deribit_basis_low_buy_fear_gate · strategy

144

closed trades

44%

win rate

-455.50

total pnl ($)

0.250

weight

7d window — n=41 wr=41% pnl=-187.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:14	BTC	Buy	60046→59999	-0.79	timeout
06-27 21:15	BTC	Buy	59733→60362	+4.88	timeout
06-27 19:10	BTC	Buy	59991→60548	+4.23	timeout
06-27 17:10	BTC	Buy	60198→60508	+2.12	timeout
06-27 15:05	BTC	Buy	59629→60559	+7.35	timeout
06-26 19:55	BTC	Buy	59321→59832	+3.75	timeout
06-26 17:53	BTC	Buy	59504→59958	+3.27	timeout
06-26 15:52	BTC	Buy	59315→60191	+6.85	timeout
06-26 14:18	BTC	Buy	58964.9→59872	+7.19	timeout
06-26 13:19	BTC	Buy	59942→58467.8	-12.76	stop_loss
06-26 02:13	BTC	Buy	60182→58692.7	-12.82	stop_loss
06-25 13:58	BTC	Buy	59638→58168	-12.69	stop_loss
06-25 13:57	BTC	Buy	59763→58277.9	-12.80	stop_loss
06-25 13:48	BTC	Buy	60808→59312.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60909→59411.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	61031.1→59529.2	-12.71	stop_loss
06-24 17:46	BTC	Buy	60701→59200.4	-12.80	stop_loss
06-24 15:46	BTC	Buy	61904.1→60380.8	-12.75	stop_loss
06-24 14:20	BTC	Buy	62367.1→60832.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62486.1→60943.5	-12.78	stop_loss
06-24 14:13	BTC	Buy	62621.1→61077.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62658.1→61106.4	-12.83	stop_loss
06-24 12:52	BTC	Buy	62217.1→62612.9	+2.73	timeout
06-24 10:51	BTC	Buy	62237.1→62471.9	+1.39	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.07	timeout
06-24 06:50	BTC	Buy	62887.1→62701.9	-1.98	timeout
06-23 08:24	BTC	Buy	63681.2→62113.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63938.2→62365.7	-12.76	stop_loss
06-23 06:22	BTC	Buy	64097.2→62517.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.75	stop_loss
06-23 06:20	BTC	Buy	64419.2→62833.4	-12.77	stop_loss
06-23 03:41	BTC	Buy	64209.2→63958.8	-2.40	timeout
06-23 01:30	BTC	Buy	64644.2→64155.8	-4.19	timeout
06-22 22:48	BTC	Buy	63659.2→63891.8	+1.37	timeout
06-22 20:47	BTC	Buy	63799.2→64435.8	+4.52	timeout
06-22 18:49	BTC	Buy	64143.2→64458.8	+1.96	timeout
06-22 02:12	BTC	Buy	64222.2→64503.8	+1.66	timeout
06-22 00:09	BTC	Buy	64236.2→63489.8	-6.26	timeout
06-21 22:05	BTC	Buy	64013.2→63757.8	-2.44	timeout
06-21 20:04	BTC	Buy	63909.2→64148.8	+1.44	timeout
06-21 17:58	BTC	Buy	63827.2→64135.8	+2.05	timeout
06-21 01:33	BTC	Buy	63590.2→64191.8	+4.22	timeout
06-20 23:29	BTC	Buy	63288.2→64232.8	+7.00	timeout
06-20 21:27	BTC	Buy	63175.2→63933.8	+5.56	timeout
06-20 19:24	BTC	Buy	62987.1→63896.8	+6.79	timeout
06-20 17:21	BTC	Buy	63056.2→63894.8	+6.18	timeout
06-20 00:21	BTC	Buy	62900.1→63483.8	+4.18	timeout
06-19 22:14	BTC	Buy	62906.1→63055.8	+0.70	timeout
06-19 20:02	BTC	Buy	63086.2→63030.8	-0.92	timeout
06-19 18:00	BTC	Buy	62592.1→63160.8	+4.09	timeout
06-19 16:28	BTC	Buy	62637.1→63331.8	+5.10	timeout
