deribit_basis_fear_gated_long_v2 · strategy

closed trades

46%

win rate

-296.46

total pnl ($)

0.997

weight

7d window — n=14 wr=57% pnl=-43.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:15	BTC	Buy	59730→60353	+4.83	timeout
06-27 20:15	BTC	Buy	59779→60260	+3.63	timeout
06-27 19:12	BTC	Buy	59953→60561	+4.65	timeout
06-26 12:43	BTC	Buy	60503→59010.5	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 10:16	BTC	Buy	62394.1→62547.9	+0.73	timeout
06-24 09:13	BTC	Buy	62414.1→62722.9	+1.95	timeout
06-24 07:18	BTC	Buy	63005.2→62721.9	-2.75	timeout
06-23 08:24	BTC	Buy	63844.2→62265.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64253.2→62665.5	-12.82	stop_loss
06-23 06:20	BTC	Buy	64432.2→62846.4	-12.77	stop_loss
06-22 20:57	BTC	Buy	63732.2→64403.8	+4.81	timeout
06-22 19:58	BTC	Buy	64181.2→64458.8	+1.68	timeout
06-22 18:56	BTC	Buy	64148.2→64315.8	+0.81	timeout
06-21 19:35	BTC	Buy	63857.2→64162.8	+1.96	timeout
06-21 18:36	BTC	Buy	63830.2→64117.8	+1.85	timeout
06-21 17:34	BTC	Buy	63964.2→64038.8	+0.22	timeout
06-20 19:09	BTC	Buy	63018.2→63817.8	+5.91	timeout
06-20 18:05	BTC	Buy	63116.2→63840.8	+5.28	timeout
06-20 17:05	BTC	Buy	62919.1→63907.8	+7.38	timeout
06-19 18:54	BTC	Buy	62727.1→62990.9	+1.63	timeout
06-19 17:47	BTC	Buy	62658.1→63071.8	+2.84	timeout
06-19 16:57	BTC	Buy	62675.1→62967.9	+1.90	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64081.2→62505.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64370.2→62786.5	-12.72	stop_loss
06-18 12:01	BTC	Buy	64796.2→63956.8	-6.97	timeout
06-18 11:00	BTC	Buy	64792.2→64078.8	-6.02	timeout
06-18 09:57	BTC	Buy	64856.2→64173.8	-5.82	timeout
06-17 08:39	BTC	Buy	66581.3→64931.3	-12.88	stop_loss
06-17 08:38	BTC	Buy	66664.3→65020.2	-12.82	stop_loss
06-17 08:02	BTC	Buy	66362.3→65422.7	-7.55	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-13 21:41	BTC	Buy	63535.2→64617.8	+8.04	timeout
06-12 23:05	BTC	Buy	63413.2→63439.8	-0.28	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.65	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-11 19:40	BTC	Buy	61992.1→63678.8	+13.03	timeout
06-11 17:33	BTC	Buy	61791.1→63290.8	+11.59	timeout
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-10 16:08	BTC	Buy	60931→62407.9	+11.62	timeout
06-10 15:07	BTC	Buy	61505.1→61957.9	+3.18	timeout
06-10 14:14	BTC	Buy	62005.1→62074.9	+0.08	timeout
06-09 16:04	BTC	Buy	62505.1→60967.5	-12.76	stop_loss
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-07 05:30	BTC	Buy	60730→61716.9	+7.71	timeout
06-07 04:29	BTC	Buy	59922→61512.9	+12.83	timeout
06-06 20:11	BTC	Buy	60689→60512	-1.84	timeout
06-06 04:27	BTC	Buy	61332.1→59823.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60270.8	-12.77	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63634.2→62068.8	-12.71	stop_loss
06-05 02:32	BTC	Buy	63176.2→62731.9	-3.94	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64387.2→62800.4	-12.76	stop_loss
06-04 00:29	BTC	Buy	65098.3→63497.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66447.3→64802.3	-12.87	stop_loss
06-03 19:55	BTC	Buy	66877.3→65231.1	-12.81	stop_loss
06-03 19:44	BTC	Buy	66880.3→65788.7	-8.68	timeout
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:23	BTC	Buy	69680.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70185.5→68459.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
06-02 09:02	BTC	Buy	71340.6→69584.7	-12.80	stop_loss
06-01 15:25	BTC	Buy	73910.7→71111.9	-19.49	stop_loss
06-01 15:25	BTC	Buy	73508.7→71111.9	-16.88	stop_loss
06-01 15:25	BTC	Buy	73593.7→71111.9	-17.46	stop_loss
05-31 16:54	BTC	Buy	73896.7→73502.3	-3.18	timeout
05-31 15:05	BTC	Buy	73864.7→73610.3	-2.19	timeout
05-31 13:22	BTC	Buy	73793.7→73962.3	+0.59	timeout
05-31 11:27	BTC	Buy	73562.7→73907.3	+1.75	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout
05-30 12:12	BTC	Buy	73347.7→73564.3	+0.96	timeout
05-30 11:06	BTC	Buy	73633.7→73607.3	-0.69	timeout
05-30 08:41	BTC	Buy	73780.7→73496.3	-2.42	timeout
05-30 07:51	BTC	Buy	73399.7→73485.3	+0.09	timeout
05-30 06:36	BTC	Buy	73677.7→73674.3	-0.51	timeout
05-29 10:45	BTC	Buy	73476.7→73560.3	+0.07	timeout
05-29 09:41	BTC	Buy	73438.7→73807.3	+1.99	timeout
05-29 08:37	BTC	Buy	73242.7→73774.3	+3.17	timeout
05-29 07:35	BTC	Buy	73373.7→73484.3	+0.24	timeout
05-29 06:33	BTC	Buy	72833.6→73387.3	+3.23	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-296.46

total pnl ($)

-70.9 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	83	46%	-70.9	-296.46

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…