deribit_basis_low_fear_gate_long_v5 · strategy

closed trades

53%

win rate

-121.42

total pnl ($)

0.663

weight

7d window — n=13 wr=46% pnl=-94.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:59	BTC	Buy	60018→60380	+2.53	timeout
06-27 04:55	BTC	Buy	59382→60234	+6.73	timeout
06-26 22:52	BTC	Buy	59872→59992	+0.52	timeout
06-26 16:09	BTC	Buy	59973→60212	+1.47	timeout
06-26 09:51	BTC	Buy	59393→59821	+3.13	timeout
06-25 13:55	BTC	Buy	60603→58446.8	-18.19	stop_loss
06-25 13:54	BTC	Buy	60725→58543.8	-18.38	stop_loss
06-25 13:48	BTC	Buy	61708.1→59512.3	-18.23	stop_loss
06-24 17:47	BTC	Buy	61271.1→59089.5	-18.23	stop_loss
06-24 15:46	BTC	Buy	62612.1→60380.8	-18.21	stop_loss
06-24 15:45	BTC	Buy	62691.1→60458.7	-18.23	stop_loss
06-24 08:25	BTC	Buy	62474.1→62662.9	+1.00	timeout
06-24 02:11	BTC	Buy	62823.1→62865.9	-0.14	timeout
06-20 02:43	BTC	Buy	62584.1→63345.8	+5.64	timeout
06-18 12:34	BTC	Buy	65356.3→64177.8	-9.47	timeout
06-16 20:40	BTC	Buy	65853.3→65784.7	-1.04	timeout
06-16 13:31	BTC	Buy	66561.3→66091.7	-4.04	timeout
06-16 07:36	BTC	Buy	66784.3→66353.7	-3.63	timeout
06-16 01:20	BTC	Buy	65859.3→66295.7	+2.87	timeout
06-15 18:03	BTC	Buy	65636.3→66833.7	+8.59	timeout
06-15 11:04	BTC	Buy	63991.2→65916.7	+14.60	timeout
06-15 04:42	BTC	Buy	64593.2→65627.7	+7.54	timeout
06-14 22:37	BTC	Buy	64415.2→65377.7	+6.99	timeout
06-14 16:17	BTC	Buy	64372.2→64088.8	-2.69	timeout
06-14 10:13	BTC	Buy	64073.2→64494.8	+2.81	timeout
06-14 04:09	BTC	Buy	63738.2→64488.8	+5.47	timeout
06-13 22:05	BTC	Buy	63481.2→64386.8	+6.66	timeout
06-13 15:58	BTC	Buy	63461.2→64289.8	+6.10	timeout
06-13 09:43	BTC	Buy	63854.2→63770.8	-1.16	timeout
06-13 03:29	BTC	Buy	63743.2→63476.8	-2.54	timeout
06-12 21:26	BTC	Buy	63384.2→63522.8	+0.62	timeout
06-12 15:23	BTC	Buy	63530.2→64204.8	+4.80	timeout
06-12 09:21	BTC	Buy	62758.1→63644.8	+6.55	timeout
06-12 03:12	BTC	Buy	62825.1→63521.8	+5.02	timeout
06-11 21:13	BTC	Buy	61988.1→63569.8	+12.20	timeout
06-11 15:04	BTC	Buy	61744.1→62670.9	+6.98	timeout
06-11 09:04	BTC	Buy	62248.1→62896.9	+4.68	timeout
06-11 02:27	BTC	Buy	61464.1→62128.9	+4.92	timeout
06-10 10:40	BTC	Buy	60809→61265.9	+3.34	timeout
06-10 04:11	BTC	Buy	62676.1→62016.9	-5.63	timeout
06-09 21:20	BTC	Buy	62861.1→62016.9	-7.08	timeout
06-09 14:39	BTC	Buy	63594.2→61329.3	-18.27	stop_loss
06-09 09:18	BTC	Buy	63972.2→62869.9	-9.05	timeout
06-09 03:09	BTC	Buy	63174.2→62804.9	-3.36	timeout
06-08 20:10	BTC	Buy	63037.2→63279.8	+1.45	timeout
06-08 14:35	BTC	Buy	61789.1→63834.8	+16.08	timeout
06-08 08:20	BTC	Buy	61908.1→63098.8	+9.11	timeout
06-08 01:43	BTC	Buy	62173.1→63048.8	+6.54	timeout
06-07 19:18	BTC	Buy	61569.1→61281.9	-2.74	timeout
06-07 12:35	BTC	Buy	60533→61866.9	+10.55	timeout
06-07 06:29	BTC	Buy	60709→61976.9	+10.03	timeout
06-06 23:08	BTC	Buy	59936→60670	+5.73	timeout
06-06 11:29	BTC	Buy	60660→60768	+0.49	timeout
06-05 15:41	BTC	Buy	62264.1→60047	-18.25	stop_loss
06-05 13:56	BTC	Buy	63186.2→60935.5	-18.26	stop_loss
06-05 06:22	BTC	Buy	63727.2→61457.2	-18.22	stop_loss
06-05 06:21	BTC	Buy	63754.2→61484.2	-18.23	stop_loss
06-05 03:56	BTC	Buy	63145.2→62759.9	-3.46	timeout
06-04 23:10	BTC	Buy	63795.2→63645.8	-1.59	timeout
06-04 00:38	BTC	Buy	65517.3→63186.2	-18.24	stop_loss
06-04 00:38	BTC	Buy	65529.3→63197.2	-18.24	stop_loss
06-03 20:55	BTC	Buy	67051.4→64655.4	-18.34	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

-121.42

total pnl ($)

-39.0 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	62	53%	-39.0	-121.42

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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