deribit_basis_low_threshold_long_fear_gate_v2 · strategy

105

closed trades

42%

win rate

-260.15

total pnl ($)

0.569

weight

7d window — n=21 wr=38% pnl=-109.19 · 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 01:11	BTC	Buy	59953→59981	-0.21	timeout
06-28 00:08	BTC	Buy	60105→60090	-0.51	timeout
06-27 21:54	BTC	Buy	59953→60159	+1.33	timeout
06-27 16:29	BTC	Buy	60013→60685	+5.18	timeout
06-26 18:55	BTC	Buy	59496→59587	+0.19	timeout
06-26 17:51	BTC	Buy	59436→59958	+3.83	timeout
06-26 16:47	BTC	Buy	59125→60079	+7.53	timeout
06-26 15:36	BTC	Buy	59372→60258	+6.93	timeout
06-26 14:50	BTC	Buy	59492→59776	+1.89	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59715→58245.9	-12.66	stop_loss
06-25 13:57	BTC	Buy	59781→58309.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59826→58354.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60351→58866.6	-12.65	stop_loss
06-24 17:20	BTC	Buy	60976→59472.3	-12.77	stop_loss
06-24 14:17	BTC	Buy	62549.1→61009.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62576.1→61017.4	-12.85	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.73	stop_loss
06-24 14:06	BTC	Buy	62434.1→61337.9	-9.18	timeout
06-24 13:48	BTC	Buy	62782.1→61235.3	-12.76	stop_loss
06-24 08:20	BTC	Buy	62440.1→62626.9	+0.97	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-17 02:21	BTC	Buy	66023.3→65905.7	-1.37	timeout
06-16 14:45	BTC	Buy	66554.3→65712.7	-6.86	timeout
06-16 13:46	BTC	Buy	66557.3→66105.7	-3.93	timeout
06-16 12:42	BTC	Buy	66447.3→66466.7	-0.38	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-16 01:56	BTC	Buy	65480.3→66305.7	+5.86	timeout
06-15 13:20	BTC	Buy	64016.2→66827.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63789.2→66590.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66254.7	+13.57	timeout
06-15 11:05	BTC	Buy	64453.2→65931.7	+11.02	timeout
06-15 01:31	BTC	Buy	64587.2→65383.7	+5.69	timeout
06-14 20:13	BTC	Buy	64247.2→63794.8	-4.02	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:43	BTC	Buy	63847.2→64586.8	+5.32	timeout
06-14 01:10	BTC	Buy	63634.2→64625.8	+7.38	timeout
06-13 19:28	BTC	Buy	63726.2→64129.8	+2.71	timeout
06-13 18:27	BTC	Buy	63720.2→64141.8	+2.84	timeout
06-13 11:02	BTC	Buy	63696.2→63833.8	+0.53	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-13 00:19	BTC	Buy	63643.2→63538.8	-1.39	timeout
06-12 19:00	BTC	Buy	63412.2→63662.8	+1.51	timeout
06-12 17:54	BTC	Buy	63443.2→63828.8	+2.57	timeout
06-12 10:13	BTC	Buy	62901.1→63738.8	+6.11	timeout
06-12 09:15	BTC	Buy	62821.1→63528.8	+5.11	timeout
06-11 20:15	BTC	Buy	61786.1→63503.8	+13.32	timeout
06-11 18:20	BTC	Buy	61935.1→63540.8	+12.38	timeout
06-11 17:19	BTC	Buy	62112.1→62385.9	+1.67	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 18:52	BTC	Buy	61684.1→61694.9	-0.41	timeout
06-10 17:41	BTC	Buy	61785.1→61668.9	-1.43	timeout
06-10 16:40	BTC	Buy	60861→62319.9	+11.46	timeout
06-09 14:29	BTC	Buy	63129.2→61576.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61958.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63769.2→62199.8	-12.74	stop_loss
06-09 13:36	BTC	Buy	63776.2→62207.8	-12.73	stop_loss
06-09 07:51	BTC	Buy	63241.2→63158.8	-1.16	timeout
06-08 21:16	BTC	Buy	61890.1→63707.8	+14.20	timeout
06-08 18:00	BTC	Buy	62140.1→63531.8	+10.65	timeout
06-08 16:54	BTC	Buy	62177.1→63537.8	+10.40	timeout
06-08 13:42	BTC	Buy	61718.1→63565.8	+14.47	timeout
06-08 06:52	BTC	Buy	62139.1→62979.9	+6.30	timeout
06-07 20:20	BTC	Buy	60535→61557.9	+8.03	timeout
06-07 17:13	BTC	Buy	60680→62251.9	+12.53	timeout
06-07 16:06	BTC	Buy	60755→61947.9	+9.31	timeout
06-07 12:57	BTC	Buy	61011.1→61862.9	+6.51	timeout
06-07 06:06	BTC	Buy	61044.1→61618.9	+4.31	timeout
06-06 20:09	BTC	Buy	60736→60538	-2.01	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61436.1→59918	-12.81	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61218.1→59712.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 06:24	BTC	Buy	62704.1→61161.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62732.1→61173.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62865.1→61319.3	-12.73	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:24	BTC	Buy	62757.1→63227.8	+3.34	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63038.3	-12.79	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 20:50	BTC	Buy	66649.3→65009.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66896.3→65242.1	-12.85	stop_loss
06-03 19:54	BTC	Buy	67019.4→65371	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

42%

win rate

-260.15

total pnl ($)

-49.2 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	105	42%	-49.2	-260.15

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 02:55	BTC	Buy	circuit_breaker
06-28 01:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…