deribit_basis_momentum_fear_gate_long_v3 · strategy

159

closed trades

44%

win rate

-508.12

total pnl ($)

0.250

weight

7d window — n=41 wr=46% pnl=-180.16 · 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 22:34	BTC	Buy	60119→59248	-7.71	timeout
06-28 21:31	BTC	Buy	60452→59688	-6.79	timeout
06-28 20:31	BTC	Buy	60238→59644	-5.38	timeout
06-28 17:35	BTC	Buy	60538→59471	-9.23	timeout
06-28 15:38	BTC	Buy	60915→59894	-8.84	timeout
06-27 19:36	BTC	Buy	59945→60132	+1.16	timeout
06-27 18:31	BTC	Buy	59768→60487	+5.58	timeout
06-27 17:30	BTC	Buy	60152→60549	+2.85	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.98	timeout
06-27 15:29	BTC	Buy	60191→60786	+4.50	timeout
06-26 18:31	BTC	Buy	59555→59775	+1.30	timeout
06-26 17:31	BTC	Buy	59545→60174	+4.72	timeout
06-26 16:28	BTC	Buy	59716→60039	+2.17	timeout
06-26 15:28	BTC	Buy	59227→60125	+7.08	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 13:59	BTC	Buy	59513→58049.1	-12.69	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:54	BTC	Buy	60135→58561.8	-13.49	stop_loss
06-25 13:51	BTC	Buy	60706→59209.4	-12.74	stop_loss
06-25 13:46	BTC	Buy	61070.1→59567.2	-12.73	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61121.1→59582.2	-13.02	stop_loss
06-24 15:08	BTC	Buy	62338.1→60789.5	-12.86	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62695.1→61149.4	-12.78	stop_loss
06-24 14:02	BTC	Buy	62702.1→61160.3	-12.74	stop_loss
06-24 11:50	BTC	Buy	62404.1→63004.8	+4.35	timeout
06-24 10:48	BTC	Buy	62242.1→62535.9	+1.86	timeout
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64210.2→62630.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64233.2→62645.5	-12.82	stop_loss
06-23 06:20	BTC	Buy	64386.2→62802.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64562.2→62973.3	-12.77	stop_loss
06-23 00:31	BTC	Buy	63779.2→63970.8	+1.08	timeout
06-22 21:20	BTC	Buy	63558.2→64330.8	+5.62	timeout
06-22 20:18	BTC	Buy	64061.2→64475.8	+2.75	timeout
06-22 19:16	BTC	Buy	64179.2→64355.8	+0.88	timeout
06-22 18:08	BTC	Buy	64016.2→64675.8	+4.65	timeout
06-22 00:25	BTC	Buy	64232.2→63611.8	-5.31	timeout
06-21 19:57	BTC	Buy	63903.2→64172.8	+1.67	timeout
06-21 18:42	BTC	Buy	63814.2→64129.8	+2.07	timeout
06-21 17:39	BTC	Buy	63833.2→64037.8	+1.24	timeout
06-21 16:25	BTC	Buy	64035.2→64187.8	+0.72	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:49	BTC	Buy	63010.2→63897.8	+6.62	timeout
06-20 17:56	BTC	Buy	63156.2→63842.8	+4.97	timeout
06-20 16:56	BTC	Buy	62909.1→63971.8	+7.94	timeout
06-20 15:52	BTC	Buy	63207.2→64093.8	+6.50	timeout
06-19 19:59	BTC	Buy	62954.1→62991.9	-0.18	timeout
06-19 18:59	BTC	Buy	62680.1→63080.8	+2.72	timeout
06-19 17:39	BTC	Buy	62537.1→63023.8	+3.44	timeout
06-19 16:39	BTC	Buy	62673.1→63279.8	+4.40	timeout
06-19 15:09	BTC	Buy	63639.2→63137.8	-4.29	timeout
06-18 15:53	BTC	Buy	64053.2→62468.6	-12.80	stop_loss
06-18 15:51	BTC	Buy	64098.2→62520.6	-12.72	stop_loss
06-18 15:51	BTC	Buy	64156.2→62573.6	-12.76	stop_loss
06-18 15:40	BTC	Buy	64342.2→62758.5	-12.74	stop_loss
06-18 14:31	BTC	Buy	65203.3→63807.8	-11.14	timeout
06-18 04:11	BTC	Buy	65355.3→63746.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65678.3→64061.7	-12.78	stop_loss
06-17 19:38	BTC	Buy	65853.3→64224.7	-12.85	stop_loss
06-17 19:29	BTC	Buy	65995.3→64372.6	-12.75	stop_loss
06-17 16:13	BTC	Buy	65776.3→65805.7	-0.17	timeout
06-17 15:11	BTC	Buy	65827.3→65076.7	-6.16	timeout
06-17 14:08	BTC	Buy	66055.3→65311.7	-6.11	timeout
06-17 01:08	BTC	Buy	66311.3→65766.7	-4.61	timeout
06-17 00:03	BTC	Buy	66252.3→65705.7	-4.61	timeout
06-16 14:33	BTC	Buy	66524.3→65343.7	-9.41	timeout
06-16 14:23	BTC	Buy	67109.4→65458	-12.83	stop_loss
06-16 13:37	BTC	Buy	66748.3→65904.7	-6.85	timeout
06-16 00:10	BTC	Buy	65743.3→66363.7	+4.34	timeout
06-15 23:07	BTC	Buy	65328.3→66178.7	+6.01	timeout
06-15 13:19	BTC	Buy	63996.2→66809.7	+21.55	take_profit
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63713.2→66514.7	+21.55	take_profit
06-14 22:37	BTC	Buy	64491.2→65387.7	+6.45	timeout
06-14 21:32	BTC	Buy	64252.2→64713.8	+3.11	timeout
06-14 20:11	BTC	Buy	64273.2→63794.8	-4.22	timeout
06-14 18:01	BTC	Buy	63986.2→63724.8	-2.58	timeout
06-14 16:55	BTC	Buy	63985.2→63917.8	-1.02	timeout
06-13 22:05	BTC	Buy	63515.2→64370.8	+6.26	timeout
06-13 21:05	BTC	Buy	63454.2→64286.8	+6.09	timeout
06-13 20:00	BTC	Buy	63586.2→64252.8	+4.79	timeout
06-13 17:11	BTC	Buy	63937.2→63950.8	-0.34	timeout
06-13 16:04	BTC	Buy	63700.2→64063.8	+2.42	timeout
06-12 20:28	BTC	Buy	63327.2→63486.8	+0.79	timeout
06-12 19:23	BTC	Buy	63667.2→63667.8	-0.46	timeout
06-12 18:18	BTC	Buy	63531.2→63694.8	+0.83	timeout
06-12 16:37	BTC	Buy	62772.1→63868.8	+8.24	timeout
06-12 15:37	BTC	Buy	62808.1→63991.8	+8.89	timeout
06-11 19:12	BTC	Buy	61765.1→63488.8	+13.37	timeout
06-11 18:06	BTC	Buy	62003.1→63389.8	+10.63	timeout
06-11 17:02	BTC	Buy	62290.1→62521.9	+1.34	timeout
06-11 16:01	BTC	Buy	62535.1→62749.9	+1.13	timeout
06-11 14:54	BTC	Buy	61904.1→62882.9	+7.36	timeout
06-10 19:07	BTC	Buy	61812.1→61865.9	-0.08	timeout
06-10 17:59	BTC	Buy	61674.1→61934.9	+1.63	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

44%

win rate

-508.12

total pnl ($)

-63.6 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	159	44%	-63.6	-508.12

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…