deribit_basis_carry_long_w_fear_gate

not live
36
closed trades
50%
win rate
-73.43
total pnl ($)
1.048
weight
7d window — n=8 wr=50% pnl=-30.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 36 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 06:20BTCBuy64478.2→62886.4-12.81stop_loss
06-22 19:27BTCBuy64203.2→64305.8+0.31timeout
06-21 17:52BTCBuy63809.2→64147.8+2.28timeout
06-20 17:33BTCBuy62979.1→63989.8+7.56timeout
06-19 16:28BTCBuy62631.1→63318.8+5.04timeout
06-18 15:56BTCBuy63953.2→62379.7-12.59stop_loss
06-18 05:05BTCBuy65250.3→63645-12.77stop_loss
06-17 08:07BTCBuy66332.3→65423.7-7.26timeout
06-15 21:22BTCBuy64668.2→66508.7+13.72timeout
06-13 21:36BTCBuy63516.2→64258.8+5.37timeout
06-12 20:59BTCBuy63373.2→63439.8+0.06timeout
06-11 17:37BTCBuy61767.1→63129.8+10.48timeout
06-10 15:27BTCBuy61356.1→62239.9+6.70timeout
06-09 14:47BTCBuy62717.1→61172.3-12.77stop_loss
06-06 20:11BTCBuy60701→60512-1.94timeout
06-05 02:28BTCBuy62924.1→62737.9-1.91timeout
06-04 00:29BTCBuy65110.3→63509.1-12.74stop_loss
06-03 20:55BTCBuy66423.3→64783.4-12.84stop_loss
06-03 03:34BTCBuy67597.4→65929.7-12.79stop_loss
06-02 14:10BTCBuy69976.5→68253.4-12.78stop_loss
06-01 22:25BTCBuy73901.7→71118.9-19.42stop_loss
05-31 17:49BTCBuy73966.7→73679.3-2.46timeout
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 12:14BTCBuy73328.7→73560.3+1.08timeout
05-30 11:07BTCBuy73624.7→73606.3-0.63timeout
05-30 09:53BTCBuy73710.7→73572.3-1.42timeout
05-30 07:50BTCBuy73373.7→73501.3+0.38timeout
05-30 06:35BTCBuy73678.7→73654.3-0.65timeout
05-29 10:56BTCBuy73417.7→73639.3+1.01timeout
05-29 09:47BTCBuy73503.7→73785.3+1.40timeout
05-29 08:40BTCBuy73245.7→73773.3+3.13timeout
05-29 07:34BTCBuy73299.7→73529.3+1.05timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
36
closed
50%
win rate
-73.43
total pnl ($)
-40.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3650%-40.1-73.43

Recent bounces (last 20 of 2)

timesymsidereason
06-23 07:33BTCBuystale_intent
06-22 21:17BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems