deribit_basis_drop_fear_gate_long_v3 · strategy

136

closed trades

44%

win rate

-386.18

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-205.37 · 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 02:23	BTC	Buy	60243→60077	-1.83	timeout
06-28 00:14	BTC	Buy	60088→60097	-0.30	timeout
06-27 22:08	BTC	Buy	59811→60092	+1.96	timeout
06-27 20:00	BTC	Buy	59937→60158	+1.45	timeout
06-27 17:38	BTC	Buy	59939→60598	+5.05	timeout
06-26 19:32	BTC	Buy	59308→59956	+4.89	timeout
06-26 17:34	BTC	Buy	59508→60152	+4.86	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.98	timeout
06-26 13:19	BTC	Buy	59932→58455.8	-12.78	stop_loss
06-26 13:18	BTC	Buy	60298→58814.6	-12.76	stop_loss
06-26 02:24	BTC	Buy	59748→58275.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59881→58407.9	-12.74	stop_loss
06-25 17:39	BTC	Buy	59455→59695	+1.61	timeout
06-25 13:55	BTC	Buy	59893→58416.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-25 13:48	BTC	Buy	60936→59420.3	-12.84	stop_loss
06-25 13:48	BTC	Buy	60960→59452.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61343.1→59833.1	-12.73	stop_loss
06-24 14:17	BTC	Buy	62585.1→61046.4	-12.71	stop_loss
06-24 14:02	BTC	Buy	62688.1→61142.4	-12.78	stop_loss
06-24 13:47	BTC	Buy	62821.1→61276.3	-12.73	stop_loss
06-24 13:45	BTC	Buy	62880.1→61332.3	-12.76	stop_loss
06-24 12:10	BTC	Buy	62436.1→62826.9	+2.67	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.38	timeout
06-23 08:24	BTC	Buy	63835.2→62265.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63988.2→62395.7	-12.91	stop_loss
06-23 06:21	BTC	Buy	64178.2→62595.6	-12.79	stop_loss
06-23 06:20	BTC	Buy	64369.2→62786.5	-12.76	stop_loss
06-23 06:08	BTC	Buy	64726.2→63134.3	-12.78	stop_loss
06-23 01:44	BTC	Buy	64457.2→64064.8	-3.47	timeout
06-22 22:28	BTC	Buy	65505.3→63893.8	-12.75	stop_loss
06-22 21:11	BTC	Buy	63527.2→64368.8	+6.16	timeout
06-22 12:44	BTC	Buy	64019.2→65031.7	+7.31	timeout
06-22 10:42	BTC	Buy	64345.2→64065.8	-2.72	timeout
06-22 08:41	BTC	Buy	63919.2→64129.8	+1.12	timeout
06-21 19:23	BTC	Buy	63900.2→64176.8	+1.75	timeout
06-21 11:22	BTC	Buy	63665.2→64274.8	+4.35	timeout
06-21 08:32	BTC	Buy	63416.2→63995.8	+3.98	timeout
06-21 04:48	BTC	Buy	63544.2→64441.8	+6.63	timeout
06-21 02:44	BTC	Buy	63381.2→64206.8	+6.05	timeout
06-20 18:03	BTC	Buy	63121.2→63884.8	+5.59	timeout
06-20 08:30	BTC	Buy	62655.1→63438.8	+5.74	timeout
06-20 06:30	BTC	Buy	62822.1→63670.8	+6.30	timeout
06-20 04:31	BTC	Buy	62640.1→63503.8	+6.46	timeout
06-20 01:34	BTC	Buy	62821.1→63567.8	+5.49	timeout
06-19 17:56	BTC	Buy	62537.1→63148.8	+4.44	timeout
06-18 15:53	BTC	Buy	64046.2→62470.6	-12.63	stop_loss
06-18 15:40	BTC	Buy	64274.2→62676.5	-12.84	stop_loss
06-18 15:39	BTC	Buy	64381.2→62795.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64442.2→62841.4	-12.78	stop_loss
