deribit_basis_carry_positive_gate

not live
39
closed trades
36%
win rate
-175.74
total pnl ($)
0.977
weight
7d window — n=8 wr=25% pnl=-46.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 39 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:17BTCBuy59724→59664-0.96timeout
06-28 19:14BTCBuy60011→59467-4.93timeout
06-26 12:43BTCBuy60493→59001.5-12.79stop_loss
06-24 13:44BTCBuy62938.1→61390.2-12.73stop_loss
06-23 06:20BTCBuy64397.2→62813.4-12.76stop_loss
06-23 06:20BTCBuy64509.2→62920.4-12.78stop_loss
06-22 17:53BTCBuy63807.2→64575.8+5.44timeout
06-22 16:53BTCBuy63994.2→64688.8+4.96timeout
06-20 17:13BTCBuy62466.1→63899.8+10.99timeout
06-20 16:21BTCBuy62668.1→64012.8+10.14timeout
06-18 15:17BTCBuy64893.2→63297.2-12.72stop_loss
06-18 15:17BTCBuy64989.2→63391.1-12.71stop_loss
06-17 08:49BTCBuy66448.3→64814.3-12.76stop_loss
06-17 08:39BTCBuy66586.3→64948.3-12.75stop_loss
06-14 22:23BTCBuy63602.2→65199.7+12.01timeout
06-13 20:55BTCBuy63373.2→64260.8+6.51timeout
06-12 14:49BTCBuy61851.1→63448.8+12.30timeout
06-11 14:24BTCBuy61769.1→62921.9+8.67timeout
06-10 09:21BTCBuy62260.1→60718.6-12.74stop_loss
06-07 22:14BTCBuy60716→63381.8+21.52take_profit
06-07 08:38BTCBuy60005→62639.9+21.54take_profit
06-06 04:31BTCBuy61212.1→59706.1-12.75stop_loss
06-06 04:10BTCBuy61823.1→60295.8-12.81stop_loss
06-05 06:21BTCBuy63076.2→61512.2-12.77stop_loss
06-05 06:20BTCBuy63242.2→61679.1-12.77stop_loss
06-04 09:25BTCBuy64508.2→62921.4-12.74stop_loss
06-04 00:29BTCBuy65132.3→63530-12.75stop_loss
06-03 20:55BTCBuy66437.3→64803.3-12.79stop_loss
06-03 03:49BTCBuy67290.4→65635.9-12.75stop_loss
06-03 03:29BTCBuy67701.4→66034.7-12.76stop_loss
06-02 13:00BTCBuy70666.5→68929.1-12.81stop_loss
06-02 12:31BTCBuy70886.5→69142-12.82stop_loss
06-01 15:32BTCBuy73866.7→71299.8-18.11stop_loss
06-01 15:32BTCBuy73841.7→71299.8-17.96stop_loss
05-30 11:04BTCBuy73404.7→73610.3+0.83timeout
05-30 09:54BTCBuy73529.7→73573.3-0.20timeout
05-30 08:43BTCBuy73217.7→73493.3+1.35timeout
05-30 07:35BTCBuy73368.7→73518.3+0.49timeout
05-30 06:33BTCBuy72833.6→73626.3+4.91timeout

Paper vs Live

Paper (trades.jsonl)
39
closed
36%
win rate
-175.74
total pnl ($)
-89.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3936%-89.3-175.74

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:28BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems