deribit_basis_crossover_fear_gated_long_v4 · strategy

closed trades

38%

win rate

-245.16

total pnl ($)

0.741

weight

7d window — n=9 wr=22% pnl=-71.87 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60578→59026.5	-13.28	stop_loss
06-28 19:47	BTC	Buy	60799→59243.4	-13.22	stop_loss
06-27 15:56	BTC	Buy	59512→60768	+10.17	timeout
06-27 14:24	BTC	Buy	59304→60598	+10.45	timeout
06-25 13:57	BTC	Buy	59845→58312.9	-13.17	stop_loss
06-25 13:46	BTC	Buy	61134.1→59567.2	-13.21	stop_loss
06-24 17:20	BTC	Buy	60928→59368.3	-13.23	stop_loss
06-24 15:28	BTC	Buy	62371.1→60774.6	-13.16	stop_loss
06-24 14:17	BTC	Buy	62662.1→61058.4	-13.22	stop_loss
06-23 08:24	BTC	Buy	63868.2→62232.8	-13.24	stop_loss
06-23 06:18	BTC	Buy	64694.2→63038.3	-13.27	stop_loss
06-22 18:44	BTC	Buy	63790.2→64495.8	+4.98	timeout
06-22 16:44	BTC	Buy	63978.2→64551.8	+4.03	timeout
06-20 18:00	BTC	Buy	62592.1→63828.8	+9.40	timeout
06-20 16:28	BTC	Buy	62637.1→63961.8	+9.98	timeout
06-18 15:38	BTC	Buy	64464.2→62809.4	-13.03	stop_loss
06-18 15:36	BTC	Buy	64690.2→63031.3	-12.81	stop_loss
06-17 22:03	BTC	Buy	65626.3→63945.8	-13.22	stop_loss
06-17 11:04	BTC	Buy	66349.3→64645.4	-13.45	stop_loss
06-16 14:23	BTC	Buy	67202.4→65482	-13.33	stop_loss
06-15 15:47	BTC	Buy	64303.2→67196.6	+22.08	take_profit
06-15 13:22	BTC	Buy	63995.2→66868.7	+22.04	take_profit
06-13 18:40	BTC	Buy	63517.2→64241.8	+5.23	timeout
06-13 16:39	BTC	Buy	62683.1→63998.8	+10.07	timeout
06-11 18:04	BTC	Buy	61626.1→63541.8	+14.90	timeout
06-11 16:09	BTC	Buy	60927→62744.9	+14.17	timeout
06-09 15:56	BTC	Buy	62632.1→61029.4	-13.26	stop_loss
06-09 14:46	BTC	Buy	62833.1→61225.3	-13.28	stop_loss
06-09 10:49	BTC	Buy	62414.1→62662.9	+1.66	timeout
06-07 22:14	BTC	Buy	60714→63439.8	+22.01	take_profit
06-07 08:48	BTC	Buy	60168→62873.9	+22.06	take_profit
06-06 04:20	BTC	Buy	61507.1→59933	-13.25	stop_loss
06-06 04:10	BTC	Buy	61897.1→60303.8	-13.32	stop_loss
06-05 21:04	BTC	Buy	59289→61950.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60873→59314.4	-13.26	stop_loss
06-05 18:44	BTC	Buy	61270.1→59702.1	-13.25	stop_loss
06-05 13:56	BTC	Buy	62547.1→60937.5	-13.32	stop_loss
06-05 13:56	BTC	Buy	62578.1→60976.4	-13.25	stop_loss
06-05 06:16	BTC	Buy	63543.2→61915.9	-13.17	stop_loss
06-05 06:03	BTC	Buy	63604.2→61975.9	-13.20	stop_loss
06-04 10:49	BTC	Buy	63907.2→62268.7	-13.24	stop_loss
06-04 01:16	BTC	Buy	64435.2→62786.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65116.3→63450.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66364.3→64655.4	-13.37	stop_loss
06-03 19:55	BTC	Buy	66877.3→65166.1	-13.30	stop_loss
06-03 03:44	BTC	Buy	67423.4→65697.8	-13.25	stop_loss
06-02 14:27	BTC	Buy	69463.5→67685.8	-13.25	stop_loss
06-02 14:21	BTC	Buy	69983.5→68173.5	-13.39	stop_loss
06-01 22:26	BTC	Buy	74137.7→71242.8	-20.24	stop_loss
06-01 22:26	BTC	Buy	73791.7→71242.8	-18.01	stop_loss
05-30 17:51	BTC	Buy	73592.7→73955.3	+1.79	timeout
05-30 15:33	BTC	Buy	72837.6→73845.3	+6.18	timeout
05-30 13:14	BTC	Buy	73323.7→73722.3	+2.19	timeout
05-30 11:24	BTC	Buy	73387.7→73538.3	+0.47	timeout
05-30 09:15	BTC	Buy	73284.7→73497.3	+0.92	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-245.16

total pnl ($)

-88.8 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	55	38%	-88.8	-245.16

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…