deribit_basis_fear_gate_long_v11 · strategy

closed trades

45%

win rate

-234.73

total pnl ($)

0.505

weight

7d window — n=21 wr=29% pnl=-123.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:54	BTC	Buy	60200→59461	-6.62	timeout
06-28 20:41	BTC	Buy	60243→59671	-5.17	timeout
06-28 18:36	BTC	Buy	60532→59580	-8.28	timeout
06-28 00:08	BTC	Buy	60105→60066	-0.70	timeout
06-27 21:56	BTC	Buy	59926→60165	+1.61	timeout
06-27 03:09	BTC	Buy	58662.9→60169	+12.37	timeout
06-26 20:44	BTC	Buy	59497→59622	+0.50	timeout
06-26 18:42	BTC	Buy	59409→59729	+2.13	timeout
06-26 16:41	BTC	Buy	59288→60137	+6.60	timeout
06-26 14:40	BTC	Buy	59612→59575	-0.81	timeout
06-26 02:24	BTC	Buy	59781→58310.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59605→58139	-12.67	stop_loss
06-25 13:53	BTC	Buy	60508→59017.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60686→59193.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60893→59395.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61005.1→59504.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61172.1→59667.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:47	BTC	Buy	62817.1→61271.3	-12.75	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65369.3→63743.9	-12.89	stop_loss
06-16 23:12	BTC	Buy	66240.3→65697.7	-4.63	timeout
06-16 19:02	BTC	Buy	66786.3→65730.7	-8.43	timeout
06-16 14:50	BTC	Buy	66605.3→65691.7	-7.39	timeout
06-16 14:23	BTC	Buy	67169.4→65514.9	-12.84	stop_loss
06-16 12:49	BTC	Buy	66480.3→66426.7	-0.93	timeout
06-15 22:24	BTC	Buy	65217.3→66233.7	+7.30	timeout
06-15 14:12	BTC	Buy	64241.2→66403.7	+16.39	timeout
06-15 13:25	BTC	Buy	64088.2→66901.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63831.2→66635.7	+21.53	take_profit
06-15 12:10	BTC	Buy	64455.2→66182.7	+12.96	timeout
06-14 21:45	BTC	Buy	64513.2→65392.7	+6.32	timeout
06-14 19:42	BTC	Buy	64256.2→63735.8	-4.55	timeout
06-14 15:32	BTC	Buy	64311.2→64002.8	-2.86	timeout
06-14 13:31	BTC	Buy	64161.2→64244.8	+0.20	timeout
06-14 11:28	BTC	Buy	63950.2→64546.8	+4.21	timeout
06-13 20:20	BTC	Buy	63525.2→64230.8	+5.10	timeout
06-13 18:22	BTC	Buy	63669.2→64077.8	+2.73	timeout
06-13 14:09	BTC	Buy	63412.2→64137.8	+5.22	timeout
06-13 11:49	BTC	Buy	63796.2→63874.8	+0.08	timeout
06-13 09:48	BTC	Buy	63865.2→63764.8	-1.32	timeout
06-12 19:10	BTC	Buy	63424.2→63689.8	+1.63	timeout
06-12 16:58	BTC	Buy	62571.1→63913.8	+10.24	timeout
06-12 12:47	BTC	Buy	62901.1→63457.8	+3.90	timeout
06-12 10:36	BTC	Buy	62896.1→63726.8	+6.07	timeout
06-12 08:36	BTC	Buy	62924.1→63423.8	+3.43	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.40	timeout
06-11 15:19	BTC	Buy	61973.1→62601.9	+4.53	timeout
06-11 12:24	BTC	Buy	61048.1→62763.9	+13.48	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.04	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:46	BTC	Buy	62736.1→61193.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:15	BTC	Buy	63483.2→61920.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63503.2→61938.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63710.2→62143.8	-12.73	stop_loss
06-09 06:55	BTC	Buy	62955.1→63253.8	+1.87	timeout
06-09 00:49	BTC	Buy	63960.2→62380.7	-12.81	stop_loss
06-08 20:32	BTC	Buy	61763.1→63223.8	+11.33	timeout
06-08 18:26	BTC	Buy	62181.1→63541.8	+10.41	timeout
06-08 16:27	BTC	Buy	62204.1→63961.8	+13.58	timeout
06-08 14:25	BTC	Buy	62074.1→63736.8	+12.90	timeout
06-08 06:13	BTC	Buy	61702.1→62921.9	+9.43	timeout
06-07 19:50	BTC	Buy	60600→61361.9	+5.89	timeout
06-07 17:50	BTC	Buy	60549→62176.9	+13.02	timeout
06-07 15:36	BTC	Buy	60688→62031.9	+10.61	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 18:57	BTC	Buy	59557→60606	+8.41	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 18:53	BTC	Buy	60668→59174.4	-12.77	stop_loss
06-05 18:42	BTC	Buy	61419.1→59909	-12.75	stop_loss
06-05 14:26	BTC	Buy	61927.1→60402.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61961.1→60437.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62419.1→60883.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62442.1→60906.5	-12.75	stop_loss
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 05:59	BTC	Buy	63786.2→62216.8	-12.71	stop_loss
06-05 02:41	BTC	Buy	63287.2→62835.9	-3.99	timeout
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64241.2→62659.5	-12.76	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss
06-03 23:54	BTC	Buy	65652.3→64037.8	-12.74	stop_loss
06-03 23:03	BTC	Buy	66071.3→64441.5	-12.78	stop_loss
06-03 19:55	BTC	Buy	66941.3→65295.1	-12.76	stop_loss
06-03 19:52	BTC	Buy	67115.4→65465	-12.78	stop_loss
06-03 16:27	BTC	Buy	67183.4→65529.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67292.4→65637.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67420.4→65758.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-234.73

total pnl ($)

-49.6 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	94	45%	-49.6	-234.73

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…