deribit_basis_high_carry_fear_gate · strategy

158

closed trades

44%

win rate

-503.15

total pnl ($)

0.250

weight

7d window — n=41 wr=39% pnl=-181.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:57	BTC	Buy	59446→59896	+3.40	timeout
06-29 21:57	BTC	Buy	59350→60503	+9.11	timeout
06-29 19:45	BTC	Buy	59382→60455	+8.43	timeout
06-29 17:26	BTC	Buy	59610→60432	+6.29	timeout
06-29 06:22	BTC	Buy	59894→60255	+2.54	timeout
06-29 01:15	BTC	Buy	60037→59434	-5.53	timeout
06-28 21:01	BTC	Buy	60318→59620	-6.23	timeout
06-28 18:59	BTC	Buy	60522→59584	-8.18	timeout
06-28 16:50	BTC	Buy	60792→59645	-9.87	timeout
06-28 05:30	BTC	Buy	60133→59800	-3.22	timeout
06-27 23:34	BTC	Buy	59967→59970	-0.38	timeout
06-27 20:57	BTC	Buy	59708→60241	+4.07	timeout
06-27 18:48	BTC	Buy	59628→60517	+7.02	timeout
06-27 16:32	BTC	Buy	60119→60649	+3.98	timeout
06-27 03:38	BTC	Buy	59358→60320	+7.66	timeout
06-26 20:11	BTC	Buy	59585→59654	+0.02	timeout
06-26 19:08	BTC	Buy	59295→59801	+3.69	timeout
06-26 17:47	BTC	Buy	59486→60024	+3.97	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.73	timeout
06-26 02:13	BTC	Buy	60198→58717.7	-12.74	stop_loss
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:59	BTC	Buy	59521→58055.1	-12.69	stop_loss
06-25 13:58	BTC	Buy	59591→58109	-12.81	stop_loss
06-25 13:57	BTC	Buy	59808→58330.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60479→58990.5	-12.68	stop_loss
06-25 13:48	BTC	Buy	60848→59351.3	-12.69	stop_loss
06-24 17:47	BTC	Buy	60623→59130.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61363.1→59852.1	-12.74	stop_loss
06-24 14:13	BTC	Buy	62622.1→61072.4	-12.82	stop_loss
06-24 14:02	BTC	Buy	62712.1→61167.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.75	stop_loss
06-24 13:08	BTC	Buy	62138.1→62126.9	-0.55	timeout
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 10:32	BTC	Buy	62312.1→62537.9	+1.31	timeout
06-24 09:05	BTC	Buy	62384.1→62722.9	+2.20	timeout
06-24 07:23	BTC	Buy	63038.2→62698.9	-3.19	timeout
06-23 08:27	BTC	Buy	63645.2→62076.8	-12.76	stop_loss
06-23 08:17	BTC	Buy	63967.2→62391.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64023.2→62445.6	-12.79	stop_loss
06-23 08:17	BTC	Buy	64048.2→62465.6	-12.82	stop_loss
06-23 06:20	BTC	Buy	64411.2→62822.4	-12.80	stop_loss
06-23 03:23	BTC	Buy	64246.2→64018.8	-2.22	timeout
06-23 02:15	BTC	Buy	64494.2→64147.8	-3.14	timeout
06-23 00:51	BTC	Buy	63732.2→64093.8	+2.40	timeout
06-22 21:26	BTC	Buy	63680.2→64275.8	+4.22	timeout
06-22 19:02	BTC	Buy	64258.2→64349.8	+0.21	timeout
06-22 01:11	BTC	Buy	64232.2→63877.8	-3.28	timeout
06-21 23:28	BTC	Buy	64239.2→63617.8	-5.26	timeout
06-21 22:26	BTC	Buy	64153.2→63697.8	-3.98	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 18:44	BTC	Buy	63815.2→64130.8	+2.07	timeout
06-20 23:04	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 21:00	BTC	Buy	63207.2→63896.8	+5.02	timeout
06-20 19:19	BTC	Buy	62980.1→63842.8	+6.41	timeout
06-20 18:16	BTC	Buy	63133.2→63822.8	+5.00	timeout
06-19 21:32	BTC	Buy	62951.1→63145.8	+1.05	timeout
06-19 20:34	BTC	Buy	63103.2→63018.8	-1.15	timeout
06-19 19:28	BTC	Buy	62781.1→62965.9	+0.99	timeout
06-19 18:22	BTC	Buy	62922.1→63138.8	+1.26	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:40	BTC	Buy	64179.2→62599.6	-12.73	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.77	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64445.2→62851.4	-12.79	stop_loss
06-18 15:37	BTC	Buy	64586.2→62996.3	-12.74	stop_loss
06-18 08:45	BTC	Buy	64889.2→64466.8	-3.71	timeout
06-17 19:50	BTC	Buy	65635.3→64010.8	-12.84	stop_loss
06-17 19:41	BTC	Buy	65773.3→64146.7	-12.84	stop_loss
06-17 19:40	BTC	Buy	65802.3→64183.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65827.3→64201.7	-12.82	stop_loss
06-17 08:38	BTC	Buy	66643.3→65000.2	-12.76	stop_loss
06-17 05:41	BTC	Buy	66072.3→65854.7	-2.13	timeout
06-17 04:39	BTC	Buy	65831.3→65894.7	-0.01	timeout
06-17 02:32	BTC	Buy	65870.3→65960.7	+0.21	timeout
06-17 00:14	BTC	Buy	66362.3→65746.7	-5.14	timeout
06-16 11:00	BTC	Buy	65855.3→66477.7	+4.22	timeout
06-16 03:13	BTC	Buy	65673.3→65755.7	+0.17	timeout
06-16 01:54	BTC	Buy	65509.3→66329.7	+5.82	timeout
06-16 00:10	BTC	Buy	65742.3→66374.7	+4.43	timeout
06-15 21:22	BTC	Buy	64684.2→66494.7	+13.48	timeout
06-15 09:36	BTC	Buy	64442.2→65538.7	+8.07	timeout
06-15 00:13	BTC	Buy	64400.2→65736.7	+9.94	timeout
06-14 22:19	BTC	Buy	64382.2→65126.7	+5.28	timeout
06-14 21:10	BTC	Buy	64254.2→63993.8	-2.50	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 09:31	BTC	Buy	63806.2→64350.8	+3.76	timeout
06-13 22:02	BTC	Buy	63492.2→64384.8	+6.55	timeout
06-13 20:56	BTC	Buy	63413.2→64249.8	+6.13	timeout
06-13 19:34	BTC	Buy	63650.2→64163.8	+3.58	timeout
06-13 17:58	BTC	Buy	63830.2→63940.8	+0.40	timeout
06-13 08:58	BTC	Buy	63437.2→63793.8	+2.29	timeout
06-12 21:08	BTC	Buy	63466.2→63507.8	-0.15	timeout
06-12 20:07	BTC	Buy	63575.2→63650.8	+0.14	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 15:01	BTC	Buy	62517.1→64132.8	+12.39	timeout
06-12 08:07	BTC	Buy	62759.1→63232.8	+3.32	timeout
06-11 19:18	BTC	Buy	61708.1→63646.8	+15.13	timeout
06-11 17:37	BTC	Buy	61794.1→63116.8	+10.16	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

44%

win rate

-503.15

total pnl ($)

-63.4 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	158	44%	-63.4	-503.15

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:15	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…