deribit_basis_drop_fear_gate_recovery · strategy

closed trades

25%

win rate

-477.56

total pnl ($)

0.250

weight

7d window — n=20 wr=15% pnl=-168.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59693→58220	-12.80	stop_loss
06-30 12:59	BTC	Buy	59805→58333.9	-12.73	stop_loss
06-30 12:47	BTC	Buy	60128→58637.7	-12.80	stop_loss
06-28 22:41	BTC	Buy	60591→59099.5	-12.78	stop_loss
06-28 17:35	BTC	Buy	59519→59463	-0.84	timeout
06-28 16:29	BTC	Buy	59715→59714	-0.49	timeout
06-28 15:17	BTC	Buy	58938.9→60024	+8.66	timeout
06-28 14:26	BTC	Buy	59417→60089	+5.12	timeout
06-27 17:22	BTC	Buy	59349→60588	+9.95	timeout
06-25 13:58	BTC	Buy	59668→58199	-12.68	stop_loss
06-25 13:55	BTC	Buy	59854→58379.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60487→58995.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60779→59280.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60926→59420.3	-12.79	stop_loss
06-24 16:51	BTC	Buy	61154.1→59649.2	-12.73	stop_loss
06-24 15:08	BTC	Buy	62325.1→60790.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62443.1→60890.5	-12.85	stop_loss
06-24 14:19	BTC	Buy	62426.1→60890.5	-12.71	stop_loss
06-24 14:17	BTC	Buy	62604.1→61060.4	-12.75	stop_loss
06-24 13:45	BTC	Buy	62894.1→61346.2	-12.75	stop_loss
06-23 08:17	BTC	Buy	63987.2→62403.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.77	stop_loss
06-23 06:20	BTC	Buy	64506.2→62915.4	-12.82	stop_loss
06-23 06:18	BTC	Buy	64586.2→62994.3	-12.80	stop_loss
06-23 05:15	BTC	Buy	65128.3→63527	-12.76	stop_loss
06-22 17:18	BTC	Buy	63004.2→64616.8	+12.25	timeout
06-22 16:00	BTC	Buy	63186.2→64775.8	+12.14	timeout
06-22 08:20	BTC	Buy	62631.1→64264.8	+12.44	timeout
06-22 07:04	BTC	Buy	62812.1→64050.8	+9.34	timeout
06-22 00:43	BTC	Buy	63027.2→63894.8	+6.35	timeout
06-18 15:40	BTC	Buy	64282.2→62701.5	-12.57	stop_loss
06-18 15:40	BTC	Buy	64336.2→62751.5	-12.49	stop_loss
06-18 15:18	BTC	Buy	64715.2→63119.3	-12.48	stop_loss
06-18 14:52	BTC	Buy	65142.3→63531	-12.79	stop_loss
06-18 14:52	BTC	Buy	65222.3→63616	-12.73	stop_loss
06-17 21:48	BTC	Buy	65293.3→64114.8	-9.40	timeout
06-17 19:38	BTC	Buy	65849.3→64227.7	-12.78	stop_loss
06-17 11:02	BTC	Buy	66332.3→64701.4	-12.89	stop_loss
06-17 08:39	BTC	Buy	66607.3→64968.2	-12.82	stop_loss
06-17 08:31	BTC	Buy	66777.3→65135.2	-12.80	stop_loss
06-16 03:20	BTC	Buy	67252.4→65598.9	-12.72	stop_loss
06-15 13:25	BTC	Buy	64075.2→66888.7	+21.56	take_profit
06-15 13:06	BTC	Buy	63809.2→66610.7	+21.56	take_profit
06-15 13:06	BTC	Buy	63803.2→66604.7	+21.56	take_profit
06-15 13:00	BTC	Buy	63792.2→66592.7	+21.56	take_profit
06-14 21:07	BTC	Buy	63446.2→63993.8	+3.79	timeout
06-12 18:08	BTC	Buy	61776.1→63704.8	+15.13	timeout
06-12 15:13	BTC	Buy	61611.1→64330.8	+21.38	take_profit
06-12 14:55	BTC	Buy	61245.1→63934.8	+21.37	take_profit
06-12 14:44	BTC	Buy	61330.1→63446.8	+16.58	timeout
06-11 19:30	BTC	Buy	61191.1→63877.8	+21.22	take_profit
06-10 21:19	BTC	Buy	61836.1→61557.9	-2.77	timeout
06-09 16:39	BTC	Buy	62306.1→60772.6	-12.98	stop_loss
06-09 14:36	BTC	Buy	62910.1→61363.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63149.2→61592.1	-12.79	stop_loss
06-09 14:10	BTC	Buy	63601.2→62036.9	-12.75	stop_loss
06-07 22:14	BTC	Buy	61005.1→63683.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60423→63075.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60394→63045.8	+21.53	take_profit
06-07 19:19	BTC	Buy	62781.1→61236.3	-12.73	stop_loss
06-07 08:48	BTC	Buy	60233→62896.9	+21.69	take_profit
06-07 08:46	BTC	Buy	60101→62740.9	+21.53	take_profit
06-06 04:12	BTC	Buy	61674.1→60154.9	-12.77	stop_loss
06-06 04:07	BTC	Buy	61907.1→60381.8	-12.77	stop_loss
06-05 21:04	BTC	Buy	59302→61905.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60835→59339.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61570.1→60053	-12.76	stop_loss
06-05 13:59	BTC	Buy	62194.1→60662.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62557.1→61018.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62742.1→61192.3	-12.80	stop_loss
06-05 13:49	BTC	Buy	63005.2→61455.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62712.1→61168.3	-12.67	stop_loss
06-05 06:23	BTC	Buy	62745.1→61175.3	-12.90	stop_loss
06-05 06:20	BTC	Buy	63163.2→61603.1	-12.75	stop_loss
06-05 06:20	BTC	Buy	63236.2→61679.1	-12.68	stop_loss
06-05 06:03	BTC	Buy	63528.2→61965.9	-12.68	stop_loss
06-04 10:28	BTC	Buy	64080.2→62504.6	-12.72	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss
06-04 01:23	BTC	Buy	64131.2→62553.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:43	BTC	Buy	66788.3→65145.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	66998.3→65323.1	-12.99	stop_loss
06-03 19:54	BTC	Buy	67001.3→65354	-12.78	stop_loss
06-03 19:52	BTC	Buy	67108.4→65456	-12.78	stop_loss
06-03 16:27	BTC	Buy	67182.4→65529.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67312.4→65654.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67558.4→65895.7	-12.76	stop_loss
06-03 03:28	BTC	Buy	67781.4→66108.6	-12.79	stop_loss
06-02 22:59	BTC	Buy	67965.4→66221.6	-13.28	stop_loss
06-02 14:27	BTC	Buy	69374.5→67668.8	-12.75	stop_loss
06-02 14:23	BTC	Buy	69661.5→67948.6	-12.75	stop_loss
06-02 14:22	BTC	Buy	69775.5→68053.6	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

25%

win rate

-477.56

total pnl ($)

-100.5 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	95	25%	-100.5	-477.56

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…