deribit_basis_low_percentile_fear_gate_long_v5 · strategy

171

closed trades

44%

win rate

-254.12

total pnl ($)

0.781

weight

7d window — n=40 wr=48% pnl=-67.28 · 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 13:02	BTC	Buy	59746→58267.9	-6.41	stop_loss
06-30 13:02	BTC	Buy	59758→58267.9	-6.45	stop_loss
06-30 12:23	BTC	Buy	60298→58808.6	-6.39	stop_loss
06-29 22:45	BTC	Buy	59104→60369	+5.17	timeout
06-29 21:43	BTC	Buy	59683→60430	+2.83	timeout
06-29 20:38	BTC	Buy	59669→60407	+2.79	timeout
06-29 19:30	BTC	Buy	59512→60422	+3.52	timeout
06-29 18:22	BTC	Buy	59634→60435	+3.06	timeout
06-28 21:05	BTC	Buy	60323→59622	-3.13	timeout
06-28 20:05	BTC	Buy	60237→59506	-3.25	timeout
06-28 19:01	BTC	Buy	60552→59559	-4.31	timeout
06-28 17:56	BTC	Buy	60565→59577	-4.29	timeout
06-28 16:52	BTC	Buy	60786→59643	-4.92	timeout
06-27 20:37	BTC	Buy	59580→60232	+2.54	timeout
06-27 19:31	BTC	Buy	59924→60137	+0.69	timeout
06-27 18:28	BTC	Buy	59867→60462	+2.27	timeout
06-27 17:24	BTC	Buy	60108→60577	+1.73	timeout
06-27 16:23	BTC	Buy	59998→60691	+2.68	timeout
06-26 19:18	BTC	Buy	59203→59938	+2.81	timeout
06-26 18:16	BTC	Buy	59436→60036	+2.24	timeout
06-26 17:05	BTC	Buy	59156→60125	+3.82	timeout
06-26 15:49	BTC	Buy	59251→60354	+4.38	timeout
06-26 14:47	BTC	Buy	59420→59630	+0.63	timeout
06-25 17:57	BTC	Buy	59376→59554	+0.54	timeout
06-25 13:58	BTC	Buy	59586→58120	-6.34	stop_loss
06-25 13:57	BTC	Buy	59753→58275.9	-6.36	stop_loss
06-25 13:55	BTC	Buy	59882→58397.9	-6.39	stop_loss
06-25 13:53	BTC	Buy	60384→58896.6	-6.34	stop_loss
06-24 16:51	BTC	Buy	61065.1→59560.2	-6.38	stop_loss
06-24 16:51	BTC	Buy	61300.1→59745.1	-6.55	stop_loss
06-24 14:20	BTC	Buy	62370.1→60835.5	-6.37	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-6.47	stop_loss
06-24 14:13	BTC	Buy	62664.1→61123.4	-6.37	stop_loss
06-24 14:02	BTC	Buy	62689.1→61144.4	-6.38	stop_loss
06-24 13:46	BTC	Buy	62856.1→61307.3	-6.39	stop_loss
06-24 10:46	BTC	Buy	62223.1→62548.9	+1.07	timeout
06-24 09:42	BTC	Buy	62318.1→62630.9	+1.00	timeout
06-24 08:41	BTC	Buy	62358.1→62702.9	+1.12	timeout
06-24 07:38	BTC	Buy	62969.1→62605.9	-1.71	timeout
06-24 06:57	BTC	Buy	62920.1→62742.9	-0.96	timeout
06-23 08:17	BTC	Buy	63975.2→62401.7	-6.38	stop_loss
06-23 06:21	BTC	Buy	64237.2→62648.5	-6.41	stop_loss
06-23 06:20	BTC	Buy	64402.2→62816.4	-6.39	stop_loss
06-23 06:20	BTC	Buy	64443.2→62842.4	-6.44	stop_loss
06-23 06:18	BTC	Buy	64539.2→62948.4	-6.40	stop_loss
06-22 21:50	BTC	Buy	63860.2→64225.8	+1.20	timeout
06-22 20:50	BTC	Buy	63718.2→64423.8	+2.54	timeout
06-22 19:50	BTC	Buy	64191.2→64360.8	+0.42	timeout
06-22 18:47	BTC	Buy	64160.2→64416.8	+0.75	timeout
06-22 17:42	BTC	Buy	64056.2→64424.8	+1.19	timeout
06-21 21:27	BTC	Buy	63939.2→63673.8	-1.26	timeout
06-21 20:25	BTC	Buy	63920.2→64081.8	+0.41	timeout
