deribit_basis_crossover_feargate_long_v2 · strategy

123

closed trades

43%

win rate

-400.56

total pnl ($)

0.483

weight

7d window — n=25 wr=40% pnl=-111.70 · 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 12:50	BTC	Buy	60084→58597.8	-12.81	stop_loss
06-30 12:24	BTC	Buy	60274→58778.7	-12.84	stop_loss
06-30 12:06	BTC	Buy	60439→58946.6	-12.78	stop_loss
06-29 21:05	BTC	Buy	59628→60256	+4.67	timeout
06-29 19:54	BTC	Buy	59386→60432	+8.21	timeout
06-29 18:41	BTC	Buy	59607→60216	+4.51	timeout
06-28 20:04	BTC	Buy	60213→59486	-6.46	timeout
06-28 17:59	BTC	Buy	60551→59557	-8.62	timeout
06-28 16:53	BTC	Buy	60780→59611	-10.04	timeout
06-27 19:38	BTC	Buy	59880→60102	+1.45	timeout
06-27 17:26	BTC	Buy	60104→60535	+3.13	timeout
06-27 16:23	BTC	Buy	59973→60703	+5.67	timeout
06-26 17:19	BTC	Buy	59388→60081	+5.29	timeout
06-26 16:07	BTC	Buy	59562→60293	+5.58	timeout
06-26 15:05	BTC	Buy	59227→59593	+2.55	timeout
06-25 13:59	BTC	Buy	59547→58081	-12.67	stop_loss
06-25 13:57	BTC	Buy	59762→58291.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	60007→58530.8	-12.66	stop_loss
06-24 16:51	BTC	Buy	61053.1→59551.2	-12.74	stop_loss
06-24 14:13	BTC	Buy	62633.1→61091.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62749.1→61201.3	-12.78	stop_loss
06-24 13:44	BTC	Buy	62942.1→61392.2	-12.76	stop_loss
06-24 11:09	BTC	Buy	62305.1→62313.9	-0.39	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:15	BTC	Buy	63003.2→62775.9	-2.34	timeout
06-23 08:17	BTC	Buy	63946.2→62369.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63985.2→62409.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64220.2→62637.5	-12.78	stop_loss
06-22 21:27	BTC	Buy	63681.2→64286.8	+4.30	timeout
06-22 20:26	BTC	Buy	64087.2→64379.8	+1.82	timeout
06-22 19:22	BTC	Buy	64175.2→64371.8	+1.04	timeout
06-21 19:48	BTC	Buy	63900.2→64160.8	+1.59	timeout
06-21 18:50	BTC	Buy	63799.2→64138.8	+2.25	timeout
06-21 17:47	BTC	Buy	63825.2→64143.8	+2.13	timeout
06-20 19:09	BTC	Buy	63002.1→63821.8	+6.07	timeout
06-20 18:07	BTC	Buy	63133.2→63819.8	+4.98	timeout
06-20 17:07	BTC	Buy	62974.1→63899.8	+6.87	timeout
06-19 18:14	BTC	Buy	62710.1→63126.8	+2.87	timeout
06-19 17:13	BTC	Buy	62466.1→62939.9	+3.35	timeout
06-19 16:21	BTC	Buy	62668.1→63273.8	+4.38	timeout
06-18 15:51	BTC	Buy	64129.2→62548.6	-12.51	stop_loss
06-18 15:40	BTC	Buy	64298.2→62715.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64296.2→62712.5	-12.49	stop_loss
06-17 19:50	BTC	Buy	65679.3→64060.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65747.3→64129.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65812.3→64191.7	-12.77	stop_loss
06-17 14:50	BTC	Buy	65631.3→65071.7	-4.72	timeout
06-16 23:56	BTC	Buy	66333.3→65596.7	-6.07	timeout
06-16 22:50	BTC	Buy	66184.3→65651.7	-4.56	timeout
06-16 13:40	BTC	Buy	66516.3→66001.7	-4.40	timeout
06-15 22:51	BTC	Buy	65458.3→66237.7	+5.46	timeout
06-15 21:47	BTC	Buy	65294.3→66350.7	+7.58	timeout
06-15 13:00	BTC	Buy	63798.2→66598.7	+21.51	take_profit
06-14 22:21	BTC	Buy	64442.2→65147.7	+4.97	timeout
06-14 21:17	BTC	Buy	64238.2→64396.8	+0.76	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-13 22:04	BTC	Buy	63523.2→64420.8	+6.59	timeout
06-13 21:04	BTC	Buy	63428.2→64286.8	+6.29	timeout
06-13 18:11	BTC	Buy	63852.2→64048.8	+1.07	timeout
06-12 20:07	BTC	Buy	63589.2→63632.8	-0.11	timeout
06-12 19:00	BTC	Buy	63412.2→63662.8	+1.51	timeout
06-12 17:54	BTC	Buy	63443.2→63828.8	+2.57	timeout
06-11 19:32	BTC	Buy	61841.1→63807.8	+15.32	timeout
06-11 18:26	BTC	Buy	61892.1→63406.8	+11.66	timeout
06-11 17:24	BTC	Buy	62090.1→62339.9	+1.47	timeout
06-10 17:15	BTC	Buy	61624.1→62058.9	+3.03	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.19	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 14:29	BTC	Buy	63129.2→61576.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63290.2→61734	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61958.9	-12.78	stop_loss
06-09 07:51	BTC	Buy	63241.2→63158.8	-1.16	timeout
06-08 22:26	BTC	Buy	63022.2→63297.8	+1.70	timeout
06-08 18:00	BTC	Buy	62140.1→63531.8	+10.65	timeout
06-08 06:52	BTC	Buy	62139.1→62979.9	+6.30	timeout
06-07 21:54	BTC	Buy	60819→61627.9	+6.21	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.23	timeout
06-07 04:29	BTC	Buy	59943→61533.9	+12.82	timeout
06-06 20:16	BTC	Buy	60744→60503	-2.36	timeout
06-06 16:12	BTC	Buy	59768→60751	+7.82	timeout
06-06 04:10	BTC	Buy	61819.1→60295.8	-12.78	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	61061.1→59559.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61619.1→60070.9	-13.00	stop_loss
06-05 13:59	BTC	Buy	62196.1→60666.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62852.1→61306.3	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 06:23	BTC	Buy	62732.1→61176.3	-12.79	stop_loss
06-05 06:22	BTC	Buy	62898.1→61351.2	-12.74	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 09:30	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67178.4→65523.9	-12.79	stop_loss
06-03 16:24	BTC	Buy	67297.4→65641.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67285.4→65629.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

43%

win rate

-400.56

total pnl ($)

-64.8 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	123	43%	-64.8	-400.56

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…