deribit_basis_drop_fear_gate_long_v4 · strategy

172

closed trades

44%

win rate

-515.65

total pnl ($)

0.408

weight

7d window — n=42 wr=45% pnl=-123.15 · 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 13:02	BTC	Buy	59752→58281.9	-12.75	stop_loss
06-30 13:00	BTC	Buy	59793→58322.9	-12.74	stop_loss
06-30 12:56	BTC	Buy	59990→58512.8	-12.76	stop_loss
06-30 12:20	BTC	Buy	60403→58917.6	-12.73	stop_loss
06-30 00:01	BTC	Buy	59464→60192	+5.70	timeout
06-29 22:43	BTC	Buy	59093→60360	+10.30	timeout
06-29 20:27	BTC	Buy	59666→60365	+5.26	timeout
06-29 19:28	BTC	Buy	59493→60396	+6.99	timeout
06-29 18:16	BTC	Buy	59643→60422	+5.93	timeout
06-28 22:25	BTC	Buy	60021→59382	-5.79	timeout
06-28 21:24	BTC	Buy	60377→59667	-6.35	timeout
06-28 18:15	BTC	Buy	60519→59605	-7.98	timeout
06-28 17:08	BTC	Buy	60523→59751	-6.80	timeout
06-28 16:02	BTC	Buy	60778→59891	-7.74	timeout
06-27 21:42	BTC	Buy	60016→60257	+1.62	timeout
06-27 20:43	BTC	Buy	59626→60228	+4.66	timeout
06-27 18:00	BTC	Buy	59996→60495	+3.73	timeout
06-27 16:10	BTC	Buy	60170→60748	+4.42	timeout
06-27 14:57	BTC	Buy	59585→60589	+7.97	timeout
06-26 19:35	BTC	Buy	59355→59986	+4.75	timeout
06-26 17:31	BTC	Buy	59533→60116	+4.35	timeout
06-26 16:29	BTC	Buy	59705→60004	+1.98	timeout
06-26 15:27	BTC	Buy	59285→60247	+7.61	timeout
06-26 14:27	BTC	Buy	59413→60060	+4.95	timeout
06-25 18:50	BTC	Buy	59393→59442	-0.01	timeout
06-25 13:55	BTC	Buy	59868→58395.9	-12.70	stop_loss
06-25 13:54	BTC	Buy	60093→58531.8	-13.38	stop_loss
06-25 13:46	BTC	Buy	61100.1→59597.2	-12.71	stop_loss
06-25 13:44	BTC	Buy	61646.1→60129.9	-12.74	stop_loss
06-25 05:24	BTC	Buy	59179→61776.9	+21.51	take_profit
06-24 17:47	BTC	Buy	60567→59067.5	-12.81	stop_loss
06-24 16:51	BTC	Buy	61209.1→59704.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62549.1→61001.4	-12.82	stop_loss
06-24 14:17	BTC	Buy	62595.1→61051.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62669.1→61128.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62691.1→61149.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62727.1→61183.3	-12.75	stop_loss
06-24 10:43	BTC	Buy	62216.1→62589.9	+2.51	timeout
06-24 09:42	BTC	Buy	62317.1→62621.9	+1.92	timeout
06-24 08:41	BTC	Buy	62329.1→62702.9	+2.46	timeout
06-24 07:38	BTC	Buy	62969.1→62605.9	-3.38	timeout
06-24 06:44	BTC	Buy	62914.1→62748.9	-1.82	timeout
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64205.2→62623.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64371.2→62788.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64489.2→62898.4	-12.80	stop_loss
06-23 06:08	BTC	Buy	64664.2→63070.3	-12.79	stop_loss
06-22 23:48	BTC	Buy	63311.2→63963.8	+4.79	timeout
06-22 21:36	BTC	Buy	63733.2→64285.8	+3.88	timeout
06-22 19:33	BTC	Buy	64197.2→64414.8	+1.20	timeout
06-22 18:31	BTC	Buy	64140.2→64595.8	+3.04	timeout
06-22 17:28	BTC	Buy	64078.2→64546.8	+3.18	timeout
