deribit_basis_momentum_fear_gate_long · strategy

closed trades

46%

win rate

-211.51

total pnl ($)

1.509

weight

7d window — n=10 wr=100% pnl=+42.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:30	BTC	Buy	59727→60231	+3.83	timeout
06-27 19:22	BTC	Buy	59917→60411	+3.71	timeout
06-27 18:19	BTC	Buy	59993→60486	+3.67	timeout
06-27 17:12	BTC	Buy	60189→60548	+2.52	timeout
06-27 16:09	BTC	Buy	60225→60776	+4.17	timeout
06-26 19:15	BTC	Buy	59207→59942	+5.63	timeout
06-26 18:09	BTC	Buy	59647→60078	+3.05	timeout
06-26 17:09	BTC	Buy	59193→60183	+7.83	timeout
06-26 16:04	BTC	Buy	59500→60362	+6.71	timeout
06-26 15:00	BTC	Buy	59402→59594	+1.12	timeout
06-18 15:40	BTC	Buy	64187.2→62606.5	-12.73	stop_loss
06-17 14:23	BTC	Buy	65591.3→65208.7	-3.38	timeout
06-17 08:04	BTC	Buy	66339.3→65466.7	-6.96	timeout
06-17 03:47	BTC	Buy	66121.3→65740.7	-3.37	timeout
06-17 00:04	BTC	Buy	66281.3→65670.7	-5.13	timeout
06-16 22:45	BTC	Buy	66264.3→65686.7	-4.90	timeout
06-16 13:25	BTC	Buy	66905.3→66090.7	-6.62	timeout
06-16 07:17	BTC	Buy	65859.3→66369.7	+3.51	timeout
06-16 02:25	BTC	Buy	65664.3→65988.7	+2.02	timeout
06-15 23:51	BTC	Buy	65671.3→66289.7	+4.21	timeout
06-15 21:47	BTC	Buy	65288.3→66365.7	+7.75	timeout
06-15 12:50	BTC	Buy	63708.2→66513.7	+21.58	take_profit
06-15 01:30	BTC	Buy	64613.2→65377.7	+5.44	timeout
06-15 00:07	BTC	Buy	64431.2→65720.7	+9.56	timeout
06-14 23:01	BTC	Buy	64441.2→65358.7	+6.62	timeout
06-14 20:48	BTC	Buy	64226.2→64014.8	-2.13	timeout
06-14 17:24	BTC	Buy	64020.2→63915.8	-1.33	timeout
06-13 23:03	BTC	Buy	63439.2→64428.8	+7.32	timeout
06-13 21:58	BTC	Buy	63456.2→64488.8	+7.66	timeout
06-13 20:57	BTC	Buy	63450.2→64250.8	+5.84	timeout
06-13 19:50	BTC	Buy	63613.2→64310.8	+5.03	timeout
06-13 16:45	BTC	Buy	63863.2→64041.8	+0.95	timeout
06-12 22:07	BTC	Buy	63610.2→63517.8	-1.22	timeout
06-12 21:04	BTC	Buy	63428.2→63421.8	-0.52	timeout
06-12 20:00	BTC	Buy	63583.2→63579.8	-0.48	timeout
06-12 18:54	BTC	Buy	63505.2→63777.8	+1.68	timeout
06-12 16:26	BTC	Buy	62606.1→63889.8	+9.76	timeout
06-11 18:20	BTC	Buy	61936.1→63527.8	+12.28	timeout
06-11 17:16	BTC	Buy	62137.1→62454.9	+2.04	timeout
06-11 16:17	BTC	Buy	62398.1→62776.9	+2.49	timeout
06-11 14:55	BTC	Buy	61943.1→62889.9	+7.10	timeout
06-11 13:54	BTC	Buy	62181.1→63196.8	+7.61	timeout
06-10 17:38	BTC	Buy	61723.1→61746.9	-0.30	timeout
06-10 16:37	BTC	Buy	61290.1→62359.9	+8.20	timeout
06-10 15:34	BTC	Buy	61352.1→62327.9	+7.45	timeout
06-10 14:40	BTC	Buy	61448.1→61967.9	+3.75	timeout
06-10 13:39	BTC	Buy	62225.1→62072.9	-1.68	timeout
06-09 14:17	BTC	Buy	63371.2→61809	-12.78	stop_loss
06-09 14:17	BTC	Buy	63377.2→61818	-12.75	stop_loss
06-09 14:16	BTC	Buy	63464.2→61899.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63492.2→61929.9	-12.75	stop_loss
06-09 13:23	BTC	Buy	63828.2→62258.7	-12.73	stop_loss
06-08 14:42	BTC	Buy	61981.1→63840.8	+14.52	timeout
06-08 13:24	BTC	Buy	61715.1→63723.8	+15.78	timeout
06-08 12:24	BTC	Buy	61935.1→62904.9	+7.37	timeout
06-08 08:07	BTC	Buy	62286.1→63090.8	+5.93	timeout
06-08 06:52	BTC	Buy	62132.1→62966.9	+6.25	timeout
06-07 06:22	BTC	Buy	61194.1→61817.9	+4.70	timeout
06-07 05:22	BTC	Buy	60698→61806.9	+8.71	timeout
06-07 04:22	BTC	Buy	59967→61541.9	+12.68	timeout
06-06 20:07	BTC	Buy	60242→60531	+2.02	timeout
06-06 19:06	BTC	Buy	59442→60627	+9.58	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-06 04:20	BTC	Buy	61445.1→59934	-12.75	stop_loss
06-06 04:11	BTC	Buy	61778.1→60258.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60854→59357.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61401.1→59891	-12.75	stop_loss
06-05 14:26	BTC	Buy	61919.1→60389.8	-12.80	stop_loss
06-05 14:04	BTC	Buy	62024.1→60495.7	-12.77	stop_loss
06-05 13:56	BTC	Buy	62513.1→60975.4	-12.75	stop_loss
06-05 13:52	BTC	Buy	62589.1→61049.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62916.1→61369.2	-12.75	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-05 02:29	BTC	Buy	62939.1→62686.9	-2.44	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64076.2→62499.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64323.2→62735.5	-12.79	stop_loss
06-04 09:26	BTC	Buy	64436.2→62845.4	-12.79	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:24	BTC	Buy	65528.3→63916.8	-12.74	stop_loss
06-03 23:51	BTC	Buy	65760.3→64140.7	-12.76	stop_loss
06-03 23:38	BTC	Buy	65837.3→64217.7	-12.76	stop_loss
06-03 20:55	BTC	Buy	66377.3→64734.4	-12.84	stop_loss
06-03 19:55	BTC	Buy	66815.3→65167.1	-12.80	stop_loss
06-03 19:52	BTC	Buy	67116.4→65464	-12.79	stop_loss
06-02 14:03	BTC	Buy	70360.5→68588.3	-13.06	stop_loss
06-02 12:31	BTC	Buy	70899.5→69155.9	-12.79	stop_loss
05-30 08:42	BTC	Buy	73783.7→73493.3	-2.46	timeout
05-30 07:51	BTC	Buy	73399.7→73491.3	+0.13	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-211.51

total pnl ($)

-44.2 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	95	46%	-44.2	-211.51

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…