deribit_basis_crossover_long_feargate · strategy

112

closed trades

42%

win rate

-374.20

total pnl ($)

0.451

weight

7d window — n=25 wr=36% pnl=-132.20 · 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 19:29	BTC	Buy	60287→59487	-7.07	timeout
06-28 17:20	BTC	Buy	60581→59636	-8.22	timeout
06-28 15:16	BTC	Buy	60777→60004	-6.84	timeout
06-27 18:49	BTC	Buy	59611→60490	+6.94	timeout
06-27 16:53	BTC	Buy	59982→60780	+6.19	timeout
06-27 14:51	BTC	Buy	59716→60582	+6.80	timeout
06-26 18:13	BTC	Buy	59389→60072	+5.20	timeout
06-26 14:15	BTC	Buy	59234→59911	+5.22	timeout
06-26 13:19	BTC	Buy	59951→58476.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59756→58283.9	-12.76	stop_loss
06-25 13:57	BTC	Buy	59838→58330.9	-12.99	stop_loss
06-25 13:48	BTC	Buy	61050.1→59546.2	-12.74	stop_loss
06-25 13:46	BTC	Buy	61100.1→59595.2	-12.73	stop_loss
06-24 17:20	BTC	Buy	60912→59414.3	-12.73	stop_loss
06-24 15:33	BTC	Buy	62200.1→60670.6	-12.74	stop_loss
06-24 14:07	BTC	Buy	62477.1→61415.9	-8.93	timeout
06-24 14:02	BTC	Buy	62713.1→61166.3	-12.78	stop_loss
06-24 12:03	BTC	Buy	62466.1→62926.9	+3.23	timeout
06-24 08:10	BTC	Buy	62802.1→62592.9	-2.19	timeout
06-23 08:17	BTC	Buy	63976.2→62401.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64567.2→62978.3	-12.77	stop_loss
06-22 23:13	BTC	Buy	63729.2→63965.8	+1.40	timeout
06-22 21:10	BTC	Buy	63617.2→64374.8	+5.49	timeout
06-22 19:05	BTC	Buy	64154.2→64362.8	+1.13	timeout
06-21 22:42	BTC	Buy	64229.2→63644.8	-4.98	timeout
06-21 20:39	BTC	Buy	63846.2→63983.8	+0.62	timeout
06-21 18:37	BTC	Buy	63832.2→64123.8	+1.88	timeout
06-20 21:06	BTC	Buy	63138.2→63913.8	+5.70	timeout
06-20 19:02	BTC	Buy	63050.2→63784.8	+5.39	timeout
06-20 16:58	BTC	Buy	62968.1→63971.8	+7.48	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 18:19	BTC	Buy	62852.1→63105.8	+1.56	timeout
06-19 16:18	BTC	Buy	62598.1→63319.8	+5.31	timeout
06-18 15:40	BTC	Buy	64210.2→62627.5	-12.75	stop_loss
06-18 15:38	BTC	Buy	64416.2→62831.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64571.2→62981.3	-12.74	stop_loss
06-17 22:03	BTC	Buy	65500.3→63889.8	-12.74	stop_loss
06-17 22:03	BTC	Buy	65516.3→63903.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65656.3→64041.8	-12.77	stop_loss
06-17 15:07	BTC	Buy	65794.3→65128.7	-5.51	timeout
06-17 00:40	BTC	Buy	66391.3→65793.7	-5.01	timeout
06-16 22:37	BTC	Buy	66249.3→65697.7	-4.70	timeout
06-16 14:30	BTC	Buy	66536.3→65531.7	-8.08	timeout
06-16 00:04	BTC	Buy	65636.3→66272.7	+4.41	timeout
06-15 21:58	BTC	Buy	65308.3→66334.7	+7.35	timeout
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-14 23:33	BTC	Buy	64429.2→65530.7	+8.06	timeout
06-14 21:33	BTC	Buy	64253.2→64827.8	+3.99	timeout
06-14 19:28	BTC	Buy	64142.2→63756.8	-3.52	timeout
06-13 23:04	BTC	Buy	63444.2→64428.8	+7.28	timeout
06-13 20:59	BTC	Buy	63441.2→64260.8	+5.99	timeout
06-13 19:01	BTC	Buy	63672.2→64158.8	+3.37	timeout
06-12 21:28	BTC	Buy	63430.2→63510.8	+0.13	timeout
06-12 19:25	BTC	Buy	63635.2→63721.8	+0.22	timeout
06-12 17:21	BTC	Buy	62344.1→63842.8	+11.56	timeout
06-11 20:43	BTC	Buy	61825.1→63262.8	+11.04	timeout
06-11 18:38	BTC	Buy	61773.1→63467.8	+13.14	timeout
06-11 16:32	BTC	Buy	62199.1→62561.9	+2.36	timeout
06-10 19:28	BTC	Buy	61815.1→61762.9	-0.94	timeout
06-10 17:25	BTC	Buy	61676.1→62107.9	+3.01	timeout
06-10 15:24	BTC	Buy	61452.1→62275.9	+6.20	timeout
06-09 15:57	BTC	Buy	62520.1→60982.4	-12.75	stop_loss
06-09 14:36	BTC	Buy	62903.1→61351.2	-12.79	stop_loss
06-09 14:20	BTC	Buy	63259.2→61702	-12.76	stop_loss
06-09 10:58	BTC	Buy	63091.2→62763.9	-2.98	timeout
06-09 08:52	BTC	Buy	63031.2→62907.9	-1.42	timeout
06-09 06:49	BTC	Buy	62926.1→63345.8	+2.83	timeout
06-08 10:24	BTC	Buy	62519.1→63214.8	+5.12	timeout
06-08 08:14	BTC	Buy	62335.1→63127.8	+5.82	timeout
06-08 06:12	BTC	Buy	61683.1→62898.9	+9.40	timeout
06-07 09:37	BTC	Buy	61250.1→62491.9	+9.70	timeout
06-07 07:34	BTC	Buy	60988→62227.9	+9.75	timeout
06-07 05:30	BTC	Buy	60720→61737.9	+7.96	timeout
06-06 04:34	BTC	Buy	60991→59490.3	-12.75	stop_loss
06-06 04:34	BTC	Buy	61053.1→59544.2	-12.81	stop_loss
06-06 04:13	BTC	Buy	61642.1→60122.9	-12.78	stop_loss
06-05 21:03	BTC	Buy	59203→61802.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60825→59329.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	60985→59485.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-12.75	stop_loss
06-05 13:57	BTC	Buy	62379.1→60843.5	-12.76	stop_loss
06-05 13:57	BTC	Buy	62408.1→60869.5	-12.78	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 01:23	BTC	Buy	64111.2→62534.6	-12.75	stop_loss
06-04 00:24	BTC	Buy	65551.3→63938.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66448.3→64810.3	-12.82	stop_loss
06-03 20:55	BTC	Buy	66460.3→64810.3	-12.91	stop_loss
06-03 20:55	BTC	Buy	66536.3→64898.3	-12.81	stop_loss
06-02 15:26	BTC	Buy	69030.5→67332.9	-12.75	stop_loss
06-02 14:27	BTC	Buy	69504.5→67794.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 02:05	BTC	Buy	72195.6→70420.2	-12.83	stop_loss
06-01 22:25	BTC	Buy	73173.7→71199.8	-14.04	stop_loss
06-01 22:25	BTC	Buy	73976.7→71199.8	-19.36	stop_loss
06-01 03:47	BTC	Buy	74137.7→73879.3	-2.26	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

42%

win rate

-374.20

total pnl ($)

-66.4 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	112	42%	-66.4	-374.20

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…