deribit_basis_fear_gate_long_v9 · strategy

102

closed trades

45%

win rate

-261.04

total pnl ($)

0.490

weight

7d window — n=21 wr=33% pnl=-118.74 · 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 01:11	BTC	Buy	59952→59981	-0.21	timeout
06-27 23:32	BTC	Buy	59955→59966	-0.31	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 03:03	BTC	Buy	58365.9→60331	+16.38	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:23	BTC	Buy	59455→60128	+5.12	timeout
06-26 16:23	BTC	Buy	59734→59986	+1.55	timeout
06-26 15:20	BTC	Buy	59281→59935	+5.02	timeout
06-26 02:16	BTC	Buy	60025→58545.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59743.1	-13.07	stop_loss
06-24 15:56	BTC	Buy	61755.1→60235.9	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60878.5	-12.95	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 08:23	BTC	Buy	62381.1→62678.9	+1.84	timeout
06-18 05:03	BTC	Buy	65328.3→63717.9	-12.78	stop_loss
06-16 14:44	BTC	Buy	66506.3→65650.7	-6.97	timeout
06-16 14:23	BTC	Buy	67144.4→65493	-12.82	stop_loss
06-16 13:45	BTC	Buy	66512.3→66087.7	-3.73	timeout
06-16 12:41	BTC	Buy	66368.3→66454.7	+0.12	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-15 14:19	BTC	Buy	64242.2→66480.7	+16.98	timeout
06-15 13:14	BTC	Buy	64322.2→66602.7	+17.30	timeout
06-15 12:55	BTC	Buy	63780.2→66580.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66188.7	+13.06	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-14 19:11	BTC	Buy	64157.2→63772.8	-3.52	timeout
06-14 13:59	BTC	Buy	64087.2→64276.8	+1.03	timeout
06-14 12:55	BTC	Buy	64090.2→64281.8	+1.04	timeout
06-14 11:51	BTC	Buy	63895.2→64595.8	+5.04	timeout
06-14 10:48	BTC	Buy	63857.2→64531.8	+4.81	timeout
06-13 18:30	BTC	Buy	63750.2→64177.8	+2.89	timeout
06-13 13:06	BTC	Buy	63400.2→64123.8	+5.19	timeout
06-13 12:04	BTC	Buy	63649.2→63939.8	+1.75	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.76	timeout
06-13 09:55	BTC	Buy	63756.2→63728.8	-0.74	timeout
06-12 17:54	BTC	Buy	63446.2→63828.8	+2.56	timeout
06-12 12:40	BTC	Buy	62759.1→63370.8	+4.35	timeout
06-12 11:29	BTC	Buy	63137.2→63820.8	+4.89	timeout
06-12 10:17	BTC	Buy	62806.1→63744.8	+6.92	timeout
06-12 09:11	BTC	Buy	62837.1→63491.8	+4.69	timeout
06-11 17:09	BTC	Buy	62151.1→62482.9	+2.16	timeout
06-11 11:22	BTC	Buy	61219.1→63128.8	+15.01	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:17	BTC	Buy	61657.1→62772.9	+8.47	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.30	timeout
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63268.2→61712	-12.76	stop_loss
06-09 14:11	BTC	Buy	63516.2→61951.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63800.2→62228.8	-12.76	stop_loss
06-09 06:52	BTC	Buy	62957.1→63246.8	+1.79	timeout
06-08 22:17	BTC	Buy	63319.2→63243.8	-1.08	timeout
06-08 17:59	BTC	Buy	62142.1→63483.8	+10.25	timeout
06-08 16:00	BTC	Buy	62099.1→63712.8	+12.41	timeout
06-08 13:57	BTC	Buy	61761.1→63709.8	+15.28	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 21:08	BTC	Buy	60719→61736.9	+7.95	timeout
06-07 16:58	BTC	Buy	60709→62025.9	+10.37	timeout
06-07 15:46	BTC	Buy	60843→62028.9	+9.15	timeout
06-07 13:33	BTC	Buy	60712→61813.9	+8.61	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62882.1→61335.2	-12.74	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 02:42	BTC	Buy	63332.2→62842.9	-4.28	timeout
06-05 01:27	BTC	Buy	62751.1→63272.8	+3.75	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66740.3→65099.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66901.3→65253.1	-12.79	stop_loss
06-03 19:55	BTC	Buy	66900.3→65253.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67261.4→65592.9	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

45%

win rate

-261.04

total pnl ($)

-50.8 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	102	45%	-50.8	-261.04

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…