06-18 15:37	BTC	Buy	64508.2→62874.4	-12.91	stop_loss
06-18 11:48	BTC	Buy	64833.2→63887.8	-7.79	timeout
06-18 05:08	BTC	Buy	65232.3→63621	-12.82	stop_loss
06-17 19:41	BTC	Buy	65743.3→64126.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65775.3→64155.7	-12.77	stop_loss
06-17 19:30	BTC	Buy	65712.3→64404.8	-10.42	timeout
06-17 05:04	BTC	Buy	65938.3→65911.7	-0.68	timeout
06-17 01:00	BTC	Buy	66218.3→65682.7	-4.55	timeout
06-16 14:23	BTC	Buy	67193.4→65540.9	-12.82	stop_loss
06-16 14:03	BTC	Buy	66329.3→66128.7	-2.04	timeout
06-16 11:55	BTC	Buy	66187.3→66369.7	+0.84	timeout
06-16 03:19	BTC	Buy	65683.3→65719.7	-0.16	timeout
06-16 00:40	BTC	Buy	65505.3→66339.7	+5.97	timeout
06-15 13:30	BTC	Buy	64256.2→66815.7	+19.48	timeout
06-15 13:16	BTC	Buy	63883.2→66691.7	+21.54	take_profit
06-15 11:03	BTC	Buy	64477.2→65882.7	+10.45	timeout
06-15 02:29	BTC	Buy	64509.2→65644.7	+8.31	timeout
06-15 00:16	BTC	Buy	64420.2→65716.7	+9.60	timeout
06-14 20:07	BTC	Buy	64222.2→63787.8	-3.88	timeout
06-14 11:12	BTC	Buy	63895.2→64502.8	+4.30	timeout
06-14 09:11	BTC	Buy	63776.2→64429.8	+4.61	timeout
06-14 01:01	BTC	Buy	63621.2→64550.8	+6.90	timeout
06-13 22:49	BTC	Buy	63502.2→64462.8	+7.09	timeout
06-13 18:26	BTC	Buy	63688.2→64155.8	+3.21	timeout
06-13 11:08	BTC	Buy	63806.2→63851.8	-0.19	timeout
06-13 09:05	BTC	Buy	63425.2→63796.8	+2.41	timeout
06-13 00:13	BTC	Buy	63673.2→63551.8	-1.54	timeout
06-12 21:20	BTC	Buy	63506.2→63572.8	+0.05	timeout
06-12 17:53	BTC	Buy	63477.2→63843.8	+2.43	timeout
06-12 10:54	BTC	Buy	63069.2→63679.8	+4.32	timeout
06-12 08:49	BTC	Buy	62952.1→63404.8	+3.06	timeout
06-11 19:32	BTC	Buy	61214.1→63904.8	+21.41	take_profit
06-11 19:11	BTC	Buy	61849.1→63365.8	+11.68	timeout
06-11 17:09	BTC	Buy	62170.1→62482.9	+2.01	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 19:13	BTC	Buy	61784.1→61751.9	-0.78	timeout
06-10 17:12	BTC	Buy	61517.1→62064.9	+3.95	timeout
06-10 15:16	BTC	Buy	61612.1→61921.9	+2.02	timeout
06-09 15:56	BTC	Buy	62557.1→61016.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62647.1→61106.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.75	stop_loss
06-09 10:52	BTC	Buy	63113.2→62717.9	-3.53	timeout
06-09 08:29	BTC	Buy	63072.2→62879.9	-1.97	timeout
06-09 06:26	BTC	Buy	62999.1→63424.8	+2.88	timeout
06-09 01:26	BTC	Buy	62888.1→62755.9	-1.50	timeout
06-08 23:20	BTC	Buy	62921.1→63130.8	+1.19	timeout
06-08 09:31	BTC	Buy	62574.1→63373.8	+5.92	timeout
06-08 07:24	BTC	Buy	62170.1→63151.8	+7.41	timeout

Paper vs Live

Paper (trades.jsonl)

136

closed

44%

win rate

-386.18

total pnl ($)

-56.6 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	136	44%	-56.6	-386.18

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…