deribit_basis_rolling_change_long_fear_gate_v5 · strategy

164

closed trades

45%

win rate

-460.04

total pnl ($)

0.331

weight

7d window — n=40 wr=48% pnl=-144.12 · 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 02:40	BTC	Buy	59632→59997	+2.68	timeout
06-30 01:31	BTC	Buy	59280→60001	+5.70	timeout
06-30 00:23	BTC	Buy	59207→60067	+6.86	timeout
06-29 23:10	BTC	Buy	59289→60320	+8.27	timeout
06-29 22:08	BTC	Buy	59823→60382	+4.30	timeout
06-28 23:34	BTC	Buy	59994→59571	-4.09	timeout
06-28 22:33	BTC	Buy	60132→59273	-7.61	timeout
06-28 21:30	BTC	Buy	60458→59674	-6.95	timeout
06-28 20:30	BTC	Buy	60238→59687	-5.01	timeout
06-28 15:37	BTC	Buy	60818→59898	-8.06	timeout
06-27 20:32	BTC	Buy	59646→60239	+4.58	timeout
06-27 19:24	BTC	Buy	59866→60362	+3.73	timeout
06-27 18:22	BTC	Buy	60028→60453	+3.11	timeout
06-27 16:16	BTC	Buy	60237→60697	+3.40	timeout
06-27 15:15	BTC	Buy	59806→60803	+7.89	timeout
06-26 18:48	BTC	Buy	59425→59639	+1.23	timeout
06-26 17:45	BTC	Buy	59504→60033	+3.90	timeout
06-26 16:34	BTC	Buy	59404→60108	+5.37	timeout
06-26 15:22	BTC	Buy	59261→59951	+5.33	timeout
06-26 14:29	BTC	Buy	59358→60184	+6.46	timeout
06-25 13:59	BTC	Buy	59513→58042.1	-12.74	stop_loss
06-25 13:59	BTC	Buy	59548→58081	-12.69	stop_loss
06-25 13:55	BTC	Buy	59882→58397.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-25 13:49	BTC	Buy	60726→59232.4	-12.69	stop_loss
06-24 16:51	BTC	Buy	61053.1→59542.2	-12.81	stop_loss
06-24 16:51	BTC	Buy	61349.1→59837.1	-12.75	stop_loss
06-24 15:28	BTC	Buy	62314.1→60775.6	-12.78	stop_loss
06-24 13:57	BTC	Buy	62744.1→61194.3	-12.80	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 11:52	BTC	Buy	62420.1→62900.9	+3.39	timeout
06-24 10:46	BTC	Buy	62223.1→62548.9	+2.13	timeout
06-24 09:42	BTC	Buy	62318.1→62630.9	+2.00	timeout
06-24 08:41	BTC	Buy	62358.1→62702.9	+2.24	timeout
06-24 07:21	BTC	Buy	63053.2→62671.9	-3.56	timeout
06-23 08:17	BTC	Buy	63993.2→62415.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.78	stop_loss
06-23 06:22	BTC	Buy	64099.2→62516.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64217.2→62635.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64282.2→62695.5	-12.80	stop_loss
06-23 01:29	BTC	Buy	64592.2→64158.8	-3.78	timeout
06-22 23:26	BTC	Buy	63736.2→63982.8	+1.50	timeout
06-22 22:26	BTC	Buy	63717.2→64154.8	+2.98	timeout
06-22 21:22	BTC	Buy	63678.2→64299.8	+4.42	timeout
06-22 19:10	BTC	Buy	64161.2→64299.8	+0.58	timeout
06-22 00:25	BTC	Buy	64227.2→63597.8	-5.38	timeout
06-21 22:49	BTC	Buy	64256.2→63655.8	-5.10	timeout
06-21 21:47	BTC	Buy	64001.2→63804.8	-1.98	timeout
06-21 20:47	BTC	Buy	63877.2→63792.8	-1.12	timeout
06-21 18:46	BTC	Buy	63806.2→64117.8	+2.04	timeout
06-20 23:03	BTC	Buy	63276.2→64242.8	+7.18	timeout
