deribit_basis_trend_dom_gate · strategy

108

closed trades

51%

win rate

-228.34

total pnl ($)

0.744

weight

7d window — n=27 wr=52% pnl=-61.19 · 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 06:34	BTC	Buy	60213→59536	-6.06	timeout
06-29 23:44	BTC	Buy	59824→60231	+2.97	timeout
06-29 17:30	BTC	Buy	59685→60507	+6.36	timeout
06-29 11:09	BTC	Buy	59303→59993	+5.29	timeout
06-29 05:00	BTC	Buy	59653→59822	+0.97	timeout
06-28 22:49	BTC	Buy	60106→59147	-8.44	timeout
06-28 16:35	BTC	Buy	60086→59611	-4.41	timeout
06-28 10:31	BTC	Buy	60167→60093	-1.08	timeout
06-28 04:25	BTC	Buy	60698→60201	-4.55	timeout
06-27 23:03	BTC	Buy	60409→60210	-2.07	timeout
06-27 16:46	BTC	Buy	60329→60749	+3.02	timeout
06-27 10:51	BTC	Buy	60001→60349	+2.43	timeout
06-27 04:58	BTC	Buy	60036→60189	+0.83	timeout
06-26 23:03	BTC	Buy	59377→60054	+5.23	timeout
06-26 16:43	BTC	Buy	59902→60172	+1.75	timeout
06-26 03:58	BTC	Buy	59520→59877	+2.57	timeout
06-26 02:16	BTC	Buy	59941→58457.8	-12.81	stop_loss
06-25 13:48	BTC	Buy	60797→59300.4	-12.72	stop_loss
06-25 13:44	BTC	Buy	61519.1→60005	-12.74	stop_loss
06-25 10:05	BTC	Buy	61017.1→61697.9	+5.12	timeout
06-25 03:52	BTC	Buy	60485→60767	+1.88	timeout
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62642.1→61101.4	-12.74	stop_loss
06-24 09:58	BTC	Buy	62569.1→62676.9	+0.38	timeout
06-24 03:41	BTC	Buy	62303.1→62787.9	+3.41	timeout
06-23 21:21	BTC	Buy	62438.1→62461.9	-0.25	timeout
06-23 08:17	BTC	Buy	64045.2→62466.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64227.2→62638.5	-12.83	stop_loss
06-23 03:40	BTC	Buy	65040.3→63951.8	-8.82	timeout
06-22 21:32	BTC	Buy	64096.2→64263.8	+0.85	timeout
06-22 15:15	BTC	Buy	64077.2→65070.7	+7.27	timeout
06-22 09:19	BTC	Buy	63539.2→64120.8	+4.09	timeout
06-22 03:21	BTC	Buy	64165.2→64239.8	+0.09	timeout
06-21 21:07	BTC	Buy	63945.2→63729.8	-2.14	timeout
06-21 15:01	BTC	Buy	64229.2→64139.8	-1.12	timeout
06-21 08:59	BTC	Buy	63892.2→63974.8	+0.12	timeout
06-21 02:59	BTC	Buy	63911.2→64229.8	+2.04	timeout
06-20 20:54	BTC	Buy	63389.2→63888.8	+3.50	timeout
06-20 14:49	BTC	Buy	63402.2→63872.8	+3.23	timeout
06-20 08:46	BTC	Buy	63097.2→63419.8	+2.05	timeout
06-20 02:46	BTC	Buy	63310.2→63371.8	+0.04	timeout
06-19 20:40	BTC	Buy	62655.1→63006.8	+2.34	timeout
06-19 14:35	BTC	Buy	62980.1→63241.8	+1.68	timeout
06-19 08:36	BTC	Buy	63103.2→62641.9	-4.04	timeout
06-18 15:57	BTC	Buy	63944.2→62365.7	-12.78	stop_loss
06-18 15:37	BTC	Buy	64554.2→62965.4	-12.75	stop_loss
06-18 14:32	BTC	Buy	64712.2→63860.8	-7.02	timeout
06-18 08:29	BTC	Buy	64307.2→64538.8	+1.35	timeout
06-18 02:33	BTC	Buy	65212.3→64671.8	-4.63	timeout
06-17 20:23	BTC	Buy	65346.3→64330.8	-8.22	timeout
06-17 14:20	BTC	Buy	65900.3→65208.7	-5.70	timeout
