deribit_basis_vol_gate_short · strategy

closed trades

46%

win rate

+22.14

total pnl ($)

1.386

weight

7d window — n=23 wr=48% pnl=+27.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:18	BTC	Sell	59388→59967	-5.29	timeout
06-26 12:24	BTC	Sell	59959→59587	+2.67	timeout
06-26 05:54	BTC	Sell	60006→59876	+0.63	timeout
06-25 23:44	BTC	Sell	59144→59964	-7.38	timeout
06-25 13:53	BTC	Sell	61208.9→59072	+16.99	take_profit
06-25 13:08	BTC	Sell	61665.9→61153.1	+3.67	timeout
06-25 06:37	BTC	Sell	60903→61636.1	-6.47	timeout
06-25 00:39	BTC	Sell	60266→60863	-5.41	timeout
06-24 15:37	BTC	Sell	62856.9→60662	+16.98	take_profit
06-24 13:30	BTC	Sell	62852.9→61739.1	+8.38	timeout
06-24 06:54	BTC	Sell	62526.9→62765.1	-2.33	timeout
06-24 00:03	BTC	Sell	62410.9→62752.1	-3.17	timeout
06-23 17:58	BTC	Sell	62347.9→62344.1	-0.42	timeout
06-23 13:40	BTC	Sell	63445.8→62311.1	+8.47	timeout
06-23 06:32	BTC	Sell	63916.8→62746.1	+8.63	timeout
06-22 23:14	BTC	Sell	65056.7→63958.2	+7.98	timeout
06-22 13:46	BTC	Sell	64150.8→65474	-10.75	stop_loss
06-22 12:12	BTC	Sell	63934.8→64727.2	-6.60	timeout
06-22 05:44	BTC	Sell	63843.8→64240.2	-3.53	timeout
06-21 23:44	BTC	Sell	64265.8→63272.2	+7.31	timeout
06-21 17:35	BTC	Sell	64089.8→64044.2	-0.10	timeout
06-21 11:34	BTC	Sell	64324.8→64240.2	+0.18	timeout
06-21 01:43	BTC	Sell	63847.8→64201.2	-3.22	timeout
06-20 08:40	BTC	Sell	63540.8→63449.2	+0.30	timeout
06-20 02:08	BTC	Sell	63104.8→63483.2	-3.45	timeout
06-19 19:37	BTC	Sell	62590.9→62955.1	-3.35	timeout
06-19 13:38	BTC	Sell	62571.9→62913.1	-3.21	timeout
06-19 07:17	BTC	Sell	62748.9→62739.1	-0.39	timeout
06-19 01:03	BTC	Sell	62531.9→63022.2	-4.41	timeout
06-18 19:30	BTC	Sell	64049.8→62761.1	+9.54	timeout
06-18 13:12	BTC	Sell	63901.8→64370.2	-4.12	timeout
06-18 07:05	BTC	Sell	64303.8→64068.2	+1.38	timeout
06-18 01:09	BTC	Sell	65826.7→64693.2	+8.19	timeout
06-17 16:26	BTC	Sell	64761.8→66097.3	-10.77	stop_loss
06-17 12:58	BTC	Sell	65861.7→65021.3	+5.95	timeout
06-17 06:56	BTC	Sell	65711.7→65587.3	+0.51	timeout
06-17 00:52	BTC	Sell	65713.7→65673.3	-0.12	timeout
06-16 18:49	BTC	Sell	66543.7→65877.3	+4.58	timeout
06-16 12:39	BTC	Sell	65825.7→66602.3	-6.32	timeout
06-16 00:17	BTC	Sell	67153.6→66358.3	+5.45	timeout
06-15 15:47	BTC	Sell	65722.7→67106.9	-10.98	stop_loss
06-15 12:03	BTC	Sell	65817.7→66182.3	-3.22	timeout
06-14 21:40	BTC	Sell	64122.8→65445	-10.75	stop_loss
06-14 16:41	BTC	Sell	64447.8→64136.2	+1.98	timeout
06-14 10:32	BTC	Sell	64503.8→64577.2	-1.01	timeout
