deribit_basis_low_fear_gate_long_v2 · strategy

105

closed trades

44%

win rate

-310.85

total pnl ($)

0.626

weight

7d window — n=21 wr=38% pnl=-104.46 · 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 19:42	BTC	Buy	60141→59399	-6.61	timeout
06-28 18:37	BTC	Buy	60531→59590	-8.20	timeout
06-28 01:10	BTC	Buy	59938→59977	-0.15	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-26 19:58	BTC	Buy	59302→59813	+3.78	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.79	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.04	timeout
06-25 17:41	BTC	Buy	59416→59589	+1.03	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 14:17	BTC	Buy	62605.1→61062.4	-12.73	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.72	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 08:22	BTC	Buy	62481.1→62637.9	+0.79	timeout
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 05:25	BTC	Buy	66065.3→65776.7	-2.66	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:19	BTC	Buy	66515.3→65674.7	-6.85	timeout
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.06	timeout
06-16 12:15	BTC	Buy	66283.3→66569.7	+1.63	timeout
06-16 03:20	BTC	Buy	67234.4→65578.9	-12.74	stop_loss
06-15 13:47	BTC	Buy	64331.2→66496.7	+16.39	timeout
06-15 13:06	BTC	Buy	63805.2→66609.7	+21.54	take_profit
06-15 12:42	BTC	Buy	64327.2→66439.7	+15.99	timeout
06-15 11:35	BTC	Buy	64607.2→66233.7	+12.15	timeout
06-15 10:31	BTC	Buy	64568.2→65685.7	+8.20	timeout
06-14 19:23	BTC	Buy	64152.2→63776.8	-3.42	timeout
06-14 13:01	BTC	Buy	64113.2→64358.8	+1.47	timeout
06-14 11:58	BTC	Buy	63945.2→64532.8	+4.16	timeout
06-14 10:54	BTC	Buy	63816.2→64530.8	+5.14	timeout
06-14 09:51	BTC	Buy	63718.2→64572.8	+6.22	timeout
06-13 18:26	BTC	Buy	63708.2→64159.8	+3.09	timeout
06-13 12:02	BTC	Buy	63661.2→63921.8	+1.52	timeout
06-13 11:01	BTC	Buy	63692.2→63839.8	+0.61	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.80	timeout
06-13 08:54	BTC	Buy	63431.2→63785.8	+2.27	timeout
06-12 18:03	BTC	Buy	63634.2→63883.8	+1.50	timeout
06-12 11:43	BTC	Buy	63113.2→63752.8	+4.54	timeout
06-12 10:31	BTC	Buy	62898.1→63617.8	+5.18	timeout
06-12 09:25	BTC	Buy	62782.1→63643.8	+6.33	timeout
06-12 08:24	BTC	Buy	62879.1→63476.8	+4.21	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+2.48	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.26	timeout
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.78	stop_loss
06-09 14:19	BTC	Buy	63269.2→61711	-12.76	stop_loss
06-09 14:19	BTC	Buy	63272.2→61716	-12.75	stop_loss
06-09 14:11	BTC	Buy	63530.2→61966.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62177.8	-12.75	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.65	timeout
06-09 00:46	BTC	Buy	64048.2→62470.6	-12.78	stop_loss
06-08 22:14	BTC	Buy	62933.1→63267.8	+2.17	timeout
06-08 17:53	BTC	Buy	62134.1→63497.8	+10.42	timeout
06-08 14:51	BTC	Buy	61890.1→63902.8	+15.77	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.57	timeout
06-07 21:22	BTC	Buy	60921→61730.9	+6.22	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 14:43	BTC	Buy	60912→61945.9	+8.02	timeout
06-07 13:33	BTC	Buy	60699→61810.9	+8.69	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.31	timeout
06-06 20:10	BTC	Buy	60849→60561	-2.75	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62486.1→60937.5	-12.84	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:23	BTC	Buy	62774.1→61221.3	-12.81	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:16	BTC	Buy	63469.2→61906.9	-12.69	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.35	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66728.3→65087.2	-12.80	stop_loss
06-03 19:53	BTC	Buy	67069.4→65409	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

44%

win rate

-310.85

total pnl ($)

-58.9 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	105	44%	-58.9	-310.85

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…