deribit_basis_low_percentile_long_fear_gate_v3 · strategy

162

closed trades

44%

win rate

-534.37

total pnl ($)

0.250

weight

7d window — n=43 wr=47% pnl=-188.42 · 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 17:53	BTC	Buy	60585→59597	-8.58	timeout
06-28 16:47	BTC	Buy	60754→59635	-9.67	timeout
06-27 19:56	BTC	Buy	59822→60139	+2.25	timeout
06-27 18:51	BTC	Buy	59635→60499	+6.81	timeout
06-27 17:51	BTC	Buy	59968→60557	+4.46	timeout
06-27 16:47	BTC	Buy	60095→60747	+4.97	timeout
06-27 15:48	BTC	Buy	60295→60727	+3.15	timeout
06-26 18:28	BTC	Buy	59633→59813	+0.95	timeout
06-26 17:30	BTC	Buy	59551→60172	+4.67	timeout
06-26 16:28	BTC	Buy	59709→60034	+2.19	timeout
06-26 15:25	BTC	Buy	59294→60127	+6.53	timeout
06-26 14:31	BTC	Buy	59177→59921	+5.78	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.68	stop_loss
06-25 13:58	BTC	Buy	59623→58156	-12.68	stop_loss
06-25 13:55	BTC	Buy	59853→58379.9	-12.69	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	61033.1→59532.2	-12.69	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60730→59235.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61153.1→59648.2	-12.73	stop_loss
06-24 15:08	BTC	Buy	62353.1→60816.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62483.1→60937.5	-12.82	stop_loss
06-24 14:13	BTC	Buy	62624.1→61082.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62689.1→61146.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62757.1→61211.3	-12.77	stop_loss
06-24 11:22	BTC	Buy	62504.1→62328.9	-1.87	timeout
06-24 10:23	BTC	Buy	62394.1→62528.9	+0.57	timeout
06-24 09:20	BTC	Buy	62421.1→62689.9	+1.63	timeout
06-24 08:19	BTC	Buy	62402.1→62667.9	+1.61	timeout
06-24 07:16	BTC	Buy	62983.1→62765.9	-2.23	timeout
06-23 08:17	BTC	Buy	63909.2→62332.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64285.2→62703.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64418.2→62832.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64465.2→62873.4	-12.82	stop_loss
06-23 06:20	BTC	Buy	64476.2→62888.4	-12.78	stop_loss
06-22 22:25	BTC	Buy	63703.2→64198.8	+3.44	timeout
06-22 21:26	BTC	Buy	63633.2→64249.8	+4.38	timeout
06-22 20:24	BTC	Buy	64089.2→64430.8	+2.18	timeout
06-22 18:20	BTC	Buy	63976.2→64633.8	+4.62	timeout
06-22 17:16	BTC	Buy	64153.2→64644.8	+3.38	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:21	BTC	Buy	63930.2→64048.8	+0.48	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63815.2→63967.8	+0.83	timeout
06-21 17:12	BTC	Buy	63895.2→64180.8	+1.84	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.18	timeout
06-20 20:11	BTC	Buy	63041.2→63934.8	+6.67	timeout
06-20 19:07	BTC	Buy	63021.2→63804.8	+5.78	timeout
06-20 18:03	BTC	Buy	63123.2→63884.8	+5.57	timeout
06-20 17:01	BTC	Buy	62933.1→63934.8	+7.47	timeout
06-19 20:00	BTC	Buy	62970.1→63014.8	-0.13	timeout
06-19 18:59	BTC	Buy	62679.1→63079.8	+2.72	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.36	timeout
06-19 16:54	BTC	Buy	62662.1→63057.8	+2.74	timeout
06-19 16:12	BTC	Buy	62638.1→63110.8	+3.33	timeout
06-18 15:57	BTC	Buy	63930.2→62357.7	-12.56	stop_loss
06-18 15:52	BTC	Buy	64066.2→62490.6	-12.47	stop_loss
06-18 15:40	BTC	Buy	64187.2→62601.6	-12.92	stop_loss
06-18 15:40	BTC	Buy	64324.2→62734.5	-12.92	stop_loss
06-18 15:38	BTC	Buy	64395.2→62809.4	-12.86	stop_loss
06-18 04:11	BTC	Buy	65362.3→63741.9	-12.85	stop_loss
06-17 19:50	BTC	Buy	65639.3→64015.8	-12.83	stop_loss
06-17 19:42	BTC	Buy	65724.3→64104.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65880.3→64255.6	-12.78	stop_loss
06-17 16:53	BTC	Buy	65688.3→65830.7	+0.58	timeout
06-17 15:51	BTC	Buy	65842.3→65756.7	-1.04	timeout
06-17 14:48	BTC	Buy	65628.3→64960.8	-5.54	timeout
06-16 23:10	BTC	Buy	66227.3→65735.7	-4.25	timeout
06-16 22:12	BTC	Buy	66424.3→65831.7	-5.00	timeout
06-16 14:43	BTC	Buy	66507.3→65615.7	-7.24	timeout
06-16 14:23	BTC	Buy	67162.4→65511	-12.82	stop_loss
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-15 22:43	BTC	Buy	65373.3→66256.7	+6.26	timeout
06-15 21:40	BTC	Buy	65371.3→66402.7	+7.38	timeout
06-15 13:20	BTC	Buy	64015.2→66827.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63933.2→66742.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63704.2→66516.7	+21.64	take_profit
06-14 22:20	BTC	Buy	64413.2→65158.7	+5.29	timeout
06-14 21:16	BTC	Buy	64245.2→64346.8	+0.32	timeout
06-14 20:11	BTC	Buy	64264.2→63795.8	-4.14	timeout
06-14 18:07	BTC	Buy	64053.2→63706.8	-3.25	timeout
06-14 17:02	BTC	Buy	63965.2→63923.8	-0.84	timeout
06-13 22:13	BTC	Buy	63492.2→64368.8	+6.42	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 20:03	BTC	Buy	63618.2→64246.8	+4.49	timeout
06-13 17:59	BTC	Buy	63844.2→63964.8	+0.48	timeout
06-13 16:52	BTC	Buy	63917.2→63904.8	-0.55	timeout
06-12 20:37	BTC	Buy	63294.2→63515.8	+1.28	timeout
06-12 19:32	BTC	Buy	63875.2→63641.8	-2.28	timeout
06-12 18:27	BTC	Buy	63408.2→63690.8	+1.76	timeout
06-12 17:21	BTC	Buy	62355.1→63810.8	+11.21	timeout
06-12 16:18	BTC	Buy	62785.1→63822.8	+7.77	timeout
06-11 19:48	BTC	Buy	61926.1→63658.8	+13.41	timeout
06-11 18:43	BTC	Buy	61749.1→63489.8	+13.52	timeout
06-11 17:40	BTC	Buy	61768.1→63238.8	+11.36	timeout
06-11 16:42	BTC	Buy	62251.1→62632.9	+2.52	timeout
06-11 15:38	BTC	Buy	62223.1→62819.9	+4.25	timeout
06-10 18:35	BTC	Buy	61727.1→61824.9	+0.29	timeout
06-10 17:33	BTC	Buy	61780.1→61761.9	-0.64	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

44%

win rate

-534.37

total pnl ($)

-65.7 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	162	44%	-65.7	-534.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…