deribit_basis_low_percentile_fear_gate_long_v4 · strategy

159

closed trades

45%

win rate

-471.13

total pnl ($)

0.250

weight

7d window — n=42 wr=48% pnl=-174.91 · 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 17:11	BTC	Buy	60545→59585	-8.35	timeout
06-28 16:06	BTC	Buy	60782→59866	-8.00	timeout
06-27 19:44	BTC	Buy	59904→60168	+1.80	timeout
06-27 18:43	BTC	Buy	59722→60519	+6.24	timeout
06-27 17:40	BTC	Buy	59946→60567	+4.73	timeout
06-27 16:38	BTC	Buy	60172→60717	+4.08	timeout
06-27 15:37	BTC	Buy	60295→60819	+3.91	timeout
06-26 18:08	BTC	Buy	59615→60077	+3.31	timeout
06-26 17:09	BTC	Buy	59209→60173	+7.60	timeout
06-26 16:08	BTC	Buy	59551→60271	+5.52	timeout
06-26 15:05	BTC	Buy	59355→59597	+1.54	timeout
06-26 14:28	BTC	Buy	59338→60061	+5.59	timeout
06-25 13:58	BTC	Buy	59604→58137	-12.68	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.68	stop_loss
06-25 13:57	BTC	Buy	59791→58298.9	-12.85	stop_loss
06-25 13:53	BTC	Buy	60447→58957.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60702→59208.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60953→59440.3	-12.84	stop_loss
06-24 17:20	BTC	Buy	60952→59440.3	-12.83	stop_loss
06-24 14:19	BTC	Buy	62443.1→60888.5	-12.90	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62729.1→61186.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62861.1→61311.3	-12.78	stop_loss
06-24 10:53	BTC	Buy	62252.1→62450.9	+1.10	timeout
06-24 09:53	BTC	Buy	62381.1→62672.9	+1.82	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.56	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.82	timeout
06-24 06:52	BTC	Buy	62906.1→62726.9	-1.93	timeout
06-23 08:17	BTC	Buy	63938.2→62365.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64239.2→62654.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64408.2→62816.4	-12.82	stop_loss
06-23 06:20	BTC	Buy	64439.2→62850.4	-12.79	stop_loss
06-23 06:18	BTC	Buy	64583.2→62993.3	-12.78	stop_loss
06-22 21:37	BTC	Buy	63697.2→64297.8	+4.26	timeout
06-22 20:35	BTC	Buy	64033.2→64401.8	+2.41	timeout
06-22 19:34	BTC	Buy	64204.2→64395.8	+1.00	timeout
06-22 18:33	BTC	Buy	64123.2→64578.8	+3.04	timeout
06-22 17:29	BTC	Buy	64087.2→64516.8	+2.87	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:22	BTC	Buy	63925.2→64069.8	+0.68	timeout
06-21 19:22	BTC	Buy	63895.2→64169.8	+1.73	timeout
06-21 18:17	BTC	Buy	63832.2→63989.8	+0.87	timeout
06-21 17:15	BTC	Buy	63907.2→64167.8	+1.66	timeout
06-20 21:16	BTC	Buy	63233.2→63938.8	+5.14	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 19:07	BTC	Buy	63031.2→63796.8	+5.64	timeout
06-20 18:03	BTC	Buy	63125.2→63878.8	+5.50	timeout
06-20 17:03	BTC	Buy	62965.1→63941.8	+7.27	timeout
06-19 19:31	BTC	Buy	62773.1→62964.9	+1.05	timeout
06-19 18:31	BTC	Buy	62761.1→63066.8	+1.97	timeout
06-19 17:30	BTC	Buy	62613.1→62902.9	+1.86	timeout
06-19 16:38	BTC	Buy	62633.1→63286.8	+4.78	timeout
06-19 16:01	BTC	Buy	62535.1→63226.8	+5.12	timeout
06-18 15:53	BTC	Buy	64057.2→62475.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64217.2→62636.5	-12.45	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64333.2→62751.5	-12.49	stop_loss
06-18 14:39	BTC	Buy	65118.3→63925.8	-9.60	timeout
06-17 22:03	BTC	Buy	65488.3→63849.9	-12.95	stop_loss
06-17 19:41	BTC	Buy	65751.3→64134.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65881.3→64251.6	-12.82	stop_loss
06-17 19:29	BTC	Buy	65945.3→64320.6	-12.77	stop_loss
06-17 16:42	BTC	Buy	65826.3→65961.7	+0.56	timeout
06-17 15:42	BTC	Buy	65845.3→65478.7	-3.24	timeout
06-17 14:41	BTC	Buy	65707.3→65038.7	-5.54	timeout
06-17 13:37	BTC	Buy	65929.3→65092.7	-6.83	timeout
06-16 22:43	BTC	Buy	66253.3→65695.7	-4.75	timeout
06-16 15:31	BTC	Buy	66669.3→65809.7	-6.97	timeout
06-16 14:23	BTC	Buy	66497.3→65559.7	-7.58	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66856.3→66133.7	-5.93	timeout
06-15 22:17	BTC	Buy	65114.3→66341.7	+8.93	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63795.2→66596.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63764.2→66563.7	+21.51	take_profit
06-14 22:01	BTC	Buy	64405.2→65423.7	+7.41	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 17:49	BTC	Buy	64066.2→63772.8	-2.82	timeout
06-13 21:36	BTC	Buy	63527.2→64267.8	+5.35	timeout
06-13 20:34	BTC	Buy	63508.2→64231.8	+5.24	timeout
06-13 19:29	BTC	Buy	63724.2→64146.8	+2.86	timeout
06-13 18:30	BTC	Buy	63739.2→64179.8	+2.99	timeout
06-13 17:27	BTC	Buy	63780.2→64012.8	+1.37	timeout
06-12 20:47	BTC	Buy	63262.2→63425.8	+0.82	timeout
06-12 19:43	BTC	Buy	63766.2→63676.8	-1.15	timeout
06-12 18:36	BTC	Buy	63490.2→63746.8	+1.55	timeout
06-12 17:32	BTC	Buy	63182.2→63736.8	+3.92	timeout
06-12 16:30	BTC	Buy	62612.1→63862.8	+9.49	timeout
06-11 19:51	BTC	Buy	61907.1→63622.8	+13.28	timeout
06-11 18:46	BTC	Buy	61731.1→63504.8	+13.79	timeout
06-11 17:41	BTC	Buy	61674.1→63319.8	+12.79	timeout
06-11 16:42	BTC	Buy	62241.1→62630.9	+2.61	timeout
06-11 15:39	BTC	Buy	62247.1→62796.9	+3.82	timeout
06-10 18:34	BTC	Buy	61743.1→61918.9	+0.93	timeout
06-10 17:33	BTC	Buy	61782.1→61773.9	-0.56	timeout
06-10 16:30	BTC	Buy	61016.1→62250.9	+9.57	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

45%

win rate

-471.13

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	159	45%	-59.1	-471.13

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:34	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…