deribit_basis_extreme_short_vol_gate · strategy

closed trades

51%

win rate

+78.29

total pnl ($)

1.404

weight

7d window — n=23 wr=52% pnl=+29.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:57	BTC	Sell	59342→59826	-4.49	timeout
06-26 13:45	BTC	Sell	59823→59365	+3.39	timeout
06-26 07:24	BTC	Sell	60126→60534	-3.85	timeout
06-26 01:22	BTC	Sell	59496→59535	-0.78	timeout
06-25 13:48	BTC	Sell	61245.9→59280	+15.59	take_profit
06-25 13:27	BTC	Sell	61582.9→61202.1	+2.63	timeout
06-25 07:14	BTC	Sell	60841→61785.1	-8.22	timeout
06-25 01:10	BTC	Sell	59879→60728	-7.54	timeout
06-24 15:47	BTC	Sell	62360.9→60371	+15.49	take_profit
06-24 13:10	BTC	Sell	62783.9→62118.1	+4.85	timeout
06-24 07:08	BTC	Sell	62496.9→62667.1	-1.79	timeout
06-24 01:11	BTC	Sell	62500.9→62943.1	-3.99	timeout
06-23 18:59	BTC	Sell	62291.9→62212.1	+0.20	timeout
06-23 13:03	BTC	Sell	63608.8→62222.1	+10.40	timeout
06-23 06:58	BTC	Sell	63946.8→62921.1	+7.58	timeout
06-22 22:49	BTC	Sell	64914.8→63878.2	+7.54	timeout
06-22 16:40	BTC	Sell	64085.8→64551.2	-4.08	timeout
06-22 10:38	BTC	Sell	64492.8→64108.2	+2.56	timeout
06-22 04:33	BTC	Sell	64037.8→63979.2	+0.02	timeout
06-21 22:28	BTC	Sell	64006.8→63709.2	+1.87	timeout
06-21 15:25	BTC	Sell	64181.8→64170.2	-0.38	timeout
06-21 01:43	BTC	Sell	63846.8→64200.2	-3.20	timeout
06-20 16:08	BTC	Sell	63525.8→63993.2	-4.09	timeout
06-20 10:05	BTC	Sell	63456.8→63737.2	-2.63	timeout
06-19 14:21	BTC	Sell	62750.9→63017.2	-2.60	timeout
06-19 08:11	BTC	Sell	62857.9→62583.1	+1.68	timeout
06-19 02:00	BTC	Sell	62606.9→63010.2	-3.71	timeout
06-18 20:07	BTC	Sell	63926.8→63118.2	+5.82	timeout
06-18 14:05	BTC	Sell	64035.8→63934.2	+0.34	timeout
06-18 08:01	BTC	Sell	64496.8→64415.2	+0.20	timeout
06-18 02:10	BTC	Sell	65389.7→64541.2	+6.06	timeout
06-17 20:00	BTC	Sell	64792.8→64244.2	+3.79	timeout
06-17 14:00	BTC	Sell	65794.7→65183.3	+4.20	timeout
06-17 07:52	BTC	Sell	65626.7→65442.3	+0.94	timeout
06-17 01:36	BTC	Sell	65750.7→65586.3	+0.82	timeout
06-16 19:28	BTC	Sell	66400.7→65678.3	+5.02	timeout
06-16 13:28	BTC	Sell	66023.7→66033.3	-0.50	timeout
06-16 07:32	BTC	Sell	66161.7→66331.3	-1.76	timeout
06-15 23:59	BTC	Sell	67200.6→66301.3	+6.22	timeout
06-15 17:54	BTC	Sell	65535.7→66889.3	-10.74	timeout
06-15 11:50	BTC	Sell	65949.7→66162.3	-2.06	timeout
06-15 05:09	BTC	Sell	63992.8→65635.3	-13.28	timeout
06-14 22:25	BTC	Sell	64238.8→65151.3	-7.54	timeout
06-14 16:16	BTC	Sell	64480.8→64097.2	+2.55	timeout
06-14 10:04	BTC	Sell	64568.8→64540.2	-0.22	timeout
06-14 03:56	BTC	Sell	64295.8→64515.2	-2.17	timeout
06-13 21:57	BTC	Sell	64068.8→64492.2	-3.75	timeout
06-13 15:55	BTC	Sell	63824.8→64288.2	-4.09	timeout