06-20 21:58	BTC	Buy	63040.2→63978.8	+7.00	timeout
06-20 20:58	BTC	Buy	63229.2→63892.8	+4.81	timeout
06-20 19:49	BTC	Buy	63015.2→63896.8	+6.57	timeout
06-20 17:42	BTC	Buy	63052.2→63850.8	+5.87	timeout
06-19 20:46	BTC	Buy	63103.2→63144.8	-0.16	timeout
06-19 19:45	BTC	Buy	62910.1→62969.9	-0.01	timeout
06-19 18:47	BTC	Buy	62732.1→63025.8	+1.87	timeout
06-19 17:43	BTC	Buy	62562.1→63051.8	+3.46	timeout
06-19 16:59	BTC	Buy	62672.1→62962.9	+1.88	timeout
06-18 15:51	BTC	Buy	64151.2→62573.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64355.2→62771.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64406.2→62821.4	-12.51	stop_loss
06-18 15:37	BTC	Buy	64539.2→62952.4	-12.54	stop_loss
06-18 15:37	BTC	Buy	64582.2→62994.3	-12.52	stop_loss
06-17 19:50	BTC	Buy	65645.3→64030.8	-12.75	stop_loss
06-17 19:41	BTC	Buy	65789.3→64170.7	-12.76	stop_loss
06-17 19:38	BTC	Buy	65853.3→64233.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65877.3→64247.6	-12.83	stop_loss
06-17 19:29	BTC	Buy	66057.3→64420.6	-12.85	stop_loss
06-17 15:15	BTC	Buy	65843.3→65175.7	-5.46	timeout
06-17 03:43	BTC	Buy	66083.3→65802.7	-2.62	timeout
06-17 02:43	BTC	Buy	65818.3→65837.7	-0.33	timeout
06-17 01:38	BTC	Buy	66357.3→65616.7	-6.07	timeout
06-17 00:31	BTC	Buy	66278.3→65665.7	-5.13	timeout
06-16 14:26	BTC	Buy	66409.3→65703.7	-5.85	timeout
06-16 02:00	BTC	Buy	65457.3→66285.7	+5.87	timeout
06-16 00:50	BTC	Buy	65520.3→66299.7	+5.50	timeout
06-15 23:48	BTC	Buy	65610.3→66254.7	+4.54	timeout
06-15 22:40	BTC	Buy	65303.3→66274.7	+6.94	timeout
06-15 13:06	BTC	Buy	63818.2→66620.7	+21.52	take_profit
06-15 00:55	BTC	Buy	64534.2→65574.7	+7.59	timeout
06-14 23:51	BTC	Buy	64367.2→65658.7	+9.58	timeout
06-14 22:49	BTC	Buy	64474.2→65383.7	+6.56	timeout
06-14 20:49	BTC	Buy	64243.2→64008.8	-2.30	timeout
06-14 17:10	BTC	Buy	63969.2→63906.8	-1.01	timeout
06-13 23:22	BTC	Buy	63424.2→64529.8	+8.25	timeout
06-13 22:16	BTC	Buy	63497.2→64354.8	+6.27	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 20:03	BTC	Buy	63608.2→64246.8	+4.57	timeout
06-13 16:52	BTC	Buy	63943.2→63910.8	-0.70	timeout
06-12 23:19	BTC	Buy	63377.2→63423.8	-0.13	timeout
06-12 20:08	BTC	Buy	63556.2→63669.8	+0.44	timeout
06-12 19:03	BTC	Buy	63485.2→63757.8	+1.68	timeout
06-12 17:58	BTC	Buy	63474.2→63823.8	+2.29	timeout
06-12 15:48	BTC	Buy	62605.1→63740.8	+8.54	timeout
06-11 22:52	BTC	Buy	61432.1→63504.8	+16.29	timeout
06-11 19:10	BTC	Buy	61889.1→63417.8	+11.77	timeout
06-11 18:06	BTC	Buy	62095.1→63381.8	+9.81	timeout
06-11 17:01	BTC	Buy	62208.1→62564.9	+2.35	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

45%

win rate

-460.04

total pnl ($)

-56.0 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	164	45%	-56.0	-460.04

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…