deribit_basis_rolling_change_fear_gate_long_v8 · strategy

104

closed trades

47%

win rate

-234.84

total pnl ($)

1.121

weight

7d window — n=15 wr=60% pnl=-19.92 · 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 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 16:05	BTC	Buy	60360→60785	+3.12	timeout
06-27 15:04	BTC	Buy	59721→60554	+6.53	timeout
06-26 18:51	BTC	Buy	59426→59619	+1.06	timeout
06-26 17:52	BTC	Buy	59468→59976	+3.74	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.29	timeout
06-26 15:42	BTC	Buy	59062→60436	+11.13	timeout
06-26 14:39	BTC	Buy	59732→59620	-1.44	timeout
06-25 13:48	BTC	Buy	60795→59299.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60849→59352.3	-12.73	stop_loss
06-25 13:44	BTC	Buy	61605.1→60088.9	-12.74	stop_loss
06-25 13:44	BTC	Buy	61669.1→60149.9	-12.75	stop_loss
06-25 13:41	BTC	Buy	61850.1→60325.8	-12.76	stop_loss
06-20 02:23	BTC	Buy	62944.1→63364.8	+2.91	timeout
06-17 17:29	BTC	Buy	65733.3→65940.7	+1.06	timeout
06-17 16:26	BTC	Buy	65728.3→66059.7	+2.11	timeout
06-17 15:23	BTC	Buy	65772.3→65291.7	-4.11	timeout
06-17 14:20	BTC	Buy	65697.3→65221.7	-4.09	timeout
06-17 00:02	BTC	Buy	66252.3→65689.7	-4.73	timeout
06-16 14:33	BTC	Buy	66518.3→65329.7	-9.47	timeout
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
06-16 13:38	BTC	Buy	66727.3→66027.7	-5.77	timeout
06-15 23:06	BTC	Buy	65315.3→66250.7	+6.66	timeout
06-15 13:19	BTC	Buy	63998.2→66812.7	+21.55	take_profit
06-15 13:00	BTC	Buy	63785.2→66589.7	+21.55	take_profit
06-15 12:50	BTC	Buy	63757.2→66557.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63759.2→66560.7	+21.53	take_profit
06-14 22:14	BTC	Buy	64374.2→65180.7	+5.77	timeout
06-14 20:47	BTC	Buy	64227.2→64019.8	-2.10	timeout
06-14 19:40	BTC	Buy	64271.2→63782.8	-4.31	timeout
06-14 18:38	BTC	Buy	64228.2→63746.8	-4.29	timeout
06-14 16:35	BTC	Buy	63961.2→64164.8	+1.10	timeout
06-13 21:36	BTC	Buy	63526.2→64267.8	+5.36	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:26	BTC	Buy	63748.2→64156.8	+2.75	timeout
06-13 18:24	BTC	Buy	63688.2→64091.8	+2.69	timeout
06-13 16:20	BTC	Buy	63774.2→64007.8	+1.41	timeout
06-12 20:45	BTC	Buy	63252.2→63485.8	+1.38	timeout
06-12 19:40	BTC	Buy	63704.2→63712.8	-0.39	timeout
06-12 18:35	BTC	Buy	63417.2→63742.8	+2.10	timeout
06-12 17:31	BTC	Buy	63193.2→63744.8	+3.89	timeout
06-12 16:15	BTC	Buy	62773.1→63951.8	+8.86	timeout
06-11 19:31	BTC	Buy	61851.1→63798.8	+15.17	timeout
06-11 18:24	BTC	Buy	61914.1→63355.8	+11.06	timeout
06-11 17:20	BTC	Buy	62103.1→62340.9	+1.38	timeout
06-11 16:18	BTC	Buy	62303.1→62788.9	+3.35	timeout
06-11 15:00	BTC	Buy	62186.1→62706.9	+3.64	timeout
06-10 18:47	BTC	Buy	61652.1→61723.9	+0.08	timeout
06-10 17:44	BTC	Buy	61703.1→61758.9	-0.04	timeout
06-10 16:43	BTC	Buy	61067.1→62255.9	+9.21	timeout
06-10 15:38	BTC	Buy	61205.1→62219.9	+7.78	timeout
06-10 14:39	BTC	Buy	61434.1→61855.9	+2.95	timeout
06-09 16:39	BTC	Buy	62300.1→60766.6	-12.77	stop_loss
06-09 15:55	BTC	Buy	62607.1→61066.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62783.1→61239.3	-12.75	stop_loss
06-09 14:29	BTC	Buy	63070.2→61516.1	-12.78	stop_loss
06-09 14:18	BTC	Buy	63327.2→61766	-12.78	stop_loss
06-09 13:23	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-09 10:37	BTC	Buy	63226.2→62638.9	-5.05	timeout
06-09 08:14	BTC	Buy	63156.2→62881.9	-2.65	timeout
06-09 07:12	BTC	Buy	63032.2→63394.8	+2.37	timeout
06-08 23:42	BTC	Buy	63224.2→63166.8	-0.93	timeout
06-08 09:48	BTC	Buy	62418.1→63428.8	+7.63	timeout
06-08 08:38	BTC	Buy	62642.1→63125.8	+3.31	timeout
06-08 07:37	BTC	Buy	62196.1→63180.8	+7.43	timeout
06-08 06:36	BTC	Buy	62222.1→62979.9	+5.63	timeout
06-07 18:57	BTC	Buy	60613→62114.9	+11.99	timeout
06-07 06:47	BTC	Buy	60853→62086.9	+9.73	timeout
06-07 05:45	BTC	Buy	60815→61825.9	+7.90	timeout
06-07 04:43	BTC	Buy	59810→61732.9	+15.64	timeout
06-06 19:26	BTC	Buy	59675→60591	+7.28	timeout
06-06 18:25	BTC	Buy	60312→60541	+1.50	timeout
06-06 04:34	BTC	Buy	60935→59436.3	-12.75	stop_loss
06-06 04:14	BTC	Buy	61537.1→60021	-12.77	stop_loss
06-06 04:14	BTC	Buy	61564.1→60047	-12.78	stop_loss
06-05 18:52	BTC	Buy	60805→59309.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60825→59329.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60866→59369.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60891→59393.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61912.1→60387.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	62002.1→60476.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62418.1→60883.5	-12.75	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 11:39	BTC	Buy	62306.1→62244.9	-0.98	timeout
06-05 06:22	BTC	Buy	62865.1→61319.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63619.2→62050.9	-12.71	stop_loss
06-05 03:01	BTC	Buy	64005.2→62430.6	-12.73	stop_loss
06-05 02:08	BTC	Buy	62349.1→63192.8	+6.32	timeout
06-04 10:27	BTC	Buy	64127.2→62549.6	-12.73	stop_loss
06-04 09:30	BTC	Buy	64298.2→62715.5	-12.75	stop_loss
06-04 09:27	BTC	Buy	64382.2→62798.4	-12.75	stop_loss
06-04 01:16	BTC	Buy	64524.2→62937.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65078.3→63478.1	-12.74	stop_loss
06-04 00:24	BTC	Buy	65589.3→63975.8	-12.75	stop_loss
06-03 23:38	BTC	Buy	65861.3→64232.7	-12.82	stop_loss
06-03 23:18	BTC	Buy	65943.3→64321.6	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

104

closed

47%

win rate

-234.84

total pnl ($)

-44.8 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	104	47%	-44.8	-234.84

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…