deribit_basis_carry_fear_gated_long_v2

not live
67
closed trades
31%
win rate
-333.14
total pnl ($)
0.305
weight
7d window — n=12 wr=0% pnl=-158.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60415→58867.6-13.30stop_loss
06-26 12:40BTCBuy60623→59070.5-13.26stop_loss
06-24 15:33BTCBuy62259.1→60664.6-13.18stop_loss
06-24 15:31BTCBuy62283.1→60689.6-13.18stop_loss
06-24 15:30BTCBuy62343.1→60747.6-13.16stop_loss
06-24 14:19BTCBuy62576.1→60959.5-13.35stop_loss
06-24 13:44BTCBuy62978.1→61366.2-13.24stop_loss
06-23 08:27BTCBuy63656.2→62026.9-13.16stop_loss
06-23 08:24BTCBuy63887.2→62251.7-13.20stop_loss
06-23 08:20BTCBuy63945.2→62301.7-13.30stop_loss
06-23 08:15BTCBuy64131.2→62485.6-13.37stop_loss
06-23 06:21BTCBuy64417.2→62768.5-13.29stop_loss
06-22 01:34BTCBuy62831.1→64499.8+12.61timeout
06-21 23:25BTCBuy62801.1→63750.8+7.18timeout
06-21 21:15BTCBuy62870.1→63622.8+5.53timeout
06-21 19:10BTCBuy62642.1→64136.8+11.60timeout
06-21 17:09BTCBuy62548.1→64163.8+12.63timeout
06-18 15:40BTCBuy64280.2→62635.5-12.96stop_loss
06-18 15:40BTCBuy64345.2→62698.5-13.00stop_loss
06-18 15:17BTCBuy64900.2→63238.2-13.21stop_loss
06-18 15:17BTCBuy65029.3→63355.1-13.28stop_loss
06-18 15:14BTCBuy65163.3→63496.1-13.21stop_loss
06-17 21:22BTCBuy64668.2→64313.8-3.14timeout
06-17 19:29BTCBuy66051.3→64346.6-13.40stop_loss
06-17 11:04BTCBuy66346.3→64647.4-13.35stop_loss
06-17 09:56BTCBuy66486.3→64784.4-13.31stop_loss
06-17 08:45BTCBuy66539.3→64833.3-13.28stop_loss
06-15 13:18BTCBuy63615.2→66790.7+24.56take_profit
06-13 17:36BTCBuy61716.1→64097.8+18.79timeout
06-13 14:33BTCBuy61924.1→64140.8+17.31timeout
06-12 18:19BTCBuy61911.1→63671.8+13.71timeout
06-12 15:00BTCBuy61068.1→64125.8+24.34take_profit
06-12 14:17BTCBuy61871.1→63492.8+12.44timeout
06-09 14:47BTCBuy62755.1→61146.4-13.27stop_loss
06-09 08:40BTCBuy61296.1→62941.9+12.98timeout
06-07 22:15BTCBuy61005.1→64049.8+24.53take_profit
06-07 22:15BTCBuy60760→63791.8+24.52take_profit
06-07 22:14BTCBuy60703→63731.8+24.52take_profit
06-07 22:14BTCBuy60063→63059.8+24.52take_profit
06-06 04:31BTCBuy61317.1→59748.1-13.25stop_loss
06-06 04:27BTCBuy61385.1→59814.1-13.25stop_loss
06-05 06:22BTCBuy62907.1→61292.3-13.20stop_loss
06-05 06:03BTCBuy63656.2→62026.9-13.21stop_loss
06-05 05:59BTCBuy63857.2→62215.8-13.26stop_loss
06-04 09:30BTCBuy64332.2→62685.5-13.24stop_loss
06-04 00:29BTCBuy65123.3→63457.1-13.24stop_loss
06-03 23:54BTCBuy65753.3→64070.7-13.24stop_loss
06-03 23:02BTCBuy66306.3→64593.5-13.36stop_loss
06-03 20:46BTCBuy66744.3→65031.2-13.35stop_loss
06-03 20:45BTCBuy66772.3→65062.2-13.31stop_loss
06-03 03:49BTCBuy67355.4→65631.9-13.25stop_loss
06-03 03:44BTCBuy67437.4→65711.8-13.25stop_loss
06-02 14:27BTCBuy69509.5→67730.7-13.25stop_loss
06-02 14:21BTCBuy69986.5→68171.5-13.43stop_loss
06-02 14:08BTCBuy70328.5→68527.3-13.27stop_loss
06-02 12:40BTCBuy70838.5→69026-13.31stop_loss
06-02 12:31BTCBuy70945.5→69130-13.30stop_loss
06-01 15:24BTCBuy73478.7→71161.8-16.34stop_loss
06-01 15:24BTCBuy73675.7→71161.8-17.66stop_loss
06-01 15:24BTCBuy73955.7→71161.8-19.50stop_loss
06-01 15:24BTCBuy73786.7→71161.8-18.42stop_loss
06-01 15:24BTCBuy73868.7→71161.8-18.97stop_loss
05-31 14:57BTCBuy72953.6→73625.3+4.11timeout
05-31 12:41BTCBuy73502.7→73904.3+1.90timeout
05-31 11:00BTCBuy73359.7→73880.3+2.70timeout
05-31 08:43BTCBuy73217.7→73838.3+3.34timeout
05-31 06:32BTCBuy72875.6→74027.3+7.29timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
31%
win rate
-333.14
total pnl ($)
-98.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6731%-98.8-333.14

Recent bounces (last 20 of 1)

timesymsidereason
06-29 01:40BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems