deribit_basis_regime_shift_fear_gate · strategy

closed trades

47%

win rate

-208.98

total pnl ($)

0.647

weight

7d window — n=26 wr=42% pnl=-87.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:41	BTC	Buy	59714→59489	-2.28	timeout
06-30 03:09	BTC	Buy	60054→59873	-1.89	timeout
06-29 21:11	BTC	Buy	59653→60324	+5.02	timeout
06-29 19:04	BTC	Buy	59439→60163	+5.49	timeout
06-29 16:54	BTC	Buy	59635→59824	+0.98	timeout
06-29 00:26	BTC	Buy	60131→59256	-7.78	timeout
06-28 22:21	BTC	Buy	60000→59293	-6.36	timeout
06-28 17:51	BTC	Buy	60581→59530	-9.10	timeout
06-28 15:47	BTC	Buy	60732→59903	-7.28	timeout
06-28 12:11	BTC	Buy	60275→60297	-0.31	timeout
06-27 20:58	BTC	Buy	59702→60240	+4.11	timeout
06-27 18:02	BTC	Buy	60040→60479	+3.22	timeout
06-27 16:04	BTC	Buy	60399→60778	+2.74	timeout
06-27 14:01	BTC	Buy	60085→60500	+3.00	timeout
06-27 10:20	BTC	Buy	59735→60437	+5.38	timeout
06-26 12:43	BTC	Buy	60524→59033.5	-12.77	stop_loss
06-26 02:13	BTC	Buy	60186→58698.7	-12.80	stop_loss
06-24 15:56	BTC	Buy	61824.1→60303.8	-12.74	stop_loss
06-24 15:08	BTC	Buy	62324.1→60790.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62519.1→60964.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62613.1→61073.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.74	stop_loss
06-24 12:50	BTC	Buy	62293.1→62730.9	+3.06	timeout
06-24 10:36	BTC	Buy	62290.1→62522.9	+1.38	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 06:42	BTC	Buy	62913.1→62806.9	-1.35	timeout
06-23 08:24	BTC	Buy	63822.2→62245.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.90	stop_loss
06-22 18:11	BTC	Buy	63977.2→64642.8	+4.69	timeout
06-22 12:35	BTC	Buy	63985.2→64918.8	+6.70	timeout
06-21 23:55	BTC	Buy	64282.2→63255.8	-8.44	timeout
06-21 21:56	BTC	Buy	63999.2→63744.8	-2.43	timeout
06-21 13:35	BTC	Buy	63339.2→63997.8	+4.82	timeout
06-21 11:26	BTC	Buy	63685.2→64289.8	+4.33	timeout
06-21 08:53	BTC	Buy	63378.2→63930.8	+3.76	timeout
06-20 20:50	BTC	Buy	63156.2→63866.8	+5.20	timeout
06-20 18:25	BTC	Buy	63120.2→63833.8	+5.21	timeout
06-20 11:51	BTC	Buy	62635.1→63753.8	+8.44	timeout
06-20 09:48	BTC	Buy	62374.1→63617.8	+9.42	timeout
06-20 07:43	BTC	Buy	62497.1→63718.8	+9.32	timeout
06-18 15:37	BTC	Buy	64446.2→62847.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64532.2→62943.4	-12.74	stop_loss
06-17 19:42	BTC	Buy	65733.3→64114.7	-12.79	stop_loss
06-17 18:17	BTC	Buy	66017.3→65361.7	-5.52	timeout
06-17 16:02	BTC	Buy	65898.3→65796.7	-1.16	timeout
06-17 08:45	BTC	Buy	66482.3→64847.3	-12.75	stop_loss
06-17 08:05	BTC	Buy	66348.3→65448.7	-7.19	timeout
06-14 03:39	BTC	Buy	63471.2→64466.8	+7.42	timeout
06-14 00:56	BTC	Buy	63612.2→64522.8	+6.74	timeout
06-13 22:31	BTC	Buy	63595.2→64497.8	+6.61	timeout
06-13 20:32	BTC	Buy	63533.2→64225.8	+4.99	timeout
06-13 15:59	BTC	Buy	63550.2→64297.8	+5.47	timeout
06-12 22:43	BTC	Buy	63493.2→63473.8	-0.65	timeout
06-12 20:43	BTC	Buy	63274.2→63529.8	+1.56	timeout
06-12 18:33	BTC	Buy	63438.2→63760.8	+2.08	timeout
06-12 15:46	BTC	Buy	62628.1→63890.8	+9.55	timeout
06-12 12:34	BTC	Buy	62750.1→63519.8	+5.61	timeout
06-11 21:46	BTC	Buy	61649.1→63536.8	+14.72	timeout
06-11 19:19	BTC	Buy	61744.1→63587.8	+14.34	timeout
06-11 17:16	BTC	Buy	62113.1→62449.9	+2.20	timeout
06-11 14:25	BTC	Buy	62018.1→62924.9	+6.76	timeout
06-11 08:51	BTC	Buy	61245.1→62961.9	+13.46	timeout
06-10 19:52	BTC	Buy	61962.1→61949.9	-0.62	timeout
06-10 17:48	BTC	Buy	61614.1→61970.9	+2.41	timeout
06-10 15:55	BTC	Buy	61103.1→62690.9	+12.56	timeout
06-09 15:55	BTC	Buy	62633.1→61089.4	-12.80	stop_loss
06-09 14:47	BTC	Buy	62649.1→61106.4	-12.76	stop_loss
06-09 04:51	BTC	Buy	62783.1→63306.8	+3.72	timeout
06-09 02:43	BTC	Buy	63036.2→62584.9	-4.02	timeout
06-07 11:12	BTC	Buy	60638→62476.9	+14.73	timeout
06-07 08:38	BTC	Buy	61331.1→62639.9	+10.24	timeout
06-07 06:23	BTC	Buy	61150.1→61832.9	+5.18	timeout
06-07 04:22	BTC	Buy	60000→61544.9	+12.42	timeout
06-06 20:01	BTC	Buy	60371→60585	+1.39	timeout
06-06 04:14	BTC	Buy	61576.1→60060.9	-12.76	stop_loss
06-05 06:22	BTC	Buy	62971.1→61422.2	-12.69	stop_loss
06-05 06:19	BTC	Buy	63323.2→61766	-12.72	stop_loss
06-05 06:16	BTC	Buy	63473.2→61906.9	-12.75	stop_loss
06-05 03:06	BTC	Buy	63870.2→62299.7	-12.72	stop_loss
06-05 03:04	BTC	Buy	63624.2→62528.9	-9.00	timeout
06-04 10:27	BTC	Buy	64193.2→62582.6	-12.97	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 20:55	BTC	Buy	66568.3→64931.3	-12.80	stop_loss
06-03 20:55	BTC	Buy	66619.3→64980.2	-12.80	stop_loss
06-03 16:27	BTC	Buy	67202.4→65546.9	-12.79	stop_loss
06-03 03:44	BTC	Buy	67358.4→65701.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65813.8	-12.80	stop_loss
06-03 03:32	BTC	Buy	67693.4→66026.7	-12.77	stop_loss
06-02 12:06	BTC	Buy	70979.5→69232.9	-12.81	stop_loss
05-29 21:45	BTC	Buy	73843.7→73567.3	-2.36	timeout
05-29 10:57	BTC	Buy	73416.7→73639.3	+1.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-208.98

total pnl ($)

-44.6 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	93	47%	-44.6	-208.98

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…