deribit_basis_rolling_feargate_long · strategy

177

closed trades

40%

win rate

-594.77

total pnl ($)

0.717

weight

7d window — n=34 wr=50% pnl=-90.51 · 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 01:40	BTC	Buy	60201→59507	-6.24	timeout
06-29 00:34	BTC	Buy	60119→59076	-9.18	timeout
06-28 23:28	BTC	Buy	59972→59446	-4.92	timeout
06-28 22:28	BTC	Buy	60098→59351	-6.68	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-27 20:14	BTC	Buy	59672→60234	+4.32	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	timeout
06-27 18:08	BTC	Buy	60083→60492	+2.97	timeout
06-27 17:03	BTC	Buy	60081→60555	+3.47	timeout
06-27 16:01	BTC	Buy	60535→60783	+1.59	timeout
06-26 18:49	BTC	Buy	59449→59640	+1.04	timeout
06-26 17:53	BTC	Buy	59481→59979	+3.63	timeout
06-26 16:51	BTC	Buy	59322→60049	+5.58	timeout
06-26 15:43	BTC	Buy	59085→60442	+10.95	timeout
06-26 14:31	BTC	Buy	59229→59959	+5.66	timeout
06-25 13:57	BTC	Buy	59801→58322.9	-12.73	stop_loss
06-25 13:55	BTC	Buy	59869→58388.9	-12.73	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60877→59376.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60982→59482.3	-12.69	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62353.1→61394.9	-8.12	timeout
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 12:39	BTC	Buy	62308.1→62858.9	+3.97	timeout
06-24 11:29	BTC	Buy	62523.1→62351.9	-1.83	timeout
06-24 10:17	BTC	Buy	62372.1→62555.9	+0.98	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.65	timeout
06-23 08:17	BTC	Buy	63982.2→62408.7	-12.76	stop_loss
06-23 04:41	BTC	Buy	63965.2→63802.8	-1.74	timeout
06-22 23:16	BTC	Buy	63689.2→63898.8	+1.19	timeout
06-22 22:13	BTC	Buy	63600.2→64326.8	+5.26	timeout
06-22 21:07	BTC	Buy	63756.2→64405.8	+4.63	timeout
06-22 19:03	BTC	Buy	64196.2→64372.8	+0.87	timeout
06-22 03:43	BTC	Buy	64388.2→64166.8	-2.23	timeout
06-21 22:38	BTC	Buy	64239.2→63593.8	-5.45	timeout
06-21 21:18	BTC	Buy	63942.2→63485.8	-4.02	timeout
06-21 20:16	BTC	Buy	63941.2→64097.8	+0.78	timeout
06-21 18:19	BTC	Buy	63832.2→63982.8	+0.80	timeout
06-21 00:35	BTC	Buy	63728.2→64239.8	+3.52	timeout
06-20 21:27	BTC	Buy	63147.2→63926.8	+5.74	timeout
06-20 20:26	BTC	Buy	63024.2→63913.8	+6.64	timeout
06-20 19:25	BTC	Buy	62991.1→63889.8	+6.70	timeout
06-20 17:25	BTC	Buy	62925.1→63869.8	+7.04	timeout
06-20 00:20	BTC	Buy	62927.1→63486.8	+3.98	timeout
06-19 21:18	BTC	Buy	63007.2→63228.8	+1.26	timeout
06-19 20:13	BTC	Buy	63109.2→63038.8	-1.04	timeout
06-19 19:13	BTC	Buy	62643.1→63021.8	+2.55	timeout
06-19 17:10	BTC	Buy	62523.1→62909.9	+2.64	timeout
06-18 15:40	BTC	Buy	64336.2→62751.5	-12.59	stop_loss
06-18 15:38	BTC	Buy	64391.2→62807.4	-12.51	stop_loss
06-18 15:37	BTC	Buy	64603.2→63014.3	-12.54	stop_loss
06-18 15:36	BTC	Buy	64623.2→63029.3	-12.56	stop_loss
06-18 15:36	BTC	Buy	64678.2→63085.3	-12.57	stop_loss
06-17 19:50	BTC	Buy	65675.3→64041.8	-12.89	stop_loss
06-17 19:41	BTC	Buy	65791.3→64170.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65799.3→64178.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65851.3→64224.7	-12.80	stop_loss
06-17 16:12	BTC	Buy	65798.3→65775.7	-0.66	timeout
06-17 15:10	BTC	Buy	65755.3→64994.8	-6.15	timeout
06-17 00:44	BTC	Buy	66393.3→65802.7	-4.94	timeout
06-16 23:47	BTC	Buy	66229.3→65670.7	-4.75	timeout
06-16 22:43	BTC	Buy	66259.3→65686.7	-4.86	timeout
06-16 15:33	BTC	Buy	66619.3→65809.7	-6.60	timeout
06-16 14:08	BTC	Buy	66367.3→66063.7	-2.82	timeout
06-15 23:51	BTC	Buy	65672.3→66288.7	+4.32	timeout
06-15 22:40	BTC	Buy	65303.3→66278.7	+6.97	timeout
06-15 21:29	BTC	Buy	64646.2→66356.7	+12.72	timeout
06-15 13:16	BTC	Buy	63909.2→66716.7	+21.53	take_profit
06-15 12:46	BTC	Buy	63674.2→66469.7	+21.52	take_profit
06-14 22:49	BTC	Buy	64485.2→65412.7	+6.70	timeout
06-14 21:43	BTC	Buy	64601.2→65212.7	+4.24	timeout
06-14 20:39	BTC	Buy	64226.2→63998.8	-2.26	timeout
06-14 19:39	BTC	Buy	64229.2→63781.8	-3.99	timeout
06-14 17:33	BTC	Buy	64101.2→63919.8	-1.94	timeout
06-13 21:52	BTC	Buy	63453.2→64417.8	+7.13	timeout
06-13 20:50	BTC	Buy	63419.2→64244.8	+6.04	timeout
06-13 19:43	BTC	Buy	63685.2→64240.8	+3.91	timeout
06-13 18:46	BTC	Buy	63867.2→64216.8	+2.29	timeout
06-13 16:46	BTC	Buy	63882.2→64097.8	+1.24	timeout
06-12 21:16	BTC	Buy	63513.2→63612.8	+0.31	timeout
06-12 20:11	BTC	Buy	63484.2→63542.8	+0.01	timeout
06-12 19:05	BTC	Buy	63473.2→63727.8	+1.54	timeout
06-12 18:00	BTC	Buy	63603.2→63858.8	+1.55	timeout
06-12 15:48	BTC	Buy	62585.1→63702.8	+8.38	timeout
06-11 19:40	BTC	Buy	61990.1→63658.8	+12.88	timeout
06-11 18:35	BTC	Buy	61841.1→63426.8	+12.24	timeout
06-11 17:31	BTC	Buy	61857.1→63052.8	+9.13	timeout
06-11 16:31	BTC	Buy	62180.1→62579.9	+2.69	timeout
06-11 15:23	BTC	Buy	62260.1→62727.9	+3.21	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 17:57	BTC	Buy	61702.1→61943.9	+1.46	timeout
06-10 16:54	BTC	Buy	61238.1→62162.9	+7.03	timeout
06-10 15:52	BTC	Buy	61346.1→62291.9	+7.27	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 15:55	BTC	Buy	62617.1→61077.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62648.1→61106.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62822.1→61274.3	-12.78	stop_loss
06-09 14:43	BTC	Buy	62830.1→61283.3	-12.77	stop_loss
06-09 14:35	BTC	Buy	62939.1→61390.2	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

177

closed

40%

win rate

-594.77

total pnl ($)

-66.9 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	177	40%	-66.9	-594.77

Recent bounces (last 20 of 4)

time	sym	side	reason
06-29 01:52	BTC	Buy	circuit_breaker
06-29 00:44	BTC	Buy	circuit_breaker
06-28 23:33	BTC	Buy	circuit_breaker
06-28 19:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…