deribit_basis_roll_change_fear_gated_long · strategy

110

closed trades

44%

win rate

-295.20

total pnl ($)

0.975

weight

7d window — n=21 wr=57% pnl=-43.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:08	BTC	Buy	60058→60479	+3.08	timeout
06-27 16:59	BTC	Buy	60018→60780	+5.87	timeout
06-27 15:57	BTC	Buy	60298→60782	+3.63	timeout
06-26 16:12	BTC	Buy	59665→60137	+3.40	timeout
06-26 15:07	BTC	Buy	59299→59754	+3.34	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-25 13:57	BTC	Buy	59743→58270.9	-12.70	stop_loss
06-25 13:55	BTC	Buy	59884→58410.9	-12.67	stop_loss
06-25 13:48	BTC	Buy	60747→59250.4	-12.71	stop_loss
06-24 15:49	BTC	Buy	61832.1→60307.8	-12.77	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 11:23	BTC	Buy	62543.1→62317.9	-2.27	timeout
06-24 10:16	BTC	Buy	62417.1→62556.9	+0.61	timeout
06-24 09:13	BTC	Buy	62405.1→62722.9	+2.02	timeout
06-23 08:17	BTC	Buy	63968.2→62394.7	-12.77	stop_loss
06-22 22:32	BTC	Buy	63663.2→63948.8	+1.79	timeout
06-22 21:22	BTC	Buy	63668.2→64296.8	+4.48	timeout
06-22 19:09	BTC	Buy	64134.2→64317.8	+0.93	timeout
06-21 21:46	BTC	Buy	63973.2→63805.8	-1.76	timeout
06-21 20:46	BTC	Buy	63866.2→63911.8	-0.10	timeout
06-21 18:33	BTC	Buy	63823.2→64105.8	+1.81	timeout
06-20 21:01	BTC	Buy	63187.2→63919.8	+5.36	timeout
06-20 19:44	BTC	Buy	62994.1→63910.8	+6.85	timeout
06-20 17:37	BTC	Buy	62995.1→63805.8	+5.97	timeout
06-19 20:24	BTC	Buy	63103.2→62987.9	-1.40	timeout
06-19 19:23	BTC	Buy	62743.1→62983.9	+1.44	timeout
06-19 17:06	BTC	Buy	62545.1→62977.9	+3.01	timeout
06-18 15:40	BTC	Buy	64296.2→62713.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64361.2→62775.5	-12.53	stop_loss
06-18 14:52	BTC	Buy	65216.3→63744.8	-11.72	timeout
06-17 19:42	BTC	Buy	65701.3→64085.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.75	stop_loss
06-17 16:19	BTC	Buy	65737.3→65908.7	+0.89	timeout
06-17 15:19	BTC	Buy	65816.3→65199.7	-5.14	timeout
06-17 14:17	BTC	Buy	65838.3→65309.7	-4.48	timeout
06-16 14:51	BTC	Buy	66603.3→65644.7	-7.73	timeout
06-16 14:23	BTC	Buy	67110.4→65460	-12.82	stop_loss
06-16 13:50	BTC	Buy	66593.3→66106.7	-4.19	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63713.2→66511.7	+21.52	take_profit
06-14 20:26	BTC	Buy	64226.2→63893.8	-3.08	timeout
06-14 18:21	BTC	Buy	64070.2→63669.8	-3.68	timeout
06-14 17:18	BTC	Buy	63987.2→63928.8	-0.98	timeout
06-13 19:20	BTC	Buy	63688.2→64148.8	+3.16	timeout
06-13 18:18	BTC	Buy	63697.2→64067.8	+2.43	timeout
06-13 16:15	BTC	Buy	63846.2→64059.8	+1.27	timeout
06-12 19:07	BTC	Buy	63467.2→63662.8	+1.08	timeout
06-12 18:00	BTC	Buy	63610.2→63848.8	+1.41	timeout
06-12 15:41	BTC	Buy	62825.1→63860.8	+7.71	timeout
06-11 17:30	BTC	Buy	61848.1→62996.8	+8.75	timeout
06-11 16:31	BTC	Buy	62194.1→62573.9	+2.53	timeout
06-11 15:09	BTC	Buy	61990.1→62781.9	+5.84	timeout
06-10 16:20	BTC	Buy	60851→62300.9	+11.38	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61703.1→61931.9	+1.38	timeout
06-09 14:36	BTC	Buy	62911.1→61362.2	-12.76	stop_loss
06-09 14:30	BTC	Buy	63033.2→61480.2	-12.78	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.74	stop_loss
06-09 07:07	BTC	Buy	62834.1→63345.8	+3.56	timeout
06-08 23:33	BTC	Buy	63241.2→63072.8	-1.81	timeout
06-08 21:23	BTC	Buy	61770.1→63662.8	+14.83	timeout
06-08 06:31	BTC	Buy	62006.1→63027.8	+7.78	timeout
06-07 22:14	BTC	Buy	60755→63423.8	+21.52	take_profit
06-07 20:21	BTC	Buy	60554→61761.9	+9.55	timeout
06-07 04:38	BTC	Buy	59601→61665.9	+16.89	timeout
06-06 20:23	BTC	Buy	60890→60587	-2.87	timeout
06-06 19:21	BTC	Buy	59389→60621	+9.98	timeout
06-06 04:13	BTC	Buy	61624.1→60107.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60786→59291.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 13:56	BTC	Buy	62513.1→60975.4	-12.75	stop_loss
06-05 13:51	BTC	Buy	62627.1→61083.4	-12.78	stop_loss
06-05 13:49	BTC	Buy	62837.1→61287.3	-12.78	stop_loss
06-05 06:23	BTC	Buy	62720.1→61177.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:23	BTC	Buy	62804.1→61246.3	-12.85	stop_loss
06-05 02:30	BTC	Buy	64116.2→62539.6	-12.74	stop_loss
06-05 02:06	BTC	Buy	62100.1→63248.8	+8.80	timeout
06-04 11:10	BTC	Buy	63796.2→62226.8	-12.71	stop_loss
06-04 09:23	BTC	Buy	64580.2→62992.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64252.2→62672.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 20:45	BTC	Buy	66699.3→65059.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67003.4→65356	-12.80	stop_loss
06-03 03:28	BTC	Buy	67708.4→66043.7	-12.75	stop_loss
06-02 14:26	BTC	Buy	69517.5→67807.7	-12.76	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss
06-01 22:34	BTC	Buy	72978.6→71183.8	-12.83	stop_loss
06-01 22:26	BTC	Buy	73133.7→71240.8	-13.49	stop_loss
06-01 22:26	BTC	Buy	73592.7→71240.8	-16.56	stop_loss
06-01 01:44	BTC	Buy	74058.7→73475.3	-4.46	timeout
05-31 23:47	BTC	Buy	73791.7→73588.3	-1.80	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.22	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.52	timeout
05-31 12:49	BTC	Buy	73650.7→73918.3	+1.25	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

44%

win rate

-295.20

total pnl ($)

-53.3 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	110	44%	-53.3	-295.20

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…