deribit_basis_crossover_fear_gated_long · strategy

163

closed trades

45%

win rate

-236.42

total pnl ($)

0.909

weight

7d window — n=30 wr=47% pnl=-57.58 · 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 23:09	BTC	Buy	60254→59287	-4.25	timeout
06-28 21:06	BTC	Buy	60328→59637	-3.08	timeout
06-28 20:05	BTC	Buy	60237→59506	-3.25	timeout
06-28 19:01	BTC	Buy	60552→59559	-4.31	timeout
06-28 17:57	BTC	Buy	60539→59587	-4.14	timeout
06-27 22:51	BTC	Buy	59999→60180	+0.56	timeout
06-27 20:45	BTC	Buy	59628→60241	+2.37	timeout
06-27 19:41	BTC	Buy	59904→60139	+0.78	timeout
06-27 18:37	BTC	Buy	59779→60540	+2.97	timeout
06-27 17:32	BTC	Buy	60126→60529	+1.45	timeout
06-26 20:05	BTC	Buy	59624→59753	+0.28	timeout
06-26 18:25	BTC	Buy	59532→59996	+1.66	timeout
06-26 17:23	BTC	Buy	59461→60100	+2.40	timeout
06-26 16:12	BTC	Buy	59661→60140	+1.74	timeout
06-26 15:21	BTC	Buy	59178→59926	+2.89	timeout
06-25 13:51	BTC	Buy	60636→59144.5	-6.33	stop_loss
06-25 13:49	BTC	Buy	60722→59228.4	-6.34	stop_loss
06-25 13:48	BTC	Buy	60849→59352.3	-6.34	stop_loss
06-25 13:48	BTC	Buy	60865→59368.3	-6.34	stop_loss
06-25 13:48	BTC	Buy	60996→59496.3	-6.34	stop_loss
06-24 14:09	BTC	Buy	62529.1→61331.9	-4.89	timeout
06-24 13:07	BTC	Buy	62167.1→62289.9	+0.31	timeout
06-24 12:02	BTC	Buy	62510.1→62826.9	+1.06	timeout
06-24 10:59	BTC	Buy	62318.1→62419.9	+0.19	timeout
06-24 10:05	BTC	Buy	62517.1→62590.9	+0.07	timeout
06-23 08:17	BTC	Buy	64051.2→62465.6	-6.31	stop_loss
06-23 06:39	BTC	Buy	64035.2→62865.9	-4.68	timeout
06-23 06:21	BTC	Buy	64237.2→62648.5	-6.32	stop_loss
06-23 05:35	BTC	Buy	64206.2→63440.8	-3.21	timeout
06-23 04:27	BTC	Buy	63911.2→63929.8	-0.16	timeout
06-22 05:56	BTC	Buy	64224.2→64168.8	-0.48	timeout
06-22 03:52	BTC	Buy	64386.2→64086.8	-1.40	timeout
06-22 02:49	BTC	Buy	64256.2→64377.8	+0.24	timeout
06-22 01:47	BTC	Buy	64290.2→64468.8	+0.46	timeout
06-22 00:38	BTC	Buy	64267.2→63982.8	-1.37	timeout
06-21 02:15	BTC	Buy	63435.2→64214.8	+2.85	timeout
06-21 01:10	BTC	Buy	63421.2→64247.8	+3.04	timeout
06-21 00:03	BTC	Buy	63567.2→64212.8	+2.31	timeout
06-20 22:57	BTC	Buy	63306.2→64278.8	+3.59	timeout
06-20 21:51	BTC	Buy	63098.2→64047.8	+3.52	timeout
06-19 21:21	BTC	Buy	63005.2→63223.8	+0.62	timeout
06-19 20:20	BTC	Buy	63241.2→62972.9	-1.31	timeout
06-19 19:20	BTC	Buy	62664.1→62996.8	+1.08	timeout
06-19 18:19	BTC	Buy	62848.1→63126.8	+0.87	timeout
06-19 17:28	BTC	Buy	62322.1→62863.9	+1.94	timeout
06-18 15:40	BTC	Buy	64194.2→62613.5	-6.27	stop_loss
06-18 15:40	BTC	Buy	64292.2→62710.5	-6.26	stop_loss
06-18 15:40	BTC	Buy	64328.2→62746.5	-6.27	stop_loss
06-18 15:37	BTC	Buy	64445.2→62840.4	-6.35	stop_loss
06-18 15:36	BTC	Buy	64644.2→63053.3	-6.29	stop_loss
06-17 19:42	BTC	Buy	65736.3→64119.7	-6.37	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-6.38	stop_loss
06-17 19:29	BTC	Buy	65895.3→64242.6	-6.49	stop_loss
06-17 19:29	BTC	Buy	65907.3→64242.6	-6.54	stop_loss
06-17 19:29	BTC	Buy	66011.3→64371.6	-6.43	stop_loss
06-17 04:04	BTC	Buy	66185.3→65823.7	-1.61	timeout
06-17 03:04	BTC	Buy	65794.3→65832.7	-0.10	timeout
06-17 01:57	BTC	Buy	66320.3→65908.7	-1.79	timeout
06-17 00:52	BTC	Buy	66305.3→65688.7	-2.56	timeout
06-16 22:44	BTC	Buy	66252.3→65685.7	-2.39	timeout
06-16 02:40	BTC	Buy	65614.3→65867.7	+0.76	timeout
06-16 01:36	BTC	Buy	65468.3→66332.7	+3.07	timeout
06-16 00:35	BTC	Buy	65575.3→66299.7	+2.54	timeout
06-15 23:32	BTC	Buy	65557.3→66161.7	+2.09	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+6.26	timeout
06-15 01:12	BTC	Buy	64657.2→65454.7	+2.85	timeout
06-15 00:08	BTC	Buy	64425.2→65738.7	+4.86	timeout
06-14 23:03	BTC	Buy	64444.2→65334.7	+3.21	timeout
06-14 21:57	BTC	Buy	64492.2→65470.7	+3.54	timeout
06-14 19:48	BTC	Buy	64276.2→63724.8	-2.39	timeout
06-14 00:37	BTC	Buy	63551.2→64530.8	+3.65	timeout
06-13 23:29	BTC	Buy	63444.2→64440.8	+3.70	timeout
06-13 22:23	BTC	Buy	63601.2→64418.8	+2.97	timeout
06-13 21:19	BTC	Buy	63591.2→64227.8	+2.27	timeout
06-13 18:53	BTC	Buy	63773.2→64076.8	+0.96	timeout
06-12 21:09	BTC	Buy	63457.2→63555.8	+0.14	timeout
06-12 20:09	BTC	Buy	63550.2→63607.8	-0.01	timeout
06-12 19:04	BTC	Buy	63485.2→63732.8	+0.75	timeout
06-12 17:59	BTC	Buy	63509.2→63837.8	+1.06	timeout
06-12 17:00	BTC	Buy	62532.1→63952.8	+5.45	timeout
06-11 19:48	BTC	Buy	61893.1→63650.8	+6.81	timeout
06-11 18:43	BTC	Buy	61767.1→63494.8	+6.70	timeout
06-11 17:38	BTC	Buy	61739.1→63172.8	+5.54	timeout
06-11 16:38	BTC	Buy	62274.1→62688.9	+1.40	timeout
06-11 15:37	BTC	Buy	62316.1→62815.9	+1.73	timeout
06-10 19:12	BTC	Buy	61792.1→61736.9	-0.48	timeout
06-10 18:07	BTC	Buy	61736.1→61950.9	+0.63	timeout
06-10 17:04	BTC	Buy	61601.1→62327.9	+2.70	timeout
06-10 16:01	BTC	Buy	61142.1→62470.9	+5.21	timeout
06-10 15:00	BTC	Buy	61465.1→62144.9	+2.52	timeout
06-09 14:44	BTC	Buy	62824.1→61279.3	-6.37	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-6.38	stop_loss
06-09 14:18	BTC	Buy	63336.2→61778	-6.38	stop_loss
06-09 14:17	BTC	Buy	63353.2→61791	-6.39	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-6.37	stop_loss
06-09 08:14	BTC	Buy	63156.2→62881.9	-1.33	timeout
06-09 07:12	BTC	Buy	63106.2→63389.8	+0.87	timeout
06-09 06:11	BTC	Buy	62927.1→63345.8	+1.42	timeout
06-08 21:50	BTC	Buy	61649.1→63761.8	+8.32	timeout
06-08 17:29	BTC	Buy	62236.1→63595.8	+5.19	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

45%

win rate

-236.42

total pnl ($)

-57.9 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	163	45%	-57.9	-236.42

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…