deribit_basis_carry_long_fear_gate_v5

not live
40
closed trades
48%
win rate
-93.86
total pnl ($)
1.025
weight
7d window — n=7 wr=43% pnl=-36.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:42BTCBuy60461→60771+2.13timeout
06-26 12:43BTCBuy60502→59010.5-12.79stop_loss
06-24 13:57BTCBuy62751.1→61205.3-12.77stop_loss
06-24 07:21BTCBuy63053.2→62671.9-3.55timeout
06-23 06:20BTCBuy64469.2→62874.4-12.83stop_loss
06-22 19:00BTCBuy64166.2→64341.8+0.87timeout
06-21 18:41BTCBuy63816.2→64169.8+2.37timeout
06-20 18:11BTCBuy63100.2→63847.8+5.47timeout
06-19 17:16BTCBuy62488.1→62966.9+3.38timeout
06-18 15:56BTCBuy63965.2→62389.7-12.69stop_loss
06-18 09:20BTCBuy65015.3→64428.8-5.06timeout
06-17 08:01BTCBuy66373.3→65522.7-6.87timeout
06-15 21:23BTCBuy64695.2→66503.7+13.47timeout
06-13 21:44BTCBuy63565.2→64555.8+7.32timeout
06-12 20:57BTCBuy63371.2→63441.8+0.09timeout
06-11 17:36BTCBuy61764.1→63204.8+11.13timeout
06-10 15:28BTCBuy61380.1→62274.9+6.79timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-06 20:11BTCBuy60703→60546-1.67timeout
06-05 02:29BTCBuy62939.1→62686.9-2.44timeout
06-04 00:29BTCBuy65110.3→63509.1-12.74stop_loss
06-03 20:55BTCBuy66437.3→64802.3-12.80stop_loss
06-03 03:34BTCBuy67597.4→65928.7-12.80stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73742.7→71211.8-17.75stop_loss
05-31 17:49BTCBuy73966.7→73680.3-2.45timeout
05-31 15:49BTCBuy73886.7→73638.3-2.19timeout
05-31 13:53BTCBuy73768.7→73800.3-0.28timeout
05-31 11:40BTCBuy73601.7→73911.3+1.52timeout
05-31 09:42BTCBuy73529.7→73986.3+2.51timeout
05-30 12:19BTCBuy73353.7→73605.3+1.22timeout
05-30 11:10BTCBuy73599.7→73597.3-0.52timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-30 07:52BTCBuy73397.7→73485.3+0.11timeout
05-30 06:35BTCBuy73677.7→73663.3-0.59timeout
05-29 10:49BTCBuy73480.7→73601.3+0.33timeout
05-29 09:42BTCBuy73456.7→73807.3+1.87timeout
05-29 08:38BTCBuy73247.7→73766.3+3.08timeout
05-29 07:35BTCBuy73377.7→73511.3+0.39timeout
05-29 06:32BTCBuy72876.6→73380.3+2.88timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
48%
win rate
-93.86
total pnl ($)
-46.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4048%-46.2-93.86

Recent bounces (last 20 of 1)

timesymsidereason
06-28 04:58BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems