deribit_basis_threshold_fear_gate_long_v8 · strategy

172

closed trades

43%

win rate

-546.16

total pnl ($)

0.250

weight

7d window — n=40 wr=42% pnl=-154.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:59	BTC	Buy	59812→58340.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59821→58346.9	-12.76	stop_loss
06-30 12:06	BTC	Buy	60472→58984.5	-12.73	stop_loss
06-29 22:24	BTC	Buy	59413→60419	+8.09	timeout
06-29 21:20	BTC	Buy	59672→60290	+4.58	timeout
06-29 20:11	BTC	Buy	59550→60405	+6.58	timeout
06-29 19:03	BTC	Buy	59459→60150	+5.21	timeout
06-29 17:51	BTC	Buy	59540→60466	+7.18	timeout
06-28 20:26	BTC	Buy	60236→59660	-5.22	timeout
06-28 19:24	BTC	Buy	60416→59477	-8.20	timeout
06-28 18:20	BTC	Buy	60499→59593	-7.91	timeout
06-28 17:15	BTC	Buy	60487→59645	-7.39	timeout
06-28 16:08	BTC	Buy	60797→59873	-8.06	timeout
06-27 19:11	BTC	Buy	59936→60570	+4.87	timeout
06-27 18:11	BTC	Buy	60095→60514	+3.06	timeout
06-27 17:09	BTC	Buy	60155→60527	+2.63	timeout
06-27 16:11	BTC	Buy	60169→60715	+4.15	timeout
06-27 15:10	BTC	Buy	59990→60654	+5.09	timeout
06-26 18:20	BTC	Buy	59648→60008	+2.47	timeout
06-26 17:18	BTC	Buy	59491→60051	+4.14	timeout
06-26 16:15	BTC	Buy	59739→60137	+2.78	timeout
06-26 15:11	BTC	Buy	59119→59860	+5.77	timeout
06-26 14:18	BTC	Buy	58999.9→59874	+6.91	timeout
06-25 13:58	BTC	Buy	59562→58096	-12.69	stop_loss
06-25 13:58	BTC	Buy	59664→58195	-12.70	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60673→59180.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60966→59461.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61214.1→59702.1	-12.78	stop_loss
06-24 15:08	BTC	Buy	62329.1→60794.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62603.1→61057.4	-12.79	stop_loss
06-24 14:13	BTC	Buy	62607.1→61067.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62749.1→61199.3	-12.80	stop_loss
06-24 13:47	BTC	Buy	62828.1→61281.3	-12.76	stop_loss
06-24 11:02	BTC	Buy	62381.1→62417.9	-0.19	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62419.1→62771.9	+2.32	timeout
06-24 07:55	BTC	Buy	62900.1→62628.9	-2.66	timeout
06-24 06:54	BTC	Buy	62931.1→62751.9	-1.93	timeout
06-23 06:21	BTC	Buy	64303.2→62715.5	-12.81	stop_loss
06-23 06:21	BTC	Buy	64345.2→62753.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64377.2→62794.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64429.2→62842.4	-12.78	stop_loss
06-23 06:18	BTC	Buy	64601.2→63012.3	-12.77	stop_loss
06-22 20:53	BTC	Buy	63736.2→64389.8	+4.66	timeout
06-22 19:50	BTC	Buy	64192.2→64328.8	+0.57	timeout
06-22 18:49	BTC	Buy	64128.2→64458.8	+2.06	timeout
06-22 17:46	BTC	Buy	64145.2→64457.8	+1.96	timeout
06-22 16:40	BTC	Buy	64024.2→64581.8	+3.90	timeout
06-21 20:33	BTC	Buy	63836.2→64036.8	+1.12	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:24	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 17:20	BTC	Buy	63892.2→64136.8	+1.53	timeout
06-21 16:16	BTC	Buy	63983.2→64087.8	+0.33	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 19:12	BTC	Buy	63011.2→63857.8	+6.28	timeout
06-20 18:11	BTC	Buy	63106.2→63847.8	+5.42	timeout
06-20 17:08	BTC	Buy	62982.1→63911.8	+6.89	timeout
06-20 16:07	BTC	Buy	63154.2→63989.8	+6.04	timeout
06-19 19:36	BTC	Buy	62816.1→62949.9	+0.59	timeout
06-19 18:36	BTC	Buy	62792.1→63127.8	+2.21	timeout
06-19 17:31	BTC	Buy	62677.1→62911.9	+1.42	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-19 15:34	BTC	Buy	63247.2→63172.8	-0.94	timeout
06-18 15:40	BTC	Buy	64204.2→62625.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64211.2→62628.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64253.2→62668.5	-12.76	stop_loss
06-18 15:39	BTC	Buy	64384.2→62792.4	-12.79	stop_loss
06-18 14:36	BTC	Buy	65142.3→63839.8	-10.44	timeout
06-17 22:03	BTC	Buy	65455.3→63845.9	-12.74	stop_loss
06-17 19:50	BTC	Buy	65659.3→64041.8	-12.79	stop_loss
06-17 19:39	BTC	Buy	65834.3→64215.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	66050.3→64424.5	-12.76	stop_loss
06-17 16:40	BTC	Buy	65824.3→65903.7	+0.16	timeout
06-17 15:36	BTC	Buy	65915.3→65362.7	-4.65	timeout
06-17 14:36	BTC	Buy	65585.3→65139.7	-3.86	timeout
06-17 13:30	BTC	Buy	66091.3→64849.8	-9.89	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-4.76	timeout
06-16 15:30	BTC	Buy	66623.3→65794.7	-6.75	timeout
06-16 14:23	BTC	Buy	66496.3→65589.7	-7.35	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:24	BTC	Buy	66855.3→66134.7	-5.92	timeout
06-15 22:16	BTC	Buy	65112.3→66352.7	+9.03	timeout
06-15 13:19	BTC	Buy	63999.2→66813.7	+21.55	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63771.2→66570.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63726.2→66523.7	+21.51	take_profit
06-14 22:02	BTC	Buy	64405.2→65395.7	+7.19	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64288.2→63745.8	-4.71	timeout
06-14 18:50	BTC	Buy	64043.2→63754.8	-2.79	timeout
06-14 17:49	BTC	Buy	64060.2→63767.8	-2.81	timeout
06-13 21:30	BTC	Buy	63496.2→64233.8	+5.34	timeout
06-13 20:27	BTC	Buy	63491.2→64219.8	+5.28	timeout
06-13 19:20	BTC	Buy	63735.2→64147.8	+2.79	timeout
06-13 18:17	BTC	Buy	63762.2→64073.8	+1.97	timeout
06-13 17:16	BTC	Buy	63858.2→63918.8	+0.03	timeout
06-12 20:53	BTC	Buy	63364.2→63390.8	-0.25	timeout
06-12 19:48	BTC	Buy	63665.2→63590.8	-1.04	timeout

Paper vs Live

Paper (trades.jsonl)

172

closed

43%

win rate

-546.16

total pnl ($)

-63.2 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	172	43%	-63.2	-546.16

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:26	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…