06-18 15:57	BTC	Buy	63876.2→62293.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64091.2→62510.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64268.2→62658.5	-12.70	stop_loss
06-18 15:38	BTC	Buy	64402.2→62811.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64501.2→62892.4	-12.71	stop_loss
06-18 09:08	BTC	Buy	64917.2→64326.8	-5.04	timeout
06-18 05:04	BTC	Buy	65303.3→63696.9	-12.76	stop_loss
06-17 19:44	BTC	Buy	65689.3→64073.7	-12.77	stop_loss
06-17 19:42	BTC	Buy	65707.3→64089.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65866.3→64246.6	-12.77	stop_loss
06-17 14:41	BTC	Buy	65707.3→65038.7	-5.55	timeout
06-17 08:39	BTC	Buy	66587.3→64949.3	-12.76	stop_loss
06-17 04:17	BTC	Buy	66096.3→65800.7	-2.73	timeout
06-17 00:10	BTC	Buy	66378.3→65715.7	-5.50	timeout
06-16 22:09	BTC	Buy	66423.3→65736.7	-5.71	timeout
06-16 13:54	BTC	Buy	66463.3→66032.7	-3.77	timeout
06-16 11:55	BTC	Buy	66187.3→66369.7	+0.84	timeout
06-16 03:20	BTC	Buy	67251.4→65597.9	-12.74	stop_loss
06-15 23:31	BTC	Buy	65695.3→66197.7	+3.33	timeout
06-15 21:23	BTC	Buy	64750.2→66503.7	+13.03	timeout
06-15 13:07	BTC	Buy	64345.2→66609.7	+17.16	timeout
06-15 13:06	BTC	Buy	63834.2→66636.7	+21.52	take_profit
06-15 11:03	BTC	Buy	64476.2→65859.7	+10.28	timeout
06-14 22:44	BTC	Buy	64490.2→65366.7	+6.30	timeout
06-14 20:42	BTC	Buy	64226.2→64022.8	-2.07	timeout
06-14 18:39	BTC	Buy	64225.2→63750.8	-4.24	timeout
06-14 12:31	BTC	Buy	63960.2→64437.8	+3.30	timeout
06-14 10:30	BTC	Buy	63751.2→64566.8	+5.92	timeout
06-13 22:17	BTC	Buy	63486.2→64366.8	+6.45	timeout
06-13 20:13	BTC	Buy	63564.2→64240.8	+4.87	timeout
06-13 18:16	BTC	Buy	63810.2→64052.8	+1.43	timeout
06-13 11:48	BTC	Buy	63810.2→63873.8	-0.04	timeout
06-13 09:47	BTC	Buy	63867.2→63765.8	-1.33	timeout
06-12 21:46	BTC	Buy	63532.2→63448.8	-1.15	timeout
06-12 19:43	BTC	Buy	63766.2→63676.8	-1.15	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 11:21	BTC	Buy	63123.2→63791.8	+4.77	timeout
06-12 09:16	BTC	Buy	62784.1→63524.8	+5.38	timeout
06-11 20:49	BTC	Buy	61783.1→63240.8	+11.21	timeout
06-11 18:40	BTC	Buy	61789.1→63502.8	+13.29	timeout
06-11 16:36	BTC	Buy	62342.1→62707.9	+2.40	timeout
06-11 10:19	BTC	Buy	61152.1→62775.9	+12.68	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 19:48	BTC	Buy	61763.1→61887.9	+0.49	timeout
06-10 17:47	BTC	Buy	61621.1→61905.9	+1.82	timeout
06-10 15:44	BTC	Buy	61289.1→62369.9	+8.31	timeout
06-09 15:55	BTC	Buy	62610.1→61066.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62652.1→61109.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63173.2→61618.1	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

144

closed

44%

win rate

-455.50

total pnl ($)

-63.1 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	144	44%	-63.1	-455.50

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…