deribit_basis_carry_fear_gated_long_v6 · strategy

107

closed trades

41%

win rate

-279.74

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-143.33 · 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 02:58	BTC	Buy	60149→59725	-4.01	timeout
06-29 01:54	BTC	Buy	60192→59460	-6.56	timeout
06-28 20:42	BTC	Buy	60252→59657	-5.37	timeout
06-28 19:42	BTC	Buy	60160→59409	-6.67	timeout
06-28 18:40	BTC	Buy	60531→59567	-8.39	timeout
06-28 01:13	BTC	Buy	59953→59990	-0.16	timeout
06-27 23:29	BTC	Buy	59952→59945	-0.46	timeout
06-27 14:54	BTC	Buy	59551→60589	+8.27	timeout
06-26 18:09	BTC	Buy	59627→60094	+3.37	timeout
06-26 17:07	BTC	Buy	59135→60082	+7.44	timeout
06-26 15:59	BTC	Buy	59564→60265	+5.33	timeout
06-26 14:57	BTC	Buy	59507→59466	-0.85	timeout
06-26 14:11	BTC	Buy	59523→59950	+3.09	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:58	BTC	Buy	59673→58201	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58355.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60285→58790.6	-12.78	stop_loss
06-25 13:51	BTC	Buy	60654→59159.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60922→59419.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61260.1→59739.1	-12.84	stop_loss
06-24 14:19	BTC	Buy	62377.1→60842.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62782.1→61232.3	-12.79	stop_loss
06-24 13:45	BTC	Buy	62887.1→61339.2	-12.76	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 05:04	BTC	Buy	65294.3→63685	-12.79	stop_loss
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.80	timeout
06-16 14:23	BTC	Buy	67205.4→65552.9	-12.82	stop_loss
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:12	BTC	Buy	66606.3→66126.7	-4.13	timeout
06-16 12:06	BTC	Buy	66140.3→66371.7	+1.22	timeout
06-15 14:24	BTC	Buy	64247.2→66440.7	+16.63	timeout
06-15 13:21	BTC	Buy	64298.2→66815.7	+19.14	timeout
06-15 13:00	BTC	Buy	63789.2→66592.7	+21.54	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:10	BTC	Buy	64494.2→65956.7	+10.89	timeout
06-14 19:13	BTC	Buy	64151.2→63778.8	-3.42	timeout
06-14 14:02	BTC	Buy	64113.2→64289.8	+0.93	timeout
06-14 12:56	BTC	Buy	64102.2→64290.8	+1.02	timeout
06-14 11:52	BTC	Buy	63892.2→64595.8	+5.07	timeout
06-14 10:49	BTC	Buy	63863.2→64528.8	+4.75	timeout
06-13 18:22	BTC	Buy	63682.2→64082.8	+2.67	timeout
06-13 13:06	BTC	Buy	63401.2→64123.8	+5.18	timeout
06-13 12:05	BTC	Buy	63659.2→63926.8	+1.57	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.76	timeout
06-13 09:56	BTC	Buy	63810.2→63740.8	-1.07	timeout
06-12 17:59	BTC	Buy	63587.2→63830.8	+1.46	timeout
06-12 12:38	BTC	Buy	62750.1→63478.8	+5.28	timeout
06-12 11:25	BTC	Buy	63139.2→63854.8	+5.14	timeout
06-12 10:18	BTC	Buy	62822.1→63740.8	+6.76	timeout
06-12 09:17	BTC	Buy	62769.1→63531.8	+5.56	timeout
06-11 17:10	BTC	Buy	62152.1→62482.9	+2.12	timeout
06-11 11:23	BTC	Buy	61161.1→63128.8	+15.51	timeout
06-11 10:20	BTC	Buy	61144.1→62808.9	+13.02	timeout
06-11 09:17	BTC	Buy	61055.1→62758.9	+13.37	timeout
06-11 08:16	BTC	Buy	61661.1→62771.9	+8.41	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.19	timeout
06-09 16:05	BTC	Buy	62480.1→60943.5	-12.83	stop_loss
06-09 14:19	BTC	Buy	63266.2→61710	-12.75	stop_loss
06-09 14:11	BTC	Buy	63525.2→61954.9	-12.81	stop_loss
06-09 13:36	BTC	Buy	63753.2→62181.8	-12.76	stop_loss
06-09 13:23	BTC	Buy	63812.2→62241.7	-12.73	stop_loss
06-09 06:49	BTC	Buy	62938.1→63343.8	+2.72	timeout
06-09 00:31	BTC	Buy	64077.2→62501.6	-12.76	stop_loss
06-08 21:09	BTC	Buy	61716.1→63727.8	+15.81	timeout
06-08 17:53	BTC	Buy	62143.1→63493.8	+10.32	timeout
06-08 14:53	BTC	Buy	61894.1→63866.8	+15.45	timeout
06-08 13:51	BTC	Buy	61798.1→63658.8	+14.56	timeout
06-08 06:31	BTC	Buy	62016.1→63022.8	+7.66	timeout
06-07 21:04	BTC	Buy	60693→61708.9	+7.94	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 14:43	BTC	Buy	60895→61932.9	+8.05	timeout
06-07 13:33	BTC	Buy	60712→61810.9	+8.58	timeout
06-07 06:07	BTC	Buy	61028.1→61651.9	+4.71	timeout
06-06 20:09	BTC	Buy	60757→60538	-2.18	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60828→59332.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:30	BTC	Buy	62546.1→62596.9	-0.05	timeout
06-05 06:23	BTC	Buy	62746.1→61175.3	-12.96	stop_loss
06-05 06:22	BTC	Buy	62866.1→61320.3	-12.73	stop_loss
06-05 06:03	BTC	Buy	63504.2→61937.9	-12.73	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

41%

win rate

-279.74

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	107	41%	-51.9	-279.74

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…