deribit_basis_carry_fear_gate

not live
23
closed trades
43%
win rate
-116.50
total pnl ($)
1.025
weight
7d window — n=5 wr=20% pnl=-38.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 15:42BTCBuy60461→59900-5.18timeout
06-26 12:43BTCBuy60502→59010.5-12.79stop_loss
06-24 13:44BTCBuy62963.1→61412.2-12.76stop_loss
06-23 06:20BTCBuy64412.2→62825.4-12.78stop_loss
06-22 16:57BTCBuy63971.2→64710.8+5.31timeout
06-20 16:22BTCBuy62660.1→64006.8+10.13timeout
06-18 15:17BTCBuy64818.2→63203.2-12.48stop_loss
06-17 10:56BTCBuy66373.3→64738.4-12.87stop_loss
06-13 20:55BTCBuy63373.2→64261.8+6.52timeout
06-11 16:30BTCBuy61001→62588.9+12.35timeout
06-09 15:55BTCBuy62645.1→61104.4-12.75stop_loss
06-07 20:11BTCBuy60703→61602.9+7.01timeout
06-05 06:21BTCBuy63076.2→61522.1-12.69stop_loss
06-04 00:29BTCBuy65132.3→63530-12.75stop_loss
06-03 20:55BTCBuy66448.3→64814.3-12.79stop_loss
06-03 03:43BTCBuy67524.4→65863.8-12.75stop_loss
06-02 12:30BTCBuy70922.5→69176.9-12.82stop_loss
06-01 15:25BTCBuy73896.7→71111.9-19.58stop_loss
05-30 10:45BTCBuy73476.7→73617.3+0.39timeout
05-30 09:41BTCBuy73438.7→73522.3+0.05timeout
05-30 08:37BTCBuy73242.7→73517.3+1.34timeout
05-30 07:35BTCBuy73373.7→73519.3+0.46timeout
05-30 06:33BTCBuy72833.6→73626.3+4.91timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
43%
win rate
-116.50
total pnl ($)
-100.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2343%-100.5-116.50

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems