deribit_basis_rolling_change_long_fear_gate_v6 · strategy

158

closed trades

44%

win rate

-475.30

total pnl ($)

0.274

weight

7d window — n=40 wr=48% pnl=-164.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:07	BTC	Buy	59972→59591	-3.68	timeout
06-29 00:02	BTC	Buy	59983→59401	-5.38	timeout
06-28 22:59	BTC	Buy	60201→59018	-10.29	timeout
06-28 21:57	BTC	Buy	60173→59343	-7.36	timeout
06-28 20:54	BTC	Buy	60248→59629	-5.58	timeout
06-27 21:25	BTC	Buy	59758→60377	+4.80	timeout
06-27 20:17	BTC	Buy	59724→60235	+3.88	timeout
06-27 19:14	BTC	Buy	60011→60571	+4.24	timeout
06-27 18:07	BTC	Buy	60094→60465	+2.65	timeout
06-27 17:05	BTC	Buy	60105→60497	+2.79	timeout
06-26 19:18	BTC	Buy	59211→59900	+5.26	timeout
06-26 18:16	BTC	Buy	59444→60037	+4.42	timeout
06-26 17:11	BTC	Buy	59409→60196	+6.08	timeout
06-26 16:00	BTC	Buy	59549→60299	+5.74	timeout
06-26 14:58	BTC	Buy	59459→59576	+0.44	timeout
06-25 13:59	BTC	Buy	59502→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59681→58213	-12.66	stop_loss
06-25 13:55	BTC	Buy	59844→58371.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60242→58760.7	-12.65	stop_loss
06-25 13:49	BTC	Buy	60723→59229.4	-12.68	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:51	BTC	Buy	61242.1→59723.1	-12.83	stop_loss
06-24 15:08	BTC	Buy	62331.1→60790.5	-12.79	stop_loss
06-24 14:02	BTC	Buy	62704.1→61159.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62867.1→61320.3	-12.75	stop_loss
06-24 11:59	BTC	Buy	62504.1→62854.9	+2.35	timeout
06-24 10:52	BTC	Buy	62227.1→62458.9	+1.40	timeout
06-24 09:47	BTC	Buy	62365.1→62649.9	+1.79	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.65	timeout
06-24 07:10	BTC	Buy	63000.1→62676.9	-3.10	timeout
06-23 08:20	BTC	Buy	63886.2→62313.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63995.2→62415.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64042.2→62465.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64240.2→62650.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64423.2→62837.4	-12.77	stop_loss
06-22 23:20	BTC	Buy	63722.2→63907.8	+1.03	timeout
06-22 22:20	BTC	Buy	63632.2→64213.8	+4.12	timeout
06-22 21:20	BTC	Buy	63566.2→64329.8	+5.55	timeout
06-22 20:13	BTC	Buy	64110.2→64502.8	+2.59	timeout
06-22 19:09	BTC	Buy	64144.2→64306.8	+0.77	timeout
06-21 22:30	BTC	Buy	64279.2→63632.8	-5.46	timeout
06-21 21:23	BTC	Buy	63918.2→63733.8	-1.89	timeout
06-21 20:22	BTC	Buy	63924.2→64062.8	+0.63	timeout
06-21 19:25	BTC	Buy	63886.2→64192.8	+1.97	timeout
06-21 18:24	BTC	Buy	63817.2→63980.8	+0.88	timeout
06-20 21:16	BTC	Buy	63233.2→63938.8	+5.14	timeout
06-20 20:15	BTC	Buy	63054.2→63922.8	+6.47	timeout
06-20 19:08	BTC	Buy	63029.2→63817.8	+5.82	timeout
06-20 18:05	BTC	Buy	63127.2→63864.8	+5.39	timeout
06-20 17:06	BTC	Buy	62982.1→63880.8	+6.66	timeout
06-19 20:39	BTC	Buy	63108.2→63020.8	-1.18	timeout
