deribit_basis_rolling_rise_carry_fear_gate_long · strategy

118

closed trades

42%

win rate

-300.10

total pnl ($)

0.250

weight

7d window — n=33 wr=24% pnl=-195.72 · 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 00:18	BTC	Buy	60140→59386	-6.81	timeout
06-28 20:14	BTC	Buy	60239→59638	-5.42	timeout
06-28 15:16	BTC	Buy	60771→60002	-6.81	timeout
06-28 03:46	BTC	Buy	60288→60154	-1.56	timeout
06-27 23:42	BTC	Buy	60000→60045	-0.03	timeout
06-27 19:37	BTC	Buy	59875→60066	+1.19	timeout
06-27 15:38	BTC	Buy	60375→60879	+3.74	timeout
06-27 11:41	BTC	Buy	59373→60184	+6.35	timeout
06-27 02:55	BTC	Buy	58512.9→60310	+14.91	timeout
06-26 17:39	BTC	Buy	59632→59981	+2.38	timeout
06-26 12:40	BTC	Buy	60575→59085.5	-12.75	stop_loss
06-26 02:16	BTC	Buy	60015→58538.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60440→58947.6	-12.72	stop_loss
06-25 13:48	BTC	Buy	60887→59384.3	-12.75	stop_loss
06-25 13:48	BTC	Buy	60920→59420.3	-12.70	stop_loss
06-25 13:44	BTC	Buy	61561.1→60047	-12.72	stop_loss
06-25 13:44	BTC	Buy	61611.1→60086.9	-12.81	stop_loss
06-24 15:33	BTC	Buy	62187.1→60657.6	-12.68	stop_loss
06-24 14:17	BTC	Buy	62587.1→61047.4	-12.74	stop_loss
06-24 14:14	BTC	Buy	62565.1→61097.9	-12.16	timeout
06-24 14:13	BTC	Buy	62639.1→61097.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62741.1→61198.3	-12.74	stop_loss
06-24 06:40	BTC	Buy	62892.1→62824.9	-1.03	timeout
06-23 06:22	BTC	Buy	64098.2→62520.6	-12.78	stop_loss
06-23 06:22	BTC	Buy	64083.2→62507.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64176.2→62596.6	-12.76	stop_loss
06-23 06:20	BTC	Buy	64409.2→62822.4	-12.78	stop_loss
06-23 05:23	BTC	Buy	64973.2→63375.1	-12.77	stop_loss
06-22 22:23	BTC	Buy	63713.2→64243.8	+3.71	timeout
06-22 18:24	BTC	Buy	63988.2→64664.8	+4.78	timeout
06-22 12:25	BTC	Buy	63991.2→64913.8	+6.61	timeout
06-22 07:45	BTC	Buy	64226.2→64230.8	-0.40	timeout
06-22 03:34	BTC	Buy	64332.2→64245.8	-1.20	timeout
06-21 21:38	BTC	Buy	63924.2→63773.8	-1.63	timeout
06-21 17:46	BTC	Buy	63805.2→64142.8	+2.28	timeout
06-21 08:18	BTC	Buy	63523.2→64068.8	+3.74	timeout
06-21 02:26	BTC	Buy	63380.2→64199.8	+6.00	timeout
06-20 21:01	BTC	Buy	63190.2→63909.8	+5.25	timeout
06-20 17:00	BTC	Buy	62957.1→63984.8	+7.68	timeout
06-20 12:54	BTC	Buy	62724.1→63551.8	+6.10	timeout
06-20 07:00	BTC	Buy	62896.1→63711.8	+6.02	timeout
06-20 00:41	BTC	Buy	63007.2→63536.8	+3.74	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-18 15:57	BTC	Buy	63889.2→62298.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64155.2→62573.6	-12.69	stop_loss
06-18 15:37	BTC	Buy	64546.2→62958.4	-12.54	stop_loss
06-18 15:16	BTC	Buy	65070.3→63470.1	-12.71	stop_loss
06-18 05:03	BTC	Buy	65321.3→63707.9	-12.82	stop_loss
06-17 19:50	BTC	Buy	65633.3→64014.8	-12.79	stop_loss
06-17 19:47	BTC	Buy	65641.3→64195.8	-11.48	timeout
06-17 19:41	BTC	Buy	65777.3→64154.7	-12.80	stop_loss
