deribit_basis_rising_change_fear_gate_long · strategy

112

closed trades

45%

win rate

-312.26

total pnl ($)

0.696

weight

7d window — n=25 wr=52% pnl=-87.14 · 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 04:30	BTC	Buy	60357→60141	-2.25	timeout
06-27 19:02	BTC	Buy	59691→60556	+6.82	timeout
06-27 16:56	BTC	Buy	60020→60782	+5.88	timeout
06-27 03:15	BTC	Buy	58850.9→60159	+10.66	timeout
06-26 17:39	BTC	Buy	59632→59981	+2.38	timeout
06-26 15:14	BTC	Buy	59041→59782	+5.80	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.72	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:55	BTC	Buy	59926→58446.8	-12.72	stop_loss
06-25 13:54	BTC	Buy	60174→58693.7	-12.69	stop_loss
06-24 14:17	BTC	Buy	62561.1→61022.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:30	BTC	Buy	62323.1→62489.9	+0.84	timeout
06-24 09:26	BTC	Buy	62452.1→62676.9	+1.28	timeout
06-24 07:19	BTC	Buy	62963.1→62728.9	-2.39	timeout
06-23 08:17	BTC	Buy	63995.2→62416.7	-12.80	stop_loss
06-23 06:22	BTC	Buy	64102.2→62525.6	-12.76	stop_loss
06-23 06:20	BTC	Buy	64411.2→62821.4	-12.80	stop_loss
06-22 20:50	BTC	Buy	63718.2→64423.8	+5.08	timeout
06-22 19:51	BTC	Buy	64182.2→64387.8	+1.12	timeout
06-22 18:48	BTC	Buy	64163.2→64441.8	+1.67	timeout
06-21 20:15	BTC	Buy	63929.2→64123.8	+1.07	timeout
06-21 19:18	BTC	Buy	63886.2→64155.8	+1.69	timeout
06-21 18:16	BTC	Buy	63837.2→63963.8	+0.61	timeout
06-20 19:21	BTC	Buy	63002.1→63861.8	+6.39	timeout
06-20 18:12	BTC	Buy	63117.2→63830.8	+5.20	timeout
06-20 17:12	BTC	Buy	62984.1→63888.8	+6.72	timeout
06-19 18:58	BTC	Buy	62670.1→63036.8	+2.45	timeout
06-19 17:55	BTC	Buy	62583.1→63153.8	+4.11	timeout
06-19 17:04	BTC	Buy	62508.1→62881.9	+2.54	timeout
06-18 15:51	BTC	Buy	64169.2→62591.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64225.2→62639.5	-12.53	stop_loss
06-18 15:40	BTC	Buy	64231.2→62650.5	-12.46	stop_loss
06-17 19:46	BTC	Buy	65682.3→64064.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65893.3→64264.6	-12.81	stop_loss
06-17 19:29	BTC	Buy	65912.3→64264.6	-12.95	stop_loss
06-17 16:45	BTC	Buy	65790.3→65940.7	+0.61	timeout
06-17 15:42	BTC	Buy	65850.3→65494.7	-3.13	timeout
06-17 14:40	BTC	Buy	65646.3→65091.7	-4.68	timeout
06-16 15:27	BTC	Buy	66653.3→65741.7	-7.44	timeout
06-16 14:18	BTC	Buy	66495.3→65835.7	-5.49	timeout
06-16 13:21	BTC	Buy	66822.3→66165.7	-5.45	timeout
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 12:55	BTC	Buy	63782.2→66582.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63730.2→66547.7	+21.67	take_profit
06-14 19:14	BTC	Buy	64177.2→63765.8	-3.71	timeout
06-14 18:11	BTC	Buy	64056.2→63689.8	-3.41	timeout
06-14 17:05	BTC	Buy	63941.2→63976.8	-0.24	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 17:29	BTC	Buy	63815.2→64063.8	+1.49	timeout
06-13 16:24	BTC	Buy	63769.2→63966.8	+1.15	timeout
06-12 18:00	BTC	Buy	63695.2→63841.8	+0.69	timeout
06-12 16:47	BTC	Buy	62606.1→63862.8	+9.54	timeout
06-12 15:41	BTC	Buy	62832.1→63856.8	+7.63	timeout
06-11 17:28	BTC	Buy	62004.1→62345.9	+2.22	timeout
06-11 16:28	BTC	Buy	62215.1→62587.9	+2.45	timeout
06-11 15:21	BTC	Buy	62174.1→62731.9	+3.94	timeout
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.37	timeout
06-10 15:56	BTC	Buy	61140.1→62641.9	+11.84	timeout
06-10 15:01	BTC	Buy	61403.1→62388.9	+7.54	timeout
06-09 14:11	BTC	Buy	63510.2→61942.9	-12.80	stop_loss
06-09 14:10	BTC	Buy	63610.2→62045.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63746.2→62173.8	-12.78	stop_loss
06-08 20:33	BTC	Buy	61788.1→63224.8	+11.13	timeout
06-08 17:24	BTC	Buy	62250.1→63481.8	+9.34	timeout
06-08 16:16	BTC	Buy	62174.1→63843.8	+12.90	timeout
06-07 20:02	BTC	Buy	60543→61311.9	+5.94	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 15:52	BTC	Buy	60796→62089.9	+10.17	timeout
06-06 19:12	BTC	Buy	59410→60706	+10.51	timeout
06-06 16:09	BTC	Buy	60018→60788	+5.98	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-05 18:44	BTC	Buy	61239.1→59733.1	-12.75	stop_loss
06-05 15:41	BTC	Buy	61516.1→59994	-12.81	stop_loss
06-05 13:56	BTC	Buy	62517.1→60977.4	-12.77	stop_loss
06-05 13:56	BTC	Buy	62525.1→60986.4	-12.76	stop_loss
06-05 06:24	BTC	Buy	62699.1→61153.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:03	BTC	Buy	63604.2→62032.9	-12.75	stop_loss
06-05 02:50	BTC	Buy	63543.2→62740.9	-6.72	timeout
06-04 10:48	BTC	Buy	63907.2→62335.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64419.2→62832.4	-12.76	stop_loss
06-04 02:04	BTC	Buy	62898.1→61351.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	65116.3→63515	-12.74	stop_loss
06-04 00:25	BTC	Buy	65512.3→63900.8	-12.75	stop_loss
06-03 23:02	BTC	Buy	66217.3→64751.8	-11.51	timeout
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 16:23	BTC	Buy	67354.4→65695.8	-12.79	stop_loss
06-03 03:44	BTC	Buy	67355.4→65697.8	-12.76	stop_loss
06-02 23:00	BTC	Buy	67871.4→66202.6	-12.74	stop_loss
06-02 14:23	BTC	Buy	69723.5→68007.6	-12.76	stop_loss
06-02 14:22	BTC	Buy	69876.5→68156.5	-12.77	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-01 22:37	BTC	Buy	72904.6→71109.9	-12.84	stop_loss
06-01 22:34	BTC	Buy	72971.6→71176.8	-12.84	stop_loss
06-01 22:26	BTC	Buy	73465.7→71242.8	-15.70	stop_loss
06-01 01:44	BTC	Buy	74058.7→73475.3	-4.48	timeout
05-31 23:47	BTC	Buy	73791.7→73588.3	-1.81	timeout
05-31 19:52	BTC	Buy	73995.7→73511.3	-3.71	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

45%

win rate

-312.26

total pnl ($)

-55.5 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%	-55.5	-312.26

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…