06-19 19:36	BTC	Buy	62792.1→62941.9	+0.71	timeout
06-19 18:36	BTC	Buy	62792.1→63095.8	+1.95	timeout
06-19 17:23	BTC	Buy	62435.1→63010.8	+4.16	timeout
06-19 16:24	BTC	Buy	62703.1→63267.8	+4.04	timeout
06-18 15:57	BTC	Buy	63903.2→62326.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.73	stop_loss
06-18 15:40	BTC	Buy	64354.2→62769.5	-12.73	stop_loss
06-18 15:38	BTC	Buy	64405.2→62821.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64483.2→62884.4	-12.82	stop_loss
06-18 11:41	BTC	Buy	64777.2→63910.8	-7.21	timeout
06-17 19:42	BTC	Buy	65736.3→64114.7	-12.80	stop_loss
06-17 19:42	BTC	Buy	65742.3→64124.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65799.3→64175.7	-12.79	stop_loss
06-17 19:39	BTC	Buy	65838.3→64218.7	-12.75	stop_loss
06-17 16:06	BTC	Buy	65854.3→65801.7	-0.79	timeout
06-17 15:05	BTC	Buy	65719.3→65143.7	-4.83	timeout
06-17 11:05	BTC	Buy	66173.3→64544.5	-12.83	stop_loss
06-16 23:54	BTC	Buy	66306.3→65633.7	-5.61	timeout
06-16 22:49	BTC	Buy	66237.3→65665.7	-4.86	timeout
06-16 15:39	BTC	Buy	66820.3→65859.7	-7.71	timeout
06-16 14:18	BTC	Buy	66500.3→65730.7	-6.32	timeout
06-16 13:16	BTC	Buy	66663.3→66215.7	-3.88	timeout
06-15 22:42	BTC	Buy	65372.3→66246.7	+6.19	timeout
06-15 21:40	BTC	Buy	64992.2→66393.7	+10.27	timeout
06-15 13:16	BTC	Buy	63952.2→66761.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63788.2→66591.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63715.2→66515.7	+21.54	take_profit
06-14 22:07	BTC	Buy	64410.2→64985.8	+3.97	timeout
06-14 21:05	BTC	Buy	64293.2→63993.8	-2.80	timeout
06-14 19:59	BTC	Buy	64293.2→63782.8	-4.47	timeout
06-14 18:57	BTC	Buy	64110.2→63772.8	-3.16	timeout
06-14 17:48	BTC	Buy	64069.2→63798.8	-2.64	timeout
06-13 20:55	BTC	Buy	63401.2→64261.8	+6.32	timeout
06-13 19:48	BTC	Buy	63593.2→64268.8	+4.86	timeout
06-13 18:48	BTC	Buy	63824.2→64217.8	+2.63	timeout
06-13 17:45	BTC	Buy	63844.2→64092.8	+1.48	timeout
06-13 16:43	BTC	Buy	63777.2→64030.8	+1.54	timeout
06-12 20:08	BTC	Buy	63556.2→63664.8	+0.40	timeout
06-12 19:02	BTC	Buy	63541.2→63687.8	+0.68	timeout
06-12 17:57	BTC	Buy	63422.2→63802.8	+2.53	timeout
06-12 16:51	BTC	Buy	62609.1→63916.8	+9.95	timeout
06-12 15:47	BTC	Buy	62662.1→63821.8	+8.72	timeout
06-11 19:24	BTC	Buy	61676.1→63649.8	+15.42	timeout
06-11 18:18	BTC	Buy	61888.1→63525.8	+12.65	timeout
06-11 17:14	BTC	Buy	62032.1→62435.9	+2.72	timeout
06-11 16:14	BTC	Buy	62315.1→62786.9	+3.24	timeout
06-11 15:06	BTC	Buy	61993.1→62608.9	+4.42	timeout
06-10 19:07	BTC	Buy	61844.1→61855.9	-0.42	timeout
06-10 18:03	BTC	Buy	61619.1→62015.9	+2.72	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

44%

win rate

-475.30

total pnl ($)

-59.9 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	158	44%	-59.9	-475.30

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…