deribit_basis_carry_fear_gate_long_v8 · strategy

closed trades

36%

win rate

-224.19

total pnl ($)

0.508

weight

7d window — n=13 wr=15% pnl=-106.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59640→58173	-12.74	stop_loss
06-30 13:34	BTC	Buy	59642→58175	-12.74	stop_loss
06-30 12:56	BTC	Buy	59992→58516.8	-12.73	stop_loss
06-30 12:50	BTC	Buy	60069→58587.8	-12.75	stop_loss
06-28 21:42	BTC	Buy	59987→59672	-3.11	timeout
06-28 18:44	BTC	Buy	59738→59575	-1.78	timeout
06-28 16:36	BTC	Buy	60274→59616	-5.86	timeout
06-28 14:38	BTC	Buy	59584→60062	+3.26	timeout
06-28 10:24	BTC	Buy	59752→60131	+2.63	timeout
06-26 12:43	BTC	Buy	60503→59012.5	-12.78	stop_loss
06-24 15:08	BTC	Buy	62354.1→60816.5	-12.55	stop_loss
06-24 15:08	BTC	Buy	62351.1→60816.5	-12.52	stop_loss
06-24 14:19	BTC	Buy	62411.1→60874.5	-12.49	stop_loss
06-24 14:19	BTC	Buy	62526.1→60966.5	-12.68	stop_loss
06-24 13:44	BTC	Buy	62922.1→61373.2	-12.95	stop_loss
06-23 08:27	BTC	Buy	63622.2→62056.9	-12.72	stop_loss
06-22 06:57	BTC	Buy	63729.2→63970.8	+1.29	timeout
06-22 04:51	BTC	Buy	63582.2→64050.8	+3.28	timeout
06-22 02:05	BTC	Buy	63480.2→64533.8	+7.81	timeout
06-21 10:54	BTC	Buy	62523.1→64344.8	+14.25	timeout
06-21 07:59	BTC	Buy	62591.1→64157.8	+11.95	timeout
06-18 15:40	BTC	Buy	64311.2→62725.5	-12.51	stop_loss
06-17 19:41	BTC	Buy	65747.3→64130.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.78	stop_loss
06-17 19:38	BTC	Buy	65854.3→64234.7	-12.75	stop_loss
06-17 10:56	BTC	Buy	66383.3→64747.4	-12.88	stop_loss
06-17 08:45	BTC	Buy	66482.3→64847.3	-12.78	stop_loss
06-14 20:32	BTC	Buy	63529.2→63895.8	+2.35	timeout
06-14 16:07	BTC	Buy	63737.2→64014.8	+1.57	timeout
06-13 22:28	BTC	Buy	63529.2→64499.8	+7.13	timeout
06-13 20:35	BTC	Buy	63335.2→64224.8	+6.54	timeout
06-13 18:33	BTC	Buy	63417.2→64148.8	+5.30	timeout
06-12 17:16	BTC	Buy	62138.1→63842.8	+13.22	timeout
06-12 14:26	BTC	Buy	62003.1→63560.8	+11.98	timeout
06-11 19:30	BTC	Buy	61204.1→63890.8	+21.32	take_profit
06-11 18:00	BTC	Buy	61700.1→63670.8	+15.32	timeout
06-11 15:56	BTC	Buy	61140.1→62611.9	+11.29	timeout
06-09 15:56	BTC	Buy	62550.1→61010.4	-12.77	stop_loss
06-09 15:56	BTC	Buy	62601.1→61061.4	-12.78	stop_loss
06-09 15:55	BTC	Buy	62623.1→61077.4	-13.01	stop_loss
06-09 14:30	BTC	Buy	63016.2→61466.2	-12.78	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60908→63581.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60646→63308.8	+21.52	take_profit
06-07 20:00	BTC	Buy	60397→61197.9	+6.25	timeout
06-07 08:28	BTC	Buy	59882→62512.9	+21.58	take_profit
06-05 13:56	BTC	Buy	62483.1→60937.5	-12.82	stop_loss
06-05 06:20	BTC	Buy	63268.2→61712	-12.73	stop_loss
06-05 06:17	BTC	Buy	63391.2→61831	-12.68	stop_loss
06-05 06:03	BTC	Buy	63516.2→61950.9	-12.73	stop_loss
06-05 03:06	BTC	Buy	63870.2→62299.7	-12.72	stop_loss
06-04 10:27	BTC	Buy	64206.2→62627.5	-12.72	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-03 23:02	BTC	Buy	66247.3→64617.4	-12.75	stop_loss
06-03 20:55	BTC	Buy	66568.3→64927.3	-12.83	stop_loss
06-03 20:55	BTC	Buy	66619.3→64981.2	-12.79	stop_loss
06-03 03:44	BTC	Buy	67358.4→65700.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-03 03:33	BTC	Buy	67647.4→65981.7	-12.77	stop_loss
06-02 12:06	BTC	Buy	70979.5→69232.9	-12.81	stop_loss
05-31 21:05	BTC	Buy	73681.7→73707.3	-0.25	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-224.19

total pnl ($)

-73.2 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	61	36%	-73.2	-224.19

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…