deribit_basis_momentum_long_fear_gate · strategy

148

closed trades

46%

win rate

-279.54

total pnl ($)

0.726

weight

7d window — n=35 wr=43% pnl=-74.06 · 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 03:52	BTC	Buy	59827→59638	-1.99	timeout
06-30 02:24	BTC	Buy	59255→59893	+4.97	timeout
06-30 01:49	BTC	Buy	59399→59851	+3.39	timeout
06-29 14:05	BTC	Buy	60719→59225.4	-12.76	stop_loss
06-29 12:50	BTC	Buy	59333→59887	+4.15	timeout
06-29 11:53	BTC	Buy	59662→59779	+0.46	timeout
06-29 10:17	BTC	Buy	59561→60231	+5.10	timeout
06-28 10:47	BTC	Buy	60132→60105	-0.69	timeout
06-28 10:12	BTC	Buy	60114→60232	+0.52	timeout
06-28 09:24	BTC	Buy	60400→60308	-1.22	timeout
06-27 20:20	BTC	Buy	60429→60230	-2.07	timeout
06-27 19:38	BTC	Buy	60410→60118	-2.84	timeout
06-27 19:03	BTC	Buy	60312→60563	+1.64	timeout
06-27 04:35	BTC	Buy	60353→60379	-0.23	timeout
06-27 02:29	BTC	Buy	60093→60272	+1.03	timeout
06-27 01:57	BTC	Buy	60005→59911	-1.24	timeout
06-26 15:53	BTC	Buy	59785→60191	+2.91	timeout
06-26 13:19	BTC	Buy	59931→58453.8	-12.79	stop_loss
06-26 12:43	BTC	Buy	60388→58900.6	-12.78	stop_loss
06-26 03:31	BTC	Buy	59296→59006	-2.85	timeout
06-26 02:59	BTC	Buy	59469→58558.1	-8.08	timeout
06-26 02:27	BTC	Buy	59419→58678.1	-6.67	timeout
06-25 13:45	BTC	Buy	61300.1→59792.1	-12.73	stop_loss
06-25 13:44	BTC	Buy	61612.1→60096.9	-12.73	stop_loss
06-25 13:44	BTC	Buy	61652.1→60135.9	-12.73	stop_loss
06-25 05:34	BTC	Buy	59554→61611.9	+16.84	timeout
06-25 05:04	BTC	Buy	60017→61424.9	+11.29	timeout
06-25 04:32	BTC	Buy	60472→60820	+2.43	timeout
06-24 15:44	BTC	Buy	62007.1→60481.7	-12.74	stop_loss
06-24 13:34	BTC	Buy	63046.2→61989.9	-8.83	timeout
06-24 12:50	BTC	Buy	62996.1→62647.9	-3.22	timeout
06-24 12:19	BTC	Buy	62902.1→62786.9	-1.37	timeout
06-23 21:53	BTC	Buy	62375.1→62601.9	+1.38	timeout
06-23 21:15	BTC	Buy	62432.1→62516.9	+0.23	timeout
06-23 20:44	BTC	Buy	62370.1→62447.9	+0.17	timeout
06-23 00:43	BTC	Buy	65058.3→64038.8	-8.27	timeout
06-22 09:43	BTC	Buy	63862.2→64072.8	+1.16	timeout
06-22 06:44	BTC	Buy	64140.2→63997.8	-1.57	timeout
06-21 20:07	BTC	Buy	64094.2→64222.8	+0.56	timeout
06-21 06:00	BTC	Buy	63825.2→64216.8	+2.62	timeout
06-20 01:05	BTC	Buy	62873.1→63490.8	+4.47	timeout
06-19 20:31	BTC	Buy	62686.1→63069.8	+2.59	timeout
06-19 13:59	BTC	Buy	63001.1→63191.8	+1.11	timeout
06-18 15:20	BTC	Buy	64461.2→63370.8	-8.71	timeout
06-18 07:34	BTC	Buy	64425.2→64248.8	-1.83	timeout
06-17 19:43	BTC	Buy	65524.3→64171.8	-10.77	timeout
06-17 19:11	BTC	Buy	65665.3→65076.7	-4.95	timeout
06-17 18:38	BTC	Buy	65654.3→65479.7	-1.81	timeout
06-16 22:29	BTC	Buy	66633.3→65743.7	-7.17	timeout
06-16 20:54	BTC	Buy	66814.3→65832.7	-7.84	timeout
06-16 15:14	BTC	Buy	65773.3→65833.7	-0.03	timeout
06-16 10:04	BTC	Buy	66424.3→66490.7	+0.04	timeout
06-16 08:28	BTC	Buy	66568.3→66510.7	-0.86	timeout
06-16 02:56	BTC	Buy	66635.3→65697.7	-7.49	timeout
06-15 21:37	BTC	Buy	65536.3→66429.7	+6.34	timeout
06-15 19:48	BTC	Buy	65705.3→66574.7	+6.13	timeout
06-15 14:04	BTC	Buy	65472.3→66336.7	+6.16	timeout
06-15 08:38	BTC	Buy	64024.2→65699.7	+12.64	timeout
06-15 06:46	BTC	Buy	63764.2→65798.7	+15.50	timeout
06-15 00:59	BTC	Buy	64303.2→65604.7	+9.66	timeout
06-14 20:08	BTC	Buy	64417.2→63776.8	-5.44	timeout
06-14 18:07	BTC	Buy	64410.2→63704.8	-5.97	timeout
06-14 12:40	BTC	Buy	64544.2→64306.8	-2.29	timeout
06-14 07:50	BTC	Buy	64299.2→64391.8	+0.27	timeout
06-14 05:52	BTC	Buy	63980.2→64346.8	+2.42	timeout
06-14 00:29	BTC	Buy	63960.2→64465.8	+3.50	timeout
06-13 19:20	BTC	Buy	63704.2→64149.8	+3.05	timeout
06-13 17:09	BTC	Buy	63526.2→63987.8	+3.18	timeout
06-13 11:44	BTC	Buy	63502.2→63883.8	+2.51	timeout
06-13 06:52	BTC	Buy	63803.2→63699.8	-1.26	timeout
06-13 04:54	BTC	Buy	63924.2→63579.8	-3.14	timeout
06-12 23:38	BTC	Buy	63667.2→63444.8	-2.22	timeout
06-12 16:13	BTC	Buy	63470.2→63867.8	+2.66	timeout
06-12 15:38	BTC	Buy	63455.2→63861.8	+2.71	timeout
06-12 11:02	BTC	Buy	63417.2→63696.8	+1.72	timeout
06-12 02:43	BTC	Buy	62865.1→63559.8	+5.03	timeout
06-12 00:08	BTC	Buy	63015.2→63761.8	+5.42	timeout
06-11 22:18	BTC	Buy	62836.1→63610.8	+5.65	timeout
06-11 13:28	BTC	Buy	62132.1→62804.9	+4.91	timeout
06-11 11:14	BTC	Buy	61185.1→63148.8	+15.53	timeout
06-11 09:46	BTC	Buy	61623.1→62881.9	+9.70	timeout
06-10 22:16	BTC	Buy	61198.1→61122.9	-1.07	timeout
06-10 21:13	BTC	Buy	61159.1→61481.9	+2.18	timeout
06-10 20:42	BTC	Buy	61268.1→61819.9	+4.03	timeout
06-10 03:48	BTC	Buy	61258.1→62016.9	+5.81	timeout
06-10 03:15	BTC	Buy	61620.1→62016.9	+2.83	timeout
06-10 02:43	BTC	Buy	61348.1→62016.9	+5.06	timeout
06-09 14:46	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62819.1→61274.3	-12.75	stop_loss
06-09 14:36	BTC	Buy	62928.1→61379.2	-12.76	stop_loss
06-09 04:55	BTC	Buy	63508.2→63306.8	-2.03	timeout
06-09 03:48	BTC	Buy	63821.2→62734.9	-8.96	timeout
06-08 23:37	BTC	Buy	63810.2→63129.8	-5.79	timeout
06-08 12:42	BTC	Buy	63708.2→63398.8	-2.88	timeout
06-08 12:06	BTC	Buy	63231.2→62890.9	-3.15	timeout
06-08 11:33	BTC	Buy	63209.2→63562.8	+2.34	timeout
06-07 20:01	BTC	Buy	62387.1→61202.9	-9.92	timeout
06-07 19:26	BTC	Buy	62217.1→61372.9	-7.21	timeout
06-07 18:46	BTC	Buy	62129.1→62205.9	+0.19	timeout
06-07 07:27	BTC	Buy	60583→62169.9	+12.67	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

46%

win rate

-279.54

total pnl ($)

-37.6 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	148	46%	-37.6	-279.54

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 14:17	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…