06-13 09:45	BTC	Sell	63767.8→63787.2	-0.58	timeout
06-13 03:39	BTC	Sell	63677.8→63483.2	+1.08	timeout
06-12 17:27	BTC	Sell	63710.8→63776.2	-0.95	timeout
06-12 11:26	BTC	Sell	63371.8→63829.2	-4.03	timeout
06-12 04:57	BTC	Sell	63366.8→63689.2	-2.97	timeout
06-11 21:51	BTC	Sell	63075.8→63503.2	-3.79	timeout
06-11 14:48	BTC	Sell	62798.9→62888.1	-1.13	timeout
06-11 06:19	BTC	Sell	61127.9→62741.1	-13.60	timeout
06-10 22:51	BTC	Sell	61912.9→61435.1	+3.41	timeout
06-10 15:51	BTC	Sell	61651.9→62323.1	-5.87	timeout
06-09 21:45	BTC	Sell	62340.9→62023.1	+2.08	timeout
06-09 14:47	BTC	Sell	63165.8→61144.1	+15.56	take_profit
06-09 02:49	BTC	Sell	63349.8→62708.1	+4.61	timeout
06-08 20:46	BTC	Sell	63540.8→63373.2	+0.88	timeout
06-08 14:42	BTC	Sell	62912.9→63796.2	-7.46	timeout
06-08 08:41	BTC	Sell	63717.8→63093.2	+4.48	timeout
06-08 02:42	BTC	Sell	62163.9→63007.2	-7.22	timeout
06-07 20:40	BTC	Sell	61886.9→61685.1	+1.17	timeout
06-07 14:37	BTC	Sell	62180.9→62249.1	-0.99	timeout
06-07 08:42	BTC	Sell	60788→62432.1	-13.98	timeout
06-07 02:37	BTC	Sell	60549→61205.1	-5.84	timeout
06-06 20:33	BTC	Sell	60744→60632	+0.45	timeout
06-06 14:08	BTC	Sell	61064.9→60942	+0.55	timeout
06-05 18:52	BTC	Sell	61376.9→59418	+15.51	take_profit
06-05 14:28	BTC	Sell	62323.9→60331	+15.54	take_profit
06-05 06:24	BTC	Sell	63221.8→61203.1	+15.51	take_profit
06-05 06:21	BTC	Sell	63603.8→61574.1	+15.48	take_profit
06-05 00:23	BTC	Sell	63670.8→63853.2	-1.87	timeout
06-04 17:59	BTC	Sell	63237.8→63518.2	-2.64	timeout
06-04 13:24	BTC	Sell	63794.8→63182.2	+4.33	timeout
06-04 00:38	BTC	Sell	65333.7→63249.2	+15.50	take_profit
06-03 21:48	BTC	Sell	66646.7→65738.3	+6.37	timeout
06-03 12:41	BTC	Sell	66375.7→66908.3	-4.48	timeout
06-03 07:47	BTC	Sell	66740.7→67262.4	-4.32	timeout
06-03 00:09	BTC	Sell	67541.6→66633.3	+6.28	timeout
06-02 14:26	BTC	Sell	70104.5→67866.4	+15.53	take_profit
06-02 11:33	BTC	Sell	70971.5→69411.5	+10.59	timeout
06-02 04:03	BTC	Sell	71550.4→70943.5	+3.84	timeout
05-31 23:42	BTC	Sell	73644.3→73526.7	+0.34	timeout
05-31 15:26	BTC	Sell	73874.3→73742.7	+0.45	timeout
05-31 03:47	BTC	Sell	74021.3→74131.7	-1.17	timeout
05-29 22:53	BTC	Sell	73046.3→73386.7	-2.77	timeout
05-29 15:48	BTC	Sell	73369.3→73759.7	-3.09	timeout
05-28 22:52	BTC	Sell	72874.4→73518.7	-4.82	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+78.29

total pnl ($)

+16.9 bps

avg bps net

Live (dry_run=0)

closed

67%

win rate

+17.61

total pnl ($)

+52.1 bps

avg bps net

Live WR is 130% of paper WR (67% vs 51%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	92	51%	+16.9	+78.29

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:32	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…