deribit_basis_crossover_feargate_long · strategy

164

closed trades

46%

win rate

-410.10

total pnl ($)

0.357

weight

7d window — n=36 wr=42% pnl=-149.58 · 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 20:25	BTC	Buy	60228→59675	-5.02	timeout
06-28 19:24	BTC	Buy	60376→59476	-7.88	timeout
06-28 18:20	BTC	Buy	60499→59592	-7.91	timeout
06-28 17:16	BTC	Buy	60487→59649	-7.35	timeout
06-28 16:08	BTC	Buy	60789→59872	-8.02	timeout
06-27 19:45	BTC	Buy	59868→60161	+2.05	timeout
06-27 18:44	BTC	Buy	59737→60520	+6.12	timeout
06-27 17:41	BTC	Buy	59924→60575	+4.98	timeout
06-27 16:41	BTC	Buy	60183→60748	+4.24	timeout
06-27 15:38	BTC	Buy	60391→60886	+3.66	timeout
06-26 18:16	BTC	Buy	59419→60034	+4.61	timeout
06-26 17:14	BTC	Buy	59356→60174	+6.35	timeout
06-26 16:13	BTC	Buy	59715→60163	+3.21	timeout
06-26 15:11	BTC	Buy	59122→59835	+5.53	timeout
06-26 14:31	BTC	Buy	59305→59931	+4.78	timeout
06-25 13:48	BTC	Buy	60797→59292.4	-12.78	stop_loss
06-25 13:48	BTC	Buy	60829→59333.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60933→59422.3	-12.79	stop_loss
06-25 13:48	BTC	Buy	61050.1→59548.2	-12.70	stop_loss
06-25 13:46	BTC	Buy	61167.1→59663.2	-12.69	stop_loss
06-24 14:17	BTC	Buy	62559.1→61018.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62700.1→61157.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63056.2→61504.2	-12.76	stop_loss
06-24 13:40	BTC	Buy	62294.1→61827.9	-4.19	timeout
06-24 12:39	BTC	Buy	62304.1→62860.9	+4.01	timeout
06-24 11:37	BTC	Buy	62569.1→62516.9	-0.89	timeout
06-24 06:41	BTC	Buy	62936.1→62816.9	-1.45	timeout
06-23 06:21	BTC	Buy	64237.2→62648.5	-12.85	stop_loss
06-23 06:21	BTC	Buy	64268.2→62676.5	-12.85	stop_loss
06-23 06:21	BTC	Buy	64347.2→62755.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64381.2→62789.4	-12.83	stop_loss
06-23 06:08	BTC	Buy	64666.2→63068.3	-12.82	stop_loss
06-22 21:00	BTC	Buy	63802.2→64414.8	+4.34	timeout
06-22 19:57	BTC	Buy	64185.2→64444.8	+1.54	timeout
06-22 18:57	BTC	Buy	64149.2→64334.8	+0.95	timeout
06-22 17:53	BTC	Buy	64147.2→64576.8	+2.84	timeout
06-22 07:19	BTC	Buy	64236.2→64194.8	-0.80	timeout
06-21 20:51	BTC	Buy	63885.2→63679.8	-2.06	timeout
06-21 19:48	BTC	Buy	63913.2→64145.8	+1.39	timeout
06-21 18:44	BTC	Buy	63790.2→64148.8	+2.41	timeout
06-21 17:40	BTC	Buy	63796.2→64045.8	+1.59	timeout
06-21 06:47	BTC	Buy	63713.2→64280.8	+4.00	timeout
06-20 20:19	BTC	Buy	63003.2→63922.8	+6.88	timeout
06-20 19:20	BTC	Buy	62976.1→63865.8	+6.63	timeout
06-20 18:18	BTC	Buy	63103.2→63837.8	+5.37	timeout
06-20 17:17	BTC	Buy	63035.2→63888.8	+6.29	timeout
06-20 06:19	BTC	Buy	62761.1→63627.8	+6.45	timeout
06-19 19:25	BTC	Buy	62713.1→62974.9	+1.61	timeout
06-19 18:22	BTC	Buy	62923.1→63125.8	+1.15	timeout
06-19 17:19	BTC	Buy	62574.1→63045.8	+3.31	timeout
06-19 16:34	BTC	Buy	62596.1→63256.8	+4.83	timeout
