deribit_basis_carry_fear_gated_long_v3 · strategy

109

closed trades

42%

win rate

-370.16

total pnl ($)

0.460

weight

7d window — n=28 wr=43% pnl=-132.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:08	BTC	Buy	59947→60123	+0.99	timeout
06-29 04:04	BTC	Buy	60159→59941	-2.27	timeout
06-29 01:33	BTC	Buy	60190→59286	-7.99	timeout
06-28 22:27	BTC	Buy	60075→59297	-6.94	timeout
06-28 16:58	BTC	Buy	60757→59658	-9.47	timeout
06-27 23:44	BTC	Buy	60060→60031	-0.64	timeout
06-27 21:41	BTC	Buy	59906→60257	+2.55	timeout
06-27 19:34	BTC	Buy	60031→60147	+0.56	timeout
06-27 17:40	BTC	Buy	59957→60567	+4.64	timeout
06-27 15:42	BTC	Buy	60461→60765	+2.08	timeout
06-26 12:42	BTC	Buy	60559→59069.5	-12.76	stop_loss
06-24 15:28	BTC	Buy	62304.1→60770.6	-12.69	stop_loss
06-24 15:28	BTC	Buy	62306.1→60773.6	-12.68	stop_loss
06-24 14:13	BTC	Buy	62656.1→61105.4	-12.82	stop_loss
06-24 13:44	BTC	Buy	62913.1→61366.2	-12.74	stop_loss
06-24 11:45	BTC	Buy	62570.1→62702.9	+0.60	timeout
06-24 09:44	BTC	Buy	62343.1→62637.9	+1.84	timeout
06-24 07:29	BTC	Buy	62978.1→62646.9	-3.13	timeout
06-23 08:17	BTC	Buy	63908.2→62332.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64229.2→62647.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64368.2→62784.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64367.2→62784.5	-12.76	stop_loss
06-23 06:08	BTC	Buy	64655.2→63065.3	-12.76	stop_loss
06-23 00:45	BTC	Buy	63892.2→64098.8	+1.19	timeout
06-22 22:43	BTC	Buy	63657.2→63882.8	+1.32	timeout
06-22 20:42	BTC	Buy	63933.2→64472.8	+3.74	timeout
06-22 18:43	BTC	Buy	64137.2→64505.8	+2.36	timeout
06-22 16:41	BTC	Buy	64021.2→64535.8	+3.56	timeout
06-22 00:14	BTC	Buy	64240.2→63471.8	-6.45	timeout
06-21 22:10	BTC	Buy	64003.2→63629.8	-3.36	timeout
06-21 20:09	BTC	Buy	63937.2→64193.8	+1.57	timeout
06-21 18:05	BTC	Buy	63847.2→63954.8	+0.48	timeout
06-21 16:03	BTC	Buy	64000.2→64193.8	+1.08	timeout
06-20 23:40	BTC	Buy	63306.2→64274.8	+7.19	timeout
06-20 21:37	BTC	Buy	63106.2→63916.8	+5.99	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 17:36	BTC	Buy	62998.1→63765.8	+5.63	timeout
06-20 15:31	BTC	Buy	63123.2→64088.8	+7.13	timeout
06-19 23:24	BTC	Buy	62798.1→63272.8	+3.30	timeout
06-19 21:19	BTC	Buy	62990.1→63222.8	+1.34	timeout
06-19 19:14	BTC	Buy	62643.1→63023.8	+2.57	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-19 15:28	BTC	Buy	63334.2→63035.8	-2.70	timeout
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.67	stop_loss
06-18 15:40	BTC	Buy	64299.2→62717.5	-12.66	stop_loss
06-18 15:39	BTC	Buy	64390.2→62806.4	-12.72	stop_loss
06-18 15:38	BTC	Buy	64399.2→62807.4	-12.54	stop_loss
06-18 14:52	BTC	Buy	65156.3→63532	-12.91	stop_loss
06-18 13:05	BTC	Buy	65005.3→64350.8	-5.50	timeout
06-18 10:58	BTC	Buy	64770.2→64065.8	-5.98	timeout
06-18 08:58	BTC	Buy	64929.2→64367.8	-4.81	timeout
06-17 19:29	BTC	Buy	65909.3→64246.6	-13.07	stop_loss
06-17 16:17	BTC	Buy	65767.3→65972.7	+1.14	timeout
06-17 11:05	BTC	Buy	66135.3→64501.5	-12.88	stop_loss
06-17 08:49	BTC	Buy	66444.3→64804.3	-12.81	stop_loss
06-17 08:45	BTC	Buy	66478.3→64843.3	-12.77	stop_loss
06-17 08:06	BTC	Buy	66320.3→65434.7	-7.13	timeout
06-13 21:33	BTC	Buy	63556.2→64244.8	+4.94	timeout
06-13 05:31	BTC	Buy	63471.2→63546.8	+0.15	timeout
06-13 03:30	BTC	Buy	63438.2→63496.8	+0.02	timeout
06-13 00:34	BTC	Buy	63668.2→63569.8	-1.30	timeout
06-12 22:20	BTC	Buy	63615.2→63505.8	-1.36	timeout
06-12 20:19	BTC	Buy	63513.2→63498.8	-0.58	timeout
06-12 02:04	BTC	Buy	62206.1→63449.8	+9.43	timeout
06-11 21:54	BTC	Buy	61240.1→63486.8	+17.75	timeout
06-11 19:20	BTC	Buy	61713.1→63632.8	+14.97	timeout
06-11 14:35	BTC	Buy	61947.1→62888.9	+7.05	timeout
06-10 18:39	BTC	Buy	61771.1→61808.9	-0.19	timeout
06-10 16:23	BTC	Buy	61035.1→62280.9	+9.70	timeout
06-10 14:26	BTC	Buy	61831.1→62028.9	+1.12	timeout
06-09 14:47	BTC	Buy	62698.1→61156.3	-12.75	stop_loss
06-09 06:10	BTC	Buy	62942.1→63296.8	+2.32	timeout
06-07 08:37	BTC	Buy	61309.1→62582.9	+9.97	timeout
06-07 06:35	BTC	Buy	60970→62108.9	+8.94	timeout
06-07 04:21	BTC	Buy	60034→61542.9	+12.11	timeout
06-07 02:18	BTC	Buy	60693→61273.9	+4.25	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 04:27	BTC	Buy	61312.1→59804.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61398.1→59876.1	-12.85	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
06-05 02:31	BTC	Buy	63076.2→62688.9	-3.51	timeout
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 20:55	BTC	Buy	66447.3→64813.3	-12.79	stop_loss
06-03 19:55	BTC	Buy	66884.3→65235.1	-12.84	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 14:27	BTC	Buy	69504.5→67791.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.77	stop_loss
06-02 14:01	BTC	Buy	70348.5→68618.2	-12.76	stop_loss
06-02 12:34	BTC	Buy	70846.5→69104	-12.80	stop_loss
06-02 12:30	BTC	Buy	70922.5→69177.9	-12.82	stop_loss
05-31 23:45	BTC	Buy	73780.7→73546.3	-2.01	timeout
05-31 17:21	BTC	Buy	73936.7→73531.3	-3.25	timeout
05-31 13:38	BTC	Buy	73670.7→73869.3	+0.93	timeout
05-31 09:42	BTC	Buy	73529.7→73986.3	+2.51	timeout
05-30 20:26	BTC	Buy	73692.7→73926.3	+1.02	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

42%

win rate

-370.16

total pnl ($)

-67.6 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	109	42%	-67.6	-370.16

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 08:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…