deribit_basis_low_band_fear_gate_long · strategy

closed trades

42%

win rate

-244.99

total pnl ($)

0.953

weight

7d window — n=10 wr=40% pnl=-41.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:59	BTC	Buy	59804→58331.9	-12.75	stop_loss
06-30 12:58	BTC	Buy	59853→58380.9	-12.74	stop_loss
06-30 12:06	BTC	Buy	60442→58946.6	-12.81	stop_loss
06-30 03:05	BTC	Buy	59996→59906	-1.13	timeout
06-30 02:01	BTC	Buy	59407→59871	+3.53	timeout
06-30 00:49	BTC	Buy	59266→59819	+4.25	timeout
06-29 23:42	BTC	Buy	59770→60231	+3.43	timeout
06-29 15:37	BTC	Buy	59896→59763	-1.70	timeout
06-28 22:53	BTC	Buy	60390→58877.6	-12.98	stop_loss
06-27 19:39	BTC	Buy	59880→60127	+1.66	timeout
06-23 08:17	BTC	Buy	63959.2→62369.7	-12.90	stop_loss
06-23 06:21	BTC	Buy	64131.2→62531.6	-12.95	stop_loss
06-23 06:21	BTC	Buy	64219.2→62636.5	-12.81	stop_loss
06-23 06:21	BTC	Buy	64364.2→62779.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64378.2→62784.5	-12.84	stop_loss
06-22 22:10	BTC	Buy	63590.2→64310.8	+5.21	timeout
06-22 20:01	BTC	Buy	64180.2→64502.8	+2.02	timeout
06-22 19:00	BTC	Buy	64166.2→64340.8	+0.85	timeout
06-22 08:51	BTC	Buy	63914.2→64121.8	+1.11	timeout
06-22 07:47	BTC	Buy	64199.2→64231.8	-0.22	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 19:01	BTC	Buy	63801.2→64199.8	+2.72	timeout
06-21 17:53	BTC	Buy	63800.2→64139.8	+2.29	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 00:12	BTC	Buy	62844.1→63449.8	+4.40	timeout
06-19 22:06	BTC	Buy	62909.1→63042.8	+0.57	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:17	BTC	Buy	62513.1→63028.8	+3.67	timeout
06-18 15:57	BTC	Buy	63920.2→62347.7	-12.56	stop_loss
06-18 15:51	BTC	Buy	64098.2→62520.6	-12.70	stop_loss
06-18 15:51	BTC	Buy	64165.2→62584.6	-12.46	stop_loss
06-18 15:40	BTC	Buy	64220.2→62640.5	-12.78	stop_loss
06-18 15:39	BTC	Buy	64383.2→62796.4	-12.85	stop_loss
06-18 11:09	BTC	Buy	64670.2→64088.8	-5.02	timeout
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-17 19:42	BTC	Buy	65738.3→64121.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65835.3→64215.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65936.3→64313.6	-12.76	stop_loss
06-13 06:13	BTC	Buy	63288.2→63557.8	+1.68	timeout
06-10 16:43	BTC	Buy	61086.1→62253.9	+9.04	timeout
06-10 15:24	BTC	Buy	61453.1→62275.9	+6.19	timeout
06-10 14:25	BTC	Buy	61822.1→61975.9	+0.77	timeout
06-07 10:43	BTC	Buy	60391→62327.9	+15.60	timeout
06-07 07:56	BTC	Buy	61004.1→62320.9	+10.37	timeout
06-07 03:37	BTC	Buy	60714→61546.9	+6.37	timeout
06-06 04:34	BTC	Buy	60930→59429.3	-12.77	stop_loss
06-06 04:27	BTC	Buy	61277.1→59770.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61362.1→59845.1	-12.81	stop_loss
06-06 04:14	BTC	Buy	61581.1→60066.9	-12.75	stop_loss
06-05 02:38	BTC	Buy	63170.2→62894.9	-2.61	timeout
06-02 22:59	BTC	Buy	67935.4→66221.6	-13.07	stop_loss
06-02 15:26	BTC	Buy	69045.5→67346.9	-12.75	stop_loss
06-02 14:27	BTC	Buy	69460.5→67749.7	-12.77	stop_loss
06-02 14:27	BTC	Buy	69502.5→67790.7	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-244.99

total pnl ($)

-89.1 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	55	42%	-89.1	-244.99

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…