deribit_basis_carry_fear_gate_long_v2 · strategy

closed trades

34%

win rate

-283.51

total pnl ($)

0.623

weight

7d window — n=8 wr=0% pnl=-106.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60414→58867.6	-13.38	stop_loss
06-26 12:43	BTC	Buy	60524→58974.5	-13.26	stop_loss
06-24 13:45	BTC	Buy	62965.1→61348.2	-13.29	stop_loss
06-23 08:27	BTC	Buy	63631.2→62001.9	-13.17	stop_loss
06-23 08:24	BTC	Buy	63766.2→62132.8	-13.20	stop_loss
06-23 08:24	BTC	Buy	63909.2→62265.7	-13.26	stop_loss
06-23 08:17	BTC	Buy	64027.2→62385.7	-13.32	stop_loss
06-23 08:17	BTC	Buy	64114.2→62465.6	-13.37	stop_loss
06-22 01:18	BTC	Buy	63012.2→64119.8	+8.10	timeout
06-21 23:15	BTC	Buy	62736.1→63689.8	+7.22	timeout
06-21 21:12	BTC	Buy	62978.1→63554.8	+4.12	timeout
06-21 19:10	BTC	Buy	62620.1→64157.8	+11.94	timeout
06-21 17:09	BTC	Buy	62548.1→64167.8	+12.67	timeout
06-18 15:40	BTC	Buy	64252.2→62600.6	-13.28	stop_loss
06-18 15:40	BTC	Buy	64372.2→62724.5	-13.22	stop_loss
06-18 15:18	BTC	Buy	64795.2→63120.3	-13.36	stop_loss
06-18 15:17	BTC	Buy	64873.2→63211.2	-13.24	stop_loss
06-18 15:17	BTC	Buy	65004.3→63315.2	-13.42	stop_loss
06-17 21:23	BTC	Buy	64642.2→64302.8	-3.03	timeout
06-17 19:50	BTC	Buy	65663.3→63964.8	-13.42	stop_loss
06-17 10:59	BTC	Buy	66422.3→64722.4	-13.33	stop_loss
06-17 08:45	BTC	Buy	66541.3→64836.3	-13.27	stop_loss
06-17 08:44	BTC	Buy	66566.3→64859.3	-13.28	stop_loss
06-15 13:18	BTC	Buy	63608.2→66782.7	+24.56	take_profit
06-14 23:41	BTC	Buy	63660.2→65588.7	+14.59	timeout
06-14 21:16	BTC	Buy	63523.2→64426.8	+6.59	timeout
06-13 14:49	BTC	Buy	61917.1→64186.8	+17.75	timeout
06-12 18:59	BTC	Buy	61792.1→63671.8	+14.71	timeout
06-12 15:18	BTC	Buy	61563.1→64284.8	+21.41	timeout
06-10 09:21	BTC	Buy	62318.1→60718.6	-13.19	stop_loss
06-09 09:02	BTC	Buy	61245.1→62812.9	+12.33	timeout
06-07 22:15	BTC	Buy	60749→63780.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60703→63731.8	+24.51	take_profit
06-07 22:14	BTC	Buy	60189→63192.8	+24.52	take_profit
06-06 04:34	BTC	Buy	61131.1→59566.2	-13.25	stop_loss
06-06 04:33	BTC	Buy	61212.1→59645.2	-13.25	stop_loss
06-06 04:32	BTC	Buy	61223.1→59656.2	-13.25	stop_loss
06-06 04:14	BTC	Buy	61661.1→60082.9	-13.25	stop_loss
06-05 06:23	BTC	Buy	62878.1→61269.3	-13.16	stop_loss
06-05 06:20	BTC	Buy	63238.2→61617.1	-13.23	stop_loss
06-04 10:49	BTC	Buy	63875.2→62239.8	-13.23	stop_loss
06-04 00:24	BTC	Buy	65653.3→63972.8	-13.23	stop_loss
06-03 20:55	BTC	Buy	66392.3→64660.4	-13.53	stop_loss
06-03 19:55	BTC	Buy	66964.3→65245.1	-13.34	stop_loss
06-03 03:44	BTC	Buy	67437.4→65711.8	-13.25	stop_loss
06-03 03:33	BTC	Buy	67723.4→65990.7	-13.25	stop_loss
06-02 15:30	BTC	Buy	69006.5→67240	-13.25	stop_loss
06-02 14:27	BTC	Buy	69527.5→67745.7	-13.27	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-01 22:25	BTC	Buy	73526.7→71210.8	-16.36	stop_loss
06-01 22:25	BTC	Buy	73578.7→71210.8	-16.73	stop_loss
06-01 22:25	BTC	Buy	73941.7→71210.8	-19.12	stop_loss
06-01 22:25	BTC	Buy	73812.7→71210.8	-18.30	stop_loss
06-01 22:25	BTC	Buy	73866.7→71210.8	-18.67	stop_loss
05-31 15:00	BTC	Buy	73007.7→73602.3	+3.57	timeout
05-31 12:41	BTC	Buy	73494.7→73914.3	+2.03	timeout
05-31 10:47	BTC	Buy	73514.7→73774.3	+0.93	timeout
05-31 08:39	BTC	Buy	73272.7→73852.3	+3.06	timeout
05-31 06:33	BTC	Buy	72833.6→74063.3	+7.84	timeout

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-283.51

total pnl ($)

-95.2 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	59	34%	-95.2	-283.51

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 01:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…