deribit_basis_fear_long_fg_gated · strategy

168

closed trades

39%

win rate

-606.59

total pnl ($)

0.250

weight

7d window — n=38 wr=32% pnl=-209.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 04:46	BTC	Buy	60135→59787	-3.37	timeout
06-28 22:53	BTC	Buy	60351→58866.6	-12.80	stop_loss
06-28 07:00	BTC	Buy	60365→60012	-3.39	timeout
06-28 05:56	BTC	Buy	60226→59977	-2.51	timeout
06-27 22:11	BTC	Buy	59904→60112	+1.34	timeout
06-27 21:10	BTC	Buy	59726→60326	+4.64	timeout
06-27 16:47	BTC	Buy	60096→60747	+4.94	timeout
06-27 04:53	BTC	Buy	59829→60267	+3.22	timeout
06-27 03:50	BTC	Buy	59665→60313	+4.99	timeout
06-26 20:25	BTC	Buy	59624→59740	+0.44	timeout
06-26 19:18	BTC	Buy	59211→59899	+5.25	timeout
06-26 15:05	BTC	Buy	59227→59594	+2.56	timeout
06-26 02:24	BTC	Buy	59761→58277.9	-12.85	stop_loss
06-26 02:16	BTC	Buy	59931→58453.8	-12.76	stop_loss
06-25 13:59	BTC	Buy	59551→58084	-12.68	stop_loss
06-25 13:58	BTC	Buy	59611→58145	-12.66	stop_loss
06-25 13:57	BTC	Buy	59707→58239	-12.65	stop_loss
06-25 13:53	BTC	Buy	60465→58977.5	-12.65	stop_loss
06-25 13:51	BTC	Buy	60585→59095.5	-12.66	stop_loss
06-24 17:44	BTC	Buy	60748→59253.4	-12.74	stop_loss
06-24 14:19	BTC	Buy	62392.1→60842.5	-12.86	stop_loss
06-24 14:17	BTC	Buy	62549.1→61010.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62667.1→61126.4	-12.73	stop_loss
06-24 14:02	BTC	Buy	62686.1→61144.4	-12.73	stop_loss
06-24 14:02	BTC	Buy	62693.1→61149.4	-12.75	stop_loss
06-24 10:19	BTC	Buy	62404.1→62516.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-24 06:43	BTC	Buy	62927.1→62794.9	-1.50	timeout
06-24 05:46	BTC	Buy	63388.2→62890.9	-4.43	timeout
06-23 08:24	BTC	Buy	63811.2→62240.8	-12.75	stop_loss
06-23 08:20	BTC	Buy	63896.2→62324.7	-12.74	stop_loss
06-23 06:21	BTC	Buy	64332.2→62745.5	-12.79	stop_loss
06-23 05:50	BTC	Buy	64169.2→63420.8	-6.32	timeout
06-23 04:48	BTC	Buy	64020.2→63794.8	-2.24	timeout
06-23 03:41	BTC	Buy	64207.2→63936.8	-2.55	timeout
06-22 22:26	BTC	Buy	63705.2→64185.8	+3.32	timeout
06-22 20:03	BTC	Buy	64157.2→64578.8	+2.81	timeout
06-22 05:02	BTC	Buy	64269.2→64058.8	-2.10	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-22 02:11	BTC	Buy	64227.2→64502.8	+1.61	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.57	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 01:58	BTC	Buy	63542.2→64234.8	+4.96	timeout
06-21 00:46	BTC	Buy	63543.2→64254.8	+5.10	timeout
06-20 20:50	BTC	Buy	63149.2→63866.8	+5.25	timeout
06-20 18:27	BTC	Buy	63120.2→63818.8	+5.09	timeout
06-20 00:04	BTC	Buy	62907.1→63510.8	+4.39	timeout
06-19 22:05	BTC	Buy	62893.1→63042.8	+0.70	timeout
06-19 21:04	BTC	Buy	63079.2→63131.8	-0.08	timeout
06-19 20:00	BTC	Buy	63056.2→63014.8	-0.81	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.76	timeout