06-21 19:28	BTC	Buy	63834.2→64169.8	+1.10	timeout
06-21 18:27	BTC	Buy	63832.2→64022.8	+0.55	timeout
06-21 17:23	BTC	Buy	63864.2→64104.8	+0.75	timeout
06-20 21:16	BTC	Buy	63237.2→63939.8	+2.56	timeout
06-20 20:14	BTC	Buy	63045.2→63946.8	+3.37	timeout
06-20 19:08	BTC	Buy	63029.2→63818.8	+2.91	timeout
06-20 18:04	BTC	Buy	63107.2→63888.8	+2.87	timeout
06-20 17:04	BTC	Buy	62887.1→63953.8	+4.00	timeout
06-19 20:08	BTC	Buy	63105.2→63049.8	-0.46	timeout
06-19 19:09	BTC	Buy	62639.1→63001.8	+1.21	timeout
06-19 18:09	BTC	Buy	62678.1→63095.8	+1.44	timeout
06-19 17:11	BTC	Buy	62447.1→62971.9	+1.87	timeout
06-19 16:37	BTC	Buy	62559.1→63274.8	+2.64	timeout
06-18 15:57	BTC	Buy	63901.2→62295.7	-6.44	stop_loss
06-18 15:40	BTC	Buy	64233.2→62653.5	-6.23	stop_loss
06-18 15:40	BTC	Buy	64298.2→62713.5	-6.26	stop_loss
06-18 15:40	BTC	Buy	64311.2→62725.5	-6.24	stop_loss
06-18 15:37	BTC	Buy	64586.2→62996.3	-6.23	stop_loss
06-18 04:11	BTC	Buy	65440.3→63828.9	-6.39	stop_loss
06-17 19:46	BTC	Buy	65688.3→64071.7	-6.38	stop_loss
06-17 19:29	BTC	Buy	65940.3→64318.6	-6.37	stop_loss
06-17 19:29	BTC	Buy	66044.3→64418.6	-6.38	stop_loss
06-17 18:15	BTC	Buy	66094.3→65406.7	-2.87	timeout
06-17 17:09	BTC	Buy	65758.3→65825.7	-0.01	timeout
06-17 16:06	BTC	Buy	65822.3→65808.7	-0.29	timeout
06-17 15:03	BTC	Buy	65656.3→65169.7	-2.03	timeout
06-16 22:15	BTC	Buy	66377.3→65811.7	-2.40	timeout
06-16 14:40	BTC	Buy	66499.3→65696.7	-3.28	timeout
06-16 14:23	BTC	Buy	67098.4→65446	-6.42	stop_loss
06-16 14:23	BTC	Buy	67159.4→65508	-6.41	stop_loss
06-16 13:48	BTC	Buy	66495.3→66095.7	-1.77	timeout
06-15 21:34	BTC	Buy	64953.2→66400.7	+5.32	timeout
06-15 13:16	BTC	Buy	63934.2→66740.7	+10.76	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+10.76	take_profit
06-15 13:00	BTC	Buy	63788.2→66592.7	+10.77	take_profit
06-15 12:46	BTC	Buy	63662.2→66457.7	+10.76	take_profit
06-14 21:02	BTC	Buy	64290.2→63993.8	-1.39	timeout
06-14 19:55	BTC	Buy	64302.2→63761.8	-2.35	timeout
06-14 18:55	BTC	Buy	64090.2→63773.8	-1.50	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-1.41	timeout
06-14 16:42	BTC	Buy	64039.2→64130.8	+0.11	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+2.56	timeout
06-13 19:27	BTC	Buy	63757.2→64117.8	+1.19	timeout
06-13 18:25	BTC	Buy	63707.2→64107.8	+1.34	timeout
06-13 17:23	BTC	Buy	63753.2→64012.8	+0.79	timeout
06-13 16:21	BTC	Buy	63802.2→64007.8	+0.61	timeout
06-12 20:29	BTC	Buy	63338.2→63503.8	+0.42	timeout
06-12 19:24	BTC	Buy	63657.2→63685.8	-0.12	timeout

Paper vs Live

Paper (trades.jsonl)

171

closed

44%

win rate

-254.12

total pnl ($)

-59.3 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	171	44%	-59.3	-254.12

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:37	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…