deribit_basis_rolling_rise_long_fear_gate · strategy

closed trades

49%

win rate

-146.72

total pnl ($)

0.999

weight

7d window — n=14 wr=43% pnl=-42.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:35	BTC	Buy	59590→60081	+3.66	timeout
06-28 17:54	BTC	Buy	59922→59549	-3.55	timeout
06-28 05:57	BTC	Buy	60539→59955	-5.27	timeout
06-27 19:47	BTC	Buy	60453→60158	-2.87	timeout
06-27 07:30	BTC	Buy	59905→60403	+3.69	timeout
06-26 12:40	BTC	Buy	60597→59106.5	-12.76	stop_loss
06-26 03:53	BTC	Buy	59315→59783	+3.50	timeout
06-25 13:44	BTC	Buy	61622.1→60106.9	-12.70	stop_loss
06-25 04:54	BTC	Buy	59753→61184.9	+11.55	timeout
06-24 14:02	BTC	Buy	62728.1→61182.3	-12.69	stop_loss
06-24 02:15	BTC	Buy	62667.1→62808.9	+0.65	timeout
06-23 06:21	BTC	Buy	64163.2→62555.6	-12.95	stop_loss
06-23 02:11	BTC	Buy	65253.3→64019.8	-9.92	timeout
06-22 15:03	BTC	Buy	64099.2→65070.7	+7.13	timeout
06-22 02:32	BTC	Buy	63987.2→64497.8	+3.53	timeout
06-21 14:28	BTC	Buy	64206.2→64004.8	-1.99	timeout
06-21 01:33	BTC	Buy	63378.2→64191.8	+5.97	timeout
06-20 13:04	BTC	Buy	63481.2→63587.8	+0.36	timeout
06-20 00:08	BTC	Buy	62600.1→63532.8	+7.00	timeout
06-19 12:22	BTC	Buy	62892.1→62528.9	-3.29	timeout
06-18 15:40	BTC	Buy	64365.2→62780.5	-12.73	stop_loss
06-18 12:35	BTC	Buy	64564.2→64193.8	-3.31	timeout
06-18 00:50	BTC	Buy	64981.2→64539.8	-3.89	timeout
06-17 12:54	BTC	Buy	65690.3→64935.8	-6.20	timeout
06-17 00:25	BTC	Buy	66541.3→65683.7	-6.92	timeout
06-16 12:22	BTC	Buy	66287.3→66603.7	+1.90	timeout
06-15 23:53	BTC	Buy	66202.3→66315.7	+0.43	timeout
06-15 11:38	BTC	Buy	65606.3→66180.7	+3.93	timeout
06-14 23:28	BTC	Buy	64553.2→65669.7	+8.20	timeout
06-14 11:14	BTC	Buy	64435.2→64549.8	+0.44	timeout
06-13 21:45	BTC	Buy	63787.2→64532.8	+5.38	timeout
06-13 09:48	BTC	Buy	63457.2→63763.8	+1.93	timeout
06-12 21:01	BTC	Buy	63452.2→63462.8	-0.39	timeout
06-12 08:33	BTC	Buy	63374.2→63465.8	+0.23	timeout
06-11 20:23	BTC	Buy	62865.1→63446.8	+4.11	timeout
06-11 08:19	BTC	Buy	61817.1→62795.9	+7.40	timeout
06-10 20:15	BTC	Buy	61601.1→61823.9	+1.33	timeout
06-09 15:55	BTC	Buy	62620.1→61076.4	-12.78	stop_loss
06-09 10:30	BTC	Buy	63336.2→62711.9	-5.36	timeout
06-08 22:25	BTC	Buy	63164.2→63320.8	+0.77	timeout
06-08 10:25	BTC	Buy	62991.1→63146.8	+0.79	timeout
06-07 22:31	BTC	Buy	62521.1→62847.9	+2.17	timeout
06-07 10:45	BTC	Buy	60596→62333.9	+13.90	timeout
06-06 22:17	BTC	Buy	60591→60676	+0.29	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 13:55	BTC	Buy	62568.1→61027.4	-12.76	stop_loss
06-05 06:17	BTC	Buy	63373.2→61813	-12.73	stop_loss
06-04 22:17	BTC	Buy	62818.1→63311.8	+3.50	timeout
06-04 00:24	BTC	Buy	65524.3→63912.8	-12.74	stop_loss
06-03 19:53	BTC	Buy	67063.4→65411	-12.79	stop_loss
06-03 03:50	BTC	Buy	67101.4→65450	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 08:56	BTC	Buy	71419.6→69663.7	-12.82	stop_loss
06-01 15:32	BTC	Buy	73397.7→71299.8	-14.80	stop_loss
06-01 01:39	BTC	Buy	73867.7→73586.3	-2.38	timeout
05-31 11:45	BTC	Buy	73780.7→73914.3	+0.39	timeout
05-30 22:33	BTC	Buy	73608.7→73846.3	+1.11	timeout
05-30 17:34	BTC	Buy	73510.7→73829.3	+1.66	timeout
05-29 22:05	BTC	Buy	73682.7→73351.3	-2.72	timeout
05-29 09:53	BTC	Buy	73863.7→73704.3	-1.57	timeout
05-28 19:38	BTC	Buy	73408.7→73425.3	-0.41	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-146.72

total pnl ($)

-47.9 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	61	49%	-47.9	-146.72

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…