deribit_basis_rolling_drop_fear_gate_long_v2 · strategy

123

closed trades

46%

win rate

-281.07

total pnl ($)

0.250

weight

7d window — n=34 wr=29% pnl=-190.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 06:12	BTC	Buy	60088→59907	-1.95	timeout
06-28 04:05	BTC	Buy	60374→60157	-2.25	timeout
06-28 02:01	BTC	Buy	59910→60214	+2.07	timeout
06-27 23:56	BTC	Buy	60050→59977	-1.02	timeout
06-27 21:53	BTC	Buy	59919→60166	+1.68	timeout
06-27 02:29	BTC	Buy	58829.9→60305	+12.06	timeout
06-26 20:11	BTC	Buy	59586→59666	+0.10	timeout
06-26 18:11	BTC	Buy	59538→60067	+3.90	timeout
06-26 16:06	BTC	Buy	59693→60395	+5.34	timeout
06-26 14:15	BTC	Buy	59339→59918	+4.38	timeout
06-26 02:16	BTC	Buy	59935→58447.8	-12.85	stop_loss
06-25 17:39	BTC	Buy	59455→59695	+1.63	timeout
06-25 13:57	BTC	Buy	59755→58275.9	-12.77	stop_loss
06-25 13:48	BTC	Buy	60920→59417.3	-12.76	stop_loss
06-25 13:48	BTC	Buy	60978→59475.3	-12.74	stop_loss
06-25 13:46	BTC	Buy	61069.1→59562.2	-12.75	stop_loss
06-24 17:47	BTC	Buy	60620→59129.5	-12.73	stop_loss
06-24 15:47	BTC	Buy	61842.1→60319.8	-12.75	stop_loss
06-24 15:08	BTC	Buy	62335.1→60799.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62438.1→60888.5	-12.86	stop_loss
06-24 14:13	BTC	Buy	62672.1→61127.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-24 13:08	BTC	Buy	62143.1→62161.9	-0.30	timeout
06-24 11:08	BTC	Buy	62358.1→62342.9	-0.60	timeout
06-24 09:05	BTC	Buy	62384.1→62721.9	+2.21	timeout
06-24 07:04	BTC	Buy	62917.1→62693.9	-2.28	timeout
06-23 08:27	BTC	Buy	63630.2→62053.9	-12.83	stop_loss
06-23 08:17	BTC	Buy	63999.2→62424.6	-12.76	stop_loss
06-23 08:17	BTC	Buy	63994.2→62415.7	-12.80	stop_loss
06-23 06:20	BTC	Buy	64377.2→62794.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64483.2→62895.4	-12.78	stop_loss
06-23 04:54	BTC	Buy	65234.3→63630	-12.76	stop_loss
06-22 12:36	BTC	Buy	63922.2→64937.8	+7.34	timeout
06-21 23:28	BTC	Buy	64243.2→63633.8	-5.17	timeout
06-21 10:38	BTC	Buy	63598.2→64302.8	+5.03	timeout
06-21 08:22	BTC	Buy	63496.2→64028.8	+3.63	timeout
06-21 06:14	BTC	Buy	63614.2→64173.8	+3.94	timeout
06-20 20:01	BTC	Buy	63041.2→63939.8	+6.71	timeout
06-20 17:57	BTC	Buy	63177.2→63814.8	+4.58	timeout
06-20 08:41	BTC	Buy	62616.1→63437.8	+6.02	timeout
06-20 06:36	BTC	Buy	62741.1→63702.8	+7.20	timeout
06-20 04:35	BTC	Buy	62555.1→63487.8	+7.02	timeout
06-19 18:44	BTC	Buy	62753.1→63013.8	+1.61	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-18 15:58	BTC	Buy	63792.2→62219.8	-12.75	stop_loss
06-18 15:40	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64399.2→62815.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64599.2→63007.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65371.3→63739.9	-12.94	stop_loss
