deribit_basis_low_p15_fear_gate · strategy

102

closed trades

45%

win rate

-259.73

total pnl ($)

0.393

weight

7d window — n=21 wr=29% pnl=-125.47 · 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 02:52	BTC	Buy	60128→59689	-4.14	timeout
06-28 22:00	BTC	Buy	60172→59423	-6.69	timeout
06-28 20:52	BTC	Buy	60264→59620	-5.79	timeout
06-28 19:52	BTC	Buy	60171→59340	-7.33	timeout
06-28 18:48	BTC	Buy	60511→59537	-8.48	timeout
06-27 03:02	BTC	Buy	58364.9→60358	+16.61	timeout
06-26 18:39	BTC	Buy	59412→59726	+2.09	timeout
06-26 17:38	BTC	Buy	59668→59947	+1.78	timeout
06-26 16:38	BTC	Buy	59355→60173	+6.35	timeout
06-26 15:34	BTC	Buy	59268→60114	+6.64	timeout
06-26 02:13	BTC	Buy	60226→58742.7	-12.76	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58046.1	-12.71	stop_loss
06-25 13:57	BTC	Buy	59840→58344.9	-12.89	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60919→59420.3	-12.72	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61281.1→59749.1	-12.93	stop_loss
06-24 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61206.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-18 04:11	BTC	Buy	65375.3→63743.9	-12.94	stop_loss
06-16 14:23	BTC	Buy	66471.3→65535.7	-7.57	timeout
06-16 13:26	BTC	Buy	66837.3→66095.7	-6.08	timeout
06-16 12:20	BTC	Buy	66256.3→66632.7	+2.30	timeout
06-16 11:14	BTC	Buy	65929.3→66482.7	+3.69	timeout
06-16 10:10	BTC	Buy	65698.3→66556.7	+6.07	timeout
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-15 12:46	BTC	Buy	64333.2→66443.7	+15.97	timeout
06-15 11:42	BTC	Buy	64598.2→66196.7	+11.93	timeout
06-15 10:41	BTC	Buy	64593.2→65721.7	+8.29	timeout
06-15 09:38	BTC	Buy	64442.2→65541.7	+8.10	timeout
06-14 19:54	BTC	Buy	64291.2→63751.8	-4.69	timeout
06-14 12:32	BTC	Buy	63979.2→64363.8	+2.57	timeout
06-14 11:28	BTC	Buy	63943.2→64546.8	+4.26	timeout
06-14 10:25	BTC	Buy	63747.2→64599.8	+6.20	timeout
06-14 09:20	BTC	Buy	63849.2→64299.8	+3.03	timeout
06-13 19:31	BTC	Buy	63652.2→64139.8	+3.38	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:03	BTC	Buy	63847.2→63814.8	-0.80	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-13 08:54	BTC	Buy	63437.2→63778.8	+2.16	timeout
06-12 18:20	BTC	Buy	63557.2→63674.8	+0.46	timeout
06-12 11:51	BTC	Buy	63109.2→63778.8	+4.78	timeout
06-12 10:43	BTC	Buy	62910.1→63643.8	+5.30	timeout
06-12 09:38	BTC	Buy	62898.1→63836.8	+6.93	timeout
06-12 08:35	BTC	Buy	62916.1→63414.8	+3.43	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.54	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:46	BTC	Buy	62777.1→61233.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63270.2→61714	-12.75	stop_loss
06-09 14:16	BTC	Buy	63461.2→61899.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61948.9	-12.86	stop_loss
06-09 13:23	BTC	Buy	63807.2→62236.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62921.1→63343.8	+2.86	timeout
06-09 00:46	BTC	Buy	64065.2→62489.6	-12.76	stop_loss
06-08 17:53	BTC	Buy	62112.1→63480.8	+10.47	timeout
06-08 16:52	BTC	Buy	62187.1→63530.8	+10.26	timeout
06-08 14:53	BTC	Buy	61893.1→63866.8	+15.46	timeout
06-08 13:50	BTC	Buy	61771.1→63528.8	+13.73	timeout
06-08 06:31	BTC	Buy	62016.1→63022.8	+7.66	timeout
06-07 16:58	BTC	Buy	60733→62022.9	+10.15	timeout
06-07 15:51	BTC	Buy	60800→62055.9	+9.86	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.17	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61288.1→59781.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62597.1→61056.4	-12.76	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62150.9	-2.99	timeout
06-05 06:23	BTC	Buy	62732.1→61186.3	-12.71	stop_loss
06-05 06:22	BTC	Buy	62826.1→61281.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62492.6	-12.73	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65094.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.87	stop_loss
06-03 19:54	BTC	Buy	67047.4→65397	-12.78	stop_loss
06-03 19:54	BTC	Buy	67049.4→65397	-12.81	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67128.4→65474	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

45%

win rate

-259.73

total pnl ($)

-50.5 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	102	45%	-50.5	-259.73

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…