06-19 05:05	BTC	Buy	63730.2→62574.9	-9.46	timeout
06-18 15:40	BTC	Buy	64226.2→62642.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64232.2→62649.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64361.2→62775.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64482.2→62889.4	-12.56	stop_loss
06-18 04:11	BTC	Buy	65393.3→63742.9	-13.08	stop_loss
06-17 19:50	BTC	Buy	65613.3→63964.8	-13.01	stop_loss
06-17 19:41	BTC	Buy	65789.3→64171.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65922.3→64246.6	-13.16	stop_loss
06-17 19:29	BTC	Buy	65934.3→64312.6	-12.75	stop_loss
06-17 17:28	BTC	Buy	65753.3→65938.7	+0.89	timeout
06-17 16:25	BTC	Buy	65771.3→65943.7	+0.90	timeout
06-17 15:25	BTC	Buy	65761.3→65351.7	-3.57	timeout
06-17 14:23	BTC	Buy	65633.3→65177.7	-3.93	timeout
06-16 23:37	BTC	Buy	66138.3→65720.7	-3.69	timeout
06-16 15:26	BTC	Buy	66653.3→65760.7	-7.23	timeout
06-16 14:23	BTC	Buy	67196.4→65541.9	-12.84	stop_loss
06-16 14:19	BTC	Buy	66481.3→65787.7	-5.75	timeout
06-16 13:17	BTC	Buy	66699.3→66218.7	-4.13	timeout
06-15 23:18	BTC	Buy	65589.3→66189.7	+4.08	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:08	BTC	Buy	63843.2→66645.7	+21.51	take_profit
06-15 12:55	BTC	Buy	63780.2→66580.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63732.2→66546.7	+21.64	take_profit
06-14 22:45	BTC	Buy	64492.2→65450.7	+6.93	timeout
06-14 20:37	BTC	Buy	64238.2→64037.8	-2.05	timeout
06-14 19:36	BTC	Buy	64209.2→63792.8	-3.75	timeout
06-14 18:34	BTC	Buy	64170.2→63714.8	-4.09	timeout
06-14 17:31	BTC	Buy	64054.2→63867.8	-1.98	timeout
06-13 21:45	BTC	Buy	63515.2→64524.8	+7.47	timeout
06-13 18:38	BTC	Buy	63784.2→64233.8	+3.06	timeout
06-13 17:37	BTC	Buy	63858.2→64084.8	+1.31	timeout
06-13 16:31	BTC	Buy	63894.2→63999.8	+0.40	timeout
06-13 15:27	BTC	Buy	64257.2→64263.8	-0.43	timeout
06-12 19:25	BTC	Buy	63648.2→63721.8	+0.12	timeout
06-12 18:20	BTC	Buy	63536.2→63663.8	+0.55	timeout
06-12 17:14	BTC	Buy	62440.1→63851.8	+10.83	timeout
06-12 16:13	BTC	Buy	62732.1→63844.8	+8.37	timeout
06-12 15:04	BTC	Buy	62675.1→63895.8	+9.21	timeout
06-11 18:43	BTC	Buy	61746.1→63512.8	+13.73	timeout
06-11 17:39	BTC	Buy	61761.1→63183.8	+10.98	timeout
06-11 16:38	BTC	Buy	62340.1→62716.9	+2.47	timeout
06-11 15:40	BTC	Buy	62225.1→62824.9	+4.27	timeout
06-11 14:30	BTC	Buy	62027.1→62908.9	+6.55	timeout
06-10 17:57	BTC	Buy	61702.1→61943.9	+1.47	timeout
06-10 16:55	BTC	Buy	61178.1→62104.9	+7.06	timeout
06-10 15:58	BTC	Buy	61088.1→62616.9	+12.06	timeout
06-10 15:03	BTC	Buy	61454.1→62342.9	+6.74	timeout
06-10 14:15	BTC	Buy	61974.1→61883.9	-1.20	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

46%

win rate

-410.10

total pnl ($)

-49.8 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	164	46%	-49.8	-410.10

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…