deribit_basis_rolling_drop_fear_dom_gate_long · strategy

111

closed trades

48%

win rate

-163.29

total pnl ($)

1.004

weight

7d window — n=27 wr=48% pnl=-41.75 · 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 04:32	BTC	Buy	59684→59878	+1.18	timeout
06-28 22:06	BTC	Buy	60162→59766	-3.75	timeout
06-28 15:14	BTC	Buy	60236→60046	-2.04	timeout
06-28 09:06	BTC	Buy	60328→60320	-0.51	timeout
06-28 03:04	BTC	Buy	60545→60169	-3.56	timeout
06-27 21:03	BTC	Buy	60416→60298	-1.40	timeout
06-27 14:42	BTC	Buy	60284→60590	+2.09	timeout
06-27 08:40	BTC	Buy	59626→60373	+5.81	timeout
06-27 02:28	BTC	Buy	60089→60329	+1.53	timeout
06-26 20:17	BTC	Buy	60228→59724	-4.69	timeout
06-26 13:55	BTC	Buy	59374→59958	+4.45	timeout
06-26 07:46	BTC	Buy	59187→60542	+10.92	timeout
06-26 01:56	BTC	Buy	58542.9→59368	+6.60	timeout
06-25 13:45	BTC	Buy	61817.1→59923	-15.76	stop_loss
06-25 13:29	BTC	Buy	60833→61215.9	+2.71	timeout
06-25 07:23	BTC	Buy	59641→61754.9	+17.29	timeout
06-24 16:51	BTC	Buy	61780.1→59879	-15.81	stop_loss
06-24 15:28	BTC	Buy	62694.1→60775.6	-15.73	stop_loss
06-24 13:20	BTC	Buy	62791.1→62132.9	-5.70	timeout
06-24 07:01	BTC	Buy	62254.1→62724.9	+3.30	timeout
06-24 00:49	BTC	Buy	62298.1→62951.9	+4.80	timeout
06-23 18:50	BTC	Buy	62891.1→62125.9	-6.54	timeout
06-23 08:24	BTC	Buy	64094.2→62127.8	-15.77	stop_loss
06-23 07:01	BTC	Buy	64327.2→62911.9	-11.46	timeout
06-22 23:58	BTC	Buy	64648.2→64015.8	-5.31	timeout
06-22 17:36	BTC	Buy	64212.2→64407.8	+1.06	timeout
06-22 10:12	BTC	Buy	63563.2→64205.8	+4.56	timeout
06-22 04:08	BTC	Buy	64166.2→63897.8	-2.56	timeout
06-21 22:06	BTC	Buy	64189.2→63729.8	-4.03	timeout
06-21 15:39	BTC	Buy	64402.2→64193.8	-2.04	timeout
06-21 09:35	BTC	Buy	63915.2→64089.8	+0.85	timeout
06-21 02:45	BTC	Buy	63648.2→64206.8	+3.93	timeout
06-20 18:53	BTC	Buy	63727.2→63784.8	+0.01	timeout
06-20 12:41	BTC	Buy	63535.2→63585.8	-0.07	timeout
06-20 06:38	BTC	Buy	63060.2→63697.8	+4.60	timeout
06-20 00:36	BTC	Buy	62436.1→63681.8	+9.51	timeout
06-19 18:32	BTC	Buy	62780.1→63087.8	+1.99	timeout
06-19 12:09	BTC	Buy	62840.1→62603.9	-2.28	timeout
06-19 05:39	BTC	Buy	62545.1→62576.9	-0.17	timeout
06-19 00:21	BTC	Buy	64093.2→62875.9	-9.90	timeout
06-18 16:48	BTC	Buy	63828.2→62694.9	-9.18	timeout
06-18 09:53	BTC	Buy	64222.2→64216.8	-0.55	timeout
06-18 04:11	BTC	Buy	65835.3→63814.9	-15.81	stop_loss
06-17 21:35	BTC	Buy	64936.2→64337.8	-5.05	timeout
06-17 14:10	BTC	Buy	65825.3→65169.7	-5.43	timeout
06-17 08:19	BTC	Buy	65750.3→65254.7	-4.23	timeout
06-17 01:54	BTC	Buy	66041.3→65860.7	-1.82	timeout
06-16 19:18	BTC	Buy	66433.3→65583.7	-6.89	timeout
06-16 13:02	BTC	Buy	66263.3→66369.7	+0.31	timeout
06-16 06:50	BTC	Buy	66867.3→66464.7	-3.42	timeout
06-16 00:33	BTC	Buy	66214.3→66326.7	+0.41	timeout
06-15 18:21	BTC	Buy	65858.3→66813.7	+6.75	timeout
06-15 12:03	BTC	Buy	65636.3→66175.7	+3.67	timeout
06-15 05:21	BTC	Buy	63902.2→65748.7	+13.99	timeout
06-14 22:54	BTC	Buy	64538.2→65403.7	+6.23	timeout
06-14 16:50	BTC	Buy	64347.2→63972.8	-3.39	timeout
06-14 10:46	BTC	Buy	64489.2→64531.8	-0.13	timeout
06-14 04:45	BTC	Buy	64037.2→64342.8	+1.96	timeout
06-13 22:44	BTC	Buy	63859.2→64484.8	+4.43	timeout
06-13 16:43	BTC	Buy	63594.2→64031.8	+2.99	timeout
06-13 10:41	BTC	Buy	63498.2→63798.8	+1.87	timeout
06-13 04:17	BTC	Buy	63849.2→63486.8	-3.29	timeout
06-12 22:11	BTC	Buy	63701.2→63475.8	-2.24	timeout
06-12 16:32	BTC	Buy	63763.2→63879.8	+0.44	timeout
06-12 09:51	BTC	Buy	63503.2→63815.8	+1.97	timeout
06-12 02:58	BTC	Buy	62831.1→63537.8	+5.13	timeout
06-11 20:49	BTC	Buy	62978.1→63240.8	+1.57	timeout
06-11 14:42	BTC	Buy	62038.1→62885.9	+6.33	timeout
06-11 08:29	BTC	Buy	61881.1→62917.9	+7.86	timeout
06-11 02:26	BTC	Buy	62045.1→62058.9	-0.36	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 02:22	BTC	Buy	61774.1→62016.9	+1.57	timeout
06-09 14:46	BTC	Buy	63168.2→61236.3	-15.75	stop_loss
06-09 06:17	BTC	Buy	63512.2→63374.8	-1.56	timeout
06-09 00:12	BTC	Buy	62967.1→63002.8	-0.18	timeout
06-08 18:06	BTC	Buy	62844.1→63596.8	+5.50	timeout
06-08 11:46	BTC	Buy	63262.2→63612.8	+2.31	timeout
06-08 05:35	BTC	Buy	62244.1→62523.9	+1.80	timeout
06-07 23:32	BTC	Buy	62541.1→63288.8	+5.53	timeout
06-07 17:31	BTC	Buy	61677.1→62243.9	+4.15	timeout
06-07 11:28	BTC	Buy	60678→62514.9	+14.70	timeout
06-07 05:30	BTC	Buy	60666→61737.9	+8.40	timeout
06-06 23:20	BTC	Buy	60631→60650	-0.26	timeout
06-06 17:17	BTC	Buy	60026→60664	+4.87	timeout
06-06 11:15	BTC	Buy	61105.1→60574	-4.77	timeout
06-05 18:51	BTC	Buy	61379.1→59501.3	-15.75	stop_loss
06-05 14:04	BTC	Buy	62485.1→60573.7	-15.75	stop_loss
06-05 06:22	BTC	Buy	63256.2→61319.3	-15.76	stop_loss
06-05 06:18	BTC	Buy	63743.2→61793	-15.73	stop_loss
06-05 04:36	BTC	Buy	63439.2→63140.8	-2.77	timeout
06-04 22:02	BTC	Buy	63176.2→63380.8	+1.19	timeout
06-04 17:14	BTC	Buy	63904.2→63549.8	-3.26	timeout
06-04 00:29	BTC	Buy	65399.3→63399.1	-15.74	stop_loss
06-03 20:55	BTC	Buy	66925.3→64876.3	-15.78	stop_loss
06-03 16:39	BTC	Buy	66354.3→65817.7	-4.52	timeout
06-03 12:03	BTC	Buy	66685.3→66956.7	+1.51	timeout
06-03 03:43	BTC	Buy	67795.4→65720.8	-15.75	stop_loss
06-02 14:22	BTC	Buy	70181.5→68034.6	-15.76	stop_loss
06-02 13:38	BTC	Buy	70954.5→68782.2	-15.78	stop_loss
06-01 03:35	BTC	Buy	73714.7→73910.3	+0.84	timeout

Paper vs Live

Paper (trades.jsonl)

111

closed

48%

win rate

-163.29

total pnl ($)

-29.2 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	111	48%	-29.2	-163.29

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…