deribit_basis_fear_gate_long_v10 · strategy

107

closed trades

42%

win rate

-268.35

total pnl ($)

0.250

weight

7d window — n=26 wr=23% pnl=-153.18 · 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 11:40	BTC	Buy	59817→59157	-5.95	timeout
06-30 07:05	BTC	Buy	59983→59541	-4.11	timeout
06-29 01:54	BTC	Buy	60200→59461	-6.62	timeout
06-28 21:44	BTC	Buy	60232→59643	-5.34	timeout
06-28 20:41	BTC	Buy	60243→59671	-5.17	timeout
06-28 19:40	BTC	Buy	60147→59400	-6.64	timeout
06-28 18:36	BTC	Buy	60532→59580	-8.28	timeout
06-28 00:09	BTC	Buy	60106→60096	-0.46	timeout
06-27 15:21	BTC	Buy	59940→60701	+5.91	timeout
06-26 18:03	BTC	Buy	59583→59989	+2.86	timeout
06-26 17:02	BTC	Buy	59273→60052	+6.01	timeout
06-26 15:58	BTC	Buy	59524→60303	+5.98	timeout
06-26 14:57	BTC	Buy	59505→59532	-0.28	timeout
06-26 14:07	BTC	Buy	58993.9→59890	+7.10	timeout
06-25 13:59	BTC	Buy	59528→58061.1	-12.71	stop_loss
06-25 13:58	BTC	Buy	59660→58192	-12.69	stop_loss
06-25 13:57	BTC	Buy	59812→58330.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60353→58867.6	-12.70	stop_loss
06-25 13:48	BTC	Buy	60792→59295.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60871→59371.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61165.1→59657.2	-12.75	stop_loss
06-24 15:33	BTC	Buy	62200.1→60670.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62771.1→61226.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62887.1→61332.3	-12.81	stop_loss
06-24 08:23	BTC	Buy	62362.1→62672.9	+1.95	timeout
06-18 04:11	BTC	Buy	65362.3→63744.9	-12.83	stop_loss
06-16 14:44	BTC	Buy	66489.3→65641.7	-6.91	timeout
06-16 14:23	BTC	Buy	67195.4→65540.9	-12.84	stop_loss
06-16 13:44	BTC	Buy	66512.3→66094.7	-3.67	timeout
06-16 12:40	BTC	Buy	66339.3→66524.7	+0.87	timeout
06-16 11:33	BTC	Buy	66208.3→66395.7	+0.90	timeout
06-15 14:18	BTC	Buy	64239.2→66470.7	+16.93	timeout
06-15 13:22	BTC	Buy	64056.2→66869.7	+21.53	take_profit
06-15 13:22	BTC	Buy	64046.2→66858.7	+21.52	take_profit
06-15 12:08	BTC	Buy	64475.2→66173.7	+12.73	timeout
06-15 11:04	BTC	Buy	64465.2→65927.7	+10.89	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 14:55	BTC	Buy	64198.2→63894.8	-2.82	timeout
06-14 13:53	BTC	Buy	64081.2→64275.8	+1.07	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-13 19:47	BTC	Buy	63606.2→64272.8	+4.79	timeout
06-13 14:12	BTC	Buy	63395.2→64133.8	+5.33	timeout
06-13 12:47	BTC	Buy	63450.2→64077.8	+4.42	timeout
06-13 11:30	BTC	Buy	63771.2→63927.8	+0.69	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-12 17:47	BTC	Buy	63448.2→63824.8	+2.50	timeout
06-12 12:40	BTC	Buy	62757.1→63395.8	+4.56	timeout
06-12 11:30	BTC	Buy	63136.2→63769.8	+4.49	timeout
06-12 10:17	BTC	Buy	62835.1→63723.8	+6.54	timeout
06-12 09:10	BTC	Buy	62852.1→63462.8	+4.33	timeout
06-11 17:10	BTC	Buy	62138.1→62471.9	+2.17	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:20	BTC	Buy	61145.1→62809.9	+13.03	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60862→62283.9	+11.14	timeout
06-09 14:20	BTC	Buy	63258.2→61702	-12.75	stop_loss
06-09 14:11	BTC	Buy	63534.2→61969.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63750.2→62177.8	-12.77	stop_loss
06-09 13:26	BTC	Buy	63787.2→62218.8	-12.72	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.72	stop_loss
06-09 06:49	BTC	Buy	62926.1→63345.8	+2.83	timeout
06-08 21:11	BTC	Buy	61785.1→63687.8	+14.91	timeout
06-08 17:55	BTC	Buy	62153.1→63444.8	+9.84	timeout
06-08 15:56	BTC	Buy	62031.1→63822.8	+13.86	timeout
06-08 13:55	BTC	Buy	61733.1→63719.8	+15.60	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 21:04	BTC	Buy	60715→61744.9	+8.05	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	timeout
06-07 15:46	BTC	Buy	60848→62041.9	+9.34	timeout
06-07 13:32	BTC	Buy	60688→61830.9	+8.95	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60763→60537	-2.24	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:21	BTC	Buy	61414.1→59900	-12.78	stop_loss
06-05 21:04	BTC	Buy	59330→61934.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60773→59278.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62906.1→61359.2	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62728.1→61175.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62872.1→61325.3	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

42%

win rate

-268.35

total pnl ($)

-49.8 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	107	42%	-49.8	-268.35

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…