deribit_basis_annualized_low_percentile_fear_gate_long

not live
76
closed trades
36%
win rate
-227.92
total pnl ($)
0.612
weight
7d window — n=17 wr=29% pnl=-106.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60331→58846.6-12.89stop_loss
06-28 22:41BTCBuy60570→59080.5-12.77stop_loss
06-28 03:13BTCBuy58835.9→60238+11.46timeout
06-27 17:39BTCBuy59647→60615+7.66timeout
06-27 16:38BTCBuy59320→60716+11.32timeout
06-27 15:34BTCBuy59279→60790+12.32timeout
06-26 17:41BTCBuy59414→59928+3.70timeout
06-26 02:21BTCBuy59820→58343.9-12.77stop_loss
06-25 13:59BTCBuy59519→58055.1-12.67stop_loss
06-25 13:57BTCBuy59824→58343.9-12.75stop_loss
06-25 13:53BTCBuy60249→58767.7-12.67stop_loss
06-25 13:48BTCBuy60924→59417.3-12.76stop_loss
06-24 17:47BTCBuy60591→59099.5-12.74stop_loss
06-24 16:51BTCBuy61125.1→59582.2-13.05stop_loss
06-24 15:47BTCBuy61854.1→60330.8-12.76stop_loss
06-24 13:57BTCBuy62743.1→61200.3-12.74stop_loss
06-24 13:57BTCBuy62771.1→61223.3-12.78stop_loss
06-18 04:11BTCBuy65369.3→63738.9-12.93stop_loss
06-17 11:05BTCBuy66152.3→64525.5-12.86stop_loss
06-17 10:04BTCBuy66403.3→64767.4-12.94stop_loss
06-17 08:31BTCBuy66759.3→65105.2-12.85stop_loss
06-17 08:31BTCBuy66789.3→65143.2-12.78stop_loss
06-16 14:23BTCBuy67204.4→65549.9-12.83stop_loss
06-16 03:22BTCBuy64509.2→65710.7+8.89timeout
06-15 16:10BTCBuy64442.2→67271.6+21.50take_profit
06-15 15:47BTCBuy64306.2→67155.6+21.73take_profit
06-15 15:47BTCBuy64291.2→67114.6+21.54take_profit
06-15 13:25BTCBuy64074.2→66887.7+21.54take_profit
06-14 08:53BTCBuy63432.2→64425.8+7.29timeout
06-14 04:36BTCBuy63721.2→64431.8+5.22timeout
06-14 02:18BTCBuy63578.2→64591.8+7.55timeout
06-13 19:20BTCBuy63645.2→64151.8+3.53timeout
06-13 17:13BTCBuy62426.1→63951.8+11.77timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-11 19:30BTCBuy61181.1→63866.8+21.33take_profit
06-11 19:30BTCBuy61155.1→63849.8+21.40take_profit
06-11 18:01BTCBuy61054.1→63736.8+21.38take_profit
06-11 16:40BTCBuy60861→62657.9+14.17timeout
06-09 14:47BTCBuy62655.1→61110.4-12.78stop_loss
06-09 14:38BTCBuy62895.1→61348.2-12.79stop_loss
06-09 14:30BTCBuy62991.1→61433.2-12.86stop_loss
06-09 14:21BTCBuy63191.2→61635.1-12.79stop_loss
06-09 14:11BTCBuy63493.2→61923.9-12.83stop_loss
06-09 09:48BTCBuy62432.1→62625.9+1.16timeout
06-07 22:14BTCBuy61041.1→63720.8+21.52take_profit
06-07 22:14BTCBuy60898→63571.8+21.52take_profit
06-07 22:14BTCBuy60798→63466.8+21.51take_profit
06-07 22:14BTCBuy60699→63363.8+21.51take_profit
06-07 08:48BTCBuy60161→62801.9+21.55take_profit
06-06 04:27BTCBuy61363.1→59845.1-12.82stop_loss
06-05 21:04BTCBuy59311→61914.9+21.50take_profit
06-05 18:53BTCBuy60678→59185.4-12.76stop_loss
06-05 18:52BTCBuy60716→59222.4-12.76stop_loss
06-05 18:52BTCBuy60765→59270.4-12.75stop_loss
06-05 18:44BTCBuy61258.1→59751.1-12.75stop_loss
06-05 14:06BTCBuy61976.1→60437.7-12.86stop_loss
06-05 13:56BTCBuy62473.1→60936.5-12.76stop_loss
06-05 13:56BTCBuy62478.1→60937.5-12.79stop_loss
06-05 13:56BTCBuy62500.1→60963.5-12.75stop_loss
06-05 13:49BTCBuy62947.1→61399.2-12.75stop_loss
06-05 06:16BTCBuy63427.2→61867-12.67stop_loss
06-05 06:03BTCBuy63504.2→61936.9-12.74stop_loss
06-05 06:01BTCBuy63688.2→62120.8-12.69stop_loss
06-04 10:29BTCBuy64000.2→62426.6-12.72stop_loss
06-04 10:28BTCBuy64096.2→62517.6-12.74stop_loss
06-04 09:25BTCBuy64496.2→62909.4-12.75stop_loss
06-04 02:02BTCBuy63380.2→61821-12.75stop_loss
06-04 01:16BTCBuy64491.2→62905.4-12.75stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 20:45BTCBuy66746.3→65101.2-12.83stop_loss
06-03 19:54BTCBuy67053.4→65404-12.77stop_loss
06-03 19:53BTCBuy67086.4→65435-12.79stop_loss
06-03 19:53BTCBuy67091.4→65440-12.79stop_loss
06-03 16:27BTCBuy67183.4→65530.9-12.76stop_loss
06-03 03:50BTCBuy67240.4→65579.9-12.80stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
76
closed
36%
win rate
-227.92
total pnl ($)
-59.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7636%-59.7-227.92

Recent bounces (last 20 of 1)

timesymsidereason
06-29 11:42BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems