deribit_basis_low_contango_fear_gated_long · strategy

158

closed trades

44%

win rate

-480.88

total pnl ($)

0.250

weight

7d window — n=39 wr=41% pnl=-165.96 · 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 12:59	BTC	Buy	59812→58340.9	-12.74	stop_loss
06-30 12:06	BTC	Buy	60472→58984.5	-12.73	stop_loss
06-30 02:15	BTC	Buy	59054→59734	+5.38	timeout
06-30 00:08	BTC	Buy	59297→60172	+6.96	timeout
06-29 21:52	BTC	Buy	59331→60498	+9.23	timeout
06-29 19:49	BTC	Buy	59327→60488	+9.18	timeout
06-29 17:39	BTC	Buy	59395→60406	+7.91	timeout
06-28 22:53	BTC	Buy	60423→58928.6	-12.83	stop_loss
06-28 21:56	BTC	Buy	60170→59361	-7.19	timeout
06-28 19:52	BTC	Buy	60157→59336	-7.25	timeout
06-28 17:43	BTC	Buy	60577→59497	-9.33	timeout
06-28 15:39	BTC	Buy	60880→59905	-8.48	timeout
06-28 07:35	BTC	Buy	60410→60102	-2.99	timeout
06-27 21:02	BTC	Buy	59700→60300	+4.64	timeout
06-27 18:54	BTC	Buy	59596→60503	+7.18	timeout
06-27 16:49	BTC	Buy	60138→60773	+4.81	timeout
06-27 14:42	BTC	Buy	59670→60590	+7.25	timeout
06-27 06:21	BTC	Buy	59847→60155	+2.12	timeout
06-26 19:28	BTC	Buy	59239→59907	+5.07	timeout
06-26 17:31	BTC	Buy	59534→60117	+4.35	timeout
06-26 15:24	BTC	Buy	59292→60129	+6.51	timeout
06-26 13:19	BTC	Buy	59947→58472.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59784→58312.9	-12.75	stop_loss
06-26 02:16	BTC	Buy	59887→58412.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59503→58030.1	-12.75	stop_loss
06-25 13:57	BTC	Buy	59812→58330.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60830→59333.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60907→59404.3	-12.73	stop_loss
06-24 17:20	BTC	Buy	60907→59409.3	-12.73	stop_loss
06-24 15:33	BTC	Buy	62186.1→60656.6	-12.74	stop_loss
06-24 14:20	BTC	Buy	62364.1→60825.5	-12.78	stop_loss
06-24 14:19	BTC	Buy	62509.1→60965.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62645.1→61101.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62688.1→61142.4	-12.78	stop_loss
06-24 12:35	BTC	Buy	62355.1→62760.9	+2.80	timeout
06-24 10:26	BTC	Buy	62336.1→62537.9	+1.13	timeout
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-24 06:36	BTC	Buy	62834.1→62849.9	-0.38	timeout
06-23 08:20	BTC	Buy	63883.2→62300.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64196.2→62617.5	-12.75	stop_loss
06-23 06:21	BTC	Buy	64250.2→62662.5	-12.82	stop_loss
06-23 06:20	BTC	Buy	64454.2→62869.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64650.2→63045.3	-12.88	stop_loss
06-23 01:44	BTC	Buy	64457.2→64064.8	-3.47	timeout
06-22 23:39	BTC	Buy	63345.2→64004.8	+4.88	timeout
06-22 20:22	BTC	Buy	64069.2→64451.8	+2.51	timeout
06-22 18:15	BTC	Buy	63994.2→64702.8	+5.02	timeout
06-22 16:11	BTC	Buy	64116.2→64681.8	+3.97	timeout
06-21 23:48	BTC	Buy	64273.2→63310.8	-7.91	timeout
06-21 21:44	BTC	Buy	64004.2→63839.8	-1.73	timeout
06-21 19:40	BTC	Buy	63880.2→64177.8	+1.90	timeout
