deribit_basis_meanrev_fear_gate_long · strategy

156

closed trades

40%

win rate

-505.17

total pnl ($)

0.250

weight

7d window — n=44 wr=34% pnl=-221.52 · 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 02:50	BTC	Buy	60110→59703	-3.88	timeout
06-29 01:16	BTC	Buy	60055→59418	-5.79	timeout
06-28 21:36	BTC	Buy	60360→59691	-6.01	timeout
06-28 20:34	BTC	Buy	60240→59648	-5.36	timeout
06-28 19:34	BTC	Buy	60162→59590	-5.18	timeout
06-28 01:08	BTC	Buy	59955→60000	-0.07	timeout
06-27 23:34	BTC	Buy	59967→59970	-0.38	timeout
06-27 21:02	BTC	Buy	59704→60312	+4.70	timeout
06-27 19:54	BTC	Buy	59833→60170	+2.41	timeout
06-27 18:54	BTC	Buy	59628→60494	+6.83	timeout
06-26 20:25	BTC	Buy	59625→59740	+0.42	timeout
06-26 19:21	BTC	Buy	59228→59936	+5.40	timeout
06-26 18:21	BTC	Buy	59603→60007	+2.82	timeout
06-26 16:48	BTC	Buy	59276→60065	+6.11	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.74	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:59	BTC	Buy	59516→58052.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59774→58300.9	-12.70	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60786→59291.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60993→59482.3	-12.78	stop_loss
06-24 17:47	BTC	Buy	60600→59109.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60750→59252.4	-12.76	stop_loss
06-24 16:51	BTC	Buy	61313.1→59805.1	-12.73	stop_loss
06-24 15:56	BTC	Buy	61771.1→60250.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62426.1→60888.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62645.1→61103.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 10:18	BTC	Buy	62403.1→62590.9	+1.00	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-1.93	timeout
06-23 08:17	BTC	Buy	63986.2→62408.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64023.2→62445.6	-12.78	stop_loss
06-23 08:17	BTC	Buy	64044.2→62465.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64306.2→62722.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64474.2→62886.4	-12.77	stop_loss
06-23 02:42	BTC	Buy	64509.2→64187.8	-2.94	timeout
06-23 00:51	BTC	Buy	63732.2→64093.8	+2.40	timeout
06-22 23:48	BTC	Buy	63333.2→63963.8	+4.61	timeout
06-22 21:27	BTC	Buy	63700.2→64286.8	+4.15	timeout
06-22 17:58	BTC	Buy	64144.2→64596.8	+3.01	timeout
06-22 00:36	BTC	Buy	64271.2→63762.8	-4.43	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.51	timeout
06-21 22:26	BTC	Buy	64153.2→63697.8	-3.98	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 17:37	BTC	Buy	63803.2→64050.8	+1.57	timeout
06-20 23:05	BTC	Buy	63276.2→64263.8	+7.35	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 21:00	BTC	Buy	63207.2→63896.8	+5.02	timeout
06-20 19:14	BTC	Buy	63033.2→63863.8	+6.15	timeout
06-20 17:17	BTC	Buy	63031.2→63877.8	+6.24	timeout
06-19 20:59	BTC	Buy	63080.2→63234.8	+0.73	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:44	BTC	Buy	62753.1→63014.8	+1.62	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-19 15:41	BTC	Buy	62678.1→63190.8	+3.74	timeout
06-18 15:51	BTC	Buy	64160.2→62574.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64179.2→62599.6	-12.73	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64537.2→62950.4	-12.72	stop_loss
06-18 14:51	BTC	Buy	65105.3→63807.8	-10.41	timeout
06-18 08:46	BTC	Buy	64913.2→64447.8	-4.05	timeout
06-17 22:03	BTC	Buy	65518.3→63904.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65635.3→64010.8	-12.84	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.77	stop_loss
06-17 13:36	BTC	Buy	66003.3→65059.7	-7.64	timeout
06-17 08:38	BTC	Buy	66644.3→65000.2	-12.77	stop_loss
06-17 06:13	BTC	Buy	66158.3→65823.7	-3.01	timeout
06-17 05:11	BTC	Buy	65973.3→65763.7	-2.08	timeout
06-17 04:09	BTC	Buy	66156.3→65822.7	-3.02	timeout
06-16 13:08	BTC	Buy	66614.3→66297.7	-2.90	timeout
06-16 12:06	BTC	Buy	66181.3→66406.7	+1.17	timeout
06-16 05:25	BTC	Buy	65803.3→66050.7	+1.48	timeout
06-16 03:58	BTC	Buy	65881.3→66113.7	+1.35	timeout
06-16 02:16	BTC	Buy	65740.3→66073.7	+2.09	timeout
06-15 13:02	BTC	Buy	64362.2→66475.7	+15.99	timeout
06-15 11:57	BTC	Buy	64550.2→66212.7	+12.43	timeout
06-15 02:58	BTC	Buy	64473.2→65425.7	+6.90	timeout
06-15 01:05	BTC	Buy	64519.2→65357.7	+6.02	timeout
06-14 23:06	BTC	Buy	64424.2→65264.7	+6.03	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+2.10	timeout
06-14 11:33	BTC	Buy	63906.2→64585.8	+4.86	timeout
06-14 01:56	BTC	Buy	63786.2→64568.8	+5.71	timeout
06-14 00:55	BTC	Buy	63607.2→64526.8	+6.81	timeout
06-13 22:48	BTC	Buy	63503.2→64462.8	+7.08	timeout
06-13 09:54	BTC	Buy	63776.2→63719.8	-0.97	timeout
06-13 08:52	BTC	Buy	63433.2→63781.8	+2.22	timeout
06-13 00:12	BTC	Buy	63690.2→63550.8	-1.67	timeout
06-12 23:04	BTC	Buy	63394.2→63437.8	-0.16	timeout
06-12 22:00	BTC	Buy	63527.2→63518.8	-0.56	timeout
06-12 09:49	BTC	Buy	62901.1→63816.8	+6.74	timeout
06-12 08:48	BTC	Buy	62936.1→63394.8	+3.11	timeout
06-11 23:24	BTC	Buy	61420.1→63359.8	+15.21	timeout
06-11 20:03	BTC	Buy	61825.1→63608.8	+13.84	timeout
06-11 18:55	BTC	Buy	61792.1→63464.8	+12.95	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

Paper vs Live

Paper (trades.jsonl)

156

closed

40%

win rate

-505.17

total pnl ($)

-64.5 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	156	40%	-64.5	-505.17

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 03:01	BTC	Buy	circuit_breaker
06-28 22:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…