deribit_basis_extreme_high_short_btc_dom_gate · strategy

closed trades

48%

win rate

+129.13

total pnl ($)

1.622

weight

7d window — n=21 wr=52% pnl=+58.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 11:44	BTC	Sell	60032→60262	-2.34	timeout
06-28 05:40	BTC	Sell	60575→59907	+5.06	timeout
06-27 07:45	BTC	Sell	59862→60422	-5.11	timeout
06-27 00:58	BTC	Sell	59225→60014	-7.10	timeout
06-26 18:22	BTC	Sell	59978→60049	-0.98	timeout
06-26 11:45	BTC	Sell	59938→59401	+4.05	timeout
06-26 05:22	BTC	Sell	59477→59791	-3.09	timeout
06-25 13:59	BTC	Sell	61142.9→58090.9	+24.50	take_profit
06-25 13:54	BTC	Sell	61648.9→58571.9	+24.47	take_profit
06-25 12:11	BTC	Sell	61046.9→61210.1	-1.83	timeout
06-25 01:20	BTC	Sell	62151.9→60778	+10.59	timeout
06-24 22:00	BTC	Sell	59144→61252.7	-18.26	stop_loss
06-24 16:51	BTC	Sell	62717.9→59586	+24.43	take_profit
06-24 09:03	BTC	Sell	62495.9→62702.1	-2.10	timeout
06-23 20:20	BTC	Sell	62369.9→62470.1	-1.26	timeout
06-23 03:50	BTC	Sell	64881.8→63984.2	+6.48	timeout
06-22 22:43	BTC	Sell	64057.8→63891.2	+0.85	timeout
06-22 16:51	BTC	Sell	64027.8→64643.2	-5.22	timeout
06-22 10:28	BTC	Sell	63707.8→64155.2	-3.89	timeout
06-22 04:23	BTC	Sell	64200.8→63977.2	+1.30	timeout
06-21 22:17	BTC	Sell	64235.8→63674.2	+3.96	timeout
06-21 16:22	BTC	Sell	64462.8→64182.2	+1.71	timeout
06-21 09:51	BTC	Sell	64056.8→64149.2	-1.20	timeout
06-21 03:25	BTC	Sell	64185.8→64400.2	-2.12	timeout
06-20 21:11	BTC	Sell	63464.8→63922.2	-4.05	timeout
06-20 14:57	BTC	Sell	63322.8→63890.2	-4.90	timeout
06-20 08:36	BTC	Sell	63035.8→63447.2	-3.68	timeout
06-20 02:12	BTC	Sell	63022.8→63456.2	-3.90	timeout
06-19 19:25	BTC	Sell	62761.9→63000.1	-2.33	timeout
06-19 13:22	BTC	Sell	63046.8→62668.1	+2.50	timeout
06-19 07:24	BTC	Sell	62716.9→62751.1	-0.74	timeout
06-19 01:25	BTC	Sell	64376.8→62971.1	+10.41	timeout
06-18 19:18	BTC	Sell	64111.8→62666.1	+10.72	timeout
06-18 13:20	BTC	Sell	64613.8→64347.2	+1.62	timeout
06-18 07:16	BTC	Sell	65151.7→64135.2	+7.35	timeout
06-18 01:15	BTC	Sell	65040.7→64710.2	+2.13	timeout
06-17 19:10	BTC	Sell	65663.7→65107.3	+3.82	timeout
06-17 13:03	BTC	Sell	65757.7→65026.3	+5.14	timeout
06-17 07:03	BTC	Sell	65690.7→65597.3	+0.27	timeout
06-17 01:02	BTC	Sell	66394.7→65774.3	+4.25	timeout
06-16 19:01	BTC	Sell	66390.7→65748.3	+4.43	timeout
06-16 03:56	BTC	Sell	67149.6→66080.3	+7.49	timeout
06-15 21:53	BTC	Sell	65536.7→66388.3	-6.92	timeout
06-15 15:48	BTC	Sell	65897.7→67164.4	-10.07	timeout
06-15 08:26	BTC	Sell	63892.8→65620.3	-13.96	timeout
06-15 01:59	BTC	Sell	64276.8→65475.3	-9.76	timeout
06-14 19:52	BTC	Sell	64387.8→63762.2	+4.43	timeout
06-14 13:51	BTC	Sell	64608.8→64278.2	+2.11	timeout
