deribit_basis_low_percentile_fear_gate · strategy

116

closed trades

44%

win rate

-298.35

total pnl ($)

0.265

weight

7d window — n=31 wr=39% pnl=-142.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:39	BTC	Buy	59821→59137	-6.15	timeout
06-30 07:05	BTC	Buy	59983→59542	-4.11	timeout
06-29 02:41	BTC	Buy	60077→59663	-3.92	timeout
06-29 01:15	BTC	Buy	60054→59455	-5.49	timeout
06-28 23:07	BTC	Buy	60277→59293	-8.63	timeout
06-28 19:24	BTC	Buy	60366→59477	-7.79	timeout
06-28 18:21	BTC	Buy	60461→59585	-7.67	timeout
06-28 00:31	BTC	Buy	59918→60129	+1.39	timeout
06-27 23:31	BTC	Buy	59923→59943	-0.23	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 17:35	BTC	Buy	60056→60533	+3.52	timeout
06-27 16:33	BTC	Buy	60122→60658	+4.04	timeout
06-26 18:49	BTC	Buy	59422→59606	+0.98	timeout
06-26 17:47	BTC	Buy	59447→60028	+4.34	timeout
06-26 16:46	BTC	Buy	59164→60075	+7.14	timeout
06-26 15:41	BTC	Buy	59226→60357	+9.01	timeout
06-26 14:45	BTC	Buy	59408→59564	+0.81	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59539→58073	-12.69	stop_loss
06-25 13:57	BTC	Buy	59762→58277.9	-12.80	stop_loss
06-25 13:54	BTC	Buy	60159→58678.7	-12.68	stop_loss
06-25 13:46	BTC	Buy	61105.1→59599.2	-12.71	stop_loss
06-24 17:47	BTC	Buy	60590→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 14:20	BTC	Buy	62368.1→60834.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62531.1→60991.4	-12.76	stop_loss
06-24 14:17	BTC	Buy	62603.1→61060.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62409.1→61488.9	-7.82	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 08:20	BTC	Buy	62408.1→62625.9	+1.21	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 03:16	BTC	Buy	65769.3→65702.7	-0.99	timeout
06-16 22:04	BTC	Buy	66423.3→65724.7	-5.80	timeout
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:40	BTC	Buy	66307.3→66602.7	+1.70	timeout
06-16 11:37	BTC	Buy	66148.3→66343.7	+0.94	timeout
06-16 03:02	BTC	Buy	65448.3→65728.7	+1.68	timeout
06-15 21:40	BTC	Buy	64992.2→66394.7	+10.28	timeout
06-15 13:25	BTC	Buy	64082.2→66895.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66188.7	+13.06	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 02:35	BTC	Buy	64511.2→65579.7	+7.79	timeout
06-14 21:16	BTC	Buy	64245.2→64388.8	+0.64	timeout
06-14 20:13	BTC	Buy	64251.2→63793.8	-4.06	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-14 02:18	BTC	Buy	63781.2→64585.8	+5.87	timeout
06-13 20:38	BTC	Buy	63520.2→64232.8	+5.15	timeout
06-13 19:39	BTC	Buy	63739.2→64226.8	+3.37	timeout
06-13 11:29	BTC	Buy	63827.2→63949.8	+0.42	timeout
06-13 10:11	BTC	Buy	63723.2→63735.8	-0.43	timeout
06-13 00:16	BTC	Buy	63623.2→63575.8	-0.91	timeout
06-12 18:57	BTC	Buy	63501.2→63729.8	+1.35	timeout
06-12 17:52	BTC	Buy	63537.2→63856.8	+2.05	timeout
06-12 10:10	BTC	Buy	62899.1→63763.8	+6.33	timeout
06-12 09:09	BTC	Buy	62831.1→63482.8	+4.65	timeout
06-11 20:05	BTC	Buy	61755.1→63623.8	+14.55	timeout
06-11 18:25	BTC	Buy	61892.1→63363.8	+11.31	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+1.54	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 18:51	BTC	Buy	61712.1→61692.9	-0.65	timeout
06-10 17:41	BTC	Buy	61765.1→61643.9	-1.47	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:36	BTC	Buy	62920.1→61371.2	-12.76	stop_loss
06-09 14:29	BTC	Buy	63123.2→61566.1	-12.79	stop_loss
06-09 14:17	BTC	Buy	63377.2→61816	-12.77	stop_loss
06-09 14:11	BTC	Buy	63507.2→61941.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63871.2→62300.7	-12.72	stop_loss
06-09 07:38	BTC	Buy	63210.2→63095.8	-1.41	timeout
06-09 06:36	BTC	Buy	62985.1→63353.8	+2.42	timeout
06-08 22:13	BTC	Buy	62578.1→63303.8	+5.31	timeout
06-08 17:52	BTC	Buy	62076.1→63464.8	+10.63	timeout
06-08 15:52	BTC	Buy	62125.1→63954.8	+14.22	timeout
06-08 06:30	BTC	Buy	61999.1→63030.8	+7.86	timeout
06-08 05:34	BTC	Buy	61686.1→62579.9	+6.79	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 16:57	BTC	Buy	60700→61975.9	+10.04	timeout
06-07 15:41	BTC	Buy	60838→62088.9	+9.82	timeout
06-07 06:09	BTC	Buy	61030.1→61674.9	+4.88	timeout
06-07 05:07	BTC	Buy	59925→61777.9	+15.03	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 11:44	BTC	Buy	62212.1→62106.9	-1.32	timeout
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62880.1→61330.3	-12.76	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss

Paper vs Live

Paper (trades.jsonl)

116

closed

44%

win rate

-298.35

total pnl ($)

-51.1 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	116	44%	-51.1	-298.35

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…