deribit_basis_crossover_long_fear_gate · strategy

139

closed trades

44%

win rate

-423.66

total pnl ($)

0.508

weight

7d window — n=28 wr=43% pnl=-118.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:11	BTC	Buy	59600→60357	+5.97	timeout
06-29 20:06	BTC	Buy	59502→60472	+7.55	timeout
06-29 00:14	BTC	Buy	60079→59580	-4.65	timeout
06-28 22:07	BTC	Buy	60098→59825	-2.74	timeout
06-28 20:03	BTC	Buy	60217→59491	-6.47	timeout
06-28 18:02	BTC	Buy	60477→59610	-7.59	timeout
06-27 22:16	BTC	Buy	59901→59910	-0.31	timeout
06-27 20:07	BTC	Buy	59720→60223	+3.82	timeout
06-27 18:08	BTC	Buy	60058→60479	+3.08	timeout
06-27 16:03	BTC	Buy	60437→60759	+2.28	timeout
06-26 20:08	BTC	Buy	59606→59756	+0.70	timeout
06-26 18:09	BTC	Buy	59647→60078	+3.05	timeout
06-26 16:07	BTC	Buy	59581→60304	+5.53	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-25 13:58	BTC	Buy	59670→58199	-12.70	stop_loss
06-25 13:55	BTC	Buy	59884→58410.9	-12.67	stop_loss
06-25 13:48	BTC	Buy	60830→59334.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60869→59372.3	-12.70	stop_loss
06-24 14:19	BTC	Buy	62442.1→60888.5	-12.87	stop_loss
06-24 14:19	BTC	Buy	62491.1→60939.5	-12.86	stop_loss
06-24 14:13	BTC	Buy	62654.1→61102.4	-12.83	stop_loss
06-24 12:59	BTC	Buy	62244.1→62590.9	+2.33	timeout
06-24 10:59	BTC	Buy	62319.1→62419.9	+0.33	timeout
06-24 08:55	BTC	Buy	62385.1→62770.9	+2.58	timeout
06-23 08:24	BTC	Buy	63838.2→62267.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63952.2→62377.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64209.2→62629.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64407.2→62816.4	-12.81	stop_loss
06-23 00:52	BTC	Buy	63718.2→64088.8	+2.47	timeout
06-22 22:50	BTC	Buy	63675.2→63933.8	+1.58	timeout
06-22 20:44	BTC	Buy	63939.2→64471.8	+3.70	timeout
06-22 18:45	BTC	Buy	64149.2→64457.8	+1.91	timeout
06-22 00:16	BTC	Buy	64225.2→63517.8	-5.96	timeout
06-21 22:11	BTC	Buy	63987.2→63571.8	-3.69	timeout
06-21 20:11	BTC	Buy	63942.2→64137.8	+1.09	timeout
06-21 18:08	BTC	Buy	63798.2→64009.8	+1.29	timeout
06-20 23:25	BTC	Buy	63283.2→64247.8	+7.16	timeout
06-20 21:23	BTC	Buy	63189.2→63912.8	+5.29	timeout
06-20 19:21	BTC	Buy	63000.1→63861.8	+6.40	timeout
06-20 17:18	BTC	Buy	63049.2→63892.8	+6.22	timeout
06-19 22:38	BTC	Buy	62787.1→63215.8	+2.92	timeout
06-19 20:37	BTC	Buy	63103.2→63034.8	-1.03	timeout
06-19 18:36	BTC	Buy	62786.1→63153.8	+2.46	timeout
06-19 16:32	BTC	Buy	62521.1→63273.8	+5.57	timeout
06-18 15:57	BTC	Buy	63929.2→62348.7	-12.65	stop_loss
06-18 15:51	BTC	Buy	64170.2→62590.6	-12.51	stop_loss
06-18 15:40	BTC	Buy	64312.2→62730.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64571.2→62982.3	-12.73	stop_loss
06-18 04:11	BTC	Buy	65380.3→63743.9	-12.97	stop_loss
06-17 19:42	BTC	Buy	65711.3→64090.7	-12.81	stop_loss
06-17 19:40	BTC	Buy	65802.3→64175.7	-12.84	stop_loss
06-17 19:40	BTC	Buy	65816.3→64196.7	-12.76	stop_loss
06-17 17:30	BTC	Buy	65731.3→65936.7	+1.05	timeout
06-17 15:25	BTC	Buy	65758.3→65341.7	-3.62	timeout
06-17 00:58	BTC	Buy	66235.3→65721.7	-4.39	timeout
06-16 22:56	BTC	Buy	66180.3→65712.7	-4.07	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67098.4→65448	-12.82	stop_loss
06-16 00:20	BTC	Buy	65716.3→66346.7	+4.42	timeout
06-15 22:17	BTC	Buy	65108.3→66340.7	+8.97	timeout
06-15 13:20	BTC	Buy	64036.2→66847.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63700.2→66496.7	+21.51	take_profit
06-14 23:45	BTC	Buy	64428.2→65560.7	+8.30	timeout
06-14 20:19	BTC	Buy	64257.2→63822.8	-3.88	timeout
06-14 16:24	BTC	Buy	63973.2→64145.8	+0.84	timeout
06-14 14:17	BTC	Buy	64168.2→64216.8	-0.07	timeout
06-13 21:18	BTC	Buy	63620.2→64232.8	+4.34	timeout
06-13 19:13	BTC	Buy	63678.2→64157.8	+3.32	timeout
06-13 15:04	BTC	Buy	63898.2→64208.8	+1.94	timeout
06-13 12:58	BTC	Buy	63429.2→64137.8	+5.06	timeout
06-12 20:06	BTC	Buy	63603.2→63629.8	-0.24	timeout
06-12 17:58	BTC	Buy	63534.2→63813.8	+1.74	timeout
06-12 13:50	BTC	Buy	63109.2→63210.8	+0.29	timeout
06-12 11:37	BTC	Buy	63095.2→63663.8	+3.98	timeout
06-11 18:38	BTC	Buy	61772.1→63470.8	+13.17	timeout
06-11 16:35	BTC	Buy	62371.1→62662.9	+1.79	timeout
06-11 10:20	BTC	Buy	61165.1→62796.9	+12.75	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 18:16	BTC	Buy	61712.1→61952.9	+1.46	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.40	timeout
06-09 14:47	BTC	Buy	62722.1→61179.3	-12.75	stop_loss
06-09 14:46	BTC	Buy	62740.1→61188.3	-12.82	stop_loss
06-09 14:16	BTC	Buy	63463.2→61899.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63536.2→61972.9	-12.75	stop_loss
06-09 12:05	BTC	Buy	62822.1→62726.9	-1.15	timeout
06-09 10:03	BTC	Buy	63452.2→62741.9	-6.02	timeout
06-08 21:13	BTC	Buy	61959.1→63729.8	+13.80	timeout
06-08 12:57	BTC	Buy	61869.1→63723.8	+14.51	timeout
06-08 10:53	BTC	Buy	62378.1→63129.8	+5.58	timeout
06-08 08:41	BTC	Buy	62436.1→63088.8	+4.70	timeout
06-07 19:41	BTC	Buy	60548→61266.9	+5.53	timeout
06-07 09:24	BTC	Buy	61134.1→62637.9	+11.89	timeout
06-07 07:20	BTC	Buy	60930→62098.9	+9.18	timeout
06-07 05:19	BTC	Buy	60054→62032.9	+16.05	timeout
06-06 19:10	BTC	Buy	59399→60714	+10.68	timeout
06-06 04:33	BTC	Buy	61121.1→59618.2	-12.75	stop_loss
06-06 04:20	BTC	Buy	61445.1→59934	-12.75	stop_loss
06-06 04:11	BTC	Buy	61783.1→60258.8	-12.79	stop_loss
06-05 18:52	BTC	Buy	60772→59277.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61365.1→59856.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

139

closed

44%

win rate

-423.66

total pnl ($)

-60.6 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	139	44%	-60.6	-423.66

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…