06-21 17:46	BTC	Buy	63818.2→64124.8	+2.03	timeout
06-21 15:38	BTC	Buy	64090.2→64180.8	+0.31	timeout
06-20 23:17	BTC	Buy	63266.2→64247.8	+7.30	timeout
06-20 21:16	BTC	Buy	63246.2→63935.8	+5.01	timeout
06-20 19:13	BTC	Buy	63028.2→63867.8	+6.22	timeout
06-20 17:11	BTC	Buy	62953.1→63856.8	+6.70	timeout
06-20 15:04	BTC	Buy	63118.2→63997.8	+6.45	timeout
06-19 22:28	BTC	Buy	62802.1→63279.8	+3.31	timeout
06-19 20:19	BTC	Buy	63160.2→62996.8	-1.78	timeout
06-19 18:18	BTC	Buy	62719.1→63120.8	+2.74	timeout
06-19 16:43	BTC	Buy	62681.1→63249.8	+4.12	timeout
06-19 15:00	BTC	Buy	63715.2→63163.8	-4.67	timeout
06-18 15:57	BTC	Buy	63903.2→62298.7	-12.88	stop_loss
06-18 15:53	BTC	Buy	64030.2→62455.6	-12.51	stop_loss
06-18 15:37	BTC	Buy	64508.2→62874.4	-12.91	stop_loss
06-18 15:37	BTC	Buy	64594.2→62997.3	-12.58	stop_loss
06-18 11:48	BTC	Buy	64833.2→63887.8	-7.79	timeout
06-18 04:11	BTC	Buy	65370.3→63742.9	-12.91	stop_loss
06-17 22:03	BTC	Buy	65562.3→63928.8	-12.89	stop_loss
06-17 19:50	BTC	Buy	65656.3→64036.8	-12.78	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.75	stop_loss
06-17 17:02	BTC	Buy	65769.3→65821.7	-0.14	timeout
06-17 14:56	BTC	Buy	65642.3→65204.7	-3.79	timeout
06-17 10:56	BTC	Buy	66362.3→64729.4	-12.84	stop_loss
06-17 00:25	BTC	Buy	66215.3→65684.7	-4.52	timeout
06-16 22:25	BTC	Buy	66182.3→65704.7	-4.15	timeout
06-16 14:23	BTC	Buy	67093.4→65438	-12.86	stop_loss
06-16 14:17	BTC	Buy	66483.3→65868.7	-5.16	timeout
06-16 12:21	BTC	Buy	66189.3→66630.7	+2.80	timeout
06-15 23:34	BTC	Buy	65649.3→66147.7	+3.30	timeout
06-15 21:23	BTC	Buy	64752.2→66503.7	+13.02	timeout
06-15 13:16	BTC	Buy	63951.2→66761.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63835.2→66640.7	+21.54	take_profit
06-15 11:03	BTC	Buy	64477.2→65882.7	+10.45	timeout
06-14 22:43	BTC	Buy	64482.2→65364.7	+6.35	timeout
06-14 20:45	BTC	Buy	64228.2→64023.8	-2.08	timeout
06-14 18:42	BTC	Buy	64254.2→63752.8	-4.44	timeout
06-14 16:39	BTC	Buy	64004.2→64126.8	+0.47	timeout
06-14 10:33	BTC	Buy	63792.2→64592.8	+5.79	timeout
06-13 22:10	BTC	Buy	63511.2→64394.8	+6.48	timeout
06-13 20:04	BTC	Buy	63646.2→64246.8	+4.27	timeout
06-13 18:04	BTC	Buy	63845.2→63979.8	+0.59	timeout
06-13 16:02	BTC	Buy	63534.2→64246.8	+5.15	timeout
06-13 09:47	BTC	Buy	63883.2→63765.8	-1.45	timeout
06-12 21:26	BTC	Buy	63448.2→63521.8	+0.10	timeout
06-12 19:24	BTC	Buy	63655.2→63686.8	-0.22	timeout
06-12 17:19	BTC	Buy	62379.1→63836.8	+11.19	timeout
06-12 15:16	BTC	Buy	62701.1→64288.8	+12.13	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

44%

win rate

-480.88

total pnl ($)

-60.7 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%	-60.7	-480.88

Recent bounces (last 20 of 5)

time	sym	side	reason
06-30 15:28	BTC	Buy	circuit_breaker
06-30 12:51	BTC	Buy	circuit_breaker
06-30 10:26	BTC	Buy	circuit_breaker
06-30 07:48	BTC	Buy	circuit_breaker
06-30 02:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…