buy	62469.1→64037.8	+12.09	timeout
06-11 20:04	BTC	Buy	61846.1→63599.8	+13.60	timeout
06-11 18:56	BTC	Buy	61736.1→63463.8	+13.41	timeout
06-11 17:51	BTC	Buy	61900.1→63504.8	+12.41	timeout
06-11 16:52	BTC	Buy	62047.1→62584.9	+3.82	timeout
06-11 15:48	BTC	Buy	62260.1→62607.9	+2.21	timeout
06-10 18:52	BTC	Buy	61718.1→61712.9	-0.55	timeout
06-10 17:48	BTC	Buy	61584.1→61971.9	+2.66	timeout
06-10 16:47	BTC	Buy	61396.1→61971.9	+4.17	timeout
06-10 15:44	BTC	Buy	61289.1→62369.9	+8.34	timeout
06-10 14:47	BTC	Buy	61224.1→61944.9	+5.40	timeout
06-09 15:56	BTC	Buy	62553.1→61011.4	-12.78	stop_loss
06-09 15:55	BTC	Buy	62611.1→61071.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.75	stop_loss
06-09 14:16	BTC	Buy	63427.2→61866	-12.76	stop_loss
06-09 14:04	BTC	Buy	63643.2→62072.8	-12.79	stop_loss
06-09 12:12	BTC	Buy	63004.2→62724.9	-2.61	timeout
06-09 11:08	BTC	Buy	63165.2→62633.9	-4.60	timeout
06-09 09:02	BTC	Buy	63170.2→62813.9	-3.27	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

46%

win rate

-431.33

total pnl ($)

-52.4 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	164	46%	-52.4	-431.33

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…