deribit_basis_annualized_fear_gate_long

not live
52
closed trades
50%
win rate
-13.29
total pnl ($)
1.294
weight
7d window — n=10 wr=50% pnl=+21.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 03:03BTCBuy62622.1→63346.8+5.34timeout
06-18 05:04BTCBuy65362.3→63690-13.25stop_loss
06-17 00:22BTCBuy66216.3→65703.7-4.39timeout
06-16 18:18BTCBuy66347.3→66074.7-2.56timeout
06-16 12:17BTCBuy66838.3→66600.7-2.29timeout
06-16 06:17BTCBuy66182.3→66131.7-0.79timeout
06-16 00:13BTCBuy65869.3→66354.7+3.29timeout
06-15 18:07BTCBuy65749.3→66801.7+7.47timeout
06-15 12:00BTCBuy63718.2→66218.7+19.18timeout
06-15 06:01BTCBuy64526.2→65809.7+9.48timeout
06-14 23:57BTCBuy64323.2→65719.7+10.42timeout
06-14 17:53BTCBuy64367.2→63757.8-5.25timeout
06-14 11:51BTCBuy63988.2→64595.8+4.31timeout
06-14 05:47BTCBuy63881.2→64331.8+3.09timeout
06-13 23:47BTCBuy63542.2→64405.8+6.34timeout
06-13 17:45BTCBuy63512.2→64091.8+4.10timeout
06-13 11:42BTCBuy63824.2→63886.8-0.03timeout
06-13 05:38BTCBuy63682.2→63517.8-1.74timeout
06-12 23:37BTCBuy63367.2→63439.8+0.09timeout
06-12 17:11BTCBuy63354.2→63919.8+3.98timeout
06-12 08:58BTCBuy62843.1→63445.8+4.29timeout
06-12 02:48BTCBuy62932.1→63586.8+4.68timeout
06-11 20:47BTCBuy61997.1→63256.8+9.60timeout
06-11 14:41BTCBuy61834.1→62880.9+7.94timeout
06-11 08:40BTCBuy61953.1→62928.9+7.32timeout
06-11 02:19BTCBuy61601.1→62244.9+4.74timeout
06-10 10:38BTCBuy60934→61311.9+2.69timeout
06-09 16:19BTCBuy62468.1→60869.5-13.34stop_loss
06-09 14:21BTCBuy63264.2→61644.1-13.26stop_loss
06-09 12:48BTCBuy63388.2→62528.9-7.20timeout
06-09 06:46BTCBuy63588.2→63357.8-2.30timeout
06-09 00:45BTCBuy63014.2→62657.9-3.30timeout
06-08 18:44BTCBuy63783.2→63487.8-2.81timeout
06-08 07:03BTCBuy61804.1→62882.9+8.26timeout
06-08 00:33BTCBuy62108.1→63401.8+9.92timeout
06-07 22:15BTCBuy61413.1→64170.8+22.00take_profit
06-07 18:30BTCBuy60816→62210.9+11.06timeout
06-07 12:24BTCBuy60507→61928.9+11.28timeout
06-07 06:21BTCBuy60914→61747.9+6.43timeout
06-06 23:05BTCBuy59930→60668+5.76timeout
06-05 18:43BTCBuy61345.1→59775.1-13.25stop_loss
06-05 13:56BTCBuy62521.1→60921.5-13.24stop_loss
06-05 06:20BTCBuy63228.2→61603.1-13.30stop_loss
06-05 06:17BTCBuy63438.2→61814-13.21stop_loss
06-05 06:00BTCBuy63811.2→62175.8-13.25stop_loss
06-05 03:57BTCBuy63158.2→62754.9-3.60timeout
06-04 23:11BTCBuy63711.2→63626.8-1.08timeout
06-04 00:26BTCBuy65447.3→63771.9-13.25stop_loss
06-03 20:55BTCBuy66621.3→64914.3-13.28stop_loss
06-03 20:34BTCBuy66698.3→65449.7-9.86timeout
06-03 16:26BTCBuy67295.4→65568.9-13.30stop_loss
06-03 03:44BTCBuy67416.4→65690.9-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
52
closed
50%
win rate
-13.29
total pnl ($)
-4.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5250%-4.8-13.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems