deribit_basis_rolling_change_fear_gate_long_v3 · strategy

closed trades

51%

win rate

-189.97

total pnl ($)

0.831

weight

7d window — n=17 wr=53% pnl=-65.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:38	BTC	Buy	60715→59641	-9.28	timeout
06-27 17:31	BTC	Buy	60128→60491	+2.57	timeout
06-27 16:29	BTC	Buy	60013→60685	+5.18	timeout
06-26 16:07	BTC	Buy	59562→60293	+5.58	timeout
06-26 15:05	BTC	Buy	59227→59593	+2.55	timeout
06-25 13:59	BTC	Buy	59547→58081	-12.67	stop_loss
06-25 13:53	BTC	Buy	60478→58990.5	-12.65	stop_loss
06-24 17:20	BTC	Buy	60976→59472.3	-12.77	stop_loss
06-24 14:17	BTC	Buy	62550.1→61011.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62749.1→61201.3	-12.78	stop_loss
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.40	timeout
06-24 07:18	BTC	Buy	62986.1→62722.9	-2.62	timeout
06-23 06:22	BTC	Buy	64088.2→62508.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.76	stop_loss
06-22 21:21	BTC	Buy	63666.2→64328.8	+4.74	timeout
06-22 19:10	BTC	Buy	64161.2→64299.8	+0.59	timeout
06-21 20:35	BTC	Buy	63838.2→64035.8	+1.09	timeout
06-21 18:31	BTC	Buy	63834.2→64050.8	+1.29	timeout
06-20 19:46	BTC	Buy	62998.1→63922.8	+6.92	timeout
06-20 17:48	BTC	Buy	63076.2→63829.8	+5.51	timeout
06-19 17:40	BTC	Buy	62526.1→63024.8	+3.53	timeout
06-19 16:56	BTC	Buy	62665.1→62977.9	+2.06	timeout
06-18 15:40	BTC	Buy	64182.2→62599.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.49	stop_loss
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65976.3→64346.6	-12.80	stop_loss
06-17 16:19	BTC	Buy	65745.3→65900.7	+0.69	timeout
06-17 15:16	BTC	Buy	65854.3→65277.7	-4.76	timeout
06-16 15:11	BTC	Buy	66604.3→65836.7	-6.29	timeout
06-16 14:13	BTC	Buy	66421.3→66057.7	-3.27	timeout
06-15 13:06	BTC	Buy	63828.2→66631.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-14 18:57	BTC	Buy	64112.2→63773.8	-3.17	timeout
06-14 16:47	BTC	Buy	64021.2→64104.8	+0.16	timeout
06-13 18:11	BTC	Buy	63857.2→64045.8	+1.00	timeout
06-13 16:06	BTC	Buy	63696.2→64020.8	+2.09	timeout
06-12 16:59	BTC	Buy	62570.1→63943.8	+10.48	timeout
06-12 15:48	BTC	Buy	62585.1→63702.8	+8.38	timeout
06-11 16:05	BTC	Buy	62433.1→62686.9	+1.49	timeout
06-11 14:57	BTC	Buy	61851.1→62768.9	+6.87	timeout
06-10 15:38	BTC	Buy	61235.1→62288.9	+8.10	timeout
06-10 14:39	BTC	Buy	61375.1→61860.9	+3.48	timeout
06-09 14:36	BTC	Buy	62928.1→61379.2	-12.76	stop_loss
06-09 14:11	BTC	Buy	63489.2→61923.9	-12.78	stop_loss
06-09 05:45	BTC	Buy	62448.1→63378.8	+6.97	timeout
06-08 17:59	BTC	Buy	62141.1→63503.8	+10.42	timeout
06-08 04:45	BTC	Buy	61716.1→62726.9	+7.73	timeout
06-07 16:31	BTC	Buy	60632→62214.9	+12.54	timeout
06-07 04:18	BTC	Buy	60218→61594.9	+10.98	timeout
06-06 15:57	BTC	Buy	60456→60752	+2.07	timeout
06-06 04:10	BTC	Buy	61834.1→60306.8	-12.81	stop_loss
06-05 20:50	BTC	Buy	59148→61745.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60820→59324.4	-12.75	stop_loss
06-05 14:26	BTC	Buy	61885.1→60362.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62543.1→61005.4	-12.75	stop_loss
06-05 06:22	BTC	Buy	62953.1→61404.2	-12.75	stop_loss
06-05 03:06	BTC	Buy	63903.2→62320.7	-12.80	stop_loss
06-05 02:06	BTC	Buy	62100.1→63247.8	+8.79	timeout
06-04 11:10	BTC	Buy	63796.2→62226.8	-12.71	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 19:42	BTC	Buy	66743.3→65807.7	-7.53	timeout
06-03 03:44	BTC	Buy	67374.4→65716.8	-12.76	stop_loss
06-02 14:21	BTC	Buy	69928.5→68205.5	-12.78	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-01 22:26	BTC	Buy	73606.7→71239.8	-16.66	stop_loss
06-01 22:26	BTC	Buy	73817.7→71239.8	-18.06	stop_loss
05-31 18:41	BTC	Buy	74018.7→73656.3	-2.95	timeout
05-31 16:47	BTC	Buy	73898.7→73451.3	-3.53	timeout
05-31 14:49	BTC	Buy	73958.7→73627.3	-2.71	timeout
05-31 12:54	BTC	Buy	73641.7→73858.3	+0.91	timeout
05-31 10:54	BTC	Buy	73623.7→73818.3	+0.73	timeout
05-30 14:17	BTC	Buy	72943.6→73914.3	+6.09	timeout
05-30 12:20	BTC	Buy	73337.7→73626.3	+1.47	timeout
05-30 11:11	BTC	Buy	73604.7→73597.3	-0.56	timeout
05-30 09:55	BTC	Buy	73706.7→73575.3	-1.37	timeout
05-30 07:53	BTC	Buy	73396.7→73489.3	+0.14	timeout
05-29 12:46	BTC	Buy	73473.7→73180.3	-2.46	timeout
05-29 11:17	BTC	Buy	73381.7→73624.3	+1.16	timeout
05-29 10:13	BTC	Buy	73559.7→73656.3	+0.13	timeout
05-29 09:04	BTC	Buy	73344.7→73648.3	+1.55	timeout
05-29 07:12	BTC	Buy	73176.7→73766.3	+3.46	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-189.97

total pnl ($)

-45.4 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	83	51%	-45.4	-189.97

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…