deribit_basis_rolling_change_fear_gate_long_v12 · strategy

closed trades

27%

win rate

-434.42

total pnl ($)

0.250

weight

7d window — n=22 wr=27% pnl=-157.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:44	BTC	Buy	59218→59604	+2.89	timeout
06-28 15:38	BTC	Buy	59310→59895	+4.45	timeout
06-28 14:27	BTC	Buy	59419→60129	+5.43	timeout
06-25 13:59	BTC	Buy	59557→58088	-12.72	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.69	stop_loss
06-25 13:53	BTC	Buy	60486→58997.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60632→59140.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60785→59290.4	-12.71	stop_loss
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 15:30	BTC	Buy	62289.1→60749.6	-12.72	stop_loss
06-24 14:20	BTC	Buy	62360.1→60826.5	-12.72	stop_loss
06-24 14:20	BTC	Buy	62370.1→60835.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62407.1→60871.5	-12.73	stop_loss
06-24 13:57	BTC	Buy	62745.1→61199.3	-12.76	stop_loss
06-23 08:24	BTC	Buy	63853.2→62282.7	-12.69	stop_loss
06-23 08:17	BTC	Buy	63939.2→62365.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63987.2→62369.7	-13.18	stop_loss
06-23 06:21	BTC	Buy	64165.2→62565.6	-12.97	stop_loss
06-23 06:21	BTC	Buy	64175.2→62593.6	-12.83	stop_loss
06-21 20:53	BTC	Buy	63094.2→63725.8	+4.53	timeout
06-21 19:51	BTC	Buy	62919.1→64182.8	+9.64	timeout
06-21 18:51	BTC	Buy	62774.1→64144.8	+10.61	timeout
06-21 17:46	BTC	Buy	62584.1→64122.8	+12.08	timeout
06-21 16:40	BTC	Buy	62664.1→64018.8	+10.47	timeout
06-18 15:51	BTC	Buy	64122.2→62519.6	-12.92	stop_loss
06-18 15:40	BTC	Buy	64366.2→62782.5	-12.73	stop_loss
06-18 15:17	BTC	Buy	64900.2→63304.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64947.2→63349.1	-12.74	stop_loss
06-18 15:16	BTC	Buy	65044.3→63445.1	-12.73	stop_loss
06-17 19:41	BTC	Buy	65746.3→64127.7	-12.80	stop_loss
06-17 19:38	BTC	Buy	65844.3→64224.7	-12.79	stop_loss
06-17 08:44	BTC	Buy	66518.3→64882.3	-12.75	stop_loss
06-17 08:31	BTC	Buy	66727.3→65086.2	-12.72	stop_loss
06-17 07:53	BTC	Buy	66883.3→65237.1	-12.80	stop_loss
06-16 14:23	BTC	Buy	67153.4→65499	-12.84	stop_loss
06-16 14:23	BTC	Buy	67219.4→65564.9	-12.83	stop_loss
06-15 15:17	BTC	Buy	64331.2→66577.7	+17.06	timeout
06-15 12:54	BTC	Buy	63774.2→66573.7	+21.55	take_profit
06-15 12:50	BTC	Buy	63763.2→66562.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63748.2→66547.7	+21.55	take_profit
06-15 12:46	BTC	Buy	63688.2→66495.7	+21.63	take_profit
06-12 18:39	BTC	Buy	61743.1→63783.8	+16.04	timeout
06-12 17:37	BTC	Buy	61751.1→63803.8	+16.09	timeout
06-12 15:00	BTC	Buy	61327.1→64035.8	+21.39	take_profit
06-12 14:55	BTC	Buy	61281.1→63971.8	+21.27	take_profit
06-12 14:35	BTC	Buy	61472.1→63662.8	+17.17	timeout
06-09 16:39	BTC	Buy	62302.1→60766.6	-13.01	stop_loss
06-09 15:55	BTC	Buy	62623.1→61076.4	-12.85	stop_loss
06-09 14:29	BTC	Buy	63050.2→61493.2	-12.81	stop_loss
06-09 14:21	BTC	Buy	63204.2→61648.1	-12.77	stop_loss
06-09 14:11	BTC	Buy	63492.2→61925.9	-12.78	stop_loss
06-07 22:14	BTC	Buy	60827→63497.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60720→63385.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60553→63211.8	+21.53	take_profit
06-07 08:28	BTC	Buy	59927→62559.9	+21.58	take_profit
06-07 07:59	BTC	Buy	59768→62391.9	+21.62	take_profit
06-06 04:14	BTC	Buy	61589.1→60068.9	-12.80	stop_loss
06-06 04:12	BTC	Buy	61724.1→60202.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59364→61969.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60668→59174.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61912.1→60387.8	-12.76	stop_loss
06-05 13:56	BTC	Buy	62418.1→60883.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62442.1→60905.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62516.1→60977.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62944.1→61396.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62655.1→61113.4	-12.70	stop_loss
06-05 06:19	BTC	Buy	63289.2→61732	-12.67	stop_loss
06-05 06:03	BTC	Buy	63622.2→62056.9	-12.69	stop_loss
06-05 02:43	BTC	Buy	64109.2→62532.6	-12.73	stop_loss
06-04 10:49	BTC	Buy	63849.2→62277.7	-12.73	stop_loss
06-04 09:30	BTC	Buy	64293.2→62707.5	-12.78	stop_loss
06-04 09:26	BTC	Buy	64471.2→62885.4	-12.74	stop_loss
06-04 02:03	BTC	Buy	63040.2→61490.2	-12.74	stop_loss
06-04 01:22	BTC	Buy	64243.2→62663.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65510.3→63898.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66387.3→64744.4	-12.87	stop_loss
06-03 20:55	BTC	Buy	66596.3→64950.3	-12.87	stop_loss
06-03 19:53	BTC	Buy	67099.4→65449	-12.77	stop_loss
06-03 16:27	BTC	Buy	67164.4→65512	-12.77	stop_loss
06-03 16:24	BTC	Buy	67302.4→65645.9	-12.79	stop_loss
06-03 03:44	BTC	Buy	67336.4→65680.9	-12.75	stop_loss
06-03 03:44	BTC	Buy	67360.4→65703.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67525.4→65863.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	68115.4→66221.6	-14.36	stop_loss
06-02 15:26	BTC	Buy	69066.5→67365.9	-12.76	stop_loss
06-02 14:26	BTC	Buy	69552.5→67841.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

27%

win rate

-434.42

total pnl ($)

-98.7 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	88	27%	-98.7	-434.42

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…