deribit_basis_low_band_long_fear_gate · strategy

159

closed trades

45%

win rate

-480.69

total pnl ($)

0.261

weight

7d window — n=41 wr=49% pnl=-155.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:49	BTC	Buy	60782→59680	-9.50	timeout
06-28 05:13	BTC	Buy	60276→59975	-2.95	timeout
06-27 20:40	BTC	Buy	59633→60245	+4.74	timeout
06-27 18:32	BTC	Buy	59772→60487	+5.55	timeout
06-27 17:26	BTC	Buy	60095→60543	+3.28	timeout
06-27 16:24	BTC	Buy	60037→60683	+4.97	timeout
06-27 03:45	BTC	Buy	59639→60283	+4.96	timeout
06-26 18:58	BTC	Buy	59519→59608	+0.18	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:50	BTC	Buy	59339→60360	+8.08	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:59	BTC	Buy	59526→58061.1	-12.68	stop_loss
06-25 13:54	BTC	Buy	60017→58531.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58773.7	-12.95	stop_loss
06-24 16:51	BTC	Buy	61090.1→59584.2	-12.76	stop_loss
06-24 14:19	BTC	Buy	62445.1→60881.5	-12.96	stop_loss
06-24 14:17	BTC	Buy	62558.1→61019.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62637.1→61095.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62697.1→61152.3	-12.77	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 10:39	BTC	Buy	62276.1→62568.9	+1.87	timeout
06-24 09:33	BTC	Buy	62445.1→62652.9	+1.15	timeout
06-24 08:32	BTC	Buy	62194.1→62657.9	+3.22	timeout
06-24 07:29	BTC	Buy	62978.1→62646.9	-3.15	timeout
06-24 06:42	BTC	Buy	62962.1→62816.9	-1.65	timeout
06-23 08:17	BTC	Buy	64000.2→62422.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64002.2→62422.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64288.2→62707.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64454.2→62864.4	-12.80	stop_loss
06-23 06:08	BTC	Buy	64666.2→63076.3	-12.76	stop_loss
06-22 22:41	BTC	Buy	63654.2→63920.8	+1.64	timeout
06-22 21:34	BTC	Buy	63744.2→64275.8	+3.71	timeout
06-22 20:32	BTC	Buy	64063.2→64437.8	+2.45	timeout
06-22 19:30	BTC	Buy	64197.2→64347.8	+0.68	timeout
06-22 17:22	BTC	Buy	64122.2→64531.8	+2.72	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:22	BTC	Buy	63924.2→64068.8	+0.68	timeout
06-21 19:23	BTC	Buy	63900.2→64176.8	+1.75	timeout
06-21 18:23	BTC	Buy	63818.2→63981.8	+0.89	timeout
06-21 17:19	BTC	Buy	63890.2→64136.8	+1.55	timeout
06-20 21:15	BTC	Buy	63237.2→63953.8	+5.22	timeout
06-20 20:13	BTC	Buy	63044.2→63950.8	+6.78	timeout
06-20 19:07	BTC	Buy	63005.2→63804.8	+5.91	timeout
06-20 18:03	BTC	Buy	63121.2→63884.8	+5.59	timeout
06-20 17:03	BTC	Buy	62912.1→63953.8	+7.79	timeout
06-19 20:19	BTC	Buy	63160.2→62996.8	-1.78	timeout
06-19 19:18	BTC	Buy	62646.1→63019.8	+2.51	timeout
06-19 18:18	BTC	Buy	62719.1→63120.8	+2.74	timeout
06-19 17:19	BTC	Buy	62580.1→63069.8	+3.46	timeout
06-19 16:43	BTC	Buy	62681.1→63249.8	+4.12	timeout
06-18 15:52	BTC	Buy	64067.2→62490.6	-12.63	stop_loss
06-18 15:40	BTC	Buy	64283.2→62702.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.47	stop_loss
06-18 15:39	BTC	Buy	64373.2→62790.4	-12.45	stop_loss
06-18 15:18	BTC	Buy	64755.2→63160.2	-12.43	stop_loss
06-18 05:04	BTC	Buy	65310.3→63703.9	-12.76	stop_loss
06-17 19:42	BTC	Buy	65707.3→64086.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65910.3→64258.6	-12.98	stop_loss
06-17 19:29	BTC	Buy	65941.3→64310.6	-12.82	stop_loss
06-17 18:08	BTC	Buy	66085.3→65239.7	-6.95	timeout
06-17 17:02	BTC	Buy	65769.3→65821.7	-0.14	timeout
06-17 15:58	BTC	Buy	65907.3→65705.7	-1.97	timeout
06-17 14:56	BTC	Buy	65642.3→65204.7	-3.79	timeout
06-16 22:59	BTC	Buy	66185.3→65744.7	-3.86	timeout
06-16 14:45	BTC	Buy	66527.3→65683.7	-6.88	timeout
06-16 14:31	BTC	Buy	67069.4→65418	-12.84	stop_loss
06-16 14:23	BTC	Buy	67176.4→65514.9	-12.89	stop_loss
06-16 13:52	BTC	Buy	66584.3→66081.7	-4.31	timeout
06-15 22:17	BTC	Buy	65083.3→66342.7	+9.18	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63926.2→66733.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63753.2→66562.7	+21.60	take_profit
06-15 12:50	BTC	Buy	63724.2→66521.7	+21.52	take_profit
06-14 22:04	BTC	Buy	64406.2→65451.7	+7.62	timeout
06-14 21:01	BTC	Buy	64267.2→63992.8	-2.61	timeout
06-14 18:55	BTC	Buy	64090.2→63783.8	-2.92	timeout
06-14 17:50	BTC	Buy	63984.2→63745.8	-2.39	timeout
06-14 16:45	BTC	Buy	64041.2→64110.8	+0.05	timeout
06-13 21:37	BTC	Buy	63529.2→64267.8	+5.34	timeout
06-13 20:33	BTC	Buy	63527.2→64213.8	+4.94	timeout
06-13 18:26	BTC	Buy	63688.2→64155.8	+3.21	timeout
06-13 17:27	BTC	Buy	63780.2→64012.8	+1.37	timeout
06-13 16:24	BTC	Buy	63820.2→63948.8	+0.59	timeout
06-12 20:31	BTC	Buy	63364.2→63525.8	+0.81	timeout
06-12 19:27	BTC	Buy	63638.2→63750.8	+0.42	timeout
06-12 18:21	BTC	Buy	63550.2→63666.8	+0.46	timeout
06-12 17:16	BTC	Buy	62475.1→63831.8	+10.36	timeout
06-12 16:15	BTC	Buy	62773.1→63965.8	+9.00	timeout
06-11 19:46	BTC	Buy	61974.1→63644.8	+12.90	timeout
06-11 18:41	BTC	Buy	61776.1→63500.8	+13.38	timeout
06-11 17:37	BTC	Buy	61776.1→63183.8	+10.86	timeout
06-11 16:37	BTC	Buy	62363.1→62760.9	+2.64	timeout
06-11 15:35	BTC	Buy	62291.1→62777.9	+3.36	timeout
06-10 18:35	BTC	Buy	61738.1→61834.9	+0.29	timeout
06-10 17:33	BTC	Buy	61781.1→61731.9	-0.89	timeout
06-10 16:32	BTC	Buy	61095.1→62130.9	+7.92	timeout
06-10 15:35	BTC	Buy	61339.1→62292.9	+7.27	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

45%

win rate

-480.69

total pnl ($)

-60.4 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	159	45%	-60.4	-480.69

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…