deribit_basis_carry_fear_gate_long_v13

not live
53
closed trades
28%
win rate
-249.22
total pnl ($)
0.774
weight
7d window — n=10 wr=20% pnl=-69.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 53 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:08BTCBuy60685→59126.5-13.30stop_loss
06-29 09:26BTCBuy60308→59800-4.81timeout
06-29 05:12BTCBuy59982→59408-5.26timeout
06-28 07:41BTCBuy60407→60188-2.29timeout
06-27 19:14BTCBuy60022→60573+4.17timeout
06-26 12:43BTCBuy60502→58947.6-13.31stop_loss
06-24 13:45BTCBuy62941.1→61330.3-13.24stop_loss
06-23 08:24BTCBuy63872.2→62236.8-13.23stop_loss
06-23 06:20BTCBuy64524.2→62866.4-13.31stop_loss
06-22 22:01BTCBuy63664.2→64330.8+4.79timeout
06-22 18:00BTCBuy64115.2→64585.8+3.15timeout
06-21 21:37BTCBuy63923.2→63692.8-2.25timeout
06-21 17:44BTCBuy63842.2→64084.8+1.53timeout
06-20 20:54BTCBuy63178.2→63888.8+5.19timeout
06-20 16:51BTCBuy63113.2→63998.8+6.53timeout
06-19 20:18BTCBuy63103.2→63005.8-1.26timeout
06-19 16:18BTCBuy62600.1→63309.8+5.21timeout
06-18 15:57BTCBuy64001.2→62362.7-13.27stop_loss
06-18 15:40BTCBuy64341.2→62694.5-13.22stop_loss
06-18 12:03BTCBuy64776.2→63986.8-6.61timeout
06-17 19:41BTCBuy65823.3→64136.7-13.27stop_loss
06-17 08:39BTCBuy66610.3→64901.3-13.27stop_loss
06-17 08:18BTCBuy66521.3→65253.7-9.93timeout
06-13 05:17BTCBuy63493.2→63521.8-0.21timeout
06-12 22:04BTCBuy63566.2→63492.8-1.08timeout
06-11 14:49BTCBuy61883.1→62889.9+7.59timeout
06-10 18:59BTCBuy61792.1→61844.9-0.08timeout
06-10 13:26BTCBuy62293.1→61443.9-7.26timeout
06-07 08:52BTCBuy61460.1→62759.9+10.16timeout
06-07 04:48BTCBuy59932→61775.9+14.95timeout
06-06 04:32BTCBuy61220.1→59653.2-13.25stop_loss
06-06 04:31BTCBuy61308.1→59739.1-13.25stop_loss
06-05 06:20BTCBuy63232.2→61610.1-13.24stop_loss
06-04 09:25BTCBuy64569.2→62915.4-13.25stop_loss
06-04 00:29BTCBuy65168.3→63500.1-13.25stop_loss
06-03 23:02BTCBuy66322.3→64617.4-13.30stop_loss
06-03 20:55BTCBuy66429.3→64652.4-13.87stop_loss
06-03 03:39BTCBuy67656.4→65918.7-13.30stop_loss
06-02 14:21BTCBuy69983.5→68173.5-13.39stop_loss
06-02 12:35BTCBuy70898.5→69077-13.36stop_loss
06-01 22:26BTCBuy73938.7→71242.8-18.83stop_loss
05-31 23:47BTCBuy73791.7→73588.3-1.81timeout
05-31 17:33BTCBuy73792.7→73639.3-1.55timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-31 07:32BTCBuy73521.7→73864.3+1.73timeout
05-31 00:02BTCBuy73420.7→73843.3+2.33timeout
05-30 11:17BTCBuy73632.7→73571.3-0.92timeout
05-30 06:48BTCBuy73711.7→73591.3-1.31timeout
05-29 23:01BTCBuy73490.7→73381.3-1.22timeout
05-29 19:25BTCBuy73502.7→73296.3-1.91timeout
05-29 14:55BTCBuy72986.6→72922.4-1.04timeout
05-29 10:42BTCBuy73476.7→73608.3+0.40timeout
05-29 06:33BTCBuy72826.6→73387.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
53
closed
28%
win rate
-249.22
total pnl ($)
-93.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5328%-93.5-249.22

Recent bounces (last 20 of 1)

timesymsidereason
06-29 16:39BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems