deribit_basis_crossover_fear_gated_long_v2 · strategy

155

closed trades

44%

win rate

-461.61

total pnl ($)

0.467

weight

7d window — n=30 wr=47% pnl=-105.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:25	BTC	Buy	59296→59924	+4.92	timeout
06-30 01:13	BTC	Buy	59451→59755	+2.18	timeout
06-29 23:58	BTC	Buy	59594→60203	+4.71	timeout
06-29 20:43	BTC	Buy	59655→60409	+5.72	timeout
06-28 23:56	BTC	Buy	60004→59625	-3.66	timeout
06-28 22:49	BTC	Buy	60155→59140	-8.97	timeout
06-28 21:47	BTC	Buy	60225→59443	-6.96	timeout
06-28 18:14	BTC	Buy	60494→59620	-7.66	timeout
06-27 20:18	BTC	Buy	59758→60231	+3.57	timeout
06-27 19:14	BTC	Buy	60011→60571	+4.26	timeout
06-27 18:08	BTC	Buy	60061→60487	+3.11	timeout
06-27 17:06	BTC	Buy	60110→60497	+2.76	timeout
06-26 18:32	BTC	Buy	59533→59794	+1.62	timeout
06-26 17:28	BTC	Buy	59466→60183	+5.47	timeout
06-26 16:16	BTC	Buy	59696→60216	+3.79	timeout
06-26 15:11	BTC	Buy	59213→59885	+5.13	timeout
06-25 13:59	BTC	Buy	59538→58074	-12.65	stop_loss
06-25 13:58	BTC	Buy	59610→58144	-12.66	stop_loss
06-25 13:55	BTC	Buy	59844→58371.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60410→58924.6	-12.65	stop_loss
06-24 15:45	BTC	Buy	61950.1→60423.8	-12.75	stop_loss
06-24 15:08	BTC	Buy	62349.1→60815.5	-12.73	stop_loss
06-24 13:57	BTC	Buy	62735.1→61192.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62862.1→61316.3	-12.74	stop_loss
06-24 11:04	BTC	Buy	62358.1→62414.9	-0.00	timeout
06-24 09:56	BTC	Buy	62353.1→62680.9	+2.14	timeout
06-24 08:55	BTC	Buy	62384.1→62769.9	+2.57	timeout
06-24 07:32	BTC	Buy	62907.1→62639.9	-2.65	timeout
06-23 08:17	BTC	Buy	63961.2→62386.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64009.2→62430.6	-12.80	stop_loss
06-23 06:20	BTC	Buy	64427.2→62841.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64460.2→62874.4	-12.76	stop_loss
06-22 21:48	BTC	Buy	63868.2→64224.8	+2.34	timeout
06-22 20:48	BTC	Buy	63751.2→64432.8	+4.89	timeout
06-22 19:45	BTC	Buy	64182.2→64353.8	+0.86	timeout
06-22 18:41	BTC	Buy	64161.2→64495.8	+2.11	timeout
06-21 20:23	BTC	Buy	63920.2→64083.8	+0.82	timeout
06-21 19:26	BTC	Buy	63896.2→64185.8	+1.83	timeout
06-21 17:20	BTC	Buy	63888.2→64137.8	+1.58	timeout
06-21 16:11	BTC	Buy	63980.2→64136.8	+0.81	timeout
06-20 19:46	BTC	Buy	62998.1→63922.8	+6.92	timeout
06-20 18:45	BTC	Buy	63038.2→63797.8	+5.59	timeout
06-20 16:39	BTC	Buy	63286.2→64003.8	+5.16	timeout
06-20 15:36	BTC	Buy	63157.2→64084.8	+6.83	timeout
06-19 19:05	BTC	Buy	62617.1→63082.8	+3.25	timeout
06-19 17:37	BTC	Buy	62606.1→62976.9	+2.51	timeout
06-19 16:21	BTC	Buy	62668.1→63273.8	+4.37	timeout
06-19 15:27	BTC	Buy	63370.2→63045.8	-2.91	timeout
06-18 15:57	BTC	Buy	63873.2→62298.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64324.2→62739.5	-12.88	stop_loss
06-18 15:40	BTC	Buy	64335.2→62752.5	-12.87	stop_loss
06-18 14:52	BTC	Buy	65192.3→63587	-12.75	stop_loss
06-18 05:04	BTC	Buy	65303.3→63696.9	-12.76	stop_loss
06-17 19:40	BTC	Buy	65802.3→64180.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 17:23	BTC	Buy	65732.3→65922.7	+0.93	timeout
06-17 16:19	BTC	Buy	65737.3→65908.7	+0.90	timeout
06-17 15:19	BTC	Buy	65816.3→65199.7	-5.14	timeout
06-17 14:17	BTC	Buy	65838.3→65309.7	-4.48	timeout
06-16 15:27	BTC	Buy	66653.3→65754.7	-7.27	timeout
06-16 14:23	BTC	Buy	67193.4→65540.9	-12.82	stop_loss
06-16 14:18	BTC	Buy	66500.3→65730.7	-6.32	timeout
06-16 13:17	BTC	Buy	66720.3→66235.7	-4.16	timeout
06-15 13:25	BTC	Buy	64082.2→66895.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64016.2→66826.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63778.2→66581.7	+21.54	take_profit
06-15 12:46	BTC	Buy	63698.2→66495.7	+21.52	take_profit
06-14 19:28	BTC	Buy	64142.2→63779.8	-3.34	timeout
06-14 18:28	BTC	Buy	64152.2→63684.8	-4.19	timeout
06-14 17:24	BTC	Buy	64020.2→63914.8	-1.34	timeout
06-14 16:17	BTC	Buy	64029.2→64088.8	-0.05	timeout
06-13 19:13	BTC	Buy	63688.2→64143.8	+3.13	timeout
06-13 18:14	BTC	Buy	63811.2→64051.8	+1.41	timeout
06-13 17:13	BTC	Buy	63852.2→63950.8	+0.32	timeout
06-13 16:12	BTC	Buy	63729.2→64070.8	+2.23	timeout
06-12 18:55	BTC	Buy	63471.2→63760.8	+1.81	timeout
06-12 17:50	BTC	Buy	63576.2→63822.8	+1.47	timeout
06-12 16:49	BTC	Buy	62614.1→63922.8	+9.96	timeout
06-12 15:44	BTC	Buy	62661.1→63889.8	+9.28	timeout
06-11 18:10	BTC	Buy	61956.1→63345.8	+10.66	timeout
06-11 17:06	BTC	Buy	62255.1→62446.9	+1.03	timeout
06-11 16:05	BTC	Buy	62472.1→62643.9	+0.77	timeout
06-11 14:56	BTC	Buy	61858.1→62818.9	+7.22	timeout
06-10 17:33	BTC	Buy	61780.1→61761.9	-0.64	timeout
06-10 16:30	BTC	Buy	61022.1→62274.9	+9.72	timeout
06-10 15:28	BTC	Buy	61343.1→62307.9	+7.36	timeout
06-10 14:32	BTC	Buy	61532.1→61864.9	+2.22	timeout
06-09 14:36	BTC	Buy	62907.1→61359.2	-12.76	stop_loss
06-09 14:17	BTC	Buy	63356.2→61798	-12.75	stop_loss
06-09 14:16	BTC	Buy	63419.2→61858	-12.76	stop_loss
06-09 14:16	BTC	Buy	63472.2→61907.9	-12.77	stop_loss
06-09 08:22	BTC	Buy	63013.2→62863.9	-1.64	timeout
06-09 06:17	BTC	Buy	62900.1→63347.8	+3.06	timeout
06-08 22:00	BTC	Buy	61810.1→63663.8	+14.51	timeout
06-08 17:39	BTC	Buy	62252.1→63400.8	+8.67	timeout
06-08 07:19	BTC	Buy	62063.1→63062.8	+7.57	timeout
06-08 06:12	BTC	Buy	61690.1→62899.9	+9.35	timeout
06-07 21:10	BTC	Buy	60754→61790.9	+8.10	timeout
06-07 16:44	BTC	Buy	60710→62174.9	+11.56	timeout
06-07 05:30	BTC	Buy	60730→61716.9	+7.71	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

44%

win rate

-461.61

total pnl ($)

-59.1 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	155	44%	-59.1	-461.61

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…