deribit_basis_fear_gate_long_v8 · strategy

120

closed trades

37%

win rate

-515.50

total pnl ($)

0.490

weight

7d window — n=22 wr=18% pnl=-110.66 · 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 14:03	BTC	Buy	59403→59063	-3.33	timeout
06-30 12:45	BTC	Buy	59920→58815.1	-9.65	timeout
06-30 11:29	BTC	Buy	59974→59193	-6.94	timeout
06-30 07:41	BTC	Buy	60070→59461	-5.48	timeout
06-30 06:34	BTC	Buy	60097→59543	-5.03	timeout
06-29 09:30	BTC	Buy	60284→59929	-3.54	timeout
06-29 08:24	BTC	Buy	60189→59890	-2.93	timeout
06-29 07:14	BTC	Buy	60121→60011	-1.39	timeout
06-29 06:12	BTC	Buy	59866→60115	+1.61	timeout
06-29 05:05	BTC	Buy	59956→59532	-3.99	timeout
06-28 06:50	BTC	Buy	60403→59980	-3.94	timeout
06-28 05:11	BTC	Buy	60245→60007	-2.43	timeout
06-27 21:16	BTC	Buy	59727→60353	+4.86	timeout
06-27 20:17	BTC	Buy	59747→60235	+3.69	timeout
06-27 19:12	BTC	Buy	59968→60569	+4.59	timeout
06-26 12:42	BTC	Buy	60541→59052.5	-12.75	stop_loss
06-24 14:20	BTC	Buy	62366.1→60832.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62416.1→60878.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62502.1→60964.5	-12.73	stop_loss
06-24 13:46	BTC	Buy	62843.1→61297.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63056.2→61494.2	-12.84	stop_loss
06-24 11:03	BTC	Buy	62372.1→62405.9	-0.21	timeout
06-23 08:17	BTC	Buy	63966.2→62392.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64261.2→62676.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64409.2→62822.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64401.2→62816.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64422.2→62837.4	-12.77	stop_loss
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-22 21:17	BTC	Buy	63605.2→64314.8	+5.12	timeout
06-22 20:14	BTC	Buy	64113.2→64498.8	+2.53	timeout
06-22 19:13	BTC	Buy	64198.2→64376.8	+0.89	timeout
06-22 18:11	BTC	Buy	63966.2→64657.8	+4.89	timeout
06-21 21:13	BTC	Buy	64008.2→63613.8	-3.53	timeout
06-21 20:10	BTC	Buy	63943.2→64153.8	+1.21	timeout
06-21 19:10	BTC	Buy	63888.2→64136.8	+1.53	timeout
06-21 18:06	BTC	Buy	63826.2→63960.8	+0.69	timeout
06-21 17:04	BTC	Buy	63960.2→64133.8	+0.96	timeout
06-20 20:54	BTC	Buy	63165.2→63893.8	+5.34	timeout
06-20 19:50	BTC	Buy	63112.2→63911.8	+5.91	timeout
06-20 18:50	BTC	Buy	63043.2→63792.8	+5.51	timeout
06-20 17:44	BTC	Buy	63065.2→63834.8	+5.64	timeout
06-20 16:44	BTC	Buy	63236.2→63964.8	+5.24	timeout
06-19 20:28	BTC	Buy	63122.2→63043.8	-1.11	timeout
06-19 19:25	BTC	Buy	62713.1→62974.9	+1.61	timeout
06-19 18:22	BTC	Buy	62923.1→63125.8	+1.15	timeout
06-19 17:19	BTC	Buy	62574.1→63045.8	+3.31	timeout
06-19 16:34	BTC	Buy	62596.1→63256.8	+4.83	timeout
06-18 15:57	BTC	Buy	63849.2→62274.7	-12.75	stop_loss
06-18 15:55	BTC	Buy	63972.2→62396.7	-12.68	stop_loss
06-18 15:55	BTC	Buy	63994.2→62419.7	-12.69	stop_loss
06-18 15:40	BTC	Buy	64207.2→62627.5	-12.65	stop_loss
06-18 15:40	BTC	Buy	64220.2→62639.5	-12.71	stop_loss
06-18 13:02	BTC	Buy	65033.3→64289.8	-6.17	timeout
06-18 11:54	BTC	Buy	64838.2→63924.8	-7.56	timeout
06-18 10:54	BTC	Buy	64804.2→64132.8	-5.71	timeout
06-18 09:55	BTC	Buy	64846.2→64193.8	-5.59	timeout
06-18 08:54	BTC	Buy	64913.2→64405.8	-4.39	timeout
06-17 10:56	BTC	Buy	66366.3→64734.4	-12.82	stop_loss
06-17 10:04	BTC	Buy	66398.3→64765.4	-12.82	stop_loss
06-17 08:39	BTC	Buy	66619.3→64981.2	-12.76	stop_loss
06-17 08:37	BTC	Buy	66669.3→65030.2	-12.73	stop_loss
06-17 08:16	BTC	Buy	66464.3→65285.7	-9.31	timeout
06-13 21:38	BTC	Buy	63550.2→64292.8	+5.37	timeout
06-13 03:31	BTC	Buy	63416.2→63488.8	+0.12	timeout
06-13 01:21	BTC	Buy	63430.2→63612.8	+0.90	timeout
06-12 23:41	BTC	Buy	63651.2→63511.8	-1.59	timeout
06-12 22:05	BTC	Buy	63580.2→63499.8	-1.13	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-10 19:01	BTC	Buy	61735.1→61843.9	+0.37	timeout
06-10 17:04	BTC	Buy	61645.1→62315.9	+4.93	timeout
06-10 16:09	BTC	Buy	60927→62397.9	+11.56	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:25	BTC	Buy	61747.1→62090.9	+2.31	timeout
06-09 16:39	BTC	Buy	62294.1→60760.6	-12.77	stop_loss
06-09 14:47	BTC	Buy	62719.1→61176.3	-12.75	stop_loss
06-07 08:01	BTC	Buy	60955→62384.9	+11.38	timeout
06-07 06:58	BTC	Buy	60714→62091.9	+10.94	timeout
06-07 05:31	BTC	Buy	60711→61759.9	+8.22	timeout
06-07 04:30	BTC	Buy	59985→61530.9	+12.44	timeout
06-06 20:11	BTC	Buy	60713→60545	-1.76	timeout
06-06 04:27	BTC	Buy	61300.1→59792.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61313.1→59801.1	-12.78	stop_loss
06-06 04:27	BTC	Buy	61318.1→59809.1	-12.76	stop_loss
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 06:20	BTC	Buy	63232.2→61677.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63646.2→62079.8	-12.71	stop_loss
06-05 02:32	BTC	Buy	63170.2→62724.9	-3.95	timeout
06-04 10:30	BTC	Buy	63981.2→62402.7	-12.76	stop_loss
06-04 10:28	BTC	Buy	64114.2→62528.6	-12.79	stop_loss
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65153.3→63551	-12.74	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 19:55	BTC	Buy	66877.3→65233.1	-12.80	stop_loss
06-03 19:55	BTC	Buy	66887.3→65242.1	-12.80	stop_loss
06-03 16:24	BTC	Buy	67327.4→65671.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:33	BTC	Buy	67621.4→65957.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66106.6	-12.77	stop_loss
06-02 14:26	BTC	Buy	69571.5→67858.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

37%

win rate

-515.50

total pnl ($)

-85.6 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	120	37%	-85.6	-515.50

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…