06-18 15:56	BTC	Buy	63959.2→62386.7	-12.55	stop_loss
06-18 15:51	BTC	Buy	64109.2→62529.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64183.2→62604.6	-12.78	stop_loss
06-18 15:37	BTC	Buy	64461.2→62876.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64483.2→62891.4	-12.88	stop_loss
06-18 10:12	BTC	Buy	64874.2→63975.8	-7.48	timeout
06-18 09:07	BTC	Buy	64939.2→64333.8	-5.15	timeout
06-18 04:11	BTC	Buy	65436.3→63822.9	-12.79	stop_loss
06-17 19:40	BTC	Buy	65807.3→64184.7	-12.80	stop_loss
06-17 19:40	BTC	Buy	65826.3→64206.7	-12.77	stop_loss
06-17 08:44	BTC	Buy	66517.3→64881.3	-12.76	stop_loss
06-17 08:09	BTC	Buy	66353.3→65379.7	-7.73	timeout
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-17 02:32	BTC	Buy	65862.3→65968.7	+0.34	timeout
06-17 00:26	BTC	Buy	66255.3→65684.7	-4.83	timeout
06-16 10:58	BTC	Buy	65845.3→66479.7	+4.31	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-16 03:09	BTC	Buy	65571.3→65739.7	+0.83	timeout
06-15 23:03	BTC	Buy	65347.3→66147.7	+5.63	timeout
06-15 21:18	BTC	Buy	64485.2→66481.7	+14.97	timeout
06-15 09:14	BTC	Buy	64407.2→65662.7	+9.31	timeout
06-15 05:17	BTC	Buy	64321.2→65686.7	+10.14	timeout
06-15 02:01	BTC	Buy	64556.2→65435.7	+6.33	timeout
06-14 22:33	BTC	Buy	64504.2→65199.7	+4.89	timeout
06-14 20:25	BTC	Buy	64222.2→63892.8	-3.06	timeout
06-14 08:13	BTC	Buy	63773.2→64423.8	+4.59	timeout
06-14 04:41	BTC	Buy	63583.2→64402.8	+6.04	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 21:31	BTC	Buy	63533.2→64241.8	+5.10	timeout
06-13 19:43	BTC	Buy	63685.2→64240.8	+3.91	timeout
06-13 07:14	BTC	Buy	63004.2→63719.8	+5.22	timeout
06-12 22:18	BTC	Buy	63621.2→63479.8	-1.61	timeout
06-12 21:14	BTC	Buy	63533.2→63582.8	-0.08	timeout
06-12 20:11	BTC	Buy	63486.2→63545.8	+0.02	timeout
06-12 17:34	BTC	Buy	63199.2→63811.8	+4.37	timeout
06-12 06:47	BTC	Buy	62845.1→62957.9	+0.40	timeout
06-11 21:34	BTC	Buy	61703.1→63472.8	+13.75	timeout
06-11 19:58	BTC	Buy	61989.1→63606.8	+12.47	timeout
06-11 18:55	BTC	Buy	61738.1→63472.8	+13.47	timeout
06-11 17:15	BTC	Buy	62106.1→62433.9	+2.13	timeout
06-10 18:56	BTC	Buy	61698.1→61740.9	-0.16	timeout
06-10 17:49	BTC	Buy	61580.1→61955.9	+2.56	timeout
06-10 16:46	BTC	Buy	61317.1→62081.9	+5.71	timeout
06-10 15:45	BTC	Buy	61310.1→62319.9	+7.73	timeout
06-10 14:43	BTC	Buy	61348.1→62031.9	+5.09	timeout
06-09 14:47	BTC	Buy	62722.1→61179.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63081.2→61530.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

168

closed

39%

win rate

-606.59

total pnl ($)

-71.9 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	168	39%	-71.9	-606.59

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…