deribit_basis_rolling_uptick_fear_gate_long · strategy

175

closed trades

40%

win rate

-500.14

total pnl ($)

0.314

weight

7d window — n=45 wr=31% pnl=-147.34 · 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 11:08	BTC	Buy	60661→60133	-4.84	timeout
06-28 10:00	BTC	Buy	60522→60222	-2.95	timeout
06-28 08:21	BTC	Buy	60322→60181	-1.62	timeout
06-28 07:12	BTC	Buy	60374→60115	-2.58	timeout
06-28 04:49	BTC	Buy	60392→60142	-2.53	timeout
06-27 12:19	BTC	Buy	60053→60258	+1.23	timeout
06-27 11:17	BTC	Buy	59911→60302	+2.78	timeout
06-27 10:11	BTC	Buy	59946→60419	+3.46	timeout
06-27 09:11	BTC	Buy	59017→60366	+10.95	timeout
06-27 07:50	BTC	Buy	59420→60470	+8.36	timeout
06-26 14:00	BTC	Buy	59649→60170	+3.88	timeout
06-26 12:56	BTC	Buy	59183→59237	-0.03	timeout
06-26 11:44	BTC	Buy	59154→59391	+1.50	timeout
06-26 10:47	BTC	Buy	59378→59377	-0.50	timeout
06-26 10:03	BTC	Buy	59010→59672	+5.12	timeout
06-25 13:59	BTC	Buy	59513→58041.1	-12.74	stop_loss
06-25 13:58	BTC	Buy	59600→58134	-12.67	stop_loss
06-25 13:48	BTC	Buy	60818→59315.4	-12.74	stop_loss
06-25 13:46	BTC	Buy	61214.1→59703.1	-12.79	stop_loss
06-25 12:59	BTC	Buy	59836→61192.9	+10.91	timeout
06-25 12:05	BTC	Buy	60274→61200.9	+7.24	timeout
06-24 16:51	BTC	Buy	61241.1→59735.1	-12.73	stop_loss
06-24 14:17	BTC	Buy	62578.1→61033.4	-12.78	stop_loss
06-24 14:17	BTC	Buy	62593.1→61051.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62609.1→61066.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62746.1→61198.3	-12.78	stop_loss
06-24 13:44	BTC	Buy	62907.1→61359.2	-12.75	stop_loss
06-24 06:05	BTC	Buy	62527.1→62753.9	+1.32	timeout
06-24 05:05	BTC	Buy	62384.1→62751.9	+2.44	timeout
06-24 04:05	BTC	Buy	62791.1→62632.9	-1.77	timeout
06-24 03:05	BTC	Buy	62914.1→62569.9	-3.23	timeout
06-24 02:09	BTC	Buy	63113.2→62848.9	-2.58	timeout
06-23 08:24	BTC	Buy	63673.2→62092.8	-12.85	stop_loss
06-23 08:17	BTC	Buy	63983.2→62403.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64230.2→62648.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64144.2→62830.9	-10.71	timeout
06-23 04:02	BTC	Buy	64148.2→64046.8	-1.24	timeout
06-23 02:55	BTC	Buy	63971.2→64202.8	+1.36	timeout
06-23 01:51	BTC	Buy	64155.2→63911.8	-2.33	timeout
06-23 00:13	BTC	Buy	63974.2→63939.8	-0.70	timeout
06-22 09:26	BTC	Buy	64119.2→64108.8	-0.60	timeout
06-22 06:43	BTC	Buy	64357.2→64000.8	-3.23	timeout
06-22 05:40	BTC	Buy	64223.2→64225.8	-0.44	timeout
06-22 04:34	BTC	Buy	63970.2→63983.8	-0.37	timeout
06-22 03:29	BTC	Buy	64143.2→64244.8	+0.28	timeout
06-21 12:09	BTC	Buy	64019.2→64156.8	+0.68	timeout
06-21 09:56	BTC	Buy	63382.2→64161.8	+5.61	timeout
06-21 08:31	BTC	Buy	63713.2→64023.8	+1.87	timeout
06-21 07:29	BTC	Buy	63676.2→64130.8	+3.13	timeout
06-21 06:31	BTC	Buy	63655.2→64223.8	+4.01	timeout
