deribit_basis_rolling_change_fear_gated_long · strategy

172

closed trades

42%

win rate

-522.42

total pnl ($)

0.880

weight

7d window — n=30 wr=57% pnl=-62.41 · 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 22:28	BTC	Buy	60098→59351	-6.68	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-27 20:14	BTC	Buy	59672→60234	+4.32	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	timeout
06-27 18:08	BTC	Buy	60083→60492	+2.97	timeout
06-27 17:03	BTC	Buy	60081→60555	+3.47	timeout
06-27 16:02	BTC	Buy	60367→60773	+2.94	timeout
06-26 18:49	BTC	Buy	59449→59640	+1.04	timeout
06-26 17:53	BTC	Buy	59481→59979	+3.63	timeout
06-26 16:51	BTC	Buy	59322→60049	+5.58	timeout
06-26 15:43	BTC	Buy	59085→60442	+10.95	timeout
06-26 14:31	BTC	Buy	59229→59959	+5.66	timeout
06-25 13:57	BTC	Buy	59801→58322.9	-12.73	stop_loss
06-25 13:55	BTC	Buy	59869→58388.9	-12.73	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60877→59379.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60982→59482.3	-12.69	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62353.1→61394.9	-8.12	timeout
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 12:39	BTC	Buy	62308.1→62858.9	+3.97	timeout
06-24 11:29	BTC	Buy	62523.1→62351.9	-1.83	timeout
06-24 10:17	BTC	Buy	62372.1→62555.9	+0.98	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.65	timeout
06-23 08:17	BTC	Buy	63982.2→62408.7	-12.76	stop_loss
06-23 04:41	BTC	Buy	63965.2→63802.8	-1.74	timeout
06-22 23:16	BTC	Buy	63689.2→63898.8	+1.19	timeout
06-22 22:14	BTC	Buy	63596.2→64284.8	+4.96	timeout
06-22 21:07	BTC	Buy	63756.2→64405.8	+4.63	timeout
06-22 19:03	BTC	Buy	64196.2→64372.8	+0.87	timeout
06-22 03:43	BTC	Buy	64388.2→64166.8	-2.23	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:18	BTC	Buy	63942.2→63485.8	-4.02	timeout
06-21 20:16	BTC	Buy	63941.2→64097.8	+0.78	timeout
06-21 18:19	BTC	Buy	63832.2→63982.8	+0.80	timeout
06-21 01:16	BTC	Buy	63418.2→64221.8	+5.83	timeout
06-20 21:55	BTC	Buy	63043.2→64005.8	+7.19	timeout
06-20 20:56	BTC	Buy	63192.2→63893.8	+5.12	timeout
06-20 19:44	BTC	Buy	62993.1→63910.8	+6.86	timeout
06-20 17:37	BTC	Buy	62997.1→63787.8	+5.82	timeout
06-20 00:19	BTC	Buy	62965.1→63474.8	+3.58	timeout
06-19 21:42	BTC	Buy	62884.1→63075.8	+1.03	timeout
06-19 20:34	BTC	Buy	63103.2→63031.8	-1.05	timeout
06-19 19:26	BTC	Buy	62773.1→62974.9	+1.13	timeout
06-19 17:13	BTC	Buy	62466.1→62942.9	+3.37	timeout
06-18 15:40	BTC	Buy	64302.2→62720.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64448.2→62843.4	-12.69	stop_loss
06-18 15:37	BTC	Buy	64447.2→62843.4	-12.66	stop_loss
06-18 15:37	BTC	Buy	64489.2→62899.4	-12.60	stop_loss
06-18 15:36	BTC	Buy	64614.2→63024.3	-12.56	stop_loss
06-17 22:03	BTC	Buy	65556.3→63943.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65624.3→64010.8	-12.74	stop_loss
06-17 19:42	BTC	Buy	65735.3→64112.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65775.3→64157.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65885.3→64263.6	-12.76	stop_loss
06-17 17:22	BTC	Buy	65697.3→65917.7	+1.12	timeout
06-17 16:17	BTC	Buy	65786.3→65981.7	+0.98	timeout
06-17 15:13	BTC	Buy	65817.3→65093.7	-5.88	timeout
06-16 23:40	BTC	Buy	66160.3→65709.7	-3.92	timeout
06-16 22:33	BTC	Buy	66194.3→65680.7	-4.41	timeout
06-16 14:58	BTC	Buy	66612.3→65684.7	-7.49	timeout
06-16 14:23	BTC	Buy	67205.4→65552.9	-12.82	stop_loss
06-16 14:06	BTC	Buy	66414.3→66187.7	-2.24	timeout
06-15 22:54	BTC	Buy	65447.3→66190.7	+5.18	timeout
06-15 21:49	BTC	Buy	65343.3→66373.7	+7.39	timeout
06-15 13:20	BTC	Buy	64026.2→66839.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63789.2→66592.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63744.2→66542.7	+21.52	take_profit
06-14 22:27	BTC	Buy	64505.2→65137.7	+4.41	timeout
06-14 21:26	BTC	Buy	64225.2→64911.8	+4.86	timeout
06-14 20:19	BTC	Buy	64257.2→63822.8	-3.87	timeout
06-14 19:18	BTC	Buy	64127.2→63828.8	-2.84	timeout
06-14 18:16	BTC	Buy	64072.2→63713.8	-3.35	timeout
06-13 22:08	BTC	Buy	63486.2→64414.8	+6.83	timeout
06-13 21:04	BTC	Buy	63421.2→64285.8	+6.34	timeout
06-13 19:58	BTC	Buy	63598.2→64287.8	+4.97	timeout
06-13 18:58	BTC	Buy	63689.2→64111.8	+2.86	timeout
06-13 17:53	BTC	Buy	63834.2→63981.8	+0.69	timeout
06-12 21:12	BTC	Buy	63457.2→63573.8	+0.43	timeout
06-12 20:07	BTC	Buy	63577.2→63660.8	+0.19	timeout
06-12 19:03	BTC	Buy	63484.2→63747.8	+1.62	timeout
06-12 17:58	BTC	Buy	63534.2→63814.8	+1.74	timeout
06-12 16:17	BTC	Buy	62771.1→63877.8	+8.33	timeout
06-11 19:46	BTC	Buy	61914.1→63657.8	+13.50	timeout
06-11 18:38	BTC	Buy	61765.1→63495.8	+13.43	timeout
06-11 17:33	BTC	Buy	61791.1→63290.8	+11.59	timeout
06-11 16:33	BTC	Buy	62248.1→62593.9	+2.26	timeout
06-11 15:15	BTC	Buy	61854.1→62687.9	+6.19	timeout
06-10 18:52	BTC	Buy	61718.1→61712.9	-0.55	timeout
06-10 17:48	BTC	Buy	61584.1→61971.9	+2.66	timeout
06-10 16:47	BTC	Buy	61396.1→61971.9	+4.17	timeout
06-10 15:44	BTC	Buy	61289.1→62369.9	+8.34	timeout
06-10 14:47	BTC	Buy	61224.1→61944.9	+5.40	timeout
06-09 14:47	BTC	Buy	62657.1→61116.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62748.1→61205.3	-12.76	stop_loss
06-09 14:39	BTC	Buy	62887.1→61339.2	-12.77	stop_loss
06-09 14:36	BTC	Buy	62915.1→61363.2	-12.79	stop_loss
06-09 14:11	BTC	Buy	63485.2→61923.9	-12.75	stop_loss
06-09 08:55	BTC	Buy	63043.2→62855.9	-1.94	timeout
06-09 07:53	BTC	Buy	63240.2→63117.8	-1.46	timeout

Paper vs Live

Paper (trades.jsonl)

172

closed

42%

win rate

-522.42

total pnl ($)

-60.4 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	172	42%	-60.4	-522.42

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:33	BTC	Buy	circuit_breaker
06-28 19:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…