deribit_basis_rolling_change_long_fear_gate_v3 · strategy

closed trades

42%

win rate

-182.27

total pnl ($)

0.745

weight

7d window — n=14 wr=21% pnl=-79.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 15:25	BTC	Buy	60164→60036	-1.58	timeout
06-28 03:09	BTC	Buy	58662.9→60163	+12.34	timeout
06-27 14:53	BTC	Buy	59535→60587	+8.39	timeout
06-25 13:51	BTC	Buy	60703→59207.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61073.1→59560.2	-12.81	stop_loss
06-24 14:19	BTC	Buy	62409.1→60870.5	-12.76	stop_loss
06-24 13:42	BTC	Buy	63078.2→61527.1	-12.74	stop_loss
06-23 08:24	BTC	Buy	63681.2→62113.8	-12.70	stop_loss
06-23 08:17	BTC	Buy	63988.2→62409.7	-12.86	stop_loss
06-23 06:21	BTC	Buy	64238.2→62652.5	-12.80	stop_loss
06-23 06:01	BTC	Buy	64890.2→63291.2	-12.80	stop_loss
06-23 00:20	BTC	Buy	64217.2→63866.8	-3.05	timeout
06-22 12:14	BTC	Buy	63725.2→64751.8	+7.30	timeout
06-21 23:45	BTC	Buy	63291.2→63270.8	-0.56	timeout
06-21 11:42	BTC	Buy	62633.1→64190.8	+12.07	timeout
06-20 23:47	BTC	Buy	62861.1→64291.8	+10.90	timeout
06-18 15:53	BTC	Buy	64011.2→62432.6	-12.72	stop_loss
06-18 15:38	BTC	Buy	64405.2→62821.4	-12.52	stop_loss
06-18 15:17	BTC	Buy	64842.2→63247.2	-12.72	stop_loss
06-17 19:44	BTC	Buy	65699.3→64075.7	-12.82	stop_loss
06-17 11:05	BTC	Buy	66144.3→64497.5	-13.03	stop_loss
06-17 11:02	BTC	Buy	66303.3→64672.4	-12.93	stop_loss
06-17 10:04	BTC	Buy	66403.3→64766.4	-12.86	stop_loss
06-16 23:18	BTC	Buy	65576.3→65672.7	+0.12	timeout
06-16 11:10	BTC	Buy	64518.2→66428.7	+14.24	timeout
06-15 22:45	BTC	Buy	64493.2→66279.7	+13.31	timeout
06-15 10:37	BTC	Buy	63812.2→65709.7	+14.43	timeout
06-14 22:37	BTC	Buy	63516.2→65395.7	+14.25	timeout
06-14 10:35	BTC	Buy	63716.2→64630.8	+6.67	timeout
06-13 21:16	BTC	Buy	63514.2→64237.8	+5.21	timeout
06-13 09:11	BTC	Buy	62830.1→63763.8	+6.81	timeout
06-12 20:17	BTC	Buy	61751.1→63507.8	+13.75	timeout
06-12 08:16	BTC	Buy	61658.1→63349.8	+13.05	timeout
06-09 21:31	BTC	Buy	61783.1→62016.9	+1.70	timeout
06-09 14:47	BTC	Buy	62652.1→61109.4	-12.77	stop_loss
06-09 14:17	BTC	Buy	63399.2→61840	-12.75	stop_loss
06-09 13:36	BTC	Buy	63752.2→62183.8	-12.74	stop_loss
06-09 09:32	BTC	Buy	62582.1→62764.9	+1.04	timeout
06-07 22:15	BTC	Buy	61199.1→63885.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60921→63595.8	+21.51	take_profit
06-06 04:12	BTC	Buy	61755.1→60232.9	-12.78	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:21	BTC	Buy	63087.2→61534.1	-12.70	stop_loss
06-05 06:03	BTC	Buy	63608.2→62043.9	-12.72	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-03 19:55	BTC	Buy	66849.3→65166.1	-13.09	stop_loss
06-03 16:24	BTC	Buy	67309.4→65651.9	-12.78	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-02 12:59	BTC	Buy	70695.5→68957.1	-12.81	stop_loss
06-01 22:26	BTC	Buy	73836.7→71239.8	-18.24	stop_loss
06-01 22:26	BTC	Buy	73790.7→71239.8	-18.03	stop_loss
06-01 04:02	BTC	Buy	73540.7→73785.3	+1.11	timeout
05-31 08:59	BTC	Buy	73618.7→73921.3	+1.31	timeout
05-30 20:59	BTC	Buy	73562.7→73924.3	+1.78	timeout
05-30 07:08	BTC	Buy	73173.7→73499.3	+1.69	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-182.27

total pnl ($)

-65.5 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	55	42%	-65.5	-182.27

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 15:35	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…