deribit_basis_rolling_change_fear_gate_long_v10 · strategy

closed trades

34%

win rate

-373.37

total pnl ($)

0.250

weight

7d window — n=25 wr=20% pnl=-178.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 15:43	BTC	Buy	60424→59934	-4.53	timeout
06-28 05:01	BTC	Buy	59865→60102	+1.51	timeout
06-27 19:30	BTC	Buy	59360→60167	+6.44	timeout
06-27 17:33	BTC	Buy	59505→60532	+8.18	timeout
06-27 15:26	BTC	Buy	59259→60728	+11.97	timeout
06-26 12:40	BTC	Buy	60597→59106.5	-12.76	stop_loss
06-26 02:21	BTC	Buy	59819→58343.9	-12.76	stop_loss
06-26 02:14	BTC	Buy	60071→58593.8	-12.74	stop_loss
06-25 13:59	BTC	Buy	59505→58041.1	-12.66	stop_loss
06-25 13:53	BTC	Buy	60494→59006.5	-12.64	stop_loss
06-25 13:51	BTC	Buy	60714→59220.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60784→59289.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60865→59368.3	-12.68	stop_loss
06-24 14:20	BTC	Buy	62366.1→60831.5	-12.49	stop_loss
06-24 14:19	BTC	Buy	62411.1→60873.5	-12.50	stop_loss
06-24 14:19	BTC	Buy	62409.1→60873.5	-12.45	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.44	stop_loss
06-24 13:48	BTC	Buy	62794.1→61250.3	-12.68	stop_loss
06-23 08:17	BTC	Buy	63990.2→62415.7	-12.67	stop_loss
06-23 06:21	BTC	Buy	64165.2→62555.6	-12.96	stop_loss
06-23 06:10	BTC	Buy	64182.2→63164.8	-8.07	timeout
06-23 04:02	BTC	Buy	64392.2→64044.8	-3.20	timeout
06-23 01:57	BTC	Buy	64244.2→64110.8	-1.53	timeout
06-22 23:31	BTC	Buy	64286.2→63994.8	-2.66	timeout
06-22 20:59	BTC	Buy	63887.2→64410.8	+3.64	timeout
06-21 01:37	BTC	Buy	62886.1→64221.8	+10.19	timeout
06-20 23:29	BTC	Buy	62835.1→64231.8	+10.58	timeout
06-20 20:34	BTC	Buy	63122.2→63839.8	+5.22	timeout
06-20 18:35	BTC	Buy	62764.1→63810.8	+7.94	timeout
06-20 16:59	BTC	Buy	62661.1→63965.8	+9.98	timeout
06-18 15:40	BTC	Buy	64194.2→62601.6	-12.63	stop_loss
06-18 15:37	BTC	Buy	64434.2→62842.4	-12.61	stop_loss
06-18 15:36	BTC	Buy	64628.2→63038.3	-12.58	stop_loss
06-18 15:18	BTC	Buy	64702.2→63110.3	-12.38	stop_loss
06-18 15:17	BTC	Buy	64988.2→63385.1	-12.43	stop_loss
06-17 22:03	BTC	Buy	65479.3→63846.9	-12.91	stop_loss
06-17 19:40	BTC	Buy	65807.3→64186.7	-12.76	stop_loss
06-17 19:38	BTC	Buy	65851.3→64227.7	-12.76	stop_loss
06-17 11:05	BTC	Buy	66248.3→64618.4	-12.87	stop_loss
06-17 10:56	BTC	Buy	66388.3→64754.4	-12.83	stop_loss
06-17 08:39	BTC	Buy	66593.3→64946.3	-12.93	stop_loss
06-17 08:20	BTC	Buy	66817.3→65171.1	-12.86	stop_loss
06-16 09:43	BTC	Buy	64524.2→66625.7	+15.74	timeout
06-16 00:31	BTC	Buy	64483.2→66272.7	+13.43	timeout
06-15 15:54	BTC	Buy	64403.2→67246.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64296.2→67118.6	+21.38	take_profit
06-15 15:47	BTC	Buy	64254.2→67076.6	+21.40	take_profit
06-14 08:52	BTC	Buy	63414.2→64432.8	+7.48	timeout
06-13 21:56	BTC	Buy	63452.2→64478.8	+7.58	timeout
06-13 20:02	BTC	Buy	63569.2→64254.8	+4.94	timeout
06-13 17:59	BTC	Buy	63509.2→63979.8	+3.22	timeout
06-13 15:38	BTC	Buy	62818.1→64316.8	+11.43	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.85	timeout
06-11 19:03	BTC	Buy	61773.1→63478.8	+13.08	timeout
06-11 17:49	BTC	Buy	60886→63558.8	+21.37	take_profit
06-11 17:00	BTC	Buy	61392.1→62527.9	+8.68	timeout
06-11 15:00	BTC	Buy	61465.1→62706.9	+9.46	timeout
06-09 15:55	BTC	Buy	62626.1→61086.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62770.1→61225.3	-12.76	stop_loss
06-09 14:36	BTC	Buy	62910.1→61363.2	-12.77	stop_loss
06-09 14:35	BTC	Buy	62966.1→61416.2	-12.78	stop_loss
06-09 14:20	BTC	Buy	63215.2→61654.1	-12.80	stop_loss
06-09 12:42	BTC	Buy	61726.1→62542.9	+6.27	timeout
06-09 10:38	BTC	Buy	62354.1→62637.9	+1.91	timeout
06-07 22:15	BTC	Buy	61096.1→63778.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60982→63662.8	+21.55	take_profit
06-07 22:14	BTC	Buy	60881→63553.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60230→62873.9	+21.53	take_profit
06-07 08:48	BTC	Buy	60216→62869.9	+21.62	take_profit
06-06 04:31	BTC	Buy	61242.1→59734.1	-12.76	stop_loss
06-06 04:21	BTC	Buy	61422.1→59909	-12.77	stop_loss
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62509.1→60971.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-05 06:24	BTC	Buy	62634.1→61088.4	-12.73	stop_loss
06-05 06:22	BTC	Buy	62938.1→61388.2	-12.76	stop_loss
06-05 06:22	BTC	Buy	62915.1→61346.2	-12.84	stop_loss
06-05 06:03	BTC	Buy	63530.2→61965.9	-12.72	stop_loss
06-05 06:01	BTC	Buy	63670.2→62100.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63863.2→62287.7	-12.75	stop_loss
06-04 10:49	BTC	Buy	63840.2→62268.7	-12.74	stop_loss
06-04 09:27	BTC	Buy	64361.2→62776.5	-12.76	stop_loss
06-04 01:16	BTC	Buy	64469.2→62883.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65063.3→63463.1	-12.74	stop_loss
06-03 23:38	BTC	Buy	65861.3→64239.7	-12.77	stop_loss
06-03 20:55	BTC	Buy	66375.3→64740.4	-12.81	stop_loss
06-03 20:45	BTC	Buy	66697.3→65054.2	-12.83	stop_loss
06-03 19:54	BTC	Buy	66999.3→65352	-12.80	stop_loss
06-03 16:27	BTC	Buy	67195.4→65542.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67037.4→65380	-12.81	stop_loss
06-02 22:59	BTC	Buy	67899.4→66221.6	-12.81	stop_loss
06-02 14:27	BTC	Buy	69216.5→67472.9	-13.05	stop_loss
06-02 14:10	BTC	Buy	70036.5→68305.4	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-373.37

total pnl ($)

-79.0 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	95	34%	-79.0	-373.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:07	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…