deribit_basis_carry_fear_gate_v3 · strategy

106

closed trades

41%

win rate

-276.45

total pnl ($)

0.699

weight

7d window — n=22 wr=36% pnl=-86.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:06	BTC	Buy	59958→59978	-0.27	timeout
06-27 23:32	BTC	Buy	59959→59970	-0.31	timeout
06-27 21:56	BTC	Buy	59909→60177	+1.85	timeout
06-27 16:09	BTC	Buy	60204→60776	+4.36	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.02	timeout
06-26 17:08	BTC	Buy	59169→60115	+7.45	timeout
06-26 15:58	BTC	Buy	59520→60302	+6.04	timeout
06-26 14:56	BTC	Buy	59657→59408	-2.59	timeout
06-26 14:18	BTC	Buy	58967.9→59892	+7.33	timeout
06-25 13:59	BTC	Buy	59511→58033.1	-12.79	stop_loss
06-25 13:54	BTC	Buy	60043→58527.8	-12.99	stop_loss
06-25 13:53	BTC	Buy	60254→58766.7	-12.72	stop_loss
06-25 13:53	BTC	Buy	60267→58766.7	-12.81	stop_loss
06-25 13:42	BTC	Buy	61741.1→60219.9	-12.75	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 14:17	BTC	Buy	62577.1→61037.4	-12.73	stop_loss
06-24 14:13	BTC	Buy	62645.1→61099.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62670.1→61126.4	-12.76	stop_loss
06-24 14:05	BTC	Buy	62495.1→61300.9	-9.99	timeout
06-24 13:47	BTC	Buy	62825.1→61277.3	-12.77	stop_loss
06-24 08:20	BTC	Buy	62465.1→62638.9	+0.87	timeout
06-17 22:03	BTC	Buy	65563.3→63944.8	-12.79	stop_loss
06-16 23:33	BTC	Buy	66194.3→65710.7	-4.16	timeout
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.78	timeout
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:10	BTC	Buy	66632.3→66111.7	-4.44	timeout
06-16 12:05	BTC	Buy	66128.3→66379.7	+1.37	timeout
06-15 22:53	BTC	Buy	65383.3→66215.7	+5.87	timeout
06-15 13:20	BTC	Buy	64022.2→66832.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63798.2→66598.7	+21.51	take_profit
06-15 12:16	BTC	Buy	64467.2→66215.7	+13.12	timeout
06-15 11:09	BTC	Buy	64490.2→65960.7	+10.96	timeout
06-14 22:21	BTC	Buy	64434.2→65159.7	+5.13	timeout
06-14 20:13	BTC	Buy	64247.2→63794.8	-4.02	timeout
06-14 19:11	BTC	Buy	64156.2→63772.8	-3.51	timeout
06-14 11:45	BTC	Buy	63882.2→64577.8	+5.00	timeout
06-14 10:42	BTC	Buy	63797.2→64586.8	+5.72	timeout
06-13 21:53	BTC	Buy	63440.2→64474.8	+7.68	timeout
06-13 19:32	BTC	Buy	63634.2→64142.8	+3.54	timeout
06-13 18:33	BTC	Buy	63770.2→64148.8	+2.51	timeout
06-13 11:03	BTC	Buy	63760.2→63814.8	-0.12	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-12 21:41	BTC	Buy	63471.2→63528.8	-0.04	timeout
06-12 18:39	BTC	Buy	63506.2→63801.8	+1.86	timeout
06-12 17:32	BTC	Buy	63188.2→63747.8	+3.96	timeout
06-12 10:01	BTC	Buy	62909.1→63684.8	+5.62	timeout
06-12 09:01	BTC	Buy	62894.1→63446.8	+3.87	timeout
06-11 20:08	BTC	Buy	61768.1→63549.8	+13.84	timeout
06-11 18:24	BTC	Buy	61932.1→63373.8	+11.06	timeout
06-11 17:20	BTC	Buy	62136.1→62383.9	+1.47	timeout
06-11 09:16	BTC	Buy	61029.1→62772.9	+13.72	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 18:52	BTC	Buy	61684.1→61694.9	-0.41	timeout
06-10 17:40	BTC	Buy	61782.1→61708.9	-1.08	timeout
06-10 16:40	BTC	Buy	60861→62318.9	+11.44	timeout
06-09 14:29	BTC	Buy	63124.2→61566.1	-12.79	stop_loss
06-09 14:11	BTC	Buy	63535.2→61972.9	-12.74	stop_loss
06-09 14:04	BTC	Buy	63646.2→62079.8	-12.75	stop_loss
06-09 13:41	BTC	Buy	63493.2→62240.9	-10.29	timeout
06-09 13:19	BTC	Buy	63869.2→62296.7	-12.73	stop_loss
06-09 07:19	BTC	Buy	63052.2→63335.8	+1.74	timeout
06-08 20:52	BTC	Buy	61908.1→63378.8	+11.39	timeout
06-08 16:32	BTC	Buy	62252.1→63784.8	+11.78	timeout
06-08 14:26	BTC	Buy	62097.1→63700.8	+12.42	timeout
06-08 13:23	BTC	Buy	61692.1→63772.8	+16.37	timeout
06-08 06:51	BTC	Buy	62108.1→62943.9	+6.26	timeout
06-07 20:20	BTC	Buy	60537→61563.9	+8.06	timeout
06-07 16:06	BTC	Buy	60775→61959.9	+9.16	timeout
06-07 13:58	BTC	Buy	60791→61714.9	+7.13	timeout
06-07 12:57	BTC	Buy	61013.1→61876.9	+6.61	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:05	BTC	Buy	60190→60891	+5.44	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62349.1→60815.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62775.1→61221.3	-12.82	stop_loss
06-05 06:21	BTC	Buy	63081.2→61522.1	-12.80	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:16	BTC	Buy	63453.2→61883.9	-12.75	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 02:42	BTC	Buy	63332.2→62837.9	-4.32	timeout
06-04 10:49	BTC	Buy	63804.2→62234.8	-12.73	stop_loss
06-04 10:48	BTC	Buy	63915.2→62343.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 02:04	BTC	Buy	62906.1→61359.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64273.2→62692.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65054.3→63454.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65510.3→63898.8	-12.75	stop_loss
06-03 20:46	BTC	Buy	66688.3→65025.2	-12.97	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

41%

win rate

-276.45

total pnl ($)

-51.9 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	106	41%	-51.9	-276.45

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…