deribit_basis_crossover_long_feargate_v2 · strategy

170

closed trades

45%

win rate

-549.49

total pnl ($)

0.250

weight

7d window — n=42 wr=43% pnl=-199.30 · 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 12:58	BTC	Buy	59825→58351.9	-12.75	stop_loss
06-30 12:58	BTC	Buy	59865→58392.9	-12.74	stop_loss
06-30 12:57	BTC	Buy	59907→58433.8	-12.74	stop_loss
06-30 12:57	BTC	Buy	59914→58437.8	-12.75	stop_loss
06-30 12:20	BTC	Buy	60387→58901.6	-12.73	stop_loss
06-30 00:55	BTC	Buy	59539→59836	+2.08	timeout
06-29 23:49	BTC	Buy	59697→60231	+4.05	timeout
06-29 22:34	BTC	Buy	59189→60367	+9.54	timeout
06-29 18:44	BTC	Buy	59580→60230	+4.85	timeout
06-29 15:09	BTC	Buy	59924→59232	-6.29	timeout
06-28 23:42	BTC	Buy	60047→59723	-3.30	timeout
06-28 22:43	BTC	Buy	60139→59137	-8.80	timeout
06-28 21:40	BTC	Buy	60271→59655	-5.57	timeout
06-28 17:56	BTC	Buy	60565→59577	-8.58	timeout
06-28 14:38	BTC	Buy	60531→60059	-4.38	timeout
06-27 20:26	BTC	Buy	59721→60230	+3.87	timeout
06-27 19:22	BTC	Buy	59920→60409	+3.67	timeout
06-27 18:20	BTC	Buy	60024→60492	+3.47	timeout
06-27 17:15	BTC	Buy	60145→60540	+2.81	timeout
06-27 14:12	BTC	Buy	59968→60553	+4.42	timeout
06-26 18:58	BTC	Buy	59510→59604	+0.22	timeout
06-26 17:56	BTC	Buy	59487→59928	+3.15	timeout
06-26 16:58	BTC	Buy	59303→60031	+5.59	timeout
06-26 15:54	BTC	Buy	59384→60195	+6.29	timeout
06-26 12:40	BTC	Buy	60660→59167.4	-12.76	stop_loss
06-26 02:24	BTC	Buy	59752→58277.9	-12.77	stop_loss
06-25 13:59	BTC	Buy	59539→58069	-12.72	stop_loss
06-25 13:57	BTC	Buy	59762→58279.9	-12.78	stop_loss
06-25 13:54	BTC	Buy	60003→58524.8	-12.69	stop_loss
06-25 13:48	BTC	Buy	61038.1→59537.2	-12.69	stop_loss
06-25 13:46	BTC	Buy	61105.1→59599.2	-12.71	stop_loss
06-24 17:19	BTC	Buy	61011.1→59509.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61272.1→59751.1	-12.84	stop_loss
06-24 15:33	BTC	Buy	62159.1→60630.6	-12.74	stop_loss
06-24 15:30	BTC	Buy	62297.1→60763.6	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62708.1→61158.3	-12.80	stop_loss
06-24 12:52	BTC	Buy	62217.1→62612.9	+2.73	timeout
06-24 11:51	BTC	Buy	62412.1→62971.9	+4.02	timeout
06-24 10:51	BTC	Buy	62237.1→62471.9	+1.39	timeout
06-24 09:50	BTC	Buy	62352.1→62647.9	+1.84	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.07	timeout
06-23 08:17	BTC	Buy	63970.2→62369.7	-12.98	stop_loss
06-23 08:17	BTC	Buy	64043.2→62465.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64301.2→62717.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64454.2→62868.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64452.2→62866.4	-12.77	stop_loss
06-22 21:26	BTC	Buy	63677.2→64246.8	+4.01	timeout
06-22 20:13	BTC	Buy	64111.2→64491.8	+2.49	timeout
06-22 19:11	BTC	Buy	64172.2→64346.8	+0.86	timeout
06-22 18:10	BTC	Buy	63964.2→64653.8	+4.87	timeout
06-22 17:06	BTC	Buy	64179.2→64610.8	+2.91	timeout
06-21 21:06	BTC	Buy	63920.2→63769.8	-1.63	timeout
06-21 20:04	BTC	Buy	63909.2→64148.8	+1.44	timeout
06-21 19:01	BTC	Buy	63801.2→64199.8	+2.72	timeout
06-21 17:58	BTC	Buy	63827.2→64135.8	+2.05	timeout
06-21 16:55	BTC	Buy	63978.2→64117.8	+0.69	timeout
06-20 20:46	BTC	Buy	63147.2→63866.8	+5.27	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.73	timeout
06-20 17:35	BTC	Buy	63006.2→63795.8	+5.80	timeout
06-20 16:34	BTC	Buy	63265.2→63901.8	+4.51	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:56	BTC	Buy	62667.1→63039.8	+2.50	timeout
06-19 17:55	BTC	Buy	62582.1→63153.8	+4.12	timeout
06-19 16:56	BTC	Buy	62629.1→62920.9	+1.90	timeout
06-19 15:43	BTC	Buy	62706.1→63215.8	+3.71	timeout
06-18 15:57	BTC	Buy	63844.2→62271.7	-12.60	stop_loss
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64297.2→62707.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64324.2→62742.5	-12.47	stop_loss
06-18 14:51	BTC	Buy	65111.3→63757.8	-10.83	timeout
06-18 04:11	BTC	Buy	65391.3→63741.9	-13.07	stop_loss
06-17 19:50	BTC	Buy	65668.3→64044.8	-12.83	stop_loss
06-17 19:42	BTC	Buy	65701.3→64085.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65886.3→64257.6	-12.81	stop_loss
06-17 17:32	BTC	Buy	65720.3→65927.7	+1.05	timeout
06-17 16:29	BTC	Buy	65766.3→66235.7	+3.15	timeout
06-17 15:29	BTC	Buy	65760.3→65301.7	-3.95	timeout
06-17 14:27	BTC	Buy	65674.3→65148.7	-4.46	timeout
06-16 21:51	BTC	Buy	66407.3→65746.7	-5.52	timeout
06-16 15:44	BTC	Buy	66875.3→65807.7	-8.51	timeout
06-16 14:33	BTC	Buy	66524.3→65330.7	-9.51	timeout
06-16 14:23	BTC	Buy	67131.4→65479	-12.83	stop_loss
06-16 13:37	BTC	Buy	66754.3→65963.7	-6.45	timeout
06-15 21:39	BTC	Buy	64944.2→66403.7	+10.73	timeout
06-15 13:22	BTC	Buy	64051.2→66863.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63932.2→66745.7	+21.57	take_profit
06-15 12:55	BTC	Buy	63783.2→66583.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63712.2→66516.7	+21.57	take_profit
06-14 21:15	BTC	Buy	64209.2→64156.8	-0.88	timeout
06-14 20:12	BTC	Buy	64258.2→63795.8	-4.09	timeout
06-14 19:09	BTC	Buy	64143.2→63744.8	-3.63	timeout
06-14 18:06	BTC	Buy	64035.2→63695.8	-3.20	timeout
06-14 17:02	BTC	Buy	63966.2→63924.8	-0.84	timeout
06-13 20:26	BTC	Buy	63494.2→64219.8	+5.26	timeout
06-13 19:21	BTC	Buy	63671.2→64144.8	+3.27	timeout
06-13 18:22	BTC	Buy	63689.2→64077.8	+2.58	timeout
06-13 17:17	BTC	Buy	63846.2→63978.8	+0.59	timeout
06-13 16:13	BTC	Buy	63873.2→64065.8	+1.04	timeout

Paper vs Live

Paper (trades.jsonl)

170

closed

45%

win rate

-549.49

total pnl ($)

-64.5 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	170	45%	-64.5	-549.49

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 02:02	BTC	Buy	circuit_breaker
06-30 00:56	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…