deribit_basis_low_threshold_fear_gate_long_v4 · strategy

closed trades

31%

win rate

-236.13

total pnl ($)

0.505

weight

7d window — n=14 wr=21% pnl=-121.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 04:53	BTC	Buy	59857→59848	-0.54	timeout
06-29 01:38	BTC	Buy	59254→59418	+0.76	timeout
06-28 22:26	BTC	Buy	59804→59323	-4.52	timeout
06-28 19:19	BTC	Buy	59204→59444	+1.65	timeout
06-28 16:18	BTC	Buy	59799→59861	+0.03	timeout
06-25 13:58	BTC	Buy	59624→58097	-13.18	stop_loss
06-25 13:53	BTC	Buy	60261→58714.7	-13.20	stop_loss
06-25 13:51	BTC	Buy	60727→59168.4	-13.23	stop_loss
06-25 13:48	BTC	Buy	60873→59315.4	-13.21	stop_loss
06-25 13:48	BTC	Buy	61030.1→59468.3	-13.19	stop_loss
06-24 15:37	BTC	Buy	62201.1→60607.6	-13.16	stop_loss
06-24 15:33	BTC	Buy	62226.1→60633.6	-13.24	stop_loss
06-24 14:19	BTC	Buy	62596.1→60966.5	-13.46	stop_loss
06-24 14:02	BTC	Buy	62766.1→61157.3	-13.26	stop_loss
06-18 05:05	BTC	Buy	65331.3→63658	-13.27	stop_loss
06-17 19:50	BTC	Buy	65702.3→64020.8	-13.29	stop_loss
06-17 11:02	BTC	Buy	66380.3→64678.4	-13.39	stop_loss
06-17 11:02	BTC	Buy	66401.3→64701.4	-13.39	stop_loss
06-17 08:39	BTC	Buy	66616.3→64911.3	-13.26	stop_loss
06-17 08:35	BTC	Buy	66793.3→65084.2	-13.21	stop_loss
06-15 15:47	BTC	Buy	64252.2→67149.6	+22.13	take_profit
06-15 15:46	BTC	Buy	64091.2→66968.7	+22.03	take_profit
06-15 13:24	BTC	Buy	63999.2→66872.7	+22.01	take_profit
06-15 13:16	BTC	Buy	63843.2→66709.7	+22.05	take_profit
06-15 00:28	BTC	Buy	63569.2→65729.7	+16.49	timeout
06-14 18:46	BTC	Buy	63509.2→63757.8	+1.24	timeout
06-13 18:12	BTC	Buy	61957.1→64048.8	+16.36	timeout
06-13 15:10	BTC	Buy	61942.1→64232.8	+17.93	timeout
06-13 08:16	BTC	Buy	61661.1→63782.8	+16.51	timeout
06-11 19:30	BTC	Buy	61091.1→63834.8	+21.83	take_profit
06-11 17:49	BTC	Buy	60856→63590.8	+21.81	take_profit
06-09 15:55	BTC	Buy	62704.1→61097.4	-13.30	stop_loss
06-09 14:44	BTC	Buy	62886.1→61274.3	-13.30	stop_loss
06-09 14:30	BTC	Buy	63049.2→61425.2	-13.34	stop_loss
06-09 14:30	BTC	Buy	63044.2→61425.2	-13.31	stop_loss
06-09 14:11	BTC	Buy	63563.2→61924.9	-13.34	stop_loss
06-07 22:14	BTC	Buy	61022.1→63761.8	+22.01	take_profit
06-07 22:14	BTC	Buy	60834→63565.8	+22.01	take_profit
06-07 22:14	BTC	Buy	60712→63437.8	+22.01	take_profit
06-07 22:14	BTC	Buy	60620→63341.8	+22.01	take_profit
06-07 22:14	BTC	Buy	60592→63312.8	+22.01	take_profit
06-06 04:21	BTC	Buy	61473.1→59899	-13.26	stop_loss
06-05 18:54	BTC	Buy	60650→59097.5	-13.26	stop_loss
06-05 18:54	BTC	Buy	60681→59128.5	-13.24	stop_loss
06-05 15:39	BTC	Buy	61717.1→60133.9	-13.26	stop_loss
06-05 14:04	BTC	Buy	62162.1→60569.7	-13.26	stop_loss
06-05 13:58	BTC	Buy	62325.1→60729.6	-13.26	stop_loss
06-05 13:51	BTC	Buy	62740.1→61134.4	-13.25	stop_loss
06-05 06:21	BTC	Buy	63185.2→61566.1	-13.23	stop_loss
06-05 06:03	BTC	Buy	63653.2→62022.9	-13.23	stop_loss
06-05 06:03	BTC	Buy	63712.2→62079.8	-13.24	stop_loss
06-05 03:11	BTC	Buy	63903.2→62267.7	-13.21	stop_loss
06-04 11:11	BTC	Buy	63777.2→62144.8	-13.23	stop_loss
06-04 11:11	BTC	Buy	63767.2→62134.8	-13.22	stop_loss
06-04 02:03	BTC	Buy	63208.2→61590.1	-13.25	stop_loss
06-04 00:29	BTC	Buy	64991.2→63328.2	-13.24	stop_loss
06-04 00:24	BTC	Buy	65629.3→63949.8	-13.24	stop_loss
06-03 23:03	BTC	Buy	66206.3→64489.5	-13.41	stop_loss
06-03 20:46	BTC	Buy	66740.3→65032.2	-13.30	stop_loss
06-03 19:54	BTC	Buy	67040.4→65324.1	-13.27	stop_loss
06-03 19:54	BTC	Buy	67122.4→65400	-13.32	stop_loss
06-03 03:50	BTC	Buy	67268.4→65545.9	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

31%

win rate

-236.13

total pnl ($)

-75.8 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	62	31%	-75.8	-236.13

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…