deribit_basis_rolling_change_feargate_long · strategy

227

closed trades

47%

win rate

-461.36

total pnl ($)

0.542

weight

7d window — n=52 wr=50% pnl=-102.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 15:06	BTC	Buy	59624→58158	-12.76	stop_loss
06-30 03:32	BTC	Buy	59677→59768	+0.35	timeout
06-30 02:26	BTC	Buy	59319→59934	+4.77	timeout
06-30 01:08	BTC	Buy	60143→59771	-3.52	timeout
06-30 00:05	BTC	Buy	60329→60231	-1.25	timeout
06-29 13:51	BTC	Buy	59439→59397	-0.86	timeout
06-29 12:41	BTC	Buy	59267→59875	+4.60	timeout
06-29 11:33	BTC	Buy	59594→59992	+2.81	timeout
06-29 10:17	BTC	Buy	59579→60229	+4.93	timeout
06-29 00:57	BTC	Buy	60272→59540	-6.56	timeout
06-28 22:54	BTC	Buy	60142→58945.1	-10.41	timeout
06-28 21:47	BTC	Buy	60343→59448	-7.87	timeout
06-28 16:08	BTC	Buy	60203→59872	-3.22	timeout
06-28 11:27	BTC	Buy	59982→60306	+2.23	timeout
06-28 10:27	BTC	Buy	60057→60062	-0.42	timeout
06-28 09:22	BTC	Buy	60391→60309	-1.13	timeout
06-28 03:14	BTC	Buy	60859→60230	-5.62	timeout
06-27 19:24	BTC	Buy	60403→60415	-0.33	timeout
06-27 18:15	BTC	Buy	60125→60513	+2.79	timeout
06-27 16:35	BTC	Buy	60383→60657	+1.83	timeout
06-27 14:57	BTC	Buy	60274→60589	+2.16	timeout
06-27 05:49	BTC	Buy	60003→60215	+1.32	timeout
06-27 04:47	BTC	Buy	60070→60338	+1.78	timeout
06-27 02:46	BTC	Buy	59647→60293	+4.96	timeout
06-27 01:43	BTC	Buy	59440→59952	+3.85	timeout
06-26 17:00	BTC	Buy	59902→59979	+0.14	timeout
06-26 15:50	BTC	Buy	59668→60354	+5.29	timeout
06-26 13:18	BTC	Buy	60321→58836.6	-12.77	stop_loss
06-26 12:43	BTC	Buy	60491→59003.5	-12.76	stop_loss
06-26 05:28	BTC	Buy	59483→59914	+3.18	timeout
06-26 04:27	BTC	Buy	59718→59918	+1.25	timeout
06-26 03:25	BTC	Buy	59272→58802.1	-4.38	timeout
06-26 02:24	BTC	Buy	59300→58381.1	-8.19	timeout
06-25 13:44	BTC	Buy	61633.1→60116.9	-12.74	stop_loss
06-25 13:43	BTC	Buy	61679.1→60161.9	-12.74	stop_loss
06-25 13:42	BTC	Buy	61728.1→60209.9	-12.74	stop_loss
06-25 13:42	BTC	Buy	61776.1→60255.8	-12.75	stop_loss
06-25 09:23	BTC	Buy	60821→61582.9	+5.80	timeout
06-25 08:02	BTC	Buy	60163→61877.9	+13.81	timeout
06-25 06:44	BTC	Buy	59509→61693.9	+17.92	timeout
06-25 05:31	BTC	Buy	59642→61590.9	+15.90	timeout
06-24 17:47	BTC	Buy	60561→59067.5	-12.77	stop_loss
06-24 16:51	BTC	Buy	61173.1→59657.2	-12.82	stop_loss
06-24 15:44	BTC	Buy	62043.1→60516.7	-12.74	stop_loss
06-24 14:17	BTC	Buy	62580.1→61017.4	-12.93	stop_loss
06-24 13:44	BTC	Buy	62942.1→61393.2	-12.75	stop_loss
06-24 13:00	BTC	Buy	62997.1→62562.9	-3.90	timeout
06-24 12:00	BTC	Buy	62716.1→62852.9	+0.64	timeout
06-23 23:51	BTC	Buy	62407.1→62696.9	+1.80	timeout
06-23 22:48	BTC	Buy	62254.1→62534.9	+1.82	timeout
06-23 21:47	BTC	Buy	62339.1→62621.9	+1.83	timeout
06-23 20:44	BTC	Buy	62360.1→62445.9	+0.24	timeout
06-23 08:20	BTC	Buy	63884.2→62302.7	-12.82	stop_loss
06-23 06:21	BTC	Buy	64238.2→62647.5	-12.84	stop_loss
