deribit_basis_fear_gate_long_v5 · strategy

closed trades

40%

win rate

-513.04

total pnl ($)

0.509

weight

7d window — n=17 wr=24% pnl=-123.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 08:58	BTC	Buy	59670→60353	+5.27	timeout
06-28 08:24	BTC	Buy	59737→60183	+3.26	timeout
06-28 07:51	BTC	Buy	59877→60190	+2.14	timeout
06-28 07:13	BTC	Buy	59988→60116	+0.64	timeout
06-28 03:44	BTC	Buy	60415→60149	-2.65	timeout
06-26 12:43	BTC	Buy	60552→59001.5	-13.26	stop_loss
06-24 15:31	BTC	Buy	62287.1→60691.6	-13.19	stop_loss
06-24 15:30	BTC	Buy	62358.1→60762.6	-13.16	stop_loss
06-24 15:08	BTC	Buy	62405.1→60789.5	-13.35	stop_loss
06-24 15:08	BTC	Buy	62413.1→60814.5	-13.20	stop_loss
06-24 13:48	BTC	Buy	62858.1→61249.3	-13.24	stop_loss
06-23 08:27	BTC	Buy	63692.2→62055.9	-13.29	stop_loss
06-23 06:22	BTC	Buy	64166.2→62505.6	-13.44	stop_loss
06-23 06:21	BTC	Buy	64208.2→62564.6	-13.30	stop_loss
06-23 05:52	BTC	Buy	64146.2→63416.8	-6.18	timeout
06-23 05:17	BTC	Buy	64154.2→63621.8	-4.64	timeout
06-23 04:42	BTC	Buy	64065.2→63814.8	-2.41	timeout
06-21 19:13	BTC	Buy	63612.2→64191.8	+4.16	timeout
06-21 18:31	BTC	Buy	63684.2→64046.8	+2.48	timeout
06-21 17:49	BTC	Buy	63596.2→64142.8	+3.97	timeout
06-21 17:13	BTC	Buy	63854.2→64168.8	+2.10	timeout
06-21 16:07	BTC	Buy	63436.2→64171.8	+5.42	timeout
06-20 06:16	BTC	Buy	62637.1→63608.8	+7.30	timeout
06-20 05:42	BTC	Buy	62575.1→63626.8	+7.96	timeout
06-20 05:09	BTC	Buy	62548.1→63689.8	+8.69	timeout
06-20 04:37	BTC	Buy	62612.1→63508.8	+6.73	timeout
06-20 03:54	BTC	Buy	62490.1→63418.8	+7.01	timeout
06-18 15:36	BTC	Buy	64690.2→63033.3	-12.86	stop_loss
06-18 15:18	BTC	Buy	64820.2→63161.2	-13.22	stop_loss
06-18 15:18	BTC	Buy	64834.2→63161.2	-13.32	stop_loss
06-18 15:17	BTC	Buy	64949.2→63285.2	-13.23	stop_loss
06-18 15:17	BTC	Buy	64947.2→63285.2	-13.21	stop_loss
06-17 11:04	BTC	Buy	66343.3→64645.4	-13.35	stop_loss
06-17 11:02	BTC	Buy	66405.3→64703.4	-13.35	stop_loss
06-17 10:04	BTC	Buy	66466.3→64765.4	-13.34	stop_loss
06-17 08:52	BTC	Buy	66494.3→64788.3	-13.31	stop_loss
06-17 08:39	BTC	Buy	66669.3→64961.3	-13.28	stop_loss
06-16 09:18	BTC	Buy	64796.2→66634.7	+13.74	timeout
06-13 12:34	BTC	Buy	63608.2→63995.8	+2.47	timeout
06-13 11:48	BTC	Buy	63590.2→63874.8	+1.66	timeout
06-13 11:04	BTC	Buy	63394.2→63828.8	+2.83	timeout
06-13 10:06	BTC	Buy	63575.2→63734.8	+0.68	timeout
06-13 08:57	BTC	Buy	63370.2→63786.8	+2.72	timeout
06-11 04:43	BTC	Buy	61084.1→62600.9	+11.74	timeout
06-11 04:09	BTC	Buy	60912→62577.9	+13.02	timeout
06-11 03:38	BTC	Buy	61244.1→62347.9	+8.41	timeout
06-11 02:39	BTC	Buy	61379.1→62040.9	+4.86	timeout
06-11 02:07	BTC	Buy	62145.1→62152.9	-0.44	timeout
06-09 16:20	BTC	Buy	62409.1→60810.5	-13.27	stop_loss
