deribit_basis_carry_fear_gate_long_v4 · strategy

closed trades

38%

win rate

-306.19

total pnl ($)

0.918

weight

7d window — n=16 wr=38% pnl=-56.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 23:37	BTC	Buy	59969→59703	-2.82	timeout
06-28 22:30	BTC	Buy	60123→59410	-6.40	timeout
06-28 16:59	BTC	Buy	60782→59657	-9.69	timeout
06-27 19:01	BTC	Buy	59596→60549	+7.57	timeout
06-27 16:53	BTC	Buy	60018→60780	+5.89	timeout
06-27 15:43	BTC	Buy	60424→60772	+2.44	timeout
06-26 12:43	BTC	Buy	60503→59010.5	-12.79	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.74	stop_loss
06-24 10:43	BTC	Buy	62216.1→62570.9	+2.41	timeout
06-24 08:42	BTC	Buy	62409.1→62693.9	+1.82	timeout
06-24 06:23	BTC	Buy	62565.1→62802.9	+1.38	timeout
06-23 08:27	BTC	Buy	63620.2→62054.9	-12.72	stop_loss
06-23 04:41	BTC	Buy	63964.2→63802.8	-1.73	timeout
06-23 02:38	BTC	Buy	64508.2→64156.8	-3.21	timeout
06-23 01:34	BTC	Buy	64436.2→64131.8	-2.82	timeout
06-22 01:02	BTC	Buy	64274.2→63891.8	-3.48	timeout
06-21 22:41	BTC	Buy	64231.2→63624.8	-5.25	timeout
06-21 21:34	BTC	Buy	63909.2→63732.8	-1.89	timeout
06-20 21:26	BTC	Buy	63157.2→63934.8	+5.75	timeout
06-20 20:13	BTC	Buy	63045.2→63948.8	+6.71	timeout
06-20 19:03	BTC	Buy	63039.2→63819.8	+5.75	timeout
06-19 19:20	BTC	Buy	62664.1→62996.8	+2.17	timeout
06-19 18:19	BTC	Buy	62848.1→63126.8	+1.74	timeout
06-19 17:28	BTC	Buy	62322.1→62863.9	+3.88	timeout
06-18 15:57	BTC	Buy	63878.2→62301.7	-12.77	stop_loss
06-18 15:57	BTC	Buy	63934.2→62344.7	-12.83	stop_loss
06-18 15:39	BTC	Buy	64379.2→62793.4	-12.73	stop_loss
06-18 11:44	BTC	Buy	64783.2→63892.8	-7.33	timeout
06-18 10:40	BTC	Buy	64892.2→63993.8	-7.44	timeout
06-18 09:41	BTC	Buy	64941.2→64253.8	-5.82	timeout
06-17 08:39	BTC	Buy	66594.3→64945.3	-12.90	stop_loss
06-17 08:38	BTC	Buy	66653.3→65014.2	-12.82	stop_loss
06-17 08:08	BTC	Buy	66342.3→65402.7	-7.57	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+12.53	timeout
06-13 21:31	BTC	Buy	63536.2→64240.8	+5.07	timeout
06-12 23:06	BTC	Buy	63398.2→63424.8	-0.29	timeout
06-12 22:02	BTC	Buy	63547.2→63489.8	-0.95	timeout
06-12 20:59	BTC	Buy	63373.2→63439.8	+0.05	timeout
06-11 19:32	BTC	Buy	61217.1→63904.8	+21.39	take_profit
06-11 19:19	BTC	Buy	61697.1→63603.8	+14.88	timeout
06-11 14:35	BTC	Buy	61957.1→62897.9	+7.05	timeout
06-10 18:19	BTC	Buy	61915.1→61896.9	-0.64	timeout
06-10 15:28	BTC	Buy	61343.1→62318.9	+7.45	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:47	BTC	Buy	62724.1→61179.3	-12.77	stop_loss
06-09 06:09	BTC	Buy	62932.1→63316.8	+2.56	timeout
06-07 05:30	BTC	Buy	60715→61718.9	+7.85	timeout
06-07 04:29	BTC	Buy	59955→61531.9	+12.70	timeout
06-06 20:12	BTC	Buy	60752→60539	-2.13	timeout
06-06 04:27	BTC	Buy	61308.1→59799.1	-12.76	stop_loss
06-06 04:12	BTC	Buy	61738.1→60219.9	-12.75	stop_loss
06-05 06:20	BTC	Buy	63254.2→61679.1	-12.86	stop_loss
06-05 06:00	BTC	Buy	63739.2→62168.8	-12.73	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.80	timeout
06-04 09:30	BTC	Buy	64302.2→62716.5	-12.77	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65136.3→63534	-12.75	stop_loss
06-03 20:55	BTC	Buy	66442.3→64808.3	-12.79	stop_loss
06-03 16:24	BTC	Buy	67332.4→65676.9	-12.77	stop_loss
06-03 03:28	BTC	Buy	67717.4→66051.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67794.4→66123.6	-12.78	stop_loss
06-02 22:59	BTC	Buy	68092.4→66226.6	-14.15	stop_loss
06-02 13:00	BTC	Buy	70666.5→68928.1	-12.81	stop_loss
06-02 12:31	BTC	Buy	70886.5→69143	-12.82	stop_loss
06-02 12:06	BTC	Buy	70970.5→69222.9	-12.81	stop_loss
06-01 15:32	BTC	Buy	73962.7→71299.8	-18.56	stop_loss
06-01 15:32	BTC	Buy	73510.7→71299.8	-15.61	stop_loss
06-01 15:32	BTC	Buy	73631.7→71299.8	-16.42	stop_loss
05-31 17:38	BTC	Buy	73866.7→73672.3	-1.82	timeout
05-31 15:41	BTC	Buy	73841.7→73679.3	-1.59	timeout
05-31 13:47	BTC	Buy	73750.7→73860.3	+0.29	timeout
05-31 11:37	BTC	Buy	73588.7→73890.3	+1.46	timeout
05-31 09:42	BTC	Buy	73529.7→73986.3	+2.51	timeout
05-30 12:19	BTC	Buy	73353.7→73605.3	+1.22	timeout
05-30 11:09	BTC	Buy	73622.7→73597.3	-0.68	timeout
05-30 08:40	BTC	Buy	73780.7→73496.3	-2.42	timeout
05-30 07:51	BTC	Buy	73380.7→73501.3	+0.33	timeout
05-30 06:35	BTC	Buy	73677.7→73662.3	-0.59	timeout
05-29 10:49	BTC	Buy	73512.7→73571.3	-0.10	timeout
05-29 09:43	BTC	Buy	73443.7→73790.3	+1.84	timeout
05-29 08:38	BTC	Buy	73242.7→73767.3	+3.12	timeout
05-29 07:34	BTC	Buy	73299.7→73529.3	+0.99	timeout
05-29 06:33	BTC	Buy	72826.6→73387.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-306.19

total pnl ($)

-71.4 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	85	38%	-71.4	-306.19

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…