deribit_basis_fear_gate_long_v7 · strategy

108

closed trades

46%

win rate

-244.67

total pnl ($)

0.634

weight

7d window — n=23 wr=43% pnl=-96.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:18	BTC	Buy	60399→60182	-2.26	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.15	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 17:38	BTC	Buy	59951→60575	+4.75	timeout
06-27 16:03	BTC	Buy	60437→60759	+2.28	timeout
06-26 18:39	BTC	Buy	59384→59726	+2.31	timeout
06-26 17:41	BTC	Buy	59665→59937	+1.73	timeout
06-26 16:41	BTC	Buy	59307→60176	+6.77	timeout
06-26 15:34	BTC	Buy	59226→60128	+7.08	timeout
06-26 14:41	BTC	Buy	59556→59590	-0.22	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59506→58035.1	-12.73	stop_loss
06-25 13:57	BTC	Buy	59748→58277.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60270→58772.7	-12.79	stop_loss
06-25 13:53	BTC	Buy	60412→58925.6	-12.67	stop_loss
06-24 16:51	BTC	Buy	61218.1→59709.1	-12.76	stop_loss
06-24 15:07	BTC	Buy	62344.1→60879	-12.14	timeout
06-24 14:19	BTC	Buy	62519.1→60966.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62549.1→61000.4	-12.83	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 13:44	BTC	Buy	62398.1→61490.9	-7.71	timeout
06-24 09:39	BTC	Buy	62419.1→62662.9	+1.43	timeout
06-24 08:20	BTC	Buy	62441.1→62626.9	+0.95	timeout
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 22:00	BTC	Buy	66333.3→65745.7	-4.97	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 13:45	BTC	Buy	66503.3→66086.7	-3.67	timeout
06-16 11:34	BTC	Buy	66241.3→66361.7	+0.39	timeout
06-16 10:29	BTC	Buy	65696.3→66638.7	+6.69	timeout
06-15 21:40	BTC	Buy	65410.3→66402.7	+7.08	timeout
06-15 13:20	BTC	Buy	64036.2→66847.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.51	take_profit
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-15 10:01	BTC	Buy	64571.2→65594.7	+7.48	timeout
06-14 21:16	BTC	Buy	64244.2→64355.8	+0.39	timeout
06-14 20:13	BTC	Buy	64247.2→63794.8	-4.02	timeout
06-14 19:09	BTC	Buy	64176.2→63749.8	-3.85	timeout
06-14 10:43	BTC	Buy	63823.2→64585.8	+5.50	timeout
06-14 09:39	BTC	Buy	63783.2→64462.8	+4.82	timeout
06-13 20:35	BTC	Buy	63501.2→64223.8	+5.23	timeout
06-13 19:28	BTC	Buy	63727.2→64129.8	+2.71	timeout
06-13 18:26	BTC	Buy	63740.2→64129.8	+2.59	timeout
06-13 09:56	BTC	Buy	63810.2→63739.8	-1.08	timeout
06-13 08:54	BTC	Buy	63440.2→63780.8	+2.16	timeout
06-12 20:26	BTC	Buy	63432.2→63481.8	-0.07	timeout
06-12 19:14	BTC	Buy	63546.2→63694.8	+0.70	timeout
06-12 17:58	BTC	Buy	63534.2→63813.8	+1.74	timeout
06-12 09:29	BTC	Buy	62792.1→63730.8	+6.94	timeout
06-12 08:28	BTC	Buy	62905.1→63469.8	+3.94	timeout
06-11 19:26	BTC	Buy	61752.1→63620.8	+14.55	timeout
06-11 18:14	BTC	Buy	61941.1→63409.8	+11.30	timeout
06-11 17:10	BTC	Buy	62104.1→62496.9	+2.65	timeout
06-11 09:17	BTC	Buy	61072.1→62763.9	+13.28	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 18:52	BTC	Buy	61684.1→61694.9	-0.41	timeout
06-10 17:42	BTC	Buy	61773.1→61650.9	-1.48	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.42	timeout
06-09 14:18	BTC	Buy	63334.2→61777	-12.75	stop_loss
06-09 14:17	BTC	Buy	63366.2→61802	-12.79	stop_loss
06-09 14:11	BTC	Buy	63548.2→61981.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63901.2→62325.7	-12.76	stop_loss
06-09 13:10	BTC	Buy	63829.2→62644.9	-9.69	timeout
06-09 06:49	BTC	Buy	62923.1→63343.8	+2.84	timeout
06-09 05:46	BTC	Buy	62463.1→63365.8	+6.75	timeout
06-08 18:07	BTC	Buy	62172.1→63604.8	+10.99	timeout
06-08 16:05	BTC	Buy	62005.1→63830.8	+14.15	timeout
06-08 12:57	BTC	Buy	61869.1→63723.8	+14.51	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-08 05:32	BTC	Buy	61673.1→62618.9	+7.22	timeout
06-07 17:00	BTC	Buy	60764→62032.9	+9.97	timeout
06-07 15:41	BTC	Buy	60833→62140.9	+10.28	timeout
06-07 12:32	BTC	Buy	60739→61877.9	+8.91	timeout
06-07 06:09	BTC	Buy	61045.1→61672.9	+4.74	timeout
06-07 05:07	BTC	Buy	59850→61784.9	+15.74	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60621.6	-12.82	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 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62803.1→61246.3	-12.83	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63552.2→61980.9	-12.75	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-05 01:56	BTC	Buy	62174.1→63326.8	+8.83	timeout
06-04 10:29	BTC	Buy	64009.2→62432.6	-12.72	stop_loss
06-04 10:28	BTC	Buy	64093.2→62515.6	-12.73	stop_loss
06-04 09:30	BTC	Buy	64281.2→62699.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64254.2→62673.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

46%

win rate

-244.67

total pnl ($)

-44.9 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	108	46%	-44.9	-244.67

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…