deribit_basis_crossover_fear_gated · strategy

141

closed trades

49%

win rate

-272.77

total pnl ($)

0.949

weight

7d window — n=24 wr=54% pnl=-27.53 · 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 20:51	BTC	Buy	59636→60331	+5.23	timeout
06-29 19:43	BTC	Buy	59419→60346	+7.20	timeout
06-29 18:35	BTC	Buy	59590→60237	+4.83	timeout
06-29 17:25	BTC	Buy	59621→60436	+6.23	timeout
06-28 19:23	BTC	Buy	60419→59466	-8.31	timeout
06-28 18:19	BTC	Buy	60504→59633	-7.61	timeout
06-28 17:14	BTC	Buy	60546→59610	-8.15	timeout
06-28 16:07	BTC	Buy	60803→59877	-8.11	timeout
06-27 18:44	BTC	Buy	59737→60520	+6.12	timeout
06-27 17:40	BTC	Buy	59946→60567	+4.73	timeout
06-27 16:39	BTC	Buy	60188→60744	+4.17	timeout
06-27 15:38	BTC	Buy	60391→60886	+3.66	timeout
06-26 17:09	BTC	Buy	59209→60173	+7.60	timeout
06-26 16:08	BTC	Buy	59551→60271	+5.52	timeout
06-26 15:05	BTC	Buy	59355→59597	+1.54	timeout
06-26 14:29	BTC	Buy	59360→60147	+6.13	timeout
06-25 13:51	BTC	Buy	60662→59168.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60821→59318.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60889→59368.3	-12.88	stop_loss
06-25 13:48	BTC	Buy	60993→59492.3	-12.70	stop_loss
06-24 13:44	BTC	Buy	62409.1→61488.9	-7.82	timeout
06-24 12:42	BTC	Buy	62312.1→62802.9	+3.48	timeout
06-24 11:39	BTC	Buy	62596.1→62578.9	-0.61	timeout
06-24 06:47	BTC	Buy	62946.1→62715.9	-2.33	timeout
06-23 06:20	BTC	Buy	64386.2→62799.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64417.2→62833.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64478.2→62887.4	-12.80	stop_loss
06-23 06:18	BTC	Buy	64600.2→63010.3	-12.77	stop_loss
06-22 20:08	BTC	Buy	64231.2→64513.8	+1.72	timeout
06-22 19:07	BTC	Buy	64143.2→64316.8	+0.85	timeout
06-22 18:05	BTC	Buy	63947.2→64674.8	+5.17	timeout
06-22 17:01	BTC	Buy	64107.2→64679.8	+4.01	timeout
06-21 19:59	BTC	Buy	63908.2→64174.8	+1.65	timeout
06-21 18:56	BTC	Buy	63761.2→64141.8	+2.58	timeout
06-21 17:53	BTC	Buy	63799.2→64140.8	+2.31	timeout
06-21 16:50	BTC	Buy	63994.2→64113.8	+0.52	timeout
06-20 19:25	BTC	Buy	63000.1→63872.8	+6.49	timeout
06-20 18:24	BTC	Buy	63107.2→63818.8	+5.18	timeout
06-20 17:22	BTC	Buy	63017.2→63912.8	+6.63	timeout
06-20 16:22	BTC	Buy	63254.2→64022.8	+5.55	timeout
06-19 18:31	BTC	Buy	62761.1→63066.8	+1.97	timeout
06-19 17:30	BTC	Buy	62613.1→62902.9	+1.86	timeout
06-19 16:38	BTC	Buy	62633.1→63286.8	+4.78	timeout
06-19 16:01	BTC	Buy	62535.1→63226.8	+5.14	timeout
06-18 15:40	BTC	Buy	64270.2→62679.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64333.2→62751.5	-12.49	stop_loss
06-18 14:40	BTC	Buy	65098.3→64001.8	-8.86	timeout
06-17 22:03	BTC	Buy	65481.3→63853.9	-12.87	stop_loss
06-17 19:29	BTC	Buy	65946.3→64324.6	-12.75	stop_loss
06-17 18:52	BTC	Buy	65883.3→65904.7	-0.37	timeout
