deribit_basis_threshold_low_fear_gate_long_v2 · strategy

171

closed trades

44%

win rate

-513.37

total pnl ($)

0.250

weight

7d window — n=41 wr=44% pnl=-165.64 · 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 12:58	BTC	Buy	59830→58358.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59843→58370.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59876→58403.9	-12.73	stop_loss
06-30 12:23	BTC	Buy	60304→58819.6	-12.74	stop_loss
06-29 23:08	BTC	Buy	59299→60315	+8.14	timeout
06-29 22:04	BTC	Buy	59849→60421	+4.39	timeout
06-29 20:53	BTC	Buy	59635→60282	+4.82	timeout
06-29 19:41	BTC	Buy	59421→60368	+7.37	timeout
06-29 18:29	BTC	Buy	59592→60227	+4.73	timeout
06-28 20:48	BTC	Buy	60270→59662	-5.51	timeout
06-28 19:41	BTC	Buy	60153→59409	-6.62	timeout
06-28 18:36	BTC	Buy	60527→59578	-8.27	timeout
06-28 17:26	BTC	Buy	60541→59570	-8.44	timeout
06-28 16:14	BTC	Buy	60737→59801	-8.13	timeout
06-27 19:44	BTC	Buy	59904→60168	+1.81	timeout
06-27 18:43	BTC	Buy	59722→60519	+6.24	timeout
06-27 17:40	BTC	Buy	59946→60567	+4.74	timeout
06-27 16:38	BTC	Buy	60172→60717	+4.06	timeout
06-27 15:37	BTC	Buy	60295→60819	+3.91	timeout
06-26 18:15	BTC	Buy	59413→60040	+4.71	timeout
06-26 17:14	BTC	Buy	59356→60174	+6.35	timeout
06-26 16:13	BTC	Buy	59715→60163	+3.22	timeout
06-26 15:10	BTC	Buy	59200→59912	+5.51	timeout
06-26 14:31	BTC	Buy	59305→59931	+4.78	timeout
06-25 13:58	BTC	Buy	59565→58096	-12.70	stop_loss
06-25 13:58	BTC	Buy	59615→58146	-12.70	stop_loss
06-25 13:55	BTC	Buy	59845→58372.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.68	stop_loss
06-25 13:51	BTC	Buy	60673→59179.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60894→59370.3	-12.95	stop_loss
06-24 16:51	BTC	Buy	61222.1→59715.1	-12.74	stop_loss
06-24 15:30	BTC	Buy	62297.1→60763.6	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62625.1→61083.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62708.1→61166.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62827.1→61281.3	-12.75	stop_loss
06-24 11:01	BTC	Buy	62322.1→62433.9	+0.41	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-24 07:55	BTC	Buy	62900.1→62626.9	-2.69	timeout
06-24 06:55	BTC	Buy	62922.1→62742.9	-1.93	timeout
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 06:21	BTC	Buy	64227.2→62642.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64391.2→62803.4	-12.80	stop_loss
06-23 06:20	BTC	Buy	64419.2→62831.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64416.2→62831.4	-12.77	stop_loss
06-22 22:26	BTC	Buy	63697.2→64199.8	+3.50	timeout
06-22 21:26	BTC	Buy	63677.2→64246.8	+4.01	timeout
06-22 20:25	BTC	Buy	64087.2→64386.8	+1.87	timeout
06-22 19:22	BTC	Buy	64176.2→64356.8	+0.91	timeout
06-22 18:21	BTC	Buy	64012.2→64648.8	+4.46	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:22	BTC	Buy	63925.2→64069.8	+0.68	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63832.2→63989.8	+0.87	timeout
06-21 17:15	BTC	Buy	63907.2→64167.8	+1.66	timeout
06-20 21:16	BTC	Buy	63233.2→63938.8	+5.14	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 19:07	BTC	Buy	63031.2→63796.8	+5.64	timeout
06-20 18:03	BTC	Buy	63125.2→63878.8	+5.50	timeout
06-20 17:03	BTC	Buy	62965.1→63941.8	+7.27	timeout
06-19 19:31	BTC	Buy	62773.1→62964.9	+1.05	timeout
06-19 18:30	BTC	Buy	62803.1→63074.8	+1.70	timeout
06-19 17:30	BTC	Buy	62613.1→62902.9	+1.86	timeout
06-19 16:38	BTC	Buy	62633.1→63286.8	+4.78	timeout
06-19 16:00	BTC	Buy	62507.1→63200.8	+5.14	timeout
06-18 15:53	BTC	Buy	64057.2→62475.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64217.2→62636.5	-12.45	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64345.2→62761.5	-12.50	stop_loss
06-18 14:39	BTC	Buy	65118.3→63925.8	-9.60	timeout
06-17 22:03	BTC	Buy	65488.3→63849.9	-12.95	stop_loss
06-17 19:41	BTC	Buy	65751.3→64134.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65881.3→64257.6	-12.78	stop_loss
06-17 19:29	BTC	Buy	65945.3→64310.6	-12.85	stop_loss
06-17 16:42	BTC	Buy	65826.3→65961.7	+0.56	timeout
06-17 15:42	BTC	Buy	65845.3→65478.7	-3.24	timeout
06-17 14:41	BTC	Buy	65707.3→65038.7	-5.55	timeout
06-17 13:37	BTC	Buy	65929.3→65092.7	-6.83	timeout
06-16 22:42	BTC	Buy	66253.3→65716.7	-4.59	timeout
06-16 15:31	BTC	Buy	66669.3→65809.7	-6.98	timeout
06-16 14:23	BTC	Buy	66497.3→65559.7	-7.58	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66856.3→66133.7	-5.93	timeout
06-15 22:17	BTC	Buy	65114.3→66341.7	+8.93	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63795.2→66596.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63764.2→66563.7	+21.51	take_profit
06-14 22:01	BTC	Buy	64405.2→65423.7	+7.41	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 17:49	BTC	Buy	64066.2→63772.8	-2.82	timeout
06-13 21:36	BTC	Buy	63527.2→64267.8	+5.35	timeout
06-13 20:34	BTC	Buy	63508.2→64231.8	+5.24	timeout
06-13 19:29	BTC	Buy	63724.2→64146.8	+2.86	timeout
06-13 18:30	BTC	Buy	63739.2→64179.8	+2.99	timeout
06-13 17:26	BTC	Buy	63794.2→64012.8	+1.26	timeout
06-12 20:47	BTC	Buy	63262.2→63425.8	+0.82	timeout

Paper vs Live

Paper (trades.jsonl)

171

closed

44%

win rate

-513.37

total pnl ($)

-59.9 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	171	44%	-59.9	-513.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:18	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…