deribit_basis_crossover_fear_gate_v4 · strategy

149

closed trades

46%

win rate

-477.35

total pnl ($)

0.307

weight

7d window — n=33 wr=45% pnl=-151.14 · 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 17:35	BTC	Buy	60543→59454	-9.41	timeout
06-28 16:37	BTC	Buy	60698→59623	-9.28	timeout
06-28 05:43	BTC	Buy	60193→59903	-2.86	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.51	timeout
06-27 17:04	BTC	Buy	60110→60511	+2.86	timeout
06-27 16:02	BTC	Buy	60367→60773	+2.94	timeout
06-27 04:07	BTC	Buy	59882→60390	+3.80	timeout
06-26 17:28	BTC	Buy	59474→60165	+5.26	timeout
06-26 15:21	BTC	Buy	59170→59913	+5.74	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.10	timeout
06-26 02:24	BTC	Buy	59746→58276.9	-12.72	stop_loss
06-25 13:59	BTC	Buy	59555→58088	-12.68	stop_loss
06-25 13:57	BTC	Buy	59741→58267.9	-12.70	stop_loss
06-25 13:57	BTC	Buy	59842→58334.9	-12.96	stop_loss
06-25 13:53	BTC	Buy	60451→58963.6	-12.66	stop_loss
06-24 15:08	BTC	Buy	62336.1→60798.5	-12.77	stop_loss
06-24 14:19	BTC	Buy	62392.1→60841.5	-12.87	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62679.1→61137.4	-12.74	stop_loss
06-24 10:49	BTC	Buy	62288.1→62509.9	+1.31	timeout
06-24 09:42	BTC	Buy	62329.1→62616.9	+1.80	timeout
06-24 08:42	BTC	Buy	62411.1→62694.9	+1.75	timeout
06-24 07:16	BTC	Buy	62979.1→62757.9	-2.25	timeout
06-23 08:20	BTC	Buy	63878.2→62300.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64011.2→62435.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64342.2→62755.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64381.2→62785.5	-12.86	stop_loss
06-22 22:37	BTC	Buy	63584.2→63952.8	+2.44	timeout
06-22 20:34	BTC	Buy	64034.2→64421.8	+2.55	timeout
06-22 19:32	BTC	Buy	64191.2→64391.8	+1.07	timeout
06-22 18:29	BTC	Buy	64014.2→64555.8	+3.72	timeout
06-21 22:06	BTC	Buy	64006.2→63716.8	-2.70	timeout
06-21 20:00	BTC	Buy	63914.2→64170.8	+1.57	timeout
06-21 19:01	BTC	Buy	63790.2→64237.8	+3.10	timeout
06-21 18:00	BTC	Buy	63835.2→64119.8	+1.87	timeout
06-20 21:01	BTC	Buy	63191.2→63920.8	+5.33	timeout
06-20 19:03	BTC	Buy	63037.2→63791.8	+5.55	timeout
06-20 17:58	BTC	Buy	63199.2→63820.8	+4.46	timeout
06-20 16:52	BTC	Buy	63104.2→63994.8	+6.57	timeout
06-19 19:28	BTC	Buy	62752.1→62967.9	+1.24	timeout
06-19 18:26	BTC	Buy	62906.1→63113.8	+1.19	timeout
06-19 17:20	BTC	Buy	62557.1→63058.8	+3.56	timeout
06-19 16:25	BTC	Buy	62631.1→63287.8	+4.78	timeout
06-18 15:40	BTC	Buy	64187.2→62607.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64283.2→62702.5	-12.53	stop_loss
06-18 15:40	BTC	Buy	64290.2→62707.5	-12.52	stop_loss
06-18 14:41	BTC	Buy	65062.3→63943.8	-9.04	timeout
06-17 22:03	BTC	Buy	65509.3→63897.8	-12.74	stop_loss
06-17 19:44	BTC	Buy	65699.3→64079.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65965.3→64342.6	-12.75	stop_loss