06-17 15:43	BTC	Buy	65849.3→65477.7	-3.28	timeout
06-17 14:42	BTC	Buy	65673.3→65087.7	-4.92	timeout
06-17 13:38	BTC	Buy	66009.3→65192.7	-6.68	timeout
06-16 17:39	BTC	Buy	66855.3→65696.7	-9.21	timeout
06-16 15:32	BTC	Buy	66614.3→65792.7	-6.69	timeout
06-16 14:24	BTC	Buy	66463.3→65556.7	-7.35	timeout
06-16 13:24	BTC	Buy	66887.3→66148.7	-6.05	timeout
06-15 13:16	BTC	Buy	63920.2→66726.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63810.2→66611.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63754.2→66553.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63726.2→66523.7	+21.51	take_profit
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-14 18:52	BTC	Buy	64079.2→63784.8	-2.83	timeout
06-14 17:50	BTC	Buy	64008.2→63744.8	-2.58	timeout
06-14 16:50	BTC	Buy	63919.2→63988.8	+0.05	timeout
06-13 19:24	BTC	Buy	63693.2→64155.8	+3.18	timeout
06-13 18:20	BTC	Buy	63679.2→64023.8	+2.23	timeout
06-13 17:15	BTC	Buy	63878.2→63943.8	+0.07	timeout
06-13 16:11	BTC	Buy	63700.2→64074.8	+2.49	timeout
06-12 18:22	BTC	Buy	63347.2→63682.8	+2.18	timeout
06-12 17:17	BTC	Buy	62460.1→63863.8	+10.78	timeout
06-12 16:17	BTC	Buy	62776.1→63867.8	+8.20	timeout
06-12 15:08	BTC	Buy	62777.1→64096.8	+9.96	timeout
06-11 17:38	BTC	Buy	61753.1→63156.8	+10.83	timeout
06-11 16:38	BTC	Buy	62314.1→62716.9	+2.68	timeout
06-11 15:36	BTC	Buy	62331.1→62791.9	+3.15	timeout
06-11 14:29	BTC	Buy	62037.1→62971.9	+6.98	timeout
06-10 17:22	BTC	Buy	61732.1→62034.9	+1.95	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.36	timeout
06-10 15:18	BTC	Buy	61583.1→61940.9	+2.41	timeout
06-10 14:19	BTC	Buy	61781.1→61876.9	+0.30	timeout
06-09 14:29	BTC	Buy	63045.2→61494.2	-12.76	stop_loss
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 14:17	BTC	Buy	63362.2→61802	-12.76	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-09 06:36	BTC	Buy	62985.1→63353.8	+2.42	timeout
06-08 23:16	BTC	Buy	62920.1→63491.8	+4.07	timeout
06-08 22:13	BTC	Buy	62565.1→63310.8	+5.47	timeout
06-08 21:08	BTC	Buy	61754.1→63693.8	+15.22	timeout
06-08 05:34	BTC	Buy	61686.1→62579.9	+6.79	timeout
06-07 22:15	BTC	Buy	61467.1→64166.8	+21.52	take_profit
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 20:04	BTC	Buy	60529→61465.9	+7.33	timeout
06-07 05:18	BTC	Buy	60030→62040.9	+16.33	timeout
06-07 04:18	BTC	Buy	60162→61598.9	+11.49	timeout
06-06 19:58	BTC	Buy	60251→60614	+2.63	timeout
06-06 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 04:15	BTC	Buy	61522.1→60008	-12.76	stop_loss
06-06 04:14	BTC	Buy	61591.1→60075.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

141

closed

49%

win rate

-272.77

total pnl ($)

-38.4 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	141	49%	-38.4	-272.77

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…