deribit_basis_carry_fear_gate_long_v12 · strategy

113

closed trades

43%

win rate

-297.19

total pnl ($)

0.939

weight

7d window — n=19 wr=58% pnl=-30.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 19:24	BTC	Buy	59484→60395	+7.06	timeout
06-29 18:16	BTC	Buy	59631→60405	+5.89	timeout
06-29 17:09	BTC	Buy	59736→60153	+2.89	timeout
06-28 18:14	BTC	Buy	60494→59615	-7.69	timeout
06-28 17:11	BTC	Buy	60545→59585	-8.36	timeout
06-28 16:08	BTC	Buy	60809→59876	-8.17	timeout
06-27 17:03	BTC	Buy	60096→60489	+2.80	timeout
06-27 16:06	BTC	Buy	60397→60776	+2.75	timeout
06-27 15:08	BTC	Buy	59763→60654	+7.01	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.83	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:06	BTC	Buy	58998.9→59847	+6.69	timeout
06-25 13:48	BTC	Buy	60772→59275.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-25 13:46	BTC	Buy	61056.1→59554.2	-12.72	stop_loss
06-24 12:00	BTC	Buy	62475.1→62852.9	+2.57	timeout
06-24 10:59	BTC	Buy	62319.1→62417.9	+0.30	timeout
06-24 09:56	BTC	Buy	62364.1→62674.9	+1.97	timeout
06-23 08:17	BTC	Buy	64026.2→62443.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64338.2→62753.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64436.2→62836.4	-12.88	stop_loss
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 20:25	BTC	Buy	64088.2→64379.8	+1.80	timeout
06-22 19:22	BTC	Buy	64175.2→64371.8	+1.03	timeout
06-21 23:28	BTC	Buy	64243.2→63643.8	-5.09	timeout
06-21 19:22	BTC	Buy	63895.2→64169.8	+1.73	timeout
06-21 18:18	BTC	Buy	63837.2→63980.8	+0.75	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 18:17	BTC	Buy	63127.2→63810.8	+4.96	timeout
06-20 17:15	BTC	Buy	62959.1→63887.8	+6.89	timeout
06-19 18:31	BTC	Buy	62761.1→63066.8	+1.97	timeout
06-19 17:21	BTC	Buy	62541.1→63049.8	+3.62	timeout
06-19 16:33	BTC	Buy	62570.1→63243.8	+4.94	timeout
06-18 15:56	BTC	Buy	63962.2→62388.7	-12.61	stop_loss
06-18 15:51	BTC	Buy	64173.2→62590.6	-12.73	stop_loss
06-18 15:40	BTC	Buy	64218.2→62638.5	-12.46	stop_loss
06-18 12:04	BTC	Buy	64767.2→63965.8	-6.70	timeout
06-18 05:03	BTC	Buy	65318.3→63710.9	-12.77	stop_loss
06-17 19:29	BTC	Buy	65950.3→64327.6	-12.76	stop_loss
06-17 16:15	BTC	Buy	65756.3→65817.7	+0.05	timeout
06-17 15:12	BTC	Buy	65763.3→65056.7	-5.83	timeout
06-17 11:05	BTC	Buy	66119.3→64491.5	-12.83	stop_loss
06-16 15:10	BTC	Buy	66624.3→65772.7	-6.93	timeout
06-16 14:09	BTC	Buy	66347.3→66021.7	-2.98	timeout
06-16 13:08	BTC	Buy	66670.3→66146.7	-4.45	timeout
06-15 13:06	BTC	Buy	63810.2→66611.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63770.2→66571.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-14 19:35	BTC	Buy	64130.2→63798.8	-3.09	timeout
06-14 18:33	BTC	Buy	64155.2→63721.8	-3.93	timeout
06-14 17:31	BTC	Buy	64071.2→63876.8	-2.04	timeout
06-13 18:32	BTC	Buy	63778.2→64147.8	+2.43	timeout
06-13 17:29	BTC	Buy	63786.2→64059.8	+1.68	timeout
06-13 16:23	BTC	Buy	63809.2→63961.8	+0.79	timeout
06-12 18:07	BTC	Buy	63367.2→63726.8	+2.38	timeout
06-12 16:47	BTC	Buy	62601.1→63827.8	+9.30	timeout
06-12 15:44	BTC	Buy	62671.1→63883.8	+9.07	timeout
06-11 17:39	BTC	Buy	61761.1→63171.8	+10.88	timeout
06-11 16:39	BTC	Buy	62270.1→62679.9	+2.74	timeout
06-11 15:36	BTC	Buy	62313.1→62753.9	+2.99	timeout
06-10 16:54	BTC	Buy	61265.1→62100.9	+6.30	timeout
06-10 15:52	BTC	Buy	61327.1→62377.9	+8.09	timeout
06-10 14:49	BTC	Buy	61178.1→61907.9	+5.48	timeout
06-09 16:19	BTC	Buy	62394.1→60859.5	-12.76	stop_loss
06-09 14:47	BTC	Buy	62726.1→61179.3	-12.79	stop_loss
06-09 14:46	BTC	Buy	62798.1→61240.3	-12.86	stop_loss
06-09 13:36	BTC	Buy	63685.2→62106.8	-12.83	stop_loss
06-09 02:30	BTC	Buy	63157.2→62756.9	-3.60	timeout
06-09 01:29	BTC	Buy	62797.1→62769.9	-0.66	timeout
06-08 21:15	BTC	Buy	61960.1→63704.8	+13.59	timeout
06-07 21:21	BTC	Buy	60896→61697.9	+6.15	timeout
06-07 20:21	BTC	Buy	60545→61602.9	+8.32	timeout
06-07 19:23	BTC	Buy	60613→61436.9	+6.40	timeout
06-06 20:23	BTC	Buy	60835→60586	-2.43	timeout
06-06 19:22	BTC	Buy	59486→60603	+9.00	timeout
06-06 18:21	BTC	Buy	60428→60468	-0.07	timeout
06-05 18:52	BTC	Buy	60802→59306.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61085.1→59583.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:00	BTC	Buy	62177.1→60647.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61216.3	-12.94	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 09:30	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67178.4→65523.9	-12.79	stop_loss
06-03 16:24	BTC	Buy	67297.4→65641.9	-12.78	stop_loss
06-03 03:33	BTC	Buy	67621.4→65956.7	-12.76	stop_loss
06-02 23:04	BTC	Buy	67811.4→66142.6	-12.76	stop_loss
06-02 22:59	BTC	Buy	68111.4→66240.5	-14.19	stop_loss
06-02 14:09	BTC	Buy	70221.5→68441.3	-13.14	stop_loss
06-02 12:34	BTC	Buy	70835.5→69094	-12.79	stop_loss
06-02 12:17	BTC	Buy	70966.5→69219.9	-12.81	stop_loss
06-01 01:43	BTC	Buy	74057.7→73511.3	-4.21	timeout

Paper vs Live

Paper (trades.jsonl)

113

closed

43%

win rate

-297.19

total pnl ($)

-52.2 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	113	43%	-52.2	-297.19

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…