deribit_basis_carry_fear_gated_long_v5

not live
39
closed trades
44%
win rate
-87.98
total pnl ($)
1.089
weight
7d window — n=6 wr=33% pnl=-22.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 39 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60503→59012.5-12.78stop_loss
06-24 10:43BTCBuy62216.1→62570.9+2.41timeout
06-23 08:27BTCBuy63620.2→62054.9-12.72stop_loss
06-23 01:35BTCBuy64424.2→64052.8-3.34timeout
06-21 21:35BTCBuy63916.2→63739.8-1.85timeout
06-20 19:04BTCBuy63073.2→63830.8+5.57timeout
06-19 17:20BTCBuy62565.1→63057.8+3.48timeout
06-18 15:57BTCBuy63876.2→62301.7-12.72stop_loss
06-18 09:35BTCBuy64967.2→64237.8-6.15timeout
06-17 08:02BTCBuy66382.3→65422.7-7.71timeout
06-15 21:21BTCBuy64659.2→66503.7+13.76timeout
06-13 21:31BTCBuy63536.2→64240.8+5.07timeout
06-12 20:55BTCBuy63373.2→63404.8-0.22timeout
06-11 19:19BTCBuy61732.1→63595.8+14.51timeout
06-10 15:18BTCBuy61592.1→61923.9+2.20timeout
06-09 14:46BTCBuy62740.1→61196.3-12.76stop_loss
06-09 06:11BTCBuy62917.1→63363.8+3.05timeout
06-06 20:12BTCBuy60752→60539-2.13timeout
06-05 02:29BTCBuy62939.1→62686.9-2.43timeout
06-04 00:29BTCBuy65121.3→63520-12.74stop_loss
06-03 20:55BTCBuy66448.3→64814.3-12.79stop_loss
06-03 03:28BTCBuy67725.4→66059.6-12.75stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-01 22:25BTCBuy73866.7→71210.8-18.57stop_loss
05-31 17:50BTCBuy73982.7→73670.3-2.63timeout
05-31 15:50BTCBuy73883.7→73621.3-2.28timeout
05-31 13:54BTCBuy73786.7→73834.3-0.17timeout
05-31 11:41BTCBuy73600.7→73904.3+1.48timeout
05-31 09:43BTCBuy73529.7→73952.3+2.27timeout
05-30 12:20BTCBuy73338.7→73627.3+1.47timeout
05-30 11:08BTCBuy73626.7→73604.3-0.66timeout
05-30 09:53BTCBuy73710.7→73572.3-1.42timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-30 06:35BTCBuy73678.7→73654.3-0.66timeout
05-29 10:56BTCBuy73417.7→73639.3+1.01timeout
05-29 09:47BTCBuy73503.7→73785.3+1.40timeout
05-29 08:40BTCBuy73245.7→73774.3+3.14timeout
05-29 07:35BTCBuy73366.7→73458.3+0.11timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
39
closed
44%
win rate
-87.98
total pnl ($)
-44.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3944%-44.3-87.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems