deribit_basis_drop_fear_gate_long_v2 · strategy

242

closed trades

47%

win rate

-356.52

total pnl ($)

0.319

weight

7d window — n=59 wr=44% pnl=-161.28 · 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 19:07	BTC	Buy	60014→60147	+0.58	timeout
06-29 16:25	BTC	Buy	59943→59574	-3.60	timeout
06-29 13:47	BTC	Buy	59462→59454	-0.57	timeout
06-29 11:08	BTC	Buy	59294→60001	+5.44	timeout
06-29 06:56	BTC	Buy	59569→60063	+3.69	timeout
06-29 04:47	BTC	Buy	59641→59794	+0.83	timeout
06-29 02:30	BTC	Buy	60104→59500	-5.49	timeout
06-29 00:25	BTC	Buy	60213→59282	-8.21	timeout
06-28 22:11	BTC	Buy	60175→59606	-5.19	timeout
06-28 16:54	BTC	Buy	60127→59624	-4.62	timeout
06-28 14:48	BTC	Buy	60095→60081	-0.58	timeout
06-28 08:34	BTC	Buy	60240→60190	-0.87	timeout
06-28 06:30	BTC	Buy	60475→59922	-5.02	timeout
06-28 04:21	BTC	Buy	60717→60187	-4.82	timeout
06-28 02:16	BTC	Buy	60585→60253	-3.20	timeout
06-28 00:55	BTC	Buy	60390→60130	-2.59	timeout
06-27 20:04	BTC	Buy	60442→60216	-2.29	timeout
06-27 17:55	BTC	Buy	60222→60572	+2.46	timeout
06-27 15:44	BTC	Buy	60289→60766	+3.51	timeout
06-27 13:39	BTC	Buy	59924→60563	+4.87	timeout
06-27 09:31	BTC	Buy	59871→60343	+3.47	timeout
06-27 06:20	BTC	Buy	60012→60141	+0.59	timeout
06-27 02:52	BTC	Buy	59633→60312	+5.24	timeout
06-27 00:59	BTC	Buy	59184→60022	+6.61	timeout
06-26 23:14	BTC	Buy	59448→60038	+4.50	timeout
06-26 13:19	BTC	Buy	59948→58472.8	-12.77	stop_loss
06-26 12:40	BTC	Buy	60642→59149.5	-12.77	stop_loss
06-26 08:51	BTC	Buy	59389→60144	+5.89	timeout
06-26 06:38	BTC	Buy	59412→60138	+5.59	timeout
06-26 04:29	BTC	Buy	59725→59950	+1.44	timeout
06-26 02:29	BTC	Buy	59362→58806.1	-5.09	timeout
06-26 02:21	BTC	Buy	59819→58343.9	-12.77	stop_loss
06-25 13:45	BTC	Buy	61346.1→59837.1	-12.75	stop_loss
06-25 13:45	BTC	Buy	61333.1→59825.1	-12.73	stop_loss
06-25 13:43	BTC	Buy	61682.1→60163.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61749.1→60230.9	-12.72	stop_loss
06-25 12:02	BTC	Buy	61063.1→61202.9	+0.70	timeout
06-25 09:54	BTC	Buy	61006.1→61705.9	+5.27	timeout
06-25 07:37	BTC	Buy	59846→61841.9	+16.23	timeout
06-25 05:40	BTC	Buy	59403→61504.9	+17.26	timeout
06-25 04:01	BTC	Buy	60282→60871	+4.44	timeout
06-24 16:51	BTC	Buy	61361.1→59822.1	-12.97	stop_loss
06-24 14:13	BTC	Buy	62652.1→61099.4	-12.82	stop_loss
06-24 13:46	BTC	Buy	62850.1→61304.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62866.1→61320.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62948.1→61397.2	-12.76	stop_loss
06-24 11:45	BTC	Buy	62632.1→62697.9	+0.07	timeout
06-24 09:38	BTC	Buy	62537.1→62636.9	+0.32	timeout
06-24 02:49	BTC	Buy	62551.1→62685.9	+0.60	timeout
06-24 00:43	BTC	Buy	62299.1→62957.9	+4.82	timeout
06-23 22:35	BTC	Buy	62278.1→62528.9	+1.57	timeout
06-23 20:33	BTC	Buy	62195.1→62432.9	+1.47	timeout
06-23 19:02	BTC	Buy	62903.1→62225.9	-5.84	timeout
06-23 08:17	BTC	Buy	63947.2→62374.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64165.2→62559.6	-12.97	stop_loss
06-23 06:20	BTC	Buy	64377.2→62790.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64463.2→62873.4	-12.79	stop_loss
06-23 04:31	BTC	Buy	64635.2→63900.8	-6.14	timeout
06-22 22:22	BTC	Buy	64153.2→64204.8	-0.05	timeout
06-22 20:17	BTC	Buy	64237.2→64483.8	+1.46	timeout
06-22 18:09	BTC	Buy	64235.2→64632.8	+2.61	timeout
06-22 16:06	BTC	Buy	63900.2→64685.8	+5.71	timeout
06-22 13:58	BTC	Buy	64567.2→65478.7	+6.54	timeout
06-22 06:46	BTC	Buy	64165.2→63990.8	-1.82	timeout
06-22 04:40	BTC	Buy	64024.2→63979.8	-0.81	timeout
06-22 02:35	BTC	Buy	63971.2→64461.8	+3.35	timeout
06-22 00:30	BTC	Buy	63984.2→63713.8	-2.58	timeout
06-21 22:19	BTC	Buy	64251.2→63655.8	-5.07	timeout
06-21 17:07	BTC	Buy	64239.2→64151.8	-1.09	timeout
06-21 15:03	BTC	Buy	64228.2→64202.8	-0.62	timeout
06-21 13:03	BTC	Buy	64293.2→64074.8	-2.12	timeout
06-21 10:56	BTC	Buy	64278.2→64309.8	-0.20	timeout
06-21 08:56	BTC	Buy	63900.2→63956.8	-0.08	timeout
06-21 03:30	BTC	Buy	64170.2→64328.8	+0.79	timeout
06-21 01:13	BTC	Buy	63594.2→64230.8	+4.53	timeout
06-20 23:11	BTC	Buy	63633.2→64251.8	+4.41	timeout
06-20 21:00	BTC	Buy	63410.2→63896.8	+3.39	timeout
06-20 18:55	BTC	Buy	63718.2→63755.8	-0.15	timeout
06-20 14:52	BTC	Buy	63340.2→63973.8	+4.52	timeout
06-20 12:51	BTC	Buy	63527.2→63543.8	-0.34	timeout
06-20 10:48	BTC	Buy	63328.2→63586.8	+1.56	timeout
06-20 08:43	BTC	Buy	63045.2→63417.8	+2.45	timeout
06-20 06:44	BTC	Buy	63020.2→63734.8	+5.21	timeout
06-20 02:37	BTC	Buy	63340.2→63377.8	-0.15	timeout
06-20 00:33	BTC	Buy	62471.1→63650.8	+8.98	timeout
06-19 22:33	BTC	Buy	62435.1→63240.8	+5.98	timeout
06-19 20:32	BTC	Buy	62688.1→63025.8	+2.23	timeout
06-19 18:24	BTC	Buy	62802.1→63099.8	+1.91	timeout
06-19 13:34	BTC	Buy	62834.1→62793.9	-0.72	timeout
06-19 10:38	BTC	Buy	62787.1→62394.9	-3.53	timeout
06-19 08:36	BTC	Buy	63104.2→62641.9	-4.05	timeout
06-19 06:33	BTC	Buy	62793.1→62801.9	-0.36	timeout
06-19 04:32	BTC	Buy	62521.1→62635.9	+0.49	timeout
06-18 15:57	BTC	Buy	63844.2→62271.7	-12.74	stop_loss
06-18 15:57	BTC	Buy	63935.2→62352.7	-12.76	stop_loss
06-18 15:40	BTC	Buy	64229.2→62649.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.73	stop_loss
06-18 15:20	BTC	Buy	64466.2→63371.8	-8.93	timeout
06-18 13:21	BTC	Buy	64659.2→64316.8	-3.10	timeout
06-18 11:18	BTC	Buy	64417.2→63963.8	-4.01	timeout

Paper vs Live

Paper (trades.jsonl)

242

closed

47%

win rate

-356.52

total pnl ($)

-29.3 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	242	47%	-29.3	-356.52

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 19:53	BTC	Buy	circuit_breaker
06-29 13:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…