deribit_basis_momentum_fear_gate_long_v2 · strategy

161

closed trades

45%

win rate

-480.24

total pnl ($)

0.486

weight

7d window — n=36 wr=53% pnl=-102.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 00:45	BTC	Buy	59331→59779	+3.38	timeout
06-29 23:24	BTC	Buy	59353→60191	+6.64	timeout
06-29 22:14	BTC	Buy	59632→60407	+6.04	timeout
06-29 20:34	BTC	Buy	59650→60431	+5.95	timeout
06-29 18:51	BTC	Buy	59499→60209	+5.37	timeout
06-28 22:33	BTC	Buy	60119→59292	-7.35	timeout
06-28 21:28	BTC	Buy	60413→59709	-6.29	timeout
06-28 20:26	BTC	Buy	60236→59660	-5.22	timeout
06-28 19:24	BTC	Buy	60416→59477	-8.20	timeout
06-28 17:14	BTC	Buy	60545→59615	-8.11	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 17:49	BTC	Buy	59997→60558	+4.23	timeout
06-27 16:47	BTC	Buy	60095→60747	+4.96	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 14:29	BTC	Buy	59297→60024	+5.63	timeout
06-25 13:59	BTC	Buy	59464→57998.1	-12.70	stop_loss
06-25 13:58	BTC	Buy	59623→58156	-12.68	stop_loss
06-25 13:55	BTC	Buy	59930→58454.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60308→58777.7	-13.06	stop_loss
06-25 13:51	BTC	Buy	60686→59193.4	-12.69	stop_loss
06-24 16:51	BTC	Buy	61313.1→59805.1	-12.72	stop_loss
06-24 15:08	BTC	Buy	62328.1→60789.5	-12.78	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62697.1→61152.3	-12.77	stop_loss
06-24 13:46	BTC	Buy	62852.1→61305.3	-12.76	stop_loss
06-24 12:19	BTC	Buy	62411.1→62779.9	+2.50	timeout
06-24 10:58	BTC	Buy	62288.1→62436.9	+0.70	timeout
06-24 09:50	BTC	Buy	62352.1→62647.9	+1.84	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 07:38	BTC	Buy	62967.1→62602.9	-3.39	timeout
06-23 08:17	BTC	Buy	64012.2→62431.6	-12.82	stop_loss
06-23 06:22	BTC	Buy	64098.2→62521.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64127.2→62531.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64360.2→62776.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64381.2→62793.4	-12.79	stop_loss
06-23 01:03	BTC	Buy	64006.2→64165.8	+0.81	timeout
06-23 00:00	BTC	Buy	63331.2→63992.8	+4.80	timeout
06-22 21:52	BTC	Buy	63797.2→64230.8	+2.94	timeout
06-22 20:51	BTC	Buy	63727.2→64384.8	+4.69	timeout
06-22 18:47	BTC	Buy	64160.2→64412.8	+1.45	timeout
06-22 00:30	BTC	Buy	64239.2→63675.8	-4.86	timeout
06-21 23:02	BTC	Buy	64250.2→63619.8	-5.33	timeout
06-21 21:29	BTC	Buy	63911.2→63676.8	-2.29	timeout
06-21 20:21	BTC	Buy	63930.2→64048.8	+0.48	timeout
06-21 18:17	BTC	Buy	63815.2→63967.8	+0.83	timeout
06-20 22:49	BTC	Buy	63345.2→64257.8	+6.75	timeout
06-20 21:48	BTC	Buy	63099.2→64028.8	+6.93	timeout
06-20 20:47	BTC	Buy	63179.2→63867.8	+5.02	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 17:35	BTC	Buy	62998.1→63780.8	+5.74	timeout
06-19 20:00	BTC	Buy	62970.1→63014.8	-0.13	timeout
06-19 18:53	BTC	Buy	62753.1→62989.9	+1.41	timeout
06-19 17:53	BTC	Buy	62663.1→63191.8	+3.76	timeout
06-19 16:49	BTC	Buy	62683.1→63161.8	+3.40	timeout
06-19 16:09	BTC	Buy	62593.1→63102.8	+3.63	timeout
06-18 15:53	BTC	Buy	64063.2→62486.6	-12.58	stop_loss
06-18 15:40	BTC	Buy	64230.2→62649.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64278.2→62696.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64344.2→62759.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64472.2→62874.4	-12.81	stop_loss
06-18 04:11	BTC	Buy	65384.3→63741.9	-13.02	stop_loss
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.73	stop_loss
06-17 19:50	BTC	Buy	65663.3→64045.8	-12.78	stop_loss
06-17 19:29	BTC	Buy	65938.3→64313.6	-12.80	stop_loss
06-17 19:29	BTC	Buy	65987.3→64364.6	-12.75	stop_loss
06-17 15:26	BTC	Buy	65760.3→65374.7	-3.39	timeout
06-17 14:15	BTC	Buy	66011.3→65432.7	-4.84	timeout
06-17 01:18	BTC	Buy	66251.3→65658.7	-4.97	timeout
06-17 00:09	BTC	Buy	66358.3→65700.7	-5.49	timeout
06-16 22:46	BTC	Buy	66294.3→65653.7	-5.37	timeout
06-16 14:43	BTC	Buy	66507.3→65615.7	-7.24	timeout
06-16 13:44	BTC	Buy	66518.3→66107.7	-3.62	timeout
06-16 00:39	BTC	Buy	65504.3→66345.7	+6.02	timeout
06-15 23:09	BTC	Buy	65446.3→66210.7	+5.34	timeout
06-15 21:47	BTC	Buy	65289.3→66364.7	+7.73	timeout
06-15 13:20	BTC	Buy	64024.2→66838.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63703.2→66515.7	+21.64	take_profit
06-14 23:41	BTC	Buy	64450.2→65604.7	+8.47	timeout
06-14 22:38	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 17:29	BTC	Buy	64060.2→63875.8	-1.96	timeout
06-13 22:34	BTC	Buy	63471.2→64492.8	+7.57	timeout
06-13 21:32	BTC	Buy	63536.2→64245.8	+5.11	timeout
06-13 20:25	BTC	Buy	63512.2→64217.8	+5.10	timeout
06-13 19:26	BTC	Buy	63748.2→64156.8	+2.75	timeout
06-13 17:25	BTC	Buy	63793.2→64013.8	+1.28	timeout
06-12 20:56	BTC	Buy	63366.2→63403.8	-0.19	timeout
06-12 19:52	BTC	Buy	63637.2→63603.8	-0.73	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 19:37	BTC	Buy	61905.1→63730.8	+14.17	timeout
06-11 18:32	BTC	Buy	61941.1→63379.8	+11.03	timeout
06-11 17:28	BTC	Buy	61997.1→62364.9	+2.43	timeout

Paper vs Live

Paper (trades.jsonl)

161

closed

45%

win rate

-480.24

total pnl ($)

-59.4 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	161	45%	-59.4	-480.24

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 04:06	BTC	Buy	circuit_breaker
06-30 01:54	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…