06-09 15:55	BTC	Buy	62679.1→61075.4	-13.25	stop_loss
06-09 14:47	BTC	Buy	62754.1→61146.4	-13.26	stop_loss
06-07 18:58	BTC	Buy	60723→62097.9	+10.95	timeout
06-07 17:51	BTC	Buy	61021.1→62193.9	+9.21	timeout
06-07 17:19	BTC	Buy	60110→62279.9	+17.58	timeout
06-07 16:18	BTC	Buy	60154→62156.9	+16.02	timeout
06-07 08:11	BTC	Buy	60697→62303.9	+12.91	timeout
06-06 04:31	BTC	Buy	61277.1→59708.1	-13.25	stop_loss
06-06 04:15	BTC	Buy	61581.1→60004	-13.26	stop_loss
06-06 04:12	BTC	Buy	61762.1→60179.9	-13.26	stop_loss
06-06 04:11	BTC	Buy	61839.1→60255.8	-13.26	stop_loss
06-05 06:22	BTC	Buy	62939.1→61328.3	-13.16	stop_loss
06-05 06:20	BTC	Buy	63238.2→61614.1	-13.25	stop_loss
06-05 06:03	BTC	Buy	63636.2→62007.9	-13.20	stop_loss
06-04 10:27	BTC	Buy	64205.2→62561.6	-13.22	stop_loss
06-04 10:27	BTC	Buy	64252.2→62582.6	-13.41	stop_loss
06-04 09:30	BTC	Buy	64336.2→62689.5	-13.24	stop_loss
06-04 09:26	BTC	Buy	64526.2→62874.4	-13.24	stop_loss
06-04 00:29	BTC	Buy	65121.3→63455.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66364.3→64652.4	-13.39	stop_loss
06-03 20:55	BTC	Buy	66616.3→64908.3	-13.32	stop_loss
06-03 20:45	BTC	Buy	66790.3→65054.2	-13.50	stop_loss
06-03 19:55	BTC	Buy	67006.4→65270.1	-13.45	stop_loss
06-03 19:52	BTC	Buy	67188.4→65469	-13.28	stop_loss
06-03 03:50	BTC	Buy	67299.4→65570.9	-13.29	stop_loss
06-03 03:33	BTC	Buy	67722.4→65985.7	-13.28	stop_loss
06-03 03:28	BTC	Buy	67803.4→66068.6	-13.25	stop_loss
06-02 14:27	BTC	Buy	69476.5→67695.7	-13.28	stop_loss
06-02 14:26	BTC	Buy	69607.5→67825.7	-13.26	stop_loss
06-02 14:22	BTC	Buy	69935.5→68144.5	-13.27	stop_loss
06-02 14:21	BTC	Buy	69983.5→68189.5	-13.28	stop_loss
06-02 14:10	BTC	Buy	70113.5→68305.4	-13.36	stop_loss
06-01 22:26	BTC	Buy	73747.7→71239.8	-17.61	stop_loss
06-01 22:26	BTC	Buy	73587.7→71239.8	-16.57	stop_loss
06-01 22:26	BTC	Buy	73537.7→71239.8	-16.26	stop_loss
06-01 22:26	BTC	Buy	73710.7→71239.8	-17.40	stop_loss
06-01 22:26	BTC	Buy	73757.7→71239.8	-17.72	stop_loss
05-31 16:02	BTC	Buy	73540.7→73661.3	+0.29	timeout
05-31 14:54	BTC	Buy	73739.7→73666.3	-0.97	timeout
05-31 13:45	BTC	Buy	73600.7→73853.3	+1.25	timeout
05-31 12:49	BTC	Buy	73499.7→73919.3	+2.22	timeout
05-31 11:52	BTC	Buy	73451.7→73890.3	+2.33	timeout
05-29 20:46	BTC	Buy	73267.7→73696.3	+2.43	timeout
05-29 20:13	BTC	Buy	73419.7→73602.3	+0.71	timeout
05-29 19:41	BTC	Buy	73383.7→73659.3	+1.33	timeout
05-29 19:08	BTC	Buy	73173.7→73448.3	+1.33	timeout
05-29 18:33	BTC	Buy	72826.6→73771.3	+5.87	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-513.04

total pnl ($)

-106.3 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	96	40%	-106.3	-513.04

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…