06-21 21:39	BTC	Buy	63926.2→63866.8	-0.92	timeout
06-21 20:38	BTC	Buy	63849.2→64003.8	+0.76	timeout
06-21 19:08	BTC	Buy	63824.2→64136.8	+2.04	timeout
06-21 17:25	BTC	Buy	63856.2→64125.8	+1.73	timeout
06-21 16:22	BTC	Buy	64003.2→64195.8	+1.04	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 19:13	BTC	Buy	63028.2→63864.8	+6.20	timeout
06-20 18:10	BTC	Buy	63097.2→63847.8	+5.49	timeout
06-20 17:10	BTC	Buy	62931.1→63859.8	+6.89	timeout
06-20 16:06	BTC	Buy	63163.2→63985.8	+5.94	timeout
06-19 20:03	BTC	Buy	63157.2→63001.8	-1.71	timeout
06-19 18:56	BTC	Buy	62667.1→63029.8	+2.42	timeout
06-19 17:55	BTC	Buy	62583.1→63153.8	+4.11	timeout
06-19 16:54	BTC	Buy	62655.1→63052.8	+2.75	timeout
06-19 16:01	BTC	Buy	62519.1→63213.8	+5.15	timeout
06-18 15:40	BTC	Buy	64210.2→62627.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64219.2→62639.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64256.2→62667.5	-12.78	stop_loss
06-18 15:40	BTC	Buy	64307.2→62720.5	-12.76	stop_loss
06-18 15:12	BTC	Buy	65103.3→63574.8	-12.18	timeout
06-17 19:42	BTC	Buy	65735.3→64115.7	-12.80	stop_loss
06-17 19:42	BTC	Buy	65742.3→64125.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65802.3→64175.7	-12.83	stop_loss
06-17 19:29	BTC	Buy	65862.3→64235.7	-12.83	stop_loss
06-17 15:42	BTC	Buy	65857.3→65498.7	-3.18	timeout
06-17 14:41	BTC	Buy	65688.3→65061.7	-5.23	timeout
06-17 03:20	BTC	Buy	65723.3→65723.7	-0.47	timeout
06-17 01:14	BTC	Buy	66255.3→65735.7	-4.41	timeout
06-16 23:06	BTC	Buy	66245.3→65766.7	-4.15	timeout
06-16 14:23	BTC	Buy	66462.3→65526.7	-7.57	timeout
06-16 13:24	BTC	Buy	66887.3→66151.7	-6.03	timeout
06-16 02:23	BTC	Buy	65682.3→66023.7	+2.14	timeout
06-16 01:10	BTC	Buy	65423.3→66271.7	+6.06	timeout
06-15 22:34	BTC	Buy	65248.3→66220.7	+6.95	timeout
06-15 13:16	BTC	Buy	63907.2→66713.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63781.2→66581.7	+21.52	take_profit
06-15 01:17	BTC	Buy	64640.2→65503.7	+6.20	timeout
06-15 00:13	BTC	Buy	64400.2→65735.7	+9.93	timeout
06-14 21:50	BTC	Buy	64479.2→65524.7	+7.62	timeout
06-14 19:40	BTC	Buy	64276.2→63783.8	-4.34	timeout
06-14 18:38	BTC	Buy	64231.2→63745.8	-4.32	timeout
06-14 00:35	BTC	Buy	63548.2→64510.8	+7.12	timeout
06-13 23:29	BTC	Buy	63436.2→64440.8	+7.45	timeout
06-13 21:02	BTC	Buy	63467.2→64283.8	+5.96	timeout
06-13 19:19	BTC	Buy	63735.2→64149.8	+2.80	timeout
06-13 18:20	BTC	Buy	63682.2→64021.8	+2.19	timeout
06-12 23:25	BTC	Buy	63374.2→63438.8	+0.01	timeout
06-12 22:14	BTC	Buy	63614.2→63483.8	-1.52	timeout

Paper vs Live

Paper (trades.jsonl)

172

closed

44%

win rate

-515.65

total pnl ($)

-59.7 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	172	44%	-59.7	-515.65

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:21	BTC	Buy	circuit_breaker
06-30 02:16	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…