deribit_basis_low_long_fear_gated · strategy

167

closed trades

41%

win rate

-560.48

total pnl ($)

0.250

weight

7d window — n=40 wr=38% pnl=-193.68 · 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 06:20	BTC	Buy	59891→60224	+2.31	timeout
06-29 05:12	BTC	Buy	59986→59392	-5.40	timeout
06-28 21:18	BTC	Buy	60340→59638	-6.26	timeout
06-28 20:18	BTC	Buy	60246→59655	-5.34	timeout
06-28 19:09	BTC	Buy	60573→59509	-9.21	timeout
06-27 22:10	BTC	Buy	59834→60099	+1.83	timeout
06-27 20:54	BTC	Buy	59702→60248	+4.18	timeout
06-27 19:54	BTC	Buy	59833→60176	+2.47	timeout
06-27 18:50	BTC	Buy	59636→60499	+6.81	timeout
06-27 15:41	BTC	Buy	60415→60793	+2.69	timeout
06-26 18:20	BTC	Buy	59648→60008	+2.47	timeout
06-26 17:18	BTC	Buy	59491→60051	+4.14	timeout
06-26 16:15	BTC	Buy	59739→60137	+2.79	timeout
06-26 15:11	BTC	Buy	59119→59860	+5.77	timeout
06-26 14:18	BTC	Buy	58999.9→59876	+6.93	timeout
06-25 13:58	BTC	Buy	59562→58096	-12.69	stop_loss
06-25 13:58	BTC	Buy	59664→58197	-12.68	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.69	stop_loss
06-25 13:48	BTC	Buy	60747→59252.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60966→59461.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61214.1→59702.1	-12.78	stop_loss
06-24 15:08	BTC	Buy	62329.1→60794.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62609.1→61067.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62713.1→61160.3	-12.83	stop_loss
06-24 13:57	BTC	Buy	62748.1→61205.3	-12.74	stop_loss
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62419.1→62770.9	+2.32	timeout
06-24 07:57	BTC	Buy	62933.1→62611.9	-3.05	timeout
06-24 06:55	BTC	Buy	62931.1→62741.9	-2.01	timeout
06-24 05:55	BTC	Buy	63383.2→62849.9	-4.72	timeout
06-23 08:27	BTC	Buy	63643.2→62076.8	-12.75	stop_loss
06-23 08:20	BTC	Buy	63879.2→62296.7	-12.83	stop_loss
06-23 06:20	BTC	Buy	64395.2→62811.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64672.2→63080.3	-12.78	stop_loss
06-23 04:53	BTC	Buy	64018.2→63669.8	-3.19	timeout
06-23 03:45	BTC	Buy	64123.2→63973.8	-1.61	timeout
06-22 22:26	BTC	Buy	63705.2→64185.8	+3.32	timeout
06-22 19:06	BTC	Buy	64153.2→64331.8	+0.88	timeout
06-22 18:04	BTC	Buy	63953.2→64678.8	+5.17	timeout
06-22 04:40	BTC	Buy	64499.2→63976.8	-4.53	timeout
06-22 03:32	BTC	Buy	64309.2→64359.8	-0.14	timeout
06-21 21:23	BTC	Buy	63918.2→63727.8	-1.94	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.59	timeout
06-21 17:46	BTC	Buy	63791.2→64143.8	+2.39	timeout
06-21 00:48	BTC	Buy	63510.2→64238.8	+5.24	timeout
06-20 20:53	BTC	Buy	63169.2→63890.8	+5.28	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 18:28	BTC	Buy	63101.2→63826.8	+5.30	timeout
06-20 17:14	BTC	Buy	62963.1→63917.8	+7.10	timeout
06-19 20:35	BTC	Buy	63116.2→63026.8	-1.19	timeout
06-19 19:33	BTC	Buy	62798.1→62940.9	+0.66	timeout
06-19 18:34	BTC	Buy	62765.1→63126.8	+2.42	timeout
06-19 17:26	BTC	Buy	62333.1→62898.9	+4.09	timeout
06-19 16:24	BTC	Buy	62704.1→63262.8	+3.98	timeout
06-18 15:58	BTC	Buy	63809.2→62235.8	-12.63	stop_loss
06-18 15:53	BTC	Buy	64060.2→62482.6	-12.80	stop_loss
06-18 15:40	BTC	Buy	64179.2→62600.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64350.2→62767.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64446.2→62861.4	-12.72	stop_loss
06-18 09:10	BTC	Buy	64933.2→64304.8	-5.32	timeout
06-18 04:11	BTC	Buy	65390.3→63739.9	-13.09	stop_loss
06-17 22:03	BTC	Buy	65566.3→63949.8	-12.76	stop_loss
06-17 19:41	BTC	Buy	65790.3→64170.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65865.3→64244.6	-12.78	stop_loss
06-17 08:44	BTC	Buy	66498.3→64861.3	-12.77	stop_loss
06-17 08:05	BTC	Buy	66346.3→65448.7	-7.15	timeout
06-17 06:57	BTC	Buy	66411.3→65575.7	-6.77	timeout
06-17 04:41	BTC	Buy	65857.3→65899.7	-0.17	timeout
06-17 00:16	BTC	Buy	66387.3→65734.7	-5.43	timeout
06-16 12:00	BTC	Buy	66224.3→66429.7	+1.01	timeout
06-16 07:03	BTC	Buy	65732.3→66333.7	+4.21	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-16 04:13	BTC	Buy	65700.3→66112.7	+2.73	timeout
06-15 22:17	BTC	Buy	65026.3→66343.7	+9.63	timeout
06-15 11:33	BTC	Buy	64591.2→66160.7	+11.70	timeout
06-15 03:52	BTC	Buy	64499.2→65899.7	+10.37	timeout
06-15 02:47	BTC	Buy	64449.2→65452.7	+7.30	timeout
06-14 22:32	BTC	Buy	64504.2→65166.7	+4.64	timeout
06-14 20:19	BTC	Buy	64266.2→63806.8	-4.07	timeout
06-14 10:42	BTC	Buy	63815.2→64586.8	+5.57	timeout
06-14 03:50	BTC	Buy	63486.2→64469.8	+7.33	timeout
06-14 01:50	BTC	Buy	63781.2→64611.8	+6.09	timeout
06-13 22:23	BTC	Buy	63602.2→64418.8	+5.94	timeout
06-13 19:41	BTC	Buy	63702.2→64252.8	+3.87	timeout
06-13 10:34	BTC	Buy	63666.2→63808.8	+0.59	timeout
06-12 22:05	BTC	Buy	63573.2→63513.8	-0.97	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:34	BTC	Buy	63254.2→63791.8	+3.78	timeout
06-12 14:59	BTC	Buy	62730.1→63937.8	+9.09	timeout
06-12 09:57	BTC	Buy	62876.1→63777.8	+6.63	timeout
06-11 19:40	BTC	Buy	61982.1→63640.8	+12.80	timeout
06-11 17:51	BTC	Buy	61906.1→63478.8	+12.16	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-11 14:49	BTC	Buy	61851.1→62895.9	+7.90	timeout
06-11 09:29	BTC	Buy	61190.1→62788.9	+12.48	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:31	BTC	Buy	61046.1→62213.9	+9.02	timeout
06-10 15:28	BTC	Buy	61347.1→62316.9	+7.40	timeout

Paper vs Live

Paper (trades.jsonl)

167

closed

41%

win rate

-560.48

total pnl ($)

-66.9 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	167	41%	-66.9	-560.48

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:19	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…