deribit_basis_low_percentile_long_fear_gate_v2 · strategy

100

closed trades

44%

win rate

-252.78

total pnl ($)

0.520

weight

7d window — n=21 wr=29% pnl=-119.93 · 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 02:51	BTC	Buy	60124→59727	-3.79	timeout
06-28 21:58	BTC	Buy	60171→59373	-7.10	timeout
06-28 20:52	BTC	Buy	60264→59620	-5.79	timeout
06-28 19:52	BTC	Buy	60171→59340	-7.33	timeout
06-28 18:48	BTC	Buy	60511→59537	-8.48	timeout
06-27 03:08	BTC	Buy	58672.9→60169	+12.29	timeout
06-26 19:42	BTC	Buy	59296→59905	+4.56	timeout
06-26 18:39	BTC	Buy	59407→59725	+2.12	timeout
06-26 16:37	BTC	Buy	59418→60215	+6.18	timeout
06-26 15:34	BTC	Buy	59241→60110	+6.84	timeout
06-26 02:13	BTC	Buy	60213→58670.7	-13.25	stop_loss
06-25 18:44	BTC	Buy	59509→59402	-1.32	timeout
06-25 17:41	BTC	Buy	59409→59605	+1.25	timeout
06-25 13:57	BTC	Buy	59755→58222	-13.22	stop_loss
06-25 13:53	BTC	Buy	60253→58708.7	-13.21	stop_loss
06-25 13:48	BTC	Buy	60949→59382.3	-13.27	stop_loss
06-24 17:47	BTC	Buy	60623→59067.5	-13.26	stop_loss
06-24 16:51	BTC	Buy	61173.1→59587.2	-13.39	stop_loss
06-24 15:47	BTC	Buy	61921.1→60336.8	-13.24	stop_loss
06-24 14:02	BTC	Buy	62749.1→61142.4	-13.25	stop_loss
06-24 14:02	BTC	Buy	62771.1→61162.3	-13.26	stop_loss
06-16 15:30	BTC	Buy	66620.3→65786.7	-6.79	timeout
06-16 14:23	BTC	Buy	66462.3→65526.7	-7.57	timeout
06-16 13:25	BTC	Buy	66905.3→66089.7	-6.63	timeout
06-16 12:20	BTC	Buy	66255.3→66631.7	+2.30	timeout
06-16 11:15	BTC	Buy	65930.3→66482.7	+3.68	timeout
06-15 13:51	BTC	Buy	64278.2→66595.7	+17.60	timeout
06-15 13:06	BTC	Buy	63755.2→66617.7	+22.01	take_profit
06-15 12:46	BTC	Buy	64329.2→66442.7	+15.99	timeout
06-15 11:42	BTC	Buy	64598.2→66196.7	+11.93	timeout
06-15 10:41	BTC	Buy	64593.2→65718.7	+8.27	timeout
06-14 18:51	BTC	Buy	64068.2→63769.8	-2.86	timeout
06-14 13:35	BTC	Buy	64198.2→64253.8	-0.02	timeout
06-14 12:32	BTC	Buy	63991.2→64374.8	+2.56	timeout
06-14 11:28	BTC	Buy	63944.2→64545.8	+4.25	timeout
06-14 10:25	BTC	Buy	63754.2→64593.8	+6.10	timeout
06-13 18:31	BTC	Buy	63726.2→64193.8	+3.21	timeout
06-13 13:06	BTC	Buy	63403.2→64123.8	+5.16	timeout
06-13 12:03	BTC	Buy	63740.2→63925.8	+0.93	timeout
06-13 11:02	BTC	Buy	63737.2→63814.8	+0.06	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-12 18:11	BTC	Buy	63342.2→63844.8	+3.51	timeout
06-12 12:59	BTC	Buy	62988.1→63417.8	+2.89	timeout
06-12 11:54	BTC	Buy	63156.2→63801.8	+4.59	timeout
06-12 10:42	BTC	Buy	62890.1→63639.8	+5.43	timeout
06-12 09:37	BTC	Buy	62904.1→63823.8	+6.77	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 11:21	BTC	Buy	61137.1→63076.8	+15.29	timeout
