deribit_basis_low_pct_long_fear_gate · strategy

164

closed trades

45%

win rate

-485.90

total pnl ($)

0.250

weight

7d window — n=42 wr=43% pnl=-190.21 · 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 19:21	BTC	Buy	60427→59412	-8.84	timeout
06-28 18:17	BTC	Buy	60521→59599	-8.04	timeout
06-28 17:12	BTC	Buy	60535→59590	-8.23	timeout
06-28 16:06	BTC	Buy	60784→59857	-8.08	timeout
06-28 15:00	BTC	Buy	60596→60004	-5.37	timeout
06-27 19:04	BTC	Buy	59660→60561	+7.12	timeout
06-27 18:02	BTC	Buy	60034→60461	+3.12	timeout
06-27 16:57	BTC	Buy	60022→60756	+5.65	timeout
06-27 15:57	BTC	Buy	60277→60790	+3.79	timeout
06-27 14:57	BTC	Buy	59555→60584	+8.19	timeout
06-26 18:08	BTC	Buy	59615→60077	+3.34	timeout
06-26 17:07	BTC	Buy	59135→60102	+7.62	timeout
06-26 16:06	BTC	Buy	59546→60384	+6.53	timeout
06-26 15:06	BTC	Buy	59167→59582	+3.00	timeout
06-26 14:10	BTC	Buy	59692→60011	+2.18	timeout
06-25 13:58	BTC	Buy	59588→58111	-12.78	stop_loss
06-25 13:58	BTC	Buy	59635→58168	-12.69	stop_loss
06-25 13:57	BTC	Buy	59745→58275.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60448→58958.6	-12.72	stop_loss
06-25 13:51	BTC	Buy	60695→59202.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60927→59419.3	-12.81	stop_loss
06-24 16:51	BTC	Buy	61134.1→59630.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62443.1→60890.5	-12.88	stop_loss
06-24 14:13	BTC	Buy	62641.1→61100.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:52	BTC	Buy	62376.1→62666.9	+1.80	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64278.2→62695.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64391.2→62801.4	-12.81	stop_loss
06-23 06:20	BTC	Buy	64483.2→62894.4	-12.78	stop_loss
06-23 06:08	BTC	Buy	64662.2→63070.3	-12.78	stop_loss
06-23 06:08	BTC	Buy	64678.2→63078.3	-12.84	stop_loss
06-22 20:41	BTC	Buy	63945.2→64476.8	+3.68	timeout
06-22 19:38	BTC	Buy	64173.2→64428.8	+1.49	timeout
06-22 18:34	BTC	Buy	64119.2→64565.8	+2.97	timeout
06-22 17:33	BTC	Buy	64049.2→64426.8	+2.49	timeout
06-22 16:28	BTC	Buy	64165.2→64651.8	+3.35	timeout
06-21 20:21	BTC	Buy	63924.2→64055.8	+0.58	timeout
06-21 19:21	BTC	Buy	63887.2→64168.8	+1.79	timeout
06-21 18:17	BTC	Buy	63826.2→63977.8	+0.82	timeout
06-21 17:12	BTC	Buy	63895.2→64181.8	+1.85	timeout
06-21 16:07	BTC	Buy	64006.2→64147.8	+0.69	timeout
06-20 20:12	BTC	Buy	63048.2→63934.8	+6.62	timeout
06-20 19:06	BTC	Buy	63058.2→63804.8	+5.48	timeout
06-20 18:03	BTC	Buy	63130.2→63877.8	+5.46	timeout
06-20 17:01	BTC	Buy	62938.1→63959.8	+7.63	timeout
06-20 15:58	BTC	Buy	63202.2→64096.8	+6.49	timeout
06-19 19:23	BTC	Buy	62753.1→62975.9	+1.30	timeout
06-19 18:19	BTC	Buy	62847.1→63127.8	+1.78	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-19 16:29	BTC	Buy	62569.1→63300.8	+5.40	timeout
06-19 15:35	BTC	Buy	63157.2→63170.8	-0.24	timeout
06-18 15:58	BTC	Buy	63818.2→62247.7	-12.59	stop_loss
06-18 15:51	BTC	Buy	64162.2→62584.6	-12.46	stop_loss
06-18 15:40	BTC	Buy	64287.2→62702.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64306.2→62723.5	-12.46	stop_loss
06-18 14:37	BTC	Buy	65147.3→63959.8	-9.55	timeout
06-18 04:11	BTC	Buy	65346.3→63738.9	-12.76	stop_loss
06-17 22:03	BTC	Buy	65489.3→63850.9	-12.95	stop_loss
06-17 19:29	BTC	Buy	65951.3→64328.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65951.3→64328.6	-12.76	stop_loss
06-17 17:41	BTC	Buy	65719.3→65891.7	+0.77	timeout
06-17 16:39	BTC	Buy	65793.3→66009.7	+1.18	timeout
06-17 15:36	BTC	Buy	65909.3→65368.7	-4.56	timeout
06-17 14:34	BTC	Buy	65381.3→65162.7	-2.13	timeout
06-17 13:29	BTC	Buy	66006.3→64886.8	-8.98	timeout
06-16 17:30	BTC	Buy	66784.3→65696.7	-8.68	timeout
06-16 15:28	BTC	Buy	66653.3→65703.7	-7.65	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 14:22	BTC	Buy	66467.3→65688.7	-6.39	timeout
06-16 13:23	BTC	Buy	66856.3→66121.7	-6.02	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63927.2→66734.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63752.2→66562.7	+21.60	take_profit
06-15 12:46	BTC	Buy	63675.2→66470.7	+21.51	take_profit
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:50	BTC	Buy	64042.2→63745.8	-2.85	timeout
06-14 17:48	BTC	Buy	64063.2→63797.8	-2.60	timeout
06-14 16:42	BTC	Buy	64046.2→64130.8	+0.16	timeout
06-13 20:26	BTC	Buy	63490.2→64219.8	+5.29	timeout
06-13 19:19	BTC	Buy	63711.2→64150.8	+3.00	timeout
06-13 18:20	BTC	Buy	63679.2→64023.8	+2.23	timeout
06-13 17:17	BTC	Buy	63846.2→63973.8	+0.55	timeout
06-13 16:13	BTC	Buy	63869.2→64060.8	+1.04	timeout
06-12 20:11	BTC	Buy	63501.2→63553.8	-0.04	timeout
06-12 19:06	BTC	Buy	63442.2→63689.8	+1.49	timeout
06-12 17:56	BTC	Buy	63376.2→63801.8	+2.90	timeout
06-12 16:57	BTC	Buy	62565.1→63910.8	+10.26	timeout
06-12 15:55	BTC	Buy	62568.1→63752.8	+8.92	timeout
06-11 19:30	BTC	Buy	61773.1→63783.8	+15.70	timeout
06-11 18:23	BTC	Buy	61916.1→63409.8	+11.50	timeout
06-11 17:19	BTC	Buy	62107.1→62388.9	+1.75	timeout
06-11 16:20	BTC	Buy	62290.1→62775.9	+3.34	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

45%

win rate

-485.90

total pnl ($)

-59.1 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	164	45%	-59.1	-485.90

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…