deribit_basis_low_perc_fear_gate_long · strategy

103

closed trades

43%

win rate

-304.05

total pnl ($)

0.461

weight

7d window — n=21 wr=29% pnl=-131.22 · 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 02:50	BTC	Buy	60110→59702	-3.88	timeout
06-28 21:59	BTC	Buy	60179→59383	-7.08	timeout
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-27 15:07	BTC	Buy	59753→60655	+7.10	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:24	BTC	Buy	59452→60092	+4.84	timeout
06-26 16:23	BTC	Buy	59728→59987	+1.63	timeout
06-26 15:20	BTC	Buy	59196→59935	+5.74	timeout
06-26 14:29	BTC	Buy	59297→60024	+5.63	timeout
06-25 13:58	BTC	Buy	59649→58168	-12.79	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58282.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60455→58957.6	-12.76	stop_loss
06-25 13:51	BTC	Buy	60681→59188.4	-12.69	stop_loss
06-24 17:22	BTC	Buy	60764→59267.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61292.1→59758.1	-12.94	stop_loss
06-24 16:43	BTC	Buy	61662.1→60145.9	-12.72	stop_loss
06-24 13:48	BTC	Buy	62792.1→61248.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65433.3→63821.9	-12.77	stop_loss
06-16 15:01	BTC	Buy	66667.3→65654.7	-8.06	timeout
06-16 14:23	BTC	Buy	67206.4→65549.9	-12.85	stop_loss
06-16 14:05	BTC	Buy	66357.3→66205.7	-1.68	timeout
06-16 13:03	BTC	Buy	66481.3→66427.7	-0.93	timeout
06-16 11:55	BTC	Buy	66182.3→66371.7	+0.90	timeout
06-15 14:24	BTC	Buy	64245.2→66390.7	+16.26	timeout
06-15 13:20	BTC	Buy	64301.2→66770.7	+18.77	timeout
06-15 13:00	BTC	Buy	63796.2→66596.7	+21.51	take_profit
06-15 11:11	BTC	Buy	64516.2→65977.7	+10.88	timeout
06-15 10:09	BTC	Buy	64510.2→65657.7	+8.45	timeout
06-14 19:05	BTC	Buy	64134.2→63794.8	-3.16	timeout
06-14 12:46	BTC	Buy	63995.2→64306.8	+1.98	timeout
06-14 11:41	BTC	Buy	63879.2→64591.8	+5.14	timeout
06-14 10:39	BTC	Buy	63813.2→64606.8	+5.76	timeout
06-14 09:34	BTC	Buy	63807.2→64421.8	+4.33	timeout
06-13 18:27	BTC	Buy	63697.2→64154.8	+3.13	timeout
06-13 11:56	BTC	Buy	63782.2→63895.8	+0.36	timeout
06-13 10:55	BTC	Buy	63684.2→63774.8	+0.16	timeout
06-13 09:49	BTC	Buy	63812.2→63758.8	-0.94	timeout
06-13 08:49	BTC	Buy	63406.2→63834.8	+2.85	timeout
06-12 18:14	BTC	Buy	63439.2→63812.8	+2.49	timeout
06-12 11:51	BTC	Buy	63108.2→63781.8	+4.81	timeout
06-12 10:40	BTC	Buy	62879.1→63681.8	+5.85	timeout
06-12 09:35	BTC	Buy	62895.1→63873.8	+7.24	timeout
06-12 08:34	BTC	Buy	62929.1→63455.8	+3.65	timeout
06-11 17:19	BTC	Buy	62112.1→62385.9	+1.66	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:21	BTC	Buy	61146.1→62807.9	+12.99	timeout
06-11 09:18	BTC	Buy	61102.1→62804.9	+13.36	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.43	timeout
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-09 14:39	BTC	Buy	62888.1→61341.2	-12.75	stop_loss
06-09 14:11	BTC	Buy	63502.2→61938.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63559.2→61995.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63923.2→62350.7	-12.73	stop_loss
06-09 07:51	BTC	Buy	63276.2→63175.8	-1.25	timeout
06-09 00:49	BTC	Buy	63965.2→62391.7	-12.76	stop_loss
06-08 17:34	BTC	Buy	62248.1→63390.8	+8.63	timeout
06-08 16:29	BTC	Buy	62169.1→63866.8	+13.13	timeout
06-08 15:28	BTC	Buy	61858.1→64043.8	+17.16	timeout
06-08 14:24	BTC	Buy	62030.1→63807.8	+13.84	timeout
06-08 06:53	BTC	Buy	62086.1→62967.9	+6.63	timeout
06-07 17:15	BTC	Buy	60692→62258.9	+12.45	timeout
06-07 15:53	BTC	Buy	60747→62168.9	+11.26	timeout
06-07 14:48	BTC	Buy	60935→61836.9	+6.93	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+8.59	timeout
06-07 06:07	BTC	Buy	61018.1→61658.9	+4.85	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.09	timeout
06-06 04:20	BTC	Buy	61466.1→59951	-12.78	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.74	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62909.1→61356.2	-12.80	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 06:24	BTC	Buy	62652.1→61107.4	-12.77	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62820.1→61273.3	-12.70	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63566.2→62001.9	-12.70	stop_loss
06-05 03:01	BTC	Buy	64005.2→62430.6	-12.72	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:24	BTC	Buy	62762.1→63227.8	+3.30	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63985.2→62410.7	-12.73	stop_loss
06-04 09:22	BTC	Buy	64594.2→63005.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64997.2→63399.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65040.3→63441.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66693.3→65053.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	66962.3→65315.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	66993.3→65324.1	-12.93	stop_loss
06-03 19:53	BTC	Buy	67099.4→65440	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

43%

win rate

-304.05

total pnl ($)

-58.7 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	103	43%	-58.7	-304.05

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…