06-11 10:19	BTC	Buy	61179.1→62791.9	+12.58	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.81	timeout
06-09 14:47	BTC	Buy	62744.1→61138.4	-13.26	stop_loss
06-09 14:21	BTC	Buy	63269.2→61641.1	-13.32	stop_loss
06-09 14:17	BTC	Buy	63433.2→61802	-13.31	stop_loss
06-09 14:16	BTC	Buy	63534.2→61904.9	-13.27	stop_loss
06-09 13:36	BTC	Buy	63754.2→62106.8	-13.35	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:49	BTC	Buy	64001.2→62360.7	-13.28	stop_loss
06-08 17:57	BTC	Buy	62163.1→63468.8	+9.95	timeout
06-08 16:59	BTC	Buy	62023.1→63449.8	+10.96	timeout
06-08 14:57	BTC	Buy	61909.1→64029.8	+16.64	timeout
06-08 13:56	BTC	Buy	61765.1→63723.8	+15.36	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 15:51	BTC	Buy	60798→62053.9	+9.85	timeout
06-07 14:47	BTC	Buy	60896→61828.9	+7.19	timeout
06-07 13:32	BTC	Buy	60688→61830.9	+8.95	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61341.1→59770.1	-13.26	stop_loss
06-05 21:15	BTC	Buy	59330→61993.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60773→59217.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60874→59316.4	-13.25	stop_loss
06-05 18:44	BTC	Buy	61292.1→59723.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61976.1→60388.8	-13.25	stop_loss
06-05 14:04	BTC	Buy	62088.1→60494.7	-13.28	stop_loss
06-05 13:57	BTC	Buy	62400.1→60800.5	-13.27	stop_loss
06-05 13:49	BTC	Buy	62854.1→61245.3	-13.25	stop_loss
06-05 13:49	BTC	Buy	62876.1→61267.3	-13.25	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:24	BTC	Buy	62764.1→61157.3	-13.24	stop_loss
06-05 06:24	BTC	Buy	62764.1→61157.3	-13.19	stop_loss
06-05 06:17	BTC	Buy	63462.2→61838	-13.20	stop_loss
06-05 06:03	BTC	Buy	63688.2→62057.9	-13.19	stop_loss
06-05 02:41	BTC	Buy	63287.2→62836.9	-3.97	timeout
06-04 10:48	BTC	Buy	63987.2→62349.7	-13.23	stop_loss
06-04 10:28	BTC	Buy	64096.2→62453.6	-13.24	stop_loss
06-04 09:26	BTC	Buy	64496.2→62845.4	-13.24	stop_loss
06-04 02:02	BTC	Buy	63380.2→61758	-13.25	stop_loss
06-04 01:16	BTC	Buy	64504.2→62853.4	-13.25	stop_loss
06-04 00:30	BTC	Buy	64932.2→63270.2	-13.25	stop_loss
06-03 20:46	BTC	Buy	66746.3→65025.2	-13.40	stop_loss
06-03 19:54	BTC	Buy	67053.4→65328.1	-13.34	stop_loss
06-03 19:54	BTC	Buy	67091.4→65367	-13.33	stop_loss
06-03 19:54	BTC	Buy	67086.4→65367	-13.30	stop_loss
06-03 19:52	BTC	Buy	67183.4→65464	-13.27	stop_loss
06-03 03:50	BTC	Buy	67240.4→65519.9	-13.25	stop_loss
06-03 03:44	BTC	Buy	67423.4→65695.8	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

100

closed

44%

win rate

-252.78

total pnl ($)

-50.1 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	100	44%	-50.1	-252.78

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…