06-14 07:51	BTC	Sell	64298.8→64397.2	-1.21	timeout
06-14 01:51	BTC	Sell	64097.8→64615.2	-4.50	timeout
06-13 19:50	BTC	Sell	63791.8→64317.2	-4.57	timeout
06-13 13:47	BTC	Sell	63805.8→64076.2	-2.54	timeout
06-13 07:38	BTC	Sell	63732.8→63799.2	-0.96	timeout
06-12 23:25	BTC	Sell	63838.8→63444.2	+2.66	timeout
06-12 17:18	BTC	Sell	63485.8→63833.2	-3.17	timeout
06-12 08:57	BTC	Sell	63366.8→63455.2	-1.11	timeout
06-12 01:51	BTC	Sell	63075.8→63398.2	-2.95	timeout
06-11 18:49	BTC	Sell	62787.9→63496.2	-6.03	timeout
06-11 10:19	BTC	Sell	61127.9→62795.1	-14.02	timeout
06-11 02:52	BTC	Sell	61876.9→62017.1	-1.56	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.03	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 07:59	BTC	Sell	63345.8→63181.2	+0.85	timeout
06-09 01:56	BTC	Sell	63766.8→62752.1	+7.50	timeout
06-08 19:51	BTC	Sell	63231.8→63464.2	-2.26	timeout
06-08 13:48	BTC	Sell	63106.8→63480.2	-3.39	timeout
06-07 22:15	BTC	Sell	61747.9→63949.2	-18.28	stop_loss
06-07 22:14	BTC	Sell	61161.9→63342.8	-18.28	stop_loss
06-07 19:44	BTC	Sell	62193.9→61177.1	+7.70	timeout
06-07 13:59	BTC	Sell	61479.9→61728.1	-2.46	timeout
06-07 07:44	BTC	Sell	60579→62192.1	-13.78	timeout
06-07 01:34	BTC	Sell	60750→61523.1	-6.78	timeout
06-06 10:17	BTC	Sell	61535.9→60635	+6.89	timeout
06-06 03:22	BTC	Sell	60673→60826	-1.71	timeout
06-05 16:10	BTC	Sell	63129.8→59979	+24.48	take_profit
06-05 16:06	BTC	Sell	62615.9→60179	+19.04	timeout
06-05 09:20	BTC	Sell	63655.8→62975.1	+4.88	timeout
06-05 03:50	BTC	Sell	63706.8→62797.1	+6.66	timeout
06-04 21:44	BTC	Sell	62872.9→63442.2	-4.99	timeout
06-04 16:57	BTC	Sell	64355.8→63516.2	+6.11	timeout
06-04 02:01	BTC	Sell	65264.7→62007.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66938.7→63597.2	+24.50	take_profit
06-03 16:42	BTC	Sell	66346.7→65892.3	+3.00	timeout
06-03 11:57	BTC	Sell	66794.7→67052.4	-2.31	timeout
06-03 04:25	BTC	Sell	67777.6→66420.3	+9.57	timeout
06-02 18:52	BTC	Sell	70275.5→67236.4	+21.18	timeout
06-02 11:24	BTC	Sell	71390.4→69495.5	+12.90	timeout
06-02 03:06	BTC	Sell	71554.4→70987.5	+3.59	timeout
06-01 02:22	BTC	Sell	73569.3→73493.7	+0.09	timeout
05-31 17:13	BTC	Sell	74174.3→73488.7	+4.20	timeout
05-31 03:21	BTC	Sell	73882.3→74127.7	-2.08	timeout
05-30 02:54	BTC	Sell	72948.4→73738.7	-5.85	timeout
05-29 19:50	BTC	Sell	73365.3→73648.7	-2.35	timeout
05-29 02:38	BTC	Sell	72880.4→73428.7	-4.14	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+129.13

total pnl ($)

+27.0 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	48%	+27.0	+129.13

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 08:43	BTC	Sell	circuit_breaker
06-27 23:48	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…