06-14 04:27	BTC	Sell	64219.8→64469.2	-2.41	timeout
06-13 22:14	BTC	Sell	64155.8→64377.2	-2.17	timeout
06-13 16:08	BTC	Sell	63761.8→64096.2	-3.07	timeout
06-13 05:12	BTC	Sell	63565.8→63561.2	-0.42	timeout
06-12 20:20	BTC	Sell	63606.8→63516.2	+0.27	timeout
06-12 13:44	BTC	Sell	63365.8→63125.2	+1.47	timeout
06-12 07:44	BTC	Sell	63608.8→63036.2	+4.06	timeout
06-12 01:43	BTC	Sell	63291.8→63389.2	-1.18	timeout
06-11 00:03	BTC	Sell	62470.9→61602.1	+6.47	timeout
06-10 15:54	BTC	Sell	61589.9→62861.6	-10.80	stop_loss
06-09 23:10	BTC	Sell	61631.9→62023.1	-3.66	timeout
06-09 15:47	BTC	Sell	63146.8→61220.1	+14.81	timeout
06-09 04:26	BTC	Sell	63229.8→62819.1	+2.79	timeout
06-08 22:24	BTC	Sell	63841.8→63317.2	+3.67	timeout
06-08 16:13	BTC	Sell	63125.8→63854.2	-6.19	timeout
06-08 10:08	BTC	Sell	63077.8→63458.2	-3.47	timeout
06-07 22:13	BTC	Sell	61259.9→62523.4	-10.76	stop_loss
06-07 21:53	BTC	Sell	61797.9→61645.1	+0.78	timeout
06-07 15:49	BTC	Sell	62205.9→62008.1	+1.14	timeout
06-07 08:46	BTC	Sell	61470.9→62739.5	-10.78	stop_loss
06-07 03:44	BTC	Sell	60579→61631.1	-9.13	timeout
06-06 21:34	BTC	Sell	60750→60969	-2.28	timeout
06-06 06:17	BTC	Sell	61535.9→61037.1	+3.60	timeout
06-05 21:04	BTC	Sell	60673→61924	-10.76	stop_loss
06-05 13:56	BTC	Sell	63129.8→60926	+17.01	take_profit
06-05 12:06	BTC	Sell	62615.9→61789.1	+6.16	timeout
06-05 05:19	BTC	Sell	63607.8→63299.2	+1.96	timeout
06-04 23:49	BTC	Sell	63743.8→63715.2	-0.24	timeout
06-04 13:38	BTC	Sell	62863.9→64165.3	-10.81	stop_loss
06-04 12:59	BTC	Sell	64356.8→63735.2	+4.35	timeout
06-04 01:16	BTC	Sell	65228.7→62951.1	+17.01	take_profit
06-03 22:09	BTC	Sell	66748.7→65543.3	+8.58	timeout
06-03 12:41	BTC	Sell	66366.7→66903.3	-4.50	timeout
06-03 07:34	BTC	Sell	66553.7→67202.4	-5.28	timeout
06-03 00:08	BTC	Sell	67489.6→66711.3	+5.32	timeout
06-02 14:27	BTC	Sell	70113.5→67665.4	+17.02	take_profit
06-02 11:30	BTC	Sell	70907.5→69442.5	+9.93	timeout
06-02 04:06	BTC	Sell	71512.4→70955.5	+3.49	timeout
05-31 23:52	BTC	Sell	73628.3→73685.7	-0.85	timeout
05-31 15:27	BTC	Sell	73874.3→73719.7	+0.61	timeout
05-31 03:47	BTC	Sell	74021.3→74131.7	-1.17	timeout
05-29 22:53	BTC	Sell	73046.3→73386.7	-2.77	timeout
05-29 15:50	BTC	Sell	73365.3→73837.7	-3.65	timeout
05-28 22:38	BTC	Sell	72859.4→73540.7	-5.08	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+22.14

total pnl ($)

+4.9 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	89	46%	+4.9	+22.14

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…