06-16 23:07	BTC	Buy	66181.3→65737.7	-3.89	timeout
06-16 18:15	BTC	Buy	66792.3→66078.7	-5.87	timeout
06-16 14:31	BTC	Buy	67078.4→65421	-12.88	stop_loss
06-16 14:02	BTC	Buy	66297.3→66144.7	-1.68	timeout
06-16 11:59	BTC	Buy	66218.3→66445.7	+1.18	timeout
06-15 22:04	BTC	Buy	65395.3→66416.7	+7.31	timeout
06-15 13:20	BTC	Buy	64032.2→66845.7	+21.54	take_profit
06-15 13:18	BTC	Buy	64371.2→66745.7	+18.01	timeout
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-15 11:15	BTC	Buy	64549.2→65956.7	+10.45	timeout
06-14 20:42	BTC	Buy	64225.2→64021.8	-2.07	timeout
06-14 18:39	BTC	Buy	64225.2→63750.8	-4.24	timeout
06-14 14:36	BTC	Buy	64174.2→63913.8	-2.48	timeout
06-14 12:31	BTC	Buy	63960.2→64437.8	+3.30	timeout
06-14 10:30	BTC	Buy	63751.2→64567.8	+5.92	timeout
06-13 20:04	BTC	Buy	63632.2→64246.8	+4.38	timeout
06-13 18:02	BTC	Buy	63867.2→63991.8	+0.51	timeout
06-13 13:52	BTC	Buy	63184.2→64097.8	+6.73	timeout
06-13 11:47	BTC	Buy	63795.2→63874.8	+0.09	timeout
06-13 09:47	BTC	Buy	63875.2→63765.8	-1.39	timeout
06-12 19:48	BTC	Buy	63665.2→63589.8	-1.05	timeout
06-12 17:45	BTC	Buy	63339.2→63801.8	+3.19	timeout
06-12 13:37	BTC	Buy	62822.1→63245.8	+2.84	timeout
06-12 11:23	BTC	Buy	63136.2→63807.8	+4.79	timeout
06-12 09:15	BTC	Buy	62806.1→63541.8	+5.34	timeout
06-11 18:36	BTC	Buy	61814.1→63500.8	+13.07	timeout
06-11 16:34	BTC	Buy	62284.1→62670.9	+2.59	timeout
06-11 12:23	BTC	Buy	61026.1→62682.9	+13.01	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 17:56	BTC	Buy	61725.1→61877.9	+0.75	timeout
06-10 15:55	BTC	Buy	61141.1→62743.9	+12.70	timeout
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 11:49	BTC	Buy	63493.2→62584.9	-7.55	timeout
06-09 07:43	BTC	Buy	63091.2→63167.8	+0.10	timeout
06-09 05:39	BTC	Buy	62532.1→63402.8	+6.49	timeout
06-08 23:32	BTC	Buy	63204.2→63030.8	-1.84	timeout
06-08 21:27	BTC	Buy	61782.1→63693.8	+14.98	timeout
06-08 11:09	BTC	Buy	62491.1→63212.8	+5.32	timeout
06-08 07:04	BTC	Buy	62125.1→62859.9	+5.44	timeout
06-08 05:03	BTC	Buy	61804.1→62768.9	+7.34	timeout
06-07 22:15	BTC	Buy	61462.1→64160.8	+21.51	take_profit
06-07 20:40	BTC	Buy	60647→61703.9	+8.29	timeout
06-07 19:19	BTC	Buy	62781.1→61234.3	-12.75	stop_loss
06-07 10:24	BTC	Buy	60640→62510.9	+14.98	timeout
06-07 08:20	BTC	Buy	61088.1→62335.9	+9.83	timeout
06-07 06:18	BTC	Buy	60984→61729.9	+5.72	timeout
06-07 04:17	BTC	Buy	60225→61548.9	+10.54	timeout
06-06 18:58	BTC	Buy	59482→60657	+9.48	timeout
06-06 04:14	BTC	Buy	61589.1→60071.9	-12.77	stop_loss
06-05 18:53	BTC	Buy	60668→59174.4	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

46%

win rate

-281.07

total pnl ($)

-45.4 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	123	46%	-45.4	-281.07

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…