deribit_basis_fear_gated_regime_long · strategy

closed trades

45%

win rate

-154.98

total pnl ($)

0.747

weight

7d window — n=12 wr=33% pnl=-84.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:43	BTC	Buy	60024→60346	+2.18	timeout
06-28 06:34	BTC	Buy	59820→59940	+0.57	timeout
06-28 04:35	BTC	Buy	60353→60080	-2.72	timeout
06-28 02:34	BTC	Buy	59836→60101	+1.75	timeout
06-27 22:03	BTC	Buy	59666→60071	+3.04	timeout
06-26 10:58	BTC	Buy	60666→59174.4	-12.75	stop_loss
06-24 15:40	BTC	Buy	62084.1→60557.7	-12.66	stop_loss
06-24 15:33	BTC	Buy	62206.1→60676.6	-12.67	stop_loss
06-24 15:08	BTC	Buy	62340.1→60799.5	-12.73	stop_loss
06-24 14:19	BTC	Buy	62397.1→60848.5	-12.84	stop_loss
06-24 13:44	BTC	Buy	62909.1→61359.2	-12.76	stop_loss
06-23 08:27	BTC	Buy	63636.2→62070.8	-12.74	stop_loss
06-21 20:01	BTC	Buy	63590.2→64173.8	+4.16	timeout
06-21 17:45	BTC	Buy	63622.2→64101.8	+3.44	timeout
06-20 20:48	BTC	Buy	62646.1→63867.8	+9.34	timeout
06-18 15:40	BTC	Buy	64317.2→62733.5	-12.74	stop_loss
06-17 19:40	BTC	Buy	65799.3→64178.7	-12.79	stop_loss
06-17 08:44	BTC	Buy	66514.3→64876.3	-12.77	stop_loss
06-17 08:31	BTC	Buy	66736.3→65087.2	-12.79	stop_loss
06-14 15:38	BTC	Buy	63468.2→64036.8	+4.01	timeout
06-13 17:35	BTC	Buy	63428.2→64086.8	+4.72	timeout
06-13 15:24	BTC	Buy	63396.2→64271.8	+6.41	timeout
06-13 08:43	BTC	Buy	63275.2→63882.8	+4.22	timeout
06-13 06:34	BTC	Buy	63433.2→63666.8	+1.38	timeout
06-13 00:34	BTC	Buy	62644.1→63578.8	+6.89	timeout
06-12 05:15	BTC	Buy	62106.1→63443.8	+10.22	timeout
06-12 02:28	BTC	Buy	62066.1→63530.8	+11.19	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.33	take_profit
06-11 07:36	BTC	Buy	61922.1→62690.9	+5.54	timeout
06-11 05:29	BTC	Buy	61725.1→62571.9	+6.18	timeout
06-09 15:56	BTC	Buy	62569.1→61026.4	-12.81	stop_loss
06-09 15:55	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-09 14:30	BTC	Buy	62998.1→61449.2	-12.76	stop_loss
06-07 22:14	BTC	Buy	60965→63641.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60548→63205.8	+21.51	take_profit
06-07 21:16	BTC	Buy	61234.1→61898.9	+5.01	timeout
06-07 08:28	BTC	Buy	59914→62547.9	+21.60	take_profit
06-07 08:01	BTC	Buy	60357→62384.9	+16.50	timeout
06-05 06:20	BTC	Buy	63253.2→61693.1	-12.77	stop_loss
06-05 06:19	BTC	Buy	63289.2→61733	-12.72	stop_loss
06-05 06:16	BTC	Buy	63471.2→61906.9	-12.73	stop_loss
06-05 03:06	BTC	Buy	63897.2→62315.7	-12.80	stop_loss
06-04 10:30	BTC	Buy	63973.2→62397.7	-12.72	stop_loss
06-04 10:27	BTC	Buy	64187.2→62582.6	-12.93	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-03 23:02	BTC	Buy	66258.3→64614.4	-12.85	stop_loss
06-03 20:55	BTC	Buy	66534.3→64898.3	-12.79	stop_loss
06-03 19:55	BTC	Buy	66936.3→65270.1	-12.94	stop_loss
06-03 19:54	BTC	Buy	67003.4→65354	-12.82	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-02 12:06	BTC	Buy	70969.5→69222.9	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-154.98

total pnl ($)

-60.5 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	51	45%	-60.5	-154.98

Recent bounces (last 20 of 1)

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

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…