deribit_basis_threshold_long_fear_gate_v6 · strategy

170

closed trades

44%

win rate

-520.88

total pnl ($)

0.320

weight

7d window — n=39 wr=46% pnl=-136.03 · 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 12:58	BTC	Buy	59845→58371.9	-12.75	stop_loss
06-30 12:06	BTC	Buy	60473→58985.5	-12.73	stop_loss
06-29 21:43	BTC	Buy	59683→60428	+5.64	timeout
06-29 20:38	BTC	Buy	59668→60387	+5.42	timeout
06-29 19:28	BTC	Buy	59493→60449	+7.43	timeout
06-29 18:20	BTC	Buy	59612→60437	+6.32	timeout
06-29 17:09	BTC	Buy	59747→60143	+2.71	timeout
06-28 21:24	BTC	Buy	60392→59659	-6.52	timeout
06-28 19:23	BTC	Buy	60419→59467	-8.30	timeout
06-28 18:19	BTC	Buy	60503→59623	-7.69	timeout
06-28 17:14	BTC	Buy	60545→59616	-8.10	timeout
06-28 16:07	BTC	Buy	60798→59870	-8.12	timeout
06-27 20:29	BTC	Buy	59745→60228	+3.65	timeout
06-27 18:24	BTC	Buy	60008→60469	+3.41	timeout
06-27 17:22	BTC	Buy	60147→60541	+2.82	timeout
06-27 16:24	BTC	Buy	60048→60682	+4.87	timeout
06-27 15:24	BTC	Buy	60091→60714	+4.74	timeout
06-26 19:04	BTC	Buy	59377→59648	+1.71	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.32	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.63	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:20	BTC	Buy	59374→59862	+3.61	timeout
06-25 18:04	BTC	Buy	59437→59607	+1.01	timeout
06-25 13:58	BTC	Buy	59613→58146	-12.68	stop_loss
06-25 13:54	BTC	Buy	60004→58517.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60265→58777.7	-12.71	stop_loss
06-25 13:51	BTC	Buy	60615→59119.5	-12.72	stop_loss
06-24 17:20	BTC	Buy	60891→59379.3	-12.85	stop_loss
06-24 16:51	BTC	Buy	61350.1→59838.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62531.1→60966.5	-12.96	stop_loss
06-24 14:13	BTC	Buy	62643.1→61102.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62671.1→61129.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61207.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:48	BTC	Buy	62254.1→62530.9	+1.73	timeout
06-24 09:47	BTC	Buy	62332.1→62648.9	+2.01	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 07:43	BTC	Buy	62917.1→62658.9	-2.55	timeout
06-24 06:43	BTC	Buy	62867.1→62789.9	-1.12	timeout
06-23 06:21	BTC	Buy	64230.2→62647.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64314.2→62725.5	-12.82	stop_loss
06-23 06:20	BTC	Buy	64368.2→62784.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64505.2→62915.4	-12.79	stop_loss
06-23 06:18	BTC	Buy	64652.2→63062.3	-12.76	stop_loss
06-22 21:37	BTC	Buy	63708.2→64296.8	+4.16	timeout
06-22 20:36	BTC	Buy	64032.2→64401.8	+2.41	timeout
06-22 19:33	BTC	Buy	64197.2→64414.8	+1.20	timeout
06-22 18:32	BTC	Buy	64139.2→64576.8	+2.89	timeout
06-22 17:27	BTC	Buy	64116.2→64551.8	+2.93	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 20:22	BTC	Buy	63924.2→64068.8	+0.68	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:18	BTC	Buy	63844.2→63983.8	+0.73	timeout
06-21 17:13	BTC	Buy	63906.2→64169.8	+1.67	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.19	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 19:07	BTC	Buy	63021.2→63804.8	+5.78	timeout
06-20 18:04	BTC	Buy	63111.2→63879.8	+5.63	timeout
06-20 17:02	BTC	Buy	62958.1→63938.8	+7.30	timeout
06-19 20:00	BTC	Buy	62970.1→63014.8	-0.13	timeout
06-19 18:59	BTC	Buy	62679.1→63079.8	+2.72	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-19 16:54	BTC	Buy	62662.1→63057.8	+2.74	timeout
06-19 16:13	BTC	Buy	62632.1→63241.8	+4.42	timeout
06-18 15:57	BTC	Buy	63930.2→62357.7	-12.56	stop_loss
06-18 15:52	BTC	Buy	64066.2→62490.6	-12.47	stop_loss
06-18 15:40	BTC	Buy	64187.2→62608.5	-12.87	stop_loss
06-18 15:40	BTC	Buy	64286.2→62702.5	-12.88	stop_loss
06-18 15:38	BTC	Buy	64395.2→62811.4	-12.85	stop_loss
06-18 04:11	BTC	Buy	65347.3→63738.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65639.3→64015.8	-12.83	stop_loss
06-17 19:42	BTC	Buy	65724.3→64104.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65779.3→64157.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65872.3→64251.6	-12.75	stop_loss
06-17 16:54	BTC	Buy	65704.3→65862.7	+0.70	timeout
06-17 15:51	BTC	Buy	65842.3→65756.7	-1.04	timeout
06-17 14:48	BTC	Buy	65628.3→64960.8	-5.54	timeout
06-16 23:11	BTC	Buy	66246.3→65734.7	-4.40	timeout
06-16 22:12	BTC	Buy	66424.3→65831.7	-5.00	timeout
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 14:23	BTC	Buy	67178.4→65520.9	-12.86	stop_loss
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-15 22:43	BTC	Buy	65373.3→66256.7	+6.26	timeout
06-15 21:40	BTC	Buy	65371.3→66402.7	+7.38	timeout
06-15 13:20	BTC	Buy	64015.2→66828.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63788.2→66595.7	+21.57	take_profit
06-15 12:50	BTC	Buy	63709.2→66516.7	+21.60	take_profit
06-14 22:20	BTC	Buy	64413.2→65158.7	+5.29	timeout
06-14 21:16	BTC	Buy	64245.2→64346.8	+0.32	timeout
06-14 20:11	BTC	Buy	64264.2→63795.8	-4.14	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 18:08	BTC	Buy	64042.2→63707.8	-3.16	timeout
06-13 21:17	BTC	Buy	63610.2→64238.8	+4.47	timeout
06-13 20:11	BTC	Buy	63549.2→64256.8	+5.12	timeout
06-13 19:11	BTC	Buy	63662.2→64144.8	+3.34	timeout
06-13 18:08	BTC	Buy	63727.2→64035.8	+1.95	timeout
06-13 17:02	BTC	Buy	63963.2→63967.8	-0.42	timeout
06-12 20:37	BTC	Buy	63293.2→63514.8	+1.28	timeout
06-12 19:32	BTC	Buy	63810.2→63626.8	-1.89	timeout
06-12 18:24	BTC	Buy	63371.2→63693.8	+2.08	timeout

Paper vs Live

Paper (trades.jsonl)

170

closed

44%

win rate

-520.88

total pnl ($)

-60.9 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	170	44%	-60.9	-520.88

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:25	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…