deribit_basis_fear_gated_long_v3 · strategy

105

closed trades

43%

win rate

-329.90

total pnl ($)

0.723

weight

7d window — n=24 wr=46% pnl=-88.96 · 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 20:02	BTC	Buy	60205→59478	-6.46	timeout
06-28 19:01	BTC	Buy	60560→59559	-8.69	timeout
06-28 16:51	BTC	Buy	60799→59627	-10.06	timeout
06-27 19:55	BTC	Buy	59829→60155	+2.32	timeout
06-27 18:51	BTC	Buy	59642→60499	+6.75	timeout
06-27 15:42	BTC	Buy	60419→60770	+2.47	timeout
06-26 18:17	BTC	Buy	59469→59982	+3.77	timeout
06-26 15:57	BTC	Buy	59536→60282	+5.71	timeout
06-26 14:16	BTC	Buy	58894.9→59983	+8.74	timeout
06-25 17:21	BTC	Buy	59424→59479	+0.08	timeout
06-25 13:57	BTC	Buy	59765→58293.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60378→58882.6	-12.77	stop_loss
06-24 16:51	BTC	Buy	61230.1→59724.1	-12.73	stop_loss
06-24 14:02	BTC	Buy	62729.1→61181.3	-12.79	stop_loss
06-24 13:48	BTC	Buy	62780.1→61232.3	-12.78	stop_loss
06-24 13:12	BTC	Buy	62088.1→61976.9	-1.35	timeout
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-24 08:28	BTC	Buy	62031.1→62658.9	+4.53	timeout
06-23 08:17	BTC	Buy	63974.2→62400.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63994.2→62418.7	-12.77	stop_loss
06-23 08:15	BTC	Buy	64066.2→62479.6	-12.84	stop_loss
06-23 03:26	BTC	Buy	64428.2→64032.8	-3.52	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63707.2→64202.8	+3.44	timeout
06-21 23:28	BTC	Buy	64243.2→63636.8	-5.15	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63727.8	-1.94	timeout
06-20 23:02	BTC	Buy	63276.2→64254.8	+7.27	timeout
06-20 22:00	BTC	Buy	63048.2→63966.8	+6.84	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 18:42	BTC	Buy	62698.1→63027.8	+2.16	timeout
06-19 17:32	BTC	Buy	62701.1→62965.9	+1.66	timeout
06-18 15:53	BTC	Buy	64015.2→62440.6	-12.61	stop_loss
06-18 15:39	BTC	Buy	64390.2→62805.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64424.2→62839.4	-12.63	stop_loss
06-18 05:03	BTC	Buy	65321.3→63714.9	-12.77	stop_loss
06-18 04:11	BTC	Buy	65431.3→63817.9	-12.79	stop_loss
06-17 19:29	BTC	Buy	65894.3→64263.6	-12.83	stop_loss
06-17 15:59	BTC	Buy	65865.3→65698.7	-1.74	timeout
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.58	timeout
06-17 00:31	BTC	Buy	66279.3→65657.7	-5.18	timeout
06-16 13:12	BTC	Buy	66606.3→66126.7	-4.13	timeout
06-16 05:49	BTC	Buy	65752.3→66024.7	+1.69	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-15 12:23	BTC	Buy	64477.2→66229.7	+13.16	timeout
06-15 04:49	BTC	Buy	64355.2→65665.7	+9.71	timeout
06-14 21:08	BTC	Buy	64279.2→63991.8	-2.71	timeout
06-14 08:08	BTC	Buy	63764.2→64410.8	+4.57	timeout
06-14 04:42	BTC	Buy	63593.2→64389.8	+5.86	timeout
06-13 19:28	BTC	Buy	63723.2→64135.8	+2.78	timeout
06-13 04:49	BTC	Buy	63698.2→63618.8	-1.06	timeout
06-13 03:13	BTC	Buy	63495.2→63656.8	+0.82	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-12 00:04	BTC	Buy	61607.1→63531.8	+15.07	timeout
06-11 22:24	BTC	Buy	61230.1→63539.8	+18.28	timeout
06-11 14:49	BTC	Buy	61883.1→62889.9	+7.59	timeout
06-10 21:58	BTC	Buy	62686.1→61140.4	-12.78	stop_loss
06-10 17:12	BTC	Buy	61549.1→62063.9	+3.68	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62020.1→62028.9	-0.40	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 14:11	BTC	Buy	63579.2→62015.9	-12.74	stop_loss
06-09 06:12	BTC	Buy	62925.1→63376.8	+3.09	timeout
06-08 22:08	BTC	Buy	61837.1→63445.8	+12.52	timeout
06-08 17:20	BTC	Buy	62254.1→63462.8	+9.16	timeout
06-08 05:23	BTC	Buy	61801.1→62622.9	+6.19	timeout
06-07 21:49	BTC	Buy	60810→61713.9	+7.00	timeout
06-07 15:22	BTC	Buy	60533→61814.9	+10.13	timeout
06-07 05:10	BTC	Buy	60101→61776.9	+13.52	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 14:25	BTC	Buy	60442→60778	+2.33	timeout
06-06 04:27	BTC	Buy	61332.1→59823.1	-12.75	stop_loss
06-05 21:15	BTC	Buy	59372→61978.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60781→59285.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60866→59369.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60066.9	-12.75	stop_loss
06-05 13:55	BTC	Buy	62565.1→61024.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62816.1→61271.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 03:06	BTC	Buy	63898.2→62315.7	-12.81	stop_loss
06-04 09:27	BTC	Buy	64411.2→62824.4	-12.76	stop_loss
06-04 01:19	BTC	Buy	64350.2→62767.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65116.3→63515	-12.74	stop_loss
06-03 20:44	BTC	Buy	66774.3→65131.2	-12.78	stop_loss
06-03 16:25	BTC	Buy	67233.4→65579.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67306.4→65649.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67780.4→66112.6	-12.76	stop_loss
06-02 22:59	BTC	Buy	67942.4→66257.5	-12.85	stop_loss
06-02 13:13	BTC	Buy	70591.5→68855.1	-12.80	stop_loss
06-02 12:40	BTC	Buy	70779.5→69038	-12.82	stop_loss
06-02 12:18	BTC	Buy	70945.5→69199.9	-12.81	stop_loss
05-31 13:24	BTC	Buy	73774.7→73959.3	+0.78	timeout
05-31 11:28	BTC	Buy	73568.7→73935.3	+1.90	timeout
05-31 09:45	BTC	Buy	73539.7→73938.3	+2.11	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

43%

win rate

-329.90

total pnl ($)

-62.7 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	105	43%	-62.7	-329.90

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 21:05	BTC	Buy	circuit_breaker
06-28 18:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…