06-17 15:46	BTC	Buy	65677.3→65501.7	-1.70	timeout
06-17 14:44	BTC	Buy	65642.3→65120.7	-4.43	timeout
06-17 13:40	BTC	Buy	66008.3→65168.7	-6.84	timeout
06-16 22:37	BTC	Buy	66228.3→65694.7	-4.57	timeout
06-16 15:11	BTC	Buy	66595.3→65821.7	-6.34	timeout
06-16 14:10	BTC	Buy	66339.3→66123.7	-2.16	timeout
06-16 13:09	BTC	Buy	66559.3→66175.7	-3.41	timeout
06-15 22:00	BTC	Buy	65291.3→66333.7	+7.48	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63835.2→66637.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63755.2→66562.7	+21.58	take_profit
06-14 21:18	BTC	Buy	64240.2→64561.8	+2.03	timeout
06-14 20:07	BTC	Buy	64223.2→63788.8	-3.88	timeout
06-14 19:05	BTC	Buy	64139.2→63794.8	-3.21	timeout
06-14 16:58	BTC	Buy	64002.2→63927.8	-1.07	timeout
06-13 20:28	BTC	Buy	63493.2→64225.8	+5.31	timeout
06-13 19:02	BTC	Buy	63677.2→64158.8	+3.33	timeout
06-13 18:02	BTC	Buy	63874.2→63989.8	+0.44	timeout
06-13 15:52	BTC	Buy	63758.2→64199.8	+2.99	timeout
06-12 19:20	BTC	Buy	63646.2→63727.8	+0.18	timeout
06-12 18:13	BTC	Buy	63429.2→63832.8	+2.72	timeout
06-12 16:48	BTC	Buy	62631.1→63866.8	+9.37	timeout
06-12 15:38	BTC	Buy	62830.1→63898.8	+7.98	timeout
06-11 18:14	BTC	Buy	61943.1→63426.8	+11.42	timeout
06-11 17:05	BTC	Buy	62329.1→62418.9	+0.21	timeout
06-11 16:01	BTC	Buy	62478.1→62727.9	+1.41	timeout
06-11 15:01	BTC	Buy	62270.1→62621.9	+2.28	timeout
06-10 17:49	BTC	Buy	61591.1→61989.9	+2.75	timeout
06-10 16:47	BTC	Buy	61381.1→61982.9	+4.38	timeout
06-10 15:45	BTC	Buy	61338.1→62361.9	+7.84	timeout
06-10 14:43	BTC	Buy	61328.1→62021.9	+5.17	timeout
06-09 15:56	BTC	Buy	62591.1→61048.4	-12.81	stop_loss
06-09 14:38	BTC	Buy	62895.1→61348.2	-12.75	stop_loss
06-09 14:29	BTC	Buy	63087.2→61527.1	-12.82	stop_loss
06-09 14:16	BTC	Buy	63456.2→61891.9	-12.78	stop_loss
06-09 07:45	BTC	Buy	63132.2→63159.8	-0.29	timeout
06-09 06:44	BTC	Buy	62991.1→63309.8	+2.03	timeout
06-08 23:22	BTC	Buy	62844.1→63179.8	+2.20	timeout
06-08 16:47	BTC	Buy	62207.1→63580.8	+10.50	timeout
06-08 07:06	BTC	Buy	62129.1→62804.9	+4.96	timeout
06-08 06:04	BTC	Buy	61603.1→62830.9	+9.51	timeout
06-07 22:14	BTC	Buy	60543→63200.8	+21.51	take_profit
06-07 15:27	BTC	Buy	60640→61819.9	+9.26	timeout
06-07 06:55	BTC	Buy	60784→62044.9	+9.97	timeout
06-07 05:13	BTC	Buy	59953→61865.9	+15.53	timeout
06-06 19:55	BTC	Buy	60109→60587	+3.59	timeout
06-06 14:34	BTC	Buy	60539→60878	+2.35	timeout
06-06 04:13	BTC	Buy	61614.1→60097.9	-12.76	stop_loss
06-06 04:13	BTC	Buy	61631.1→60110.9	-12.79	stop_loss
06-05 21:15	BTC	Buy	59382→61988.9	+21.50	take_profit

Paper vs Live

Paper (trades.jsonl)

149

closed

46%

win rate

-477.35

total pnl ($)

-63.7 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	46%	-63.7	-477.35

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…