06-23 04:16	BTC	Buy	64677.2→63984.8	-5.80	timeout
06-23 02:49	BTC	Buy	64922.2→64135.8	-6.51	timeout
06-23 00:43	BTC	Buy	65081.3→64011.8	-8.65	timeout
06-22 20:41	BTC	Buy	64123.2→64472.8	+2.27	timeout
06-22 12:51	BTC	Buy	63701.2→65161.7	+10.94	timeout
06-22 10:38	BTC	Buy	63604.2→64101.8	+3.41	timeout
06-22 09:37	BTC	Buy	63699.2→64083.8	+2.53	timeout
06-22 06:38	BTC	Buy	64137.2→64030.8	-1.29	timeout
06-22 00:24	BTC	Buy	63988.2→63607.8	-3.44	timeout
06-21 18:15	BTC	Buy	64179.2→63979.8	-1.96	timeout
06-21 16:36	BTC	Buy	64541.2→64044.8	-4.28	timeout
06-21 15:32	BTC	Buy	64308.2→64172.8	-1.47	timeout
06-21 10:21	BTC	Buy	64071.2→64267.8	+1.05	timeout
06-21 05:46	BTC	Buy	63818.2→64233.8	+2.81	timeout
06-21 03:57	BTC	Buy	64118.2→64395.8	+1.72	timeout
06-21 02:49	BTC	Buy	63857.2→64250.8	+2.62	timeout
06-20 21:55	BTC	Buy	63703.2→64004.8	+1.92	timeout
06-20 16:33	BTC	Buy	63495.2→63915.8	+2.83	timeout
06-20 15:06	BTC	Buy	63353.2→63868.8	+3.59	timeout
06-20 11:03	BTC	Buy	63274.2→63654.8	+2.53	timeout
06-20 08:59	BTC	Buy	63235.2→63393.8	+0.75	timeout
06-20 02:09	BTC	Buy	63119.2→63465.8	+2.30	timeout
06-20 01:04	BTC	Buy	62836.1→63483.8	+4.71	timeout
06-19 22:23	BTC	Buy	62433.1→63237.8	+5.97	timeout
06-19 20:32	BTC	Buy	62688.1→63025.8	+2.23	timeout
06-19 12:35	BTC	Buy	62992.1→62430.9	-4.86	timeout
06-19 11:29	BTC	Buy	62844.1→62618.9	-2.20	timeout
06-19 09:35	BTC	Buy	62953.1→62431.9	-4.52	timeout
06-19 08:22	BTC	Buy	63114.2→62683.9	-3.79	timeout
06-18 15:54	BTC	Buy	63995.2→62421.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64137.2→62558.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.71	stop_loss
06-18 11:46	BTC	Buy	64366.2→64007.8	-3.27	timeout
06-18 10:43	BTC	Buy	64365.2→63990.8	-3.41	timeout
06-18 09:40	BTC	Buy	64281.2→64252.8	-0.70	timeout
06-18 07:59	BTC	Buy	64240.2→64472.8	+1.37	timeout
06-17 21:44	BTC	Buy	64930.2→64164.8	-6.33	timeout
06-17 20:41	BTC	Buy	65002.2→64303.8	-5.82	timeout
06-17 19:38	BTC	Buy	65507.3→64290.8	-9.75	timeout
06-17 18:35	BTC	Buy	65707.3→65377.7	-3.01	timeout
06-16 23:24	BTC	Buy	66418.3→65633.7	-6.40	timeout
06-16 22:21	BTC	Buy	66734.3→65754.7	-7.84	timeout
06-16 20:18	BTC	Buy	66541.3→65743.7	-6.49	timeout
06-16 19:11	BTC	Buy	66461.3→65707.7	-6.16	timeout
06-16 10:56	BTC	Buy	66183.3→66502.7	+1.94	timeout
06-16 09:23	BTC	Buy	66511.3→66605.7	+0.26	timeout

Paper vs Live

Paper (trades.jsonl)

227

closed

47%

win rate

-461.36

total pnl ($)

-40.5 bps

avg bps net

Live (dry_run=0)

closed

win rate

-58.80

total pnl ($)

-97.4 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	227	47%	-40.5	-461.36

Recent bounces (last 20 of 6)

time	sym	side	reason
06-30 16:43	BTC	Buy	circuit_breaker
06-30 13:47	BTC	Buy	circuit_breaker
06-30 10:13	BTC	Buy	circuit_breaker
06-30 06:00	BTC	Buy	circuit_breaker
06-30 06:00	BTC	Buy	circuit_breaker
06-30 04:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…