deribit_basis_fear_gate_long_v13 · strategy

closed trades

37%

win rate

-260.62

total pnl ($)

0.366

weight

7d window — n=23 wr=35% pnl=-129.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:57	BTC	Buy	59910→58434.8	-12.75	stop_loss
06-30 01:54	BTC	Buy	60230→59883	-3.18	timeout
06-29 21:45	BTC	Buy	60217→60439	+1.30	timeout
06-29 20:44	BTC	Buy	60227→60381	+0.53	timeout
06-29 19:44	BTC	Buy	60179→60402	+1.10	timeout
06-28 22:43	BTC	Buy	60525→59029.5	-12.83	stop_loss
06-27 18:03	BTC	Buy	59611→60450	+6.61	timeout
06-27 17:01	BTC	Buy	59297→60757	+11.81	timeout
06-27 15:58	BTC	Buy	59536→60795	+10.19	timeout
06-27 14:56	BTC	Buy	59503→60583	+8.63	timeout
06-27 14:05	BTC	Buy	58929.9→60480	+12.69	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.72	stop_loss
06-25 13:58	BTC	Buy	59668→58199	-12.70	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-12.95	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60934→59434.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62401.1→60840.5	-12.93	stop_loss
06-24 14:17	BTC	Buy	62587.1→61047.4	-12.73	stop_loss
06-24 14:17	BTC	Buy	62595.1→61054.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62692.1→61150.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62770.1→61222.3	-12.78	stop_loss
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-17 08:45	BTC	Buy	66487.3→64852.3	-12.76	stop_loss
06-17 07:54	BTC	Buy	66847.3→65203.1	-12.79	stop_loss
06-17 07:53	BTC	Buy	66913.3→65267.1	-12.79	stop_loss
06-16 14:31	BTC	Buy	67084.4→65435	-12.82	stop_loss
06-16 10:00	BTC	Buy	64567.2→66498.7	+14.51	timeout
06-15 16:10	BTC	Buy	64447.2→67276.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64244.2→67071.6	+21.59	take_profit
06-15 15:46	BTC	Buy	64144.2→66967.7	+21.59	take_profit
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.54	take_profit
06-14 08:56	BTC	Buy	63462.2→64433.8	+7.11	timeout
06-14 00:18	BTC	Buy	63617.2→64402.8	+5.80	timeout
06-13 20:13	BTC	Buy	63486.2→64240.8	+5.49	timeout
06-13 18:59	BTC	Buy	63441.2→64122.8	+4.92	timeout
06-13 17:52	BTC	Buy	63473.2→63971.8	+3.44	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.89	timeout
06-11 19:30	BTC	Buy	61155.1→63849.8	+21.40	take_profit
06-11 18:12	BTC	Buy	61684.1→63487.8	+13.92	timeout
06-11 18:01	BTC	Buy	61054.1→63736.8	+21.38	take_profit
06-11 16:40	BTC	Buy	60861→62657.9	+14.18	timeout
06-09 21:16	BTC	Buy	61890.1→62016.9	+0.85	timeout
06-09 15:49	BTC	Buy	62019.1→61287.9	-6.64	timeout
06-09 14:29	BTC	Buy	63046.2→61493.2	-12.81	stop_loss
06-09 14:21	BTC	Buy	63191.2→61635.1	-12.79	stop_loss
06-09 14:11	BTC	Buy	63493.2→61923.9	-12.83	stop_loss
06-07 22:15	BTC	Buy	61516.1→64216.8	+21.50	take_profit
06-07 22:14	BTC	Buy	61012.1→63690.8	+21.52	take_profit
06-07 22:14	BTC	Buy	61054.1→63734.8	+21.52	take_profit
06-07 20:09	BTC	Buy	60894→61510.9	+4.66	timeout
06-07 19:17	BTC	Buy	62881.1→61332.3	-12.74	stop_loss
06-07 15:16	BTC	Buy	60496→61847.9	+10.70	timeout
06-07 08:48	BTC	Buy	60197→62844.9	+21.60	take_profit
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:59	BTC	Buy	62212.1→60679.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62766.1→61217.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:19	BTC	Buy	63330.2→61772	-12.67	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62493.6	-12.72	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64275.2→62694.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65468.3→63857.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66564.3→64914.3	-12.90	stop_loss
06-03 19:55	BTC	Buy	66858.3→65170.1	-13.11	stop_loss
06-03 19:54	BTC	Buy	67042.4→65389	-12.80	stop_loss
06-03 16:27	BTC	Buy	67173.4→65514.9	-12.82	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67236.4→65579.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67260.4→65599.9	-12.80	stop_loss
06-03 03:34	BTC	Buy	67592.4→65927.7	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-260.62

total pnl ($)

-62.6 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	83	37%	-62.6	-260.62

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…