deribit_basis_rise_fear_gate_long · strategy

112

closed trades

45%

win rate

-266.19

total pnl ($)

0.677

weight

7d window — n=24 wr=42% pnl=-93.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 04:26	BTC	Buy	60208→59953	-2.59	timeout
06-28 21:53	BTC	Buy	60186→59350	-7.40	timeout
06-28 17:22	BTC	Buy	60547→59610	-8.16	timeout
06-28 03:42	BTC	Buy	60300→60173	-1.50	timeout
06-27 18:27	BTC	Buy	59904→60455	+4.17	timeout
06-27 16:22	BTC	Buy	60020→60700	+5.26	timeout
06-27 02:48	BTC	Buy	58651.9→60273	+13.36	timeout
06-26 17:12	BTC	Buy	59313→60203	+6.96	timeout
06-26 15:07	BTC	Buy	59269→59740	+3.47	timeout
06-26 02:16	BTC	Buy	59975→58487.8	-12.84	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:55	BTC	Buy	59930→58453.8	-12.69	stop_loss
06-25 13:48	BTC	Buy	60933→59422.3	-12.79	stop_loss
06-24 15:56	BTC	Buy	61764.1→60244.8	-12.74	stop_loss
06-24 14:02	BTC	Buy	62688.1→61146.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
06-24 11:23	BTC	Buy	62519.1→62322.9	-2.04	timeout
06-24 10:16	BTC	Buy	62409.1→62551.9	+0.64	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.65	timeout
06-23 08:17	BTC	Buy	63924.2→62343.7	-12.82	stop_loss
06-23 08:17	BTC	Buy	63966.2→62392.7	-12.76	stop_loss
06-22 21:37	BTC	Buy	63697.2→64297.8	+4.26	timeout
06-22 20:36	BTC	Buy	64033.2→64400.8	+2.40	timeout
06-22 18:57	BTC	Buy	64149.2→64334.8	+0.95	timeout
06-21 20:05	BTC	Buy	63908.2→64173.8	+1.64	timeout
06-21 19:03	BTC	Buy	63826.2→64187.8	+2.43	timeout
06-21 18:00	BTC	Buy	63834.2→64119.8	+1.87	timeout
06-20 19:31	BTC	Buy	62971.1→63860.8	+6.63	timeout
06-20 18:30	BTC	Buy	63059.2→63833.8	+5.70	timeout
06-20 17:17	BTC	Buy	63035.2→63888.8	+6.29	timeout
06-19 18:36	BTC	Buy	62792.1→63095.8	+1.95	timeout
06-19 17:28	BTC	Buy	62339.1→62877.9	+3.87	timeout
06-19 16:14	BTC	Buy	62637.1→63344.8	+5.19	timeout
06-18 15:40	BTC	Buy	64266.2→62683.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64333.2→62749.5	-12.50	stop_loss
06-18 14:52	BTC	Buy	65188.3→63583	-12.74	stop_loss
06-17 19:42	BTC	Buy	65711.3→64092.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65896.3→64246.6	-12.97	stop_loss
06-17 16:25	BTC	Buy	65771.3→65943.7	+0.90	timeout
06-17 15:25	BTC	Buy	65761.3→65351.7	-3.57	timeout
06-17 14:23	BTC	Buy	65633.3→65177.7	-3.93	timeout
06-16 15:00	BTC	Buy	66597.3→65624.7	-7.84	timeout
06-16 14:23	BTC	Buy	67118.4→65464	-12.85	stop_loss
06-16 13:50	BTC	Buy	66586.3→66178.7	-3.59	timeout
06-15 13:20	BTC	Buy	64020.2→66830.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63764.2→66563.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-14 20:14	BTC	Buy	64247.2→63797.8	-3.99	timeout
06-14 19:11	BTC	Buy	64157.2→63772.8	-3.52	timeout
06-14 18:08	BTC	Buy	64054.2→63690.8	-3.39	timeout
06-13 19:14	BTC	Buy	63695.2→64152.8	+3.14	timeout
06-13 18:16	BTC	Buy	63799.2→64051.8	+1.50	timeout
06-13 17:13	BTC	Buy	63855.2→63951.8	+0.31	timeout
06-12 18:14	BTC	Buy	63430.2→63832.8	+2.71	timeout
06-12 17:08	BTC	Buy	62488.1→64010.8	+11.69	timeout
06-12 16:00	BTC	Buy	62720.1→63566.8	+6.22	timeout
06-11 17:33	BTC	Buy	61765.1→63328.8	+12.12	timeout
06-11 16:32	BTC	Buy	62224.1→62570.9	+2.22	timeout
06-11 15:08	BTC	Buy	61966.1→62761.9	+5.88	timeout
06-10 16:41	BTC	Buy	60977→62265.9	+10.03	timeout
06-10 15:46	BTC	Buy	61238.1→62446.9	+9.37	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 14:35	BTC	Buy	62943.1→61393.2	-12.77	stop_loss
06-09 14:29	BTC	Buy	63117.2→61564.1	-12.77	stop_loss
06-09 14:11	BTC	Buy	63513.2→61950.9	-12.76	stop_loss
06-09 08:11	BTC	Buy	63110.2→62747.9	-3.34	timeout
06-08 22:17	BTC	Buy	63319.2→63243.8	-1.08	timeout
06-08 17:46	BTC	Buy	62228.1→63395.8	+8.83	timeout
06-08 06:38	BTC	Buy	62083.1→62920.9	+6.28	timeout
06-07 21:19	BTC	Buy	60857→61827.9	+7.55	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 04:30	BTC	Buy	59985→61530.9	+12.44	timeout
06-06 20:17	BTC	Buy	60715→60518	-2.00	timeout
06-06 16:12	BTC	Buy	59773→60748	+7.75	timeout
06-06 04:11	BTC	Buy	61780.1→60254.8	-12.80	stop_loss
06-05 21:04	BTC	Buy	59306→61909.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61024.1→59523.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61695.1→60177.9	-12.73	stop_loss
06-05 13:56	BTC	Buy	62525.1→60986.4	-12.76	stop_loss
06-05 13:56	BTC	Buy	62544.1→61006.4	-12.74	stop_loss
06-05 06:24	BTC	Buy	62699.1→61157.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 05:22	BTC	Buy	63628.2→63341.8	-2.64	timeout
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.29	timeout
06-04 09:29	BTC	Buy	64346.2→62762.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64239.2→62659.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65351.3→63743.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66429.3→64781.4	-12.89	stop_loss
06-03 20:43	BTC	Buy	66784.3→65142.2	-12.80	stop_loss
06-03 16:24	BTC	Buy	67284.4→65629.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67097.4→65444	-12.77	stop_loss
06-03 03:49	BTC	Buy	67311.4→65654.9	-12.76	stop_loss
06-02 13:15	BTC	Buy	70560.5→68804.1	-12.96	stop_loss
06-02 12:59	BTC	Buy	70716.5→68972	-12.83	stop_loss
06-02 12:17	BTC	Buy	70946.5→69201.9	-12.80	stop_loss
06-01 01:43	BTC	Buy	74057.7→73511.3	-4.23	timeout
05-31 23:47	BTC	Buy	73791.7→73588.3	-1.81	timeout
05-31 21:32	BTC	Buy	73963.7→73600.3	-2.91	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

45%

win rate

-266.19

total pnl ($)

-47.2 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	112	45%	-47.2	-266.19

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…