deribit_basis_fear_gated_long_v4 · strategy

closed trades

45%

win rate

-302.32

total pnl ($)

0.357

weight

7d window — n=31 wr=42% pnl=-122.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 21:40	BTC	Buy	59661→60449	+6.09	timeout
06-29 20:30	BTC	Buy	59682→60390	+5.33	timeout
06-29 19:31	BTC	Buy	59550→60419	+6.70	timeout
06-29 18:19	BTC	Buy	59629→60442	+6.22	timeout
06-29 16:47	BTC	Buy	59632→59829	+1.05	timeout
06-28 18:32	BTC	Buy	60494→59620	-7.65	timeout
06-28 17:25	BTC	Buy	60548→59616	-8.11	timeout
06-28 16:20	BTC	Buy	60696→59828	-7.57	timeout
06-28 15:20	BTC	Buy	60743→60019	-6.47	timeout
06-28 10:49	BTC	Buy	60381→60110	-2.74	timeout
06-27 17:39	BTC	Buy	59973→60617	+4.92	timeout
06-27 16:36	BTC	Buy	60266→60657	+2.80	timeout
06-27 15:35	BTC	Buy	60191→60758	+4.27	timeout
06-27 14:03	BTC	Buy	59828→60486	+5.04	timeout
06-27 10:24	BTC	Buy	59752→60456	+5.41	timeout
06-26 13:19	BTC	Buy	60093→58606.8	-12.82	stop_loss
06-26 12:43	BTC	Buy	60502→59011.5	-12.78	stop_loss
06-24 14:17	BTC	Buy	62590.1→61050.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62621.1→61078.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62640.1→61099.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62752.1→61203.3	-12.79	stop_loss
06-24 13:43	BTC	Buy	63050.2→61497.2	-12.77	stop_loss
06-24 11:37	BTC	Buy	62557.1→62562.9	-0.42	timeout
06-24 10:35	BTC	Buy	62277.1→62553.9	+1.72	timeout
06-24 09:34	BTC	Buy	62444.1→62671.9	+1.30	timeout
06-24 08:32	BTC	Buy	62187.1→62657.9	+3.25	timeout
06-24 07:22	BTC	Buy	63044.2→62699.9	-3.23	timeout
06-23 08:27	BTC	Buy	63537.2→61965.9	-12.81	stop_loss
06-23 08:17	BTC	Buy	64002.2→62421.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	63998.2→62421.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64038.2→62461.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64150.2→62565.6	-12.81	stop_loss
06-21 13:18	BTC	Buy	63561.2→64115.8	+3.98	timeout
06-21 12:09	BTC	Buy	63763.2→64160.8	+2.72	timeout
06-21 10:40	BTC	Buy	63591.2→64315.8	+5.20	timeout
06-21 09:18	BTC	Buy	63506.2→63941.8	+2.83	timeout
06-21 07:57	BTC	Buy	63680.2→64132.8	+3.04	timeout
06-20 11:56	BTC	Buy	62589.1→63678.8	+8.22	timeout
06-20 10:54	BTC	Buy	62531.1→63621.8	+8.21	timeout
06-20 09:54	BTC	Buy	62357.1→63689.8	+10.14	timeout
06-20 08:49	BTC	Buy	62619.1→63397.8	+5.66	timeout
06-20 07:44	BTC	Buy	62503.1→63717.8	+9.27	timeout
06-18 15:51	BTC	Buy	64122.2→62543.6	-12.87	stop_loss
06-18 15:37	BTC	Buy	64446.2→62849.4	-12.81	stop_loss
06-18 15:16	BTC	Buy	65035.3→63426.1	-12.81	stop_loss
06-17 16:03	BTC	Buy	65893.3→65814.7	-0.96	timeout
06-17 08:49	BTC	Buy	66459.3→64825.3	-12.75	stop_loss
06-17 08:39	BTC	Buy	66555.3→64915.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66789.3→65146.2	-12.75	stop_loss
