deribit_basis_carry_fear_gate_long_v5 · strategy

closed trades

37%

win rate

-308.36

total pnl ($)

0.677

weight

7d window — n=9 wr=11% pnl=-82.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59682→58212	-12.73	stop_loss
06-30 12:24	BTC	Buy	60218→58821.1	-12.00	timeout
06-28 18:11	BTC	Buy	60095→59630	-4.27	timeout
06-28 15:41	BTC	Buy	60415→59894	-5.06	timeout
06-28 10:28	BTC	Buy	59751→60068	+2.14	timeout
06-26 12:43	BTC	Buy	60498→59010.5	-12.76	stop_loss
06-24 14:20	BTC	Buy	62363.1→60826.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62553.1→61013.4	-12.74	stop_loss
06-24 13:43	BTC	Buy	62977.1→61428.2	-12.74	stop_loss
06-23 08:17	BTC	Buy	63920.2→62341.7	-12.81	stop_loss
06-23 06:20	BTC	Buy	64367.2→62784.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64393.2→62809.4	-12.76	stop_loss
06-22 22:10	BTC	Buy	64004.2→64310.8	+1.93	timeout
06-22 20:09	BTC	Buy	63928.2→64498.8	+3.93	timeout
06-22 18:05	BTC	Buy	63853.2→64681.8	+5.94	timeout
06-20 21:18	BTC	Buy	62993.1→63931.8	+7.02	timeout
06-20 19:17	BTC	Buy	62655.1→63878.8	+9.34	timeout
06-20 17:09	BTC	Buy	62548.1→63896.8	+10.25	timeout
06-18 15:17	BTC	Buy	64893.2→63297.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	65007.3→63408.1	-12.73	stop_loss
06-18 15:16	BTC	Buy	65041.3→63441.1	-12.73	stop_loss
06-17 10:59	BTC	Buy	66346.3→64714.4	-12.85	stop_loss
06-17 08:45	BTC	Buy	66478.3→64839.3	-12.79	stop_loss
06-17 08:45	BTC	Buy	66477.3→64839.3	-12.78	stop_loss
06-14 00:32	BTC	Buy	63611.2→64514.8	+6.60	timeout
06-13 22:17	BTC	Buy	63624.2→64360.8	+5.28	timeout
06-13 20:16	BTC	Buy	63492.2→64251.8	+5.53	timeout
06-11 18:16	BTC	Buy	61736.1→63574.8	+14.24	timeout
06-11 16:08	BTC	Buy	60939→62780.9	+14.36	timeout
06-11 14:06	BTC	Buy	62113.1→62904.9	+5.71	timeout
06-09 14:46	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62944.1→61396.2	-12.77	stop_loss
06-07 22:15	BTC	Buy	61165.1→63850.8	+21.52	take_profit
06-07 22:14	BTC	Buy	61095.1→63777.8	+21.52	take_profit
06-07 20:11	BTC	Buy	60703→61604.9	+7.05	timeout
06-06 04:27	BTC	Buy	61332.1→59818.1	-12.80	stop_loss
06-06 04:21	BTC	Buy	61408.1→59898	-12.75	stop_loss
06-05 06:21	BTC	Buy	63076.2→61514.2	-12.75	stop_loss
06-05 06:20	BTC	Buy	63227.2→61672.1	-12.71	stop_loss
06-05 06:00	BTC	Buy	63740.2→62165.8	-12.76	stop_loss
06-04 09:29	BTC	Buy	64343.2→62756.5	-12.78	stop_loss
06-04 00:29	BTC	Buy	65132.3→63530	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 03:44	BTC	Buy	67362.4→65703.8	-12.77	stop_loss
06-03 03:43	BTC	Buy	67387.4→65729.8	-12.75	stop_loss
06-03 03:33	BTC	Buy	67635.4→65963.7	-12.81	stop_loss
06-02 14:01	BTC	Buy	70371.5→68641.2	-12.76	stop_loss
06-02 12:30	BTC	Buy	70917.5→69161.9	-12.90	stop_loss
06-02 12:18	BTC	Buy	70945.5→69199.9	-12.80	stop_loss
06-01 15:25	BTC	Buy	73781.7→71111.9	-18.79	stop_loss
06-01 15:25	BTC	Buy	73935.7→71111.9	-19.82	stop_loss
06-01 15:25	BTC	Buy	73940.7→71111.9	-19.87	stop_loss
05-30 15:00	BTC	Buy	73007.7→73905.3	+5.44	timeout
05-30 12:41	BTC	Buy	73494.7→73644.3	+0.48	timeout
05-30 10:47	BTC	Buy	73514.7→73626.3	+0.19	timeout
05-30 08:39	BTC	Buy	73272.7→73509.3	+1.09	timeout
05-30 06:33	BTC	Buy	72833.6→73630.3	+4.94	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-308.36

total pnl ($)

-107.2 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	57	37%	-107.2	-308.36

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…