06-17 15:44	BTC	Buy	65821.3→65473.7	-3.10	timeout
06-17 07:47	BTC	Buy	66299.3→65496.7	-6.53	timeout
06-17 03:23	BTC	Buy	65714.3→65728.7	-0.37	timeout
06-16 23:03	BTC	Buy	66161.3→65773.7	-3.47	timeout
06-16 18:50	BTC	Buy	66866.3→65895.7	-7.78	timeout
06-16 14:50	BTC	Buy	66608.3→65678.7	-7.51	timeout
06-16 06:49	BTC	Buy	65840.3→66428.7	+4.10	timeout
06-16 02:19	BTC	Buy	65674.3→66027.7	+2.24	timeout
06-15 21:41	BTC	Buy	65239.3→66409.7	+8.46	timeout
06-15 13:35	BTC	Buy	64228.2→66843.7	+19.93	timeout
06-15 13:16	BTC	Buy	63920.2→66726.7	+21.52	take_profit
06-15 05:32	BTC	Buy	64278.2→65795.7	+11.34	timeout
06-15 01:32	BTC	Buy	64588.2→65422.7	+5.98	timeout
06-14 21:06	BTC	Buy	64292.2→63993.8	-2.79	timeout
06-14 16:38	BTC	Buy	64001.2→64137.8	+0.57	timeout
06-14 12:33	BTC	Buy	63996.2→64380.8	+2.57	timeout
06-14 03:20	BTC	Buy	63586.2→64500.8	+6.77	timeout
06-13 23:18	BTC	Buy	63431.2→64507.8	+8.02	timeout
06-13 19:14	BTC	Buy	63701.2→64162.8	+3.17	timeout
06-13 15:13	BTC	Buy	64320.2→64252.8	-1.01	timeout
06-13 11:09	BTC	Buy	63759.2→63856.8	+0.22	timeout
06-13 02:55	BTC	Buy	63566.2→63565.8	-0.45	timeout
06-12 22:49	BTC	Buy	63489.2→63496.8	-0.44	timeout
06-12 18:41	BTC	Buy	63482.2→63858.8	+2.50	timeout
06-12 14:36	BTC	Buy	62988.1→63624.8	+4.53	timeout
06-12 10:20	BTC	Buy	62817.1→63736.8	+6.78	timeout
06-12 01:07	BTC	Buy	61923.1→63488.8	+12.08	timeout
06-11 21:06	BTC	Buy	61668.1→63439.8	+13.77	timeout
06-11 17:03	BTC	Buy	62273.1→62401.9	+0.52	timeout
06-11 12:57	BTC	Buy	61653.1→62994.9	+10.32	timeout
06-11 08:39	BTC	Buy	61397.1→62901.9	+11.70	timeout
06-10 16:16	BTC	Buy	60969→62386.9	+11.13	timeout
06-09 14:46	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-09 14:36	BTC	Buy	62919.1→61371.2	-12.75	stop_loss
06-09 14:30	BTC	Buy	63025.2→61473.2	-12.77	stop_loss
06-09 14:17	BTC	Buy	63392.2→61833	-12.75	stop_loss
06-09 13:23	BTC	Buy	63803.2→62231.8	-12.74	stop_loss
06-09 11:32	BTC	Buy	63604.2→62576.9	-8.48	timeout
06-09 07:27	BTC	Buy	63180.2→63168.8	-0.60	timeout
06-08 23:23	BTC	Buy	62890.1→63179.8	+1.83	timeout
06-08 18:41	BTC	Buy	62183.1→63459.8	+9.75	timeout
06-08 14:40	BTC	Buy	62020.1→63818.8	+14.01	timeout
06-08 10:34	BTC	Buy	62426.1→63321.8	+6.73	timeout
06-08 06:32	BTC	Buy	62026.1→63039.8	+7.71	timeout
06-07 20:43	BTC	Buy	60644→61746.9	+8.67	timeout
06-07 16:31	BTC	Buy	60613→62222.9	+12.75	timeout
06-07 11:16	BTC	Buy	60609→62441.9	+14.69	timeout
06-07 07:15	BTC	Buy	61070.1→62110.9	+8.11	timeout
06-07 03:13	BTC	Buy	60890→61474.9	+4.29	timeout

Paper vs Live

Paper (trades.jsonl)

118

closed

42%

win rate

-300.10

total pnl ($)

-50.6 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	118	42%	-50.6	-300.10

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 22:18	BTC	Buy	circuit_breaker
06-28 16:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…