deribit_basis_rolling_change_fear_gate_long_v11 · strategy

146

closed trades

45%

win rate

-376.78

total pnl ($)

0.897

weight

7d window — n=34 wr=59% pnl=-55.27 · 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 17:14	BTC	Buy	60545→59616	-8.10	timeout
06-28 16:07	BTC	Buy	60798→59870	-8.13	timeout
06-27 20:09	BTC	Buy	59672→60245	+4.41	timeout
06-27 19:05	BTC	Buy	59676→60564	+7.01	timeout
06-27 18:05	BTC	Buy	60087→60466	+2.72	timeout
06-27 17:02	BTC	Buy	60065→60557	+3.62	timeout
06-27 15:04	BTC	Buy	59721→60554	+6.53	timeout
06-26 19:08	BTC	Buy	59287→59808	+3.83	timeout
06-26 18:08	BTC	Buy	59595→60049	+3.27	timeout
06-26 17:04	BTC	Buy	59191→60141	+7.46	timeout
06-26 15:57	BTC	Buy	59536→60282	+5.71	timeout
06-26 14:30	BTC	Buy	59248→59971	+5.60	timeout
06-25 13:57	BTC	Buy	59749→58276.9	-12.71	stop_loss
06-25 13:55	BTC	Buy	59886→58392.9	-12.86	stop_loss
06-25 13:48	BTC	Buy	60837→59340.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60842→59343.3	-12.73	stop_loss
06-25 13:46	BTC	Buy	61070.1→59566.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61999.1→60473.7	-12.74	stop_loss
06-24 13:44	BTC	Buy	62919.1→61370.2	-12.76	stop_loss
06-24 13:29	BTC	Buy	62043.1→61830.9	-2.17	timeout
06-24 12:25	BTC	Buy	62345.1→62733.9	+2.66	timeout
06-24 11:22	BTC	Buy	62525.1→62316.9	-2.14	timeout
06-24 10:15	BTC	Buy	62421.1→62564.9	+0.64	timeout
06-24 09:12	BTC	Buy	62421.1→62688.9	+1.63	timeout
06-23 08:17	BTC	Buy	63975.2→62369.7	-13.02	stop_loss
06-23 02:40	BTC	Buy	64533.2→64162.8	-3.32	timeout
06-22 23:30	BTC	Buy	63605.2→64027.8	+2.87	timeout
06-22 21:26	BTC	Buy	63654.2→64248.8	+4.21	timeout
06-22 19:27	BTC	Buy	64211.2→64306.8	+0.24	timeout
06-22 18:26	BTC	Buy	63998.2→64599.8	+4.19	timeout
06-22 02:07	BTC	Buy	64219.2→64516.8	+1.78	timeout
06-21 22:35	BTC	Buy	64274.2→63575.8	-5.87	timeout
06-21 21:22	BTC	Buy	63917.2→63676.8	-2.33	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:18	BTC	Buy	63837.2→63982.8	+0.78	timeout
06-21 01:20	BTC	Buy	63473.2→64219.8	+5.38	timeout
06-20 21:58	BTC	Buy	63041.2→63977.8	+6.99	timeout
06-20 20:58	BTC	Buy	63229.2→63893.8	+4.82	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.73	timeout
06-20 17:35	BTC	Buy	63002.1→63761.8	+5.56	timeout
06-20 00:14	BTC	Buy	62842.1→63459.8	+4.50	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63107.2→62963.9	-1.62	timeout
06-19 18:39	BTC	Buy	62687.1→63009.8	+2.11	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:55	BTC	Buy	63978.2→62396.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64110.2→62519.6	-12.85	stop_loss
06-18 15:51	BTC	Buy	64162.2→62584.6	-12.71	stop_loss
06-18 15:40	BTC	Buy	64183.2→62601.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64344.2→62760.5	-12.73	stop_loss
06-18 11:50	BTC	Buy	64829.2→63858.8	-8.00	timeout
06-18 10:50	BTC	Buy	64872.2→63998.8	-7.29	timeout
06-17 22:03	BTC	Buy	65482.3→63857.9	-12.85	stop_loss
06-17 19:50	BTC	Buy	65623.3→64009.8	-12.77	stop_loss
06-17 19:41	BTC	Buy	65759.3→64136.7	-12.82	stop_loss
06-17 15:06	BTC	Buy	65759.3→65137.7	-5.18	timeout
06-17 11:05	BTC	Buy	66121.3→64493.5	-12.83	stop_loss
06-17 09:56	BTC	Buy	66417.3→64784.4	-12.80	stop_loss
06-16 23:51	BTC	Buy	66296.3→65619.7	-5.64	timeout
06-16 22:48	BTC	Buy	66197.3→65665.7	-4.56	timeout
06-16 14:59	BTC	Buy	66593.3→65634.7	-7.73	timeout
06-16 13:58	BTC	Buy	66462.3→66066.7	-3.51	timeout
06-16 12:54	BTC	Buy	66545.3→66403.7	-1.59	timeout
06-15 23:00	BTC	Buy	65375.3→66190.7	+5.74	timeout
06-15 21:58	BTC	Buy	65398.3→66337.7	+6.68	timeout
06-15 13:24	BTC	Buy	64058.2→66870.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63785.2→66589.7	+21.55	take_profit
06-15 12:50	BTC	Buy	63732.2→66537.7	+21.57	take_profit
06-14 22:02	BTC	Buy	64405.2→65395.7	+7.19	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64288.2→63745.8	-4.71	timeout
06-14 18:49	BTC	Buy	64187.2→63769.8	-3.79	timeout
06-14 17:28	BTC	Buy	64065.2→63890.8	-1.88	timeout
06-13 21:02	BTC	Buy	63467.2→64282.8	+5.95	timeout
06-13 19:56	BTC	Buy	63615.2→64294.8	+4.89	timeout
06-13 18:55	BTC	Buy	63768.2→64078.8	+1.98	timeout
06-13 17:53	BTC	Buy	63835.2→63981.8	+0.68	timeout
06-13 16:51	BTC	Buy	63904.2→63901.8	-0.47	timeout
06-12 20:32	BTC	Buy	63349.2→63535.8	+1.01	timeout
06-12 19:26	BTC	Buy	63635.2→63749.8	+0.44	timeout
06-12 18:16	BTC	Buy	63570.2→63799.8	+1.35	timeout
06-12 17:18	BTC	Buy	62425.1→63826.8	+10.73	timeout
06-12 16:15	BTC	Buy	62773.1→63951.8	+8.86	timeout
06-11 19:44	BTC	Buy	61991.1→63647.8	+12.79	timeout
06-11 18:36	BTC	Buy	61848.1→63470.8	+12.54	timeout
06-11 17:31	BTC	Buy	61830.1→63163.8	+10.24	timeout
06-11 16:31	BTC	Buy	62179.1→62571.9	+2.64	timeout
06-11 15:13	BTC	Buy	62009.1→62742.9	+5.37	timeout
06-10 18:59	BTC	Buy	61778.1→61832.9	-0.07	timeout
06-10 17:56	BTC	Buy	61725.1→61877.9	+0.75	timeout
06-10 16:54	BTC	Buy	61265.1→62100.9	+6.31	timeout
06-10 15:51	BTC	Buy	61244.1→62360.9	+8.66	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.93	timeout
06-09 15:55	BTC	Buy	62620.1→61076.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62774.1→61229.3	-12.76	stop_loss
06-09 14:39	BTC	Buy	62876.1→61329.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:04	BTC	Buy	63638.2→62072.8	-12.74	stop_loss
06-09 09:02	BTC	Buy	63175.2→62861.9	-2.92	timeout
06-09 07:12	BTC	Buy	63032.2→63394.8	+2.37	timeout

Paper vs Live

Paper (trades.jsonl)

146

closed

45%

win rate

-376.78

total pnl ($)

-51.3 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	146	45%	-51.3	-376.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:22	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…