06-20 15:32	BTC	Buy	62974.1→64101.8	+8.45	timeout
06-20 12:50	BTC	Buy	63132.2→63560.8	+2.91	timeout
06-20 11:45	BTC	Buy	63253.2→63699.8	+3.05	timeout
06-20 10:41	BTC	Buy	63352.2→63563.8	+1.16	timeout
06-20 09:36	BTC	Buy	62792.1→63605.8	+5.94	timeout
06-19 16:43	BTC	Buy	63106.2→63248.8	+0.71	timeout
06-19 15:38	BTC	Buy	62828.1→63120.8	+1.96	timeout
06-19 14:33	BTC	Buy	62791.1→63193.8	+2.84	timeout
06-19 13:18	BTC	Buy	62550.1→62666.9	+0.56	timeout
06-19 12:38	BTC	Buy	62648.1→62495.9	-1.59	timeout
06-18 15:58	BTC	Buy	63803.2→62233.8	-12.60	stop_loss
06-18 15:57	BTC	Buy	63946.2→62365.7	-12.75	stop_loss
06-18 15:53	BTC	Buy	64010.2→62433.6	-12.64	stop_loss
06-18 15:53	BTC	Buy	64012.2→62433.6	-12.64	stop_loss
06-18 15:37	BTC	Buy	64523.2→62935.4	-12.65	stop_loss
06-18 10:25	BTC	Buy	65215.3→63902.8	-10.58	timeout
06-18 07:21	BTC	Buy	64689.2→64163.8	-4.54	timeout
06-18 06:17	BTC	Buy	64908.2→63882.8	-8.36	timeout
06-18 05:21	BTC	Buy	64963.2→63925.8	-8.45	timeout
06-18 04:11	BTC	Buy	65391.3→63744.9	-13.05	stop_loss
06-17 13:40	BTC	Buy	65707.3→65168.7	-4.56	timeout
06-17 12:34	BTC	Buy	65689.3→64752.8	-7.62	timeout
06-17 10:15	BTC	Buy	66040.3→64846.8	-9.56	timeout
06-17 09:13	BTC	Buy	66165.3→64963.8	-9.59	timeout
06-17 08:10	BTC	Buy	66532.3→65368.7	-9.21	timeout
06-16 15:58	BTC	Buy	66570.3→65859.7	-5.87	timeout
06-16 14:54	BTC	Buy	66816.3→65655.7	-9.20	timeout
06-16 12:48	BTC	Buy	67102.4→66447.7	-5.40	timeout
06-16 11:52	BTC	Buy	67124.4→66393.7	-5.96	timeout
06-16 10:23	BTC	Buy	66462.3→66675.7	+1.10	timeout
06-15 19:25	BTC	Buy	65537.3→66531.7	+7.08	timeout
06-15 17:48	BTC	Buy	65293.3→66858.7	+11.44	timeout
06-15 13:20	BTC	Buy	64022.2→66832.7	+21.51	take_profit
06-15 13:13	BTC	Buy	63942.2→66603.7	+20.38	timeout
06-15 13:00	BTC	Buy	63799.2→66600.7	+21.52	take_profit
06-14 21:50	BTC	Buy	64618.2→65521.7	+6.50	timeout
06-14 20:46	BTC	Buy	64555.2→64024.8	-4.58	timeout
06-14 19:42	BTC	Buy	64452.2→63734.8	-6.05	timeout
06-14 18:37	BTC	Buy	64494.2→63733.8	-6.42	timeout
06-14 17:00	BTC	Buy	64266.2→63895.8	-3.39	timeout
06-14 01:27	BTC	Buy	63537.2→64631.8	+8.20	timeout
06-14 00:19	BTC	Buy	63518.2→64369.8	+6.27	timeout
06-13 23:16	BTC	Buy	63660.2→64451.8	+5.75	timeout
06-13 22:15	BTC	Buy	63753.2→64380.8	+4.45	timeout
06-13 20:56	BTC	Buy	63608.2→64249.8	+4.58	timeout
06-13 04:58	BTC	Buy	63452.2→63482.8	-0.20	timeout
06-13 03:30	BTC	Buy	63003.2→63488.8	+3.40	timeout
06-13 02:29	BTC	Buy	63131.2→63686.8	+3.94	timeout
06-13 01:26	BTC	Buy	63460.2→63613.8	+0.69	timeout
06-13 00:24	BTC	Buy	63700.2→63561.8	-1.62	timeout

Paper vs Live

Paper (trades.jsonl)

175

closed

40%

win rate

-500.14

total pnl ($)

-56.9 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	175	40%	-56.9	-500.14

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…