deribit_basis_p25_fear_gate_long · strategy

173

closed trades

43%

win rate

-550.68

total pnl ($)

0.250

weight

7d window — n=40 wr=45% pnl=-152.73 · 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 13:02	BTC	Buy	59737→58267.9	-12.74	stop_loss
06-30 13:02	BTC	Buy	59757→58286.9	-12.74	stop_loss
06-30 12:23	BTC	Buy	60306→58822.6	-12.73	stop_loss
06-29 21:57	BTC	Buy	59350→60503	+9.11	timeout
06-29 20:53	BTC	Buy	59643→60282	+4.76	timeout
06-29 19:45	BTC	Buy	59382→60452	+8.41	timeout
06-29 18:38	BTC	Buy	59601→60208	+4.49	timeout
06-29 17:26	BTC	Buy	59610→60432	+6.29	timeout
06-28 20:22	BTC	Buy	60277→59647	-5.65	timeout
06-28 19:20	BTC	Buy	60426→59411	-8.82	timeout
06-28 18:17	BTC	Buy	60529→59598	-8.11	timeout
06-28 17:12	BTC	Buy	60540→59542	-8.66	timeout
06-28 16:06	BTC	Buy	60783→59856	-8.12	timeout
06-27 19:24	BTC	Buy	59852→60403	+4.19	timeout
06-27 18:24	BTC	Buy	60008→60469	+3.41	timeout
06-27 17:22	BTC	Buy	60147→60541	+2.81	timeout
06-27 16:24	BTC	Buy	60048→60682	+4.87	timeout
06-27 15:24	BTC	Buy	60091→60714	+4.74	timeout
06-26 18:15	BTC	Buy	59413→60040	+4.73	timeout
06-26 17:15	BTC	Buy	59428→60148	+5.51	timeout
06-26 16:13	BTC	Buy	59710→60163	+3.25	timeout
06-26 15:10	BTC	Buy	59199→59907	+5.48	timeout
06-26 14:27	BTC	Buy	59375→60070	+5.35	timeout
06-25 13:58	BTC	Buy	59564→58097	-12.69	stop_loss
06-25 13:58	BTC	Buy	59613→58146	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60483→58993.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60621→59119.5	-12.77	stop_loss
06-24 17:20	BTC	Buy	60958→59458.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61172.1→59667.2	-12.73	stop_loss
06-24 15:30	BTC	Buy	62296.1→60762.6	-12.75	stop_loss
06-24 14:17	BTC	Buy	62599.1→61059.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62607.1→61067.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62828.1→61281.3	-12.76	stop_loss
06-24 11:01	BTC	Buy	62344.1→62446.9	+0.34	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62418.1→62771.9	+2.33	timeout
06-24 07:55	BTC	Buy	62900.1→62628.9	-2.66	timeout
06-24 06:54	BTC	Buy	62931.1→62751.9	-1.93	timeout
06-23 08:20	BTC	Buy	63892.2→62320.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64189.2→62604.6	-12.81	stop_loss
06-23 06:20	BTC	Buy	64403.2→62813.4	-12.81	stop_loss
06-23 06:20	BTC	Buy	64453.2→62865.4	-12.79	stop_loss
06-23 06:18	BTC	Buy	64582.2→62993.3	-12.77	stop_loss
06-22 22:25	BTC	Buy	63703.2→64198.8	+3.44	timeout
06-22 21:26	BTC	Buy	63633.2→64249.8	+4.38	timeout
06-22 20:25	BTC	Buy	64095.2→64399.8	+1.89	timeout
06-22 18:20	BTC	Buy	63976.2→64633.8	+4.62	timeout
06-22 17:16	BTC	Buy	64153.2→64644.8	+3.38	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 20:22	BTC	Buy	63924.2→64068.8	+0.68	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:18	BTC	Buy	63844.2→63983.8	+0.73	timeout
06-21 17:12	BTC	Buy	63895.2→64180.8	+1.84	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.19	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 19:07	BTC	Buy	63021.2→63804.8	+5.78	timeout
06-20 18:03	BTC	Buy	63123.2→63884.8	+5.57	timeout
06-20 17:02	BTC	Buy	62958.1→63938.8	+7.30	timeout
06-19 20:00	BTC	Buy	62970.1→63014.8	-0.13	timeout
06-19 18:59	BTC	Buy	62679.1→63079.8	+2.72	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-19 16:54	BTC	Buy	62662.1→63057.8	+2.74	timeout
06-19 16:13	BTC	Buy	62632.1→63241.8	+4.42	timeout
06-18 15:57	BTC	Buy	63909.2→62293.7	-12.92	stop_loss
06-18 15:57	BTC	Buy	63930.2→62357.7	-12.56	stop_loss
06-18 15:52	BTC	Buy	64066.2→62490.6	-12.47	stop_loss
06-18 15:40	BTC	Buy	64187.2→62608.5	-12.87	stop_loss
06-18 15:40	BTC	Buy	64324.2→62736.5	-12.91	stop_loss
06-18 05:02	BTC	Buy	65343.3→63735.9	-12.76	stop_loss
06-18 04:11	BTC	Buy	65347.3→63738.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65639.3→64015.8	-12.83	stop_loss
06-17 19:41	BTC	Buy	65779.3→64158.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65872.3→64251.6	-12.75	stop_loss
06-17 18:00	BTC	Buy	65961.3→65922.7	-0.85	timeout
06-17 16:54	BTC	Buy	65704.3→65862.7	+0.70	timeout
06-17 15:51	BTC	Buy	65842.3→65756.7	-1.04	timeout
06-17 14:48	BTC	Buy	65628.3→64960.8	-5.54	timeout
06-16 22:12	BTC	Buy	66424.3→65831.7	-5.00	timeout
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 14:23	BTC	Buy	67093.4→65438	-12.86	stop_loss
06-16 14:23	BTC	Buy	67178.4→65520.9	-12.86	stop_loss
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-15 21:40	BTC	Buy	65371.3→66402.7	+7.38	timeout
06-15 13:25	BTC	Buy	64077.2→66890.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64015.2→66828.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63932.2→66751.7	+21.62	take_profit
06-15 12:50	BTC	Buy	63704.2→66516.7	+21.64	take_profit
06-14 21:16	BTC	Buy	64245.2→64346.8	+0.32	timeout
06-14 20:11	BTC	Buy	64264.2→63795.8	-4.14	timeout
06-14 18:08	BTC	Buy	64042.2→63707.8	-3.16	timeout
06-14 17:03	BTC	Buy	63963.2→63938.8	-0.70	timeout
06-14 15:56	BTC	Buy	64297.2→64035.8	-2.48	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 20:03	BTC	Buy	63618.2→64246.8	+4.49	timeout
06-13 18:00	BTC	Buy	63855.2→63955.8	+0.32	timeout
06-13 16:53	BTC	Buy	63937.2→63956.8	-0.30	timeout
06-13 15:48	BTC	Buy	63732.2→64207.8	+3.26	timeout
06-12 19:32	BTC	Buy	63810.2→63626.8	-1.89	timeout

Paper vs Live

Paper (trades.jsonl)

173

closed

43%

win rate

-550.68

total pnl ($)

-63.4 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	173	43%	-63.4	-550.68

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:36	BTC	Buy	circuit_breaker
06-30 02:15	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…