06-17 08:06	BTC	Buy	66320.3→65408.7	-7.26	timeout
06-14 00:30	BTC	Buy	63502.2→64438.8	+6.91	timeout
06-13 22:49	BTC	Buy	63511.2→64480.8	+7.15	timeout
06-13 21:34	BTC	Buy	63515.2→64256.8	+5.36	timeout
06-13 20:32	BTC	Buy	63529.2→64220.8	+4.98	timeout
06-12 23:42	BTC	Buy	63648.2→63493.8	-1.74	timeout
06-12 22:39	BTC	Buy	63510.2→63507.8	-0.52	timeout
06-12 21:36	BTC	Buy	63451.2→63509.8	-0.03	timeout
06-12 20:33	BTC	Buy	63375.2→63506.8	+0.57	timeout
06-12 18:38	BTC	Buy	63475.2→63780.8	+1.94	timeout
06-11 21:47	BTC	Buy	61639.1→63533.8	+14.78	timeout
06-11 19:59	BTC	Buy	61954.1→63578.8	+12.54	timeout
06-11 18:57	BTC	Buy	61796.1→63496.8	+13.18	timeout
06-11 17:16	BTC	Buy	62155.1→62464.9	+1.98	timeout
06-11 08:51	BTC	Buy	61253.1→62946.9	+13.27	timeout
06-10 19:37	BTC	Buy	61889.1→61956.9	+0.03	timeout
06-10 18:32	BTC	Buy	61728.1→61942.9	+1.24	timeout
06-10 17:30	BTC	Buy	61762.1→61859.9	+0.30	timeout
06-10 15:56	BTC	Buy	61140.1→62641.9	+11.80	timeout
06-09 15:56	BTC	Buy	62536.1→60998.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62591.1→61048.4	-12.80	stop_loss
06-09 14:46	BTC	Buy	62757.1→61212.3	-12.76	stop_loss
06-09 14:11	BTC	Buy	63525.2→61959.9	-12.78	stop_loss
06-09 05:21	BTC	Buy	62623.1→63272.8	+4.71	timeout
06-09 04:11	BTC	Buy	62943.1→62919.9	-0.62	timeout
06-09 02:43	BTC	Buy	63042.2→62588.9	-4.03	timeout
06-07 06:45	BTC	Buy	60821→62188.9	+10.84	timeout
06-07 05:42	BTC	Buy	60814→61792.9	+7.64	timeout
06-07 04:42	BTC	Buy	59710→61754.9	+16.69	timeout
06-06 23:40	BTC	Buy	60711→60813	+0.46	timeout
06-06 20:01	BTC	Buy	60357→60585	+1.51	timeout
06-06 04:12	BTC	Buy	61727.1→60205.9	-12.78	stop_loss
06-05 06:22	BTC	Buy	62844.1→61292.3	-12.74	stop_loss
06-05 06:20	BTC	Buy	63191.2→61636.1	-12.72	stop_loss
06-05 06:19	BTC	Buy	63318.2→61760	-12.73	stop_loss
06-05 06:00	BTC	Buy	63748.2→62180.8	-12.70	stop_loss
06-05 03:01	BTC	Buy	63326.2→62486.9	-7.02	timeout
06-04 10:27	BTC	Buy	64181.2→62582.6	-12.88	stop_loss
06-04 09:18	BTC	Buy	64691.2→63100.3	-12.74	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.74	stop_loss
06-04 00:26	BTC	Buy	65208.3→63605	-12.74	stop_loss
06-03 20:55	BTC	Buy	66353.3→64655.4	-13.29	stop_loss
06-03 19:30	BTC	Buy	66868.3→65700.7	-9.25	timeout
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67389.4→65731.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67530.4→65868.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67548.4→65886.7	-12.76	stop_loss
06-03 03:43	BTC	Buy	67553.4→65890.7	-12.76	stop_loss
06-02 12:06	BTC	Buy	70975.5→69228.9	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-302.32

total pnl ($)

-61.2 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	98	45%	-61.2	-302.32

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…