06-17 08:22	BTC	Buy	65823.3→65266.7	-4.67	timeout
06-17 02:11	BTC	Buy	66095.3→65823.7	-2.52	timeout
06-16 20:13	BTC	Buy	66456.3→65733.7	-5.94	timeout
06-16 12:24	BTC	Buy	66253.3→66539.7	+1.67	timeout
06-16 06:23	BTC	Buy	66827.3→66204.7	-5.08	timeout
06-14 21:11	BTC	Buy	64436.2→63991.8	-3.91	timeout
06-14 15:07	BTC	Buy	64477.2→64083.8	-3.51	timeout
06-14 09:01	BTC	Buy	64272.2→64391.8	+0.45	timeout
06-14 02:56	BTC	Buy	64216.2→64467.8	+1.52	timeout
06-13 20:52	BTC	Buy	63798.2→64226.8	+2.90	timeout
06-13 15:01	BTC	Buy	63665.2→64192.8	+3.67	timeout
06-13 08:55	BTC	Buy	63398.2→63778.8	+2.51	timeout
06-13 02:50	BTC	Buy	63523.2→63547.8	-0.26	timeout
06-12 20:43	BTC	Buy	63355.2→63508.8	+0.75	timeout
06-12 14:59	BTC	Buy	63582.2→63928.8	+2.24	timeout
06-12 08:58	BTC	Buy	63383.2→63444.8	+0.00	timeout
06-12 02:52	BTC	Buy	62920.1→63568.8	+4.66	timeout
06-11 20:46	BTC	Buy	62868.1→63245.8	+2.48	timeout
06-11 14:42	BTC	Buy	62032.1→62890.9	+6.42	timeout
06-11 08:33	BTC	Buy	61861.1→62906.9	+7.94	timeout
06-11 02:27	BTC	Buy	62096.1→62119.9	-0.29	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 05:42	BTC	Buy	61773.1→62016.9	+1.58	timeout
06-09 15:55	BTC	Buy	62629.1→61087.4	-12.78	stop_loss
06-09 14:17	BTC	Buy	63402.2→61843	-12.75	stop_loss
06-09 11:41	BTC	Buy	63101.2→62593.9	-4.44	timeout
06-09 05:34	BTC	Buy	63397.2→63493.8	+0.30	timeout
06-08 23:32	BTC	Buy	63614.2→63042.8	-4.95	timeout
06-08 17:28	BTC	Buy	62678.1→63587.8	+6.76	timeout
06-08 11:24	BTC	Buy	62945.1→63600.8	+4.75	timeout
06-08 05:29	BTC	Buy	62236.1→62663.9	+2.99	timeout
06-07 23:23	BTC	Buy	62509.1→62902.9	+2.70	timeout
06-07 17:18	BTC	Buy	61988.1→62257.9	+1.73	timeout
06-07 11:11	BTC	Buy	60705→62498.9	+14.33	timeout
06-07 05:16	BTC	Buy	60686→61773.9	+8.53	timeout
06-06 23:00	BTC	Buy	60562→60514	-0.81	timeout
06-06 16:59	BTC	Buy	60081→60724	+4.92	timeout
06-06 04:12	BTC	Buy	61756.1→60236.9	-12.75	stop_loss
06-05 18:43	BTC	Buy	61297.1→59789.1	-12.76	stop_loss
06-05 13:57	BTC	Buy	62353.1→60819.5	-12.75	stop_loss
06-05 06:20	BTC	Buy	63230.2→61675.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63656.2→62090.8	-12.73	stop_loss
06-05 04:23	BTC	Buy	63699.2→62748.9	-7.88	timeout
06-04 22:52	BTC	Buy	62311.1→63576.8	+9.73	timeout
06-04 09:29	BTC	Buy	64335.2→62753.5	-12.74	stop_loss
06-02 14:09	BTC	Buy	70109.5→68383.4	-12.77	stop_loss
06-02 12:06	BTC	Buy	70997.5→69250.9	-12.80	stop_loss
06-02 07:01	BTC	Buy	71592.6→69823.6	-12.87	stop_loss
06-02 01:43	BTC	Buy	71692.6→70962.5	-5.62	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

51%

win rate

-228.34

total pnl ($)

-42.0 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	108	51%	-42.0	-228.34

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…