deribit_basis_low_fear_gate_long_v4 · strategy

110

closed trades

42%

win rate

-262.23

total pnl ($)

0.562

weight

7d window — n=26 wr=31% pnl=-112.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:58	BTC	Buy	60152→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:06	BTC	Buy	59958→59978	-0.28	timeout
06-27 23:33	BTC	Buy	59959→59975	-0.27	timeout
06-27 21:56	BTC	Buy	59909→60177	+1.85	timeout
06-27 16:09	BTC	Buy	60204→60776	+4.36	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.02	timeout
06-26 17:08	BTC	Buy	59169→60115	+7.45	timeout
06-26 15:58	BTC	Buy	59520→60298	+6.00	timeout
06-26 14:56	BTC	Buy	59657→59409	-2.58	timeout
06-26 14:18	BTC	Buy	58967.9→59892	+7.33	timeout
06-25 13:59	BTC	Buy	59511→58033.1	-12.79	stop_loss
06-25 13:54	BTC	Buy	60043→58527.8	-12.99	stop_loss
06-25 13:53	BTC	Buy	60254→58766.7	-12.72	stop_loss
06-25 13:53	BTC	Buy	60267→58766.7	-12.81	stop_loss
06-25 13:42	BTC	Buy	61741.1→60219.9	-12.75	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 14:17	BTC	Buy	62577.1→61033.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62645.1→61099.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.74	stop_loss
06-24 14:05	BTC	Buy	62495.1→61300.9	-9.99	timeout
06-24 13:47	BTC	Buy	62825.1→61279.3	-12.75	stop_loss
06-24 08:20	BTC	Buy	62465.1→62638.9	+0.87	timeout
06-18 05:04	BTC	Buy	65294.3→63689	-12.75	stop_loss
06-17 02:56	BTC	Buy	65703.3→65876.7	+0.82	timeout
06-16 22:33	BTC	Buy	66194.3→65680.7	-4.41	timeout
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:11	BTC	Buy	66651.3→66006.7	-5.37	timeout
06-16 12:05	BTC	Buy	66128.3→66379.7	+1.37	timeout
06-16 02:05	BTC	Buy	65563.3→66295.7	+5.11	timeout
06-15 21:49	BTC	Buy	65343.3→66373.7	+7.39	timeout
06-15 13:20	BTC	Buy	64026.2→66840.7	+21.54	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:10	BTC	Buy	64494.2→65956.7	+10.89	timeout
06-15 01:35	BTC	Buy	64582.2→65450.7	+6.25	timeout
06-14 21:20	BTC	Buy	64227.2→64744.8	+3.55	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-4.00	timeout
06-14 11:46	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:43	BTC	Buy	63821.2→64585.8	+5.52	timeout
06-14 01:20	BTC	Buy	63603.2→64645.8	+7.80	timeout
06-13 20:34	BTC	Buy	63501.2→64204.8	+5.07	timeout
06-13 19:35	BTC	Buy	63621.2→64123.8	+3.50	timeout
06-13 11:15	BTC	Buy	63820.2→63923.8	+0.27	timeout
06-13 10:02	BTC	Buy	63710.2→63720.8	-0.45	timeout
06-13 00:19	BTC	Buy	63620.2→63538.8	-1.18	timeout
06-12 19:47	BTC	Buy	63683.2→63590.8	-1.19	timeout
06-12 18:43	BTC	Buy	63520.2→63849.8	+2.13	timeout
06-12 10:04	BTC	Buy	62867.1→63700.8	+6.08	timeout
06-12 09:03	BTC	Buy	62926.1→63458.8	+3.71	timeout
06-11 20:10	BTC	Buy	61748.1→63513.8	+13.71	timeout
06-11 18:26	BTC	Buy	61854.1→63415.8	+12.04	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 18:52	BTC	Buy	61718.1→61712.9	-0.55	timeout
06-10 17:41	BTC	Buy	61789.1→61651.9	-1.60	timeout
06-10 16:40	BTC	Buy	60809→62316.9	+11.88	timeout
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63567.2→62000.9	-12.77	stop_loss
06-09 13:46	BTC	Buy	63610.2→62362.9	-10.24	timeout
06-09 13:36	BTC	Buy	63686.2→62119.8	-12.74	stop_loss
06-09 13:23	BTC	Buy	63819.2→62246.7	-12.75	stop_loss
06-09 07:22	BTC	Buy	63173.2→63292.8	+0.44	timeout
06-08 20:41	BTC	Buy	61704.1→63376.8	+13.06	timeout
06-08 17:31	BTC	Buy	62238.1→63510.8	+9.68	timeout
06-08 14:24	BTC	Buy	62030.1→63807.8	+13.84	timeout
06-08 13:22	BTC	Buy	61726.1→63889.8	+17.04	timeout
06-08 06:52	BTC	Buy	62132.1→62966.9	+6.25	timeout
06-07 20:21	BTC	Buy	60543→61603.9	+8.35	timeout
06-07 17:13	BTC	Buy	60695→62280.9	+12.59	timeout
06-07 13:58	BTC	Buy	60791→61713.9	+7.12	timeout
06-07 12:57	BTC	Buy	61013.1→61876.9	+6.61	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59287→61889.9	+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	60816→59320.4	-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 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60971.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:50	BTC	Buy	62458.1→62172.9	-2.76	timeout
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 06:22	BTC	Buy	62889.1→61342.2	-12.74	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 02:41	BTC	Buy	63287.2→62835.9	-3.98	timeout
06-05 01:25	BTC	Buy	62748.1→63262.8	+3.69	timeout
06-04 10:30	BTC	Buy	63987.2→62413.7	-12.73	stop_loss
06-04 09:31	BTC	Buy	64231.2→62651.5	-12.74	stop_loss
06-04 09:25	BTC	Buy	64496.2→62909.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64239.2→62659.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

110

closed

42%

win rate

-262.23

total pnl ($)

-47.3 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	110	42%	-47.3	-262.23

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:47	BTC	Buy	circuit_breaker
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…