deribit_basis_carry_long_fear_gate_v6 · strategy

closed trades

36%

win rate

-312.56

total pnl ($)

0.697

weight

7d window — n=8 wr=0% pnl=-79.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 15:06	BTC	Buy	59677→58150	-13.32	stop_loss
06-28 19:34	BTC	Buy	60031→59616	-3.87	timeout
06-28 17:40	BTC	Buy	59957→59472	-4.42	timeout
06-28 15:42	BTC	Buy	60461→59899	-5.12	timeout
06-26 12:43	BTC	Buy	60559→59009.5	-13.25	stop_loss
06-24 15:30	BTC	Buy	62332.1→60736.6	-13.16	stop_loss
06-24 14:19	BTC	Buy	62453.1→60844.5	-13.31	stop_loss
06-24 13:44	BTC	Buy	62976.1→61360.2	-13.28	stop_loss
06-23 08:24	BTC	Buy	63908.2→62269.7	-13.25	stop_loss
06-23 06:21	BTC	Buy	64368.2→62715.5	-13.30	stop_loss
06-23 06:21	BTC	Buy	64367.2→62715.5	-13.30	stop_loss
06-22 22:10	BTC	Buy	64003.2→64316.8	+1.99	timeout
06-22 20:10	BTC	Buy	63944.2→64494.8	+3.77	timeout
06-22 18:05	BTC	Buy	63847.2→64684.8	+6.01	timeout
06-20 21:19	BTC	Buy	62990.1→63935.8	+7.08	timeout
06-20 19:14	BTC	Buy	62643.1→63863.8	+9.32	timeout
06-20 17:09	BTC	Buy	62548.1→63896.8	+10.25	timeout
06-18 15:18	BTC	Buy	64770.2→63089.3	-13.40	stop_loss
06-18 15:17	BTC	Buy	65005.3→63312.2	-13.44	stop_loss
06-18 15:14	BTC	Buy	65156.3→63483.1	-13.27	stop_loss
06-17 11:05	BTC	Buy	66320.3→64623.4	-13.35	stop_loss
06-17 10:04	BTC	Buy	66471.3→64767.4	-13.35	stop_loss
06-17 09:56	BTC	Buy	66482.3→64781.4	-13.33	stop_loss
06-14 01:05	BTC	Buy	63486.2→64514.8	+7.74	timeout
06-13 23:00	BTC	Buy	63443.2→64420.8	+7.20	timeout
06-13 20:59	BTC	Buy	63386.2→64260.8	+6.40	timeout
06-11 18:19	BTC	Buy	61904.1→63546.8	+12.56	timeout
06-11 16:12	BTC	Buy	61084.1→62725.9	+12.77	timeout
06-11 14:23	BTC	Buy	61734.1→62895.9	+8.76	timeout
06-09 14:47	BTC	Buy	62718.1→61110.4	-13.27	stop_loss
06-09 14:43	BTC	Buy	62898.1→61288.3	-13.28	stop_loss
06-07 22:15	BTC	Buy	61309.1→64061.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60970→63707.8	+22.02	take_profit
06-07 20:11	BTC	Buy	60697→61603.9	+7.07	timeout
06-06 04:31	BTC	Buy	61312.1→59743.1	-13.25	stop_loss
06-06 04:27	BTC	Buy	61398.1→59827.1	-13.25	stop_loss
06-05 06:22	BTC	Buy	63026.2→61413.2	-13.16	stop_loss
06-05 06:20	BTC	Buy	63227.2→61603.1	-13.25	stop_loss
06-05 06:01	BTC	Buy	63740.2→62102.8	-13.26	stop_loss
06-04 09:30	BTC	Buy	64354.2→62707.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65133.3→63466.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66451.3→64735.4	-13.40	stop_loss
06-03 03:49	BTC	Buy	67362.4→65635.9	-13.27	stop_loss
06-03 03:49	BTC	Buy	67387.4→65662.9	-13.25	stop_loss
06-03 03:43	BTC	Buy	67635.4→65900.7	-13.28	stop_loss
06-02 14:04	BTC	Buy	70371.5→68570.3	-13.26	stop_loss
06-02 12:34	BTC	Buy	70917.5→69100	-13.33	stop_loss
06-02 12:31	BTC	Buy	70945.5→69130	-13.30	stop_loss
06-01 15:25	BTC	Buy	73780.7→71111.9	-18.78	stop_loss
06-01 15:25	BTC	Buy	73965.7→71111.9	-20.00	stop_loss
06-01 15:25	BTC	Buy	73936.7→71111.9	-19.84	stop_loss
05-30 14:58	BTC	Buy	72996.6→73887.3	+5.35	timeout
05-30 12:41	BTC	Buy	73502.7→73644.3	+0.41	timeout
05-30 11:00	BTC	Buy	73359.7→73604.3	+1.10	timeout
05-30 08:43	BTC	Buy	73217.7→73493.3	+1.35	timeout
05-30 06:33	BTC	Buy	72833.6→73626.3	+4.91	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-312.56

total pnl ($)

-110.7 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	56	36%	-110.7	-312.56

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…