deribit_basis_cheap_carry_fear_gate_long

LIVE-ELIGIBLE
234
closed trades
38%
win rate
-325.14
total pnl ($)
2.137
weight
7d window — n=60 wr=50% pnl=+135.10  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 16:17SOLBuy73.658→73.005-5.03timeout
06-30 12:50SOLBuy74.0151→72.1751-12.86stop_loss
06-30 12:50SOLBuy74.0171→72.1751-12.87stop_loss
06-30 12:47SOLBuy73.567→72.2462-9.35timeout
06-30 08:36SOLBuy75.3503→73.4792-12.85stop_loss
06-30 04:10SOLBuy75.6723→73.79-12.95stop_loss
06-30 04:05SOLBuy75.8874→74.0039-12.91stop_loss
06-29 17:15SOLBuy73.041→76.2486+21.49take_profit
06-29 17:15SOLBuy72.9609→76.1766+21.57take_profit
06-29 17:05SOLBuy71.5697→74.6988+21.30take_profit
06-29 12:35SOLBuy71.0957→74.2029+21.33take_profit
06-29 12:12SOLBuy70.8776→73.9749+21.32take_profit
06-29 12:12SOLBuy70.7026→73.8219+21.53take_profit
06-29 12:12SOLBuy70.5396→73.626+21.36take_profit
06-29 00:35SOLBuy70.6106→70.7924+0.69timeout
06-28 23:34SOLBuy70.5486→71.2523+4.62timeout
06-28 22:34SOLBuy70.8266→70.7844-0.61timeout
06-28 20:33SOLBuy71.2367→70.9134-2.57timeout
06-28 19:33SOLBuy71.1127→71.1643+0.05timeout
06-27 22:16SOLBuy71.9368→70.1294-13.01stop_loss
06-27 22:15SOLBuy72.2678→70.4132-13.28stop_loss
06-27 22:15SOLBuy72.2778→70.4132-13.34stop_loss
06-27 19:31SOLBuy72.7709→70.9539-12.93stop_loss
06-27 19:31SOLBuy72.7749→70.9688-12.86stop_loss
06-27 18:14SOLBuy72.9709→72.0492-6.77timeout
06-27 17:11SOLBuy72.6989→72.1132-4.63timeout
06-27 16:08SOLBuy72.5459→72.7591+0.92timeout
06-27 01:55SOLBuy73.173→71.3556-12.86stop_loss
06-26 16:00SOLBuy70.3405→73.545+22.32take_profit
06-26 15:41SOLBuy69.1634→72.1862+21.37take_profit
06-26 14:28SOLBuy68.8523→71.8682+21.44take_profit
06-26 14:28SOLBuy68.7473→71.7562+21.43take_profit
06-26 14:26SOLBuy68.6323→71.6323+21.39take_profit
06-26 13:19SOLBuy69.9625→68.2216-12.92stop_loss
06-26 09:51SOLBuy70.7106→68.9582-12.85stop_loss
06-26 07:03SOLBuy67.3611→70.3045+21.36take_profit
06-26 06:46SOLBuy66.84→69.7745+21.42take_profit
06-26 06:22SOLBuy66.3209→69.2246+21.35take_profit
06-26 06:22SOLBuy66.0519→68.9487+21.38take_profit
06-26 06:22SOLBuy65.9029→68.7927+21.38take_profit
06-25 23:28SOLBuy65.3988→68.2738+21.52take_profit
06-25 13:48SOLBuy67.4261→65.7542-12.79stop_loss
06-25 13:46SOLBuy67.7032→66.0181-12.85stop_loss
06-25 13:45SOLBuy67.8172→66.131-12.83stop_loss
06-25 13:38SOLBuy69.3524→67.628-12.86stop_loss
06-25 12:28SOLBuy69.4714→67.7489-12.85stop_loss
06-25 05:08SOLBuy65.9939→68.8837+21.47take_profit
06-25 05:02SOLBuy65.6849→68.5567+21.43take_profit
06-24 22:01SOLBuy65.5108→68.3757+21.43take_profit
06-24 17:20SOLBuy67.1271→65.4584-12.88stop_loss
06-24 15:46SOLBuy69.0564→67.3432-12.85stop_loss
06-24 15:45SOLBuy69.0644→67.3482-12.87stop_loss
06-24 15:45SOLBuy69.2874→67.5661-12.86stop_loss
06-24 15:40SOLBuy69.6264→67.9008-12.84stop_loss
06-24 15:33SOLBuy69.8485→68.1067-12.91stop_loss
06-24 13:00SOLBuy68.9113→69.4076+3.13timeout
06-24 11:59SOLBuy69.2254→69.7655+3.42timeout
06-24 10:51SOLBuy68.6043→69.0056+2.52timeout
06-24 09:47SOLBuy68.7903→69.2616+3.07timeout
06-24 08:44SOLBuy68.7203→69.4496+4.97timeout
06-23 08:17SOLBuy70.1765→68.4355-12.85stop_loss
06-23 08:15SOLBuy70.4656→68.7013-12.95stop_loss
06-23 06:21SOLBuy71.5937→69.8196-12.80stop_loss
06-23 06:21SOLBuy71.7618→69.9825-12.79stop_loss
06-23 06:20SOLBuy71.8788→70.0974-12.82stop_loss
06-23 06:20SOLBuy71.8968→70.1144-12.82stop_loss
06-23 06:20SOLBuy71.9158→70.1334-12.79stop_loss
06-22 22:28SOLBuy73.085→71.1307-13.78stop_loss
06-22 22:28SOLBuy72.9089→71.0698-12.86stop_loss
06-22 22:28SOLBuy73.7411→71.9072-12.78stop_loss
06-22 22:27SOLBuy73.9631→72.1231-12.79stop_loss
06-22 22:27SOLBuy73.9801→72.1331-12.80stop_loss
06-22 16:10SOLBuy73.9501→72.8031-8.23timeout
06-22 09:34SOLBuy73.7901→73.7689-0.74timeout
06-22 08:17SOLBuy73.082→74.1439+6.67timeout
06-22 06:01SOLBuy73.185→73.8769+4.24timeout
06-21 21:09SOLBuy74.2061→72.313-13.27stop_loss
06-21 15:17SOLBuy71.9328→73.9679+13.55timeout
06-21 10:04SOLBuy71.5707→73.8769+15.51timeout
06-21 08:59SOLBuy71.3407→73.092+11.67timeout
06-21 07:53SOLBuy71.5557→73.173+10.80timeout
06-21 05:47SOLBuy71.6327→73.107+9.81timeout
06-20 14:11SOLBuy72.2488→70.4402-13.01stop_loss
06-20 05:13SOLBuy69.2844→72.3341+21.53take_profit
06-20 05:11SOLBuy69.2184→72.2622+21.51take_profit
06-20 05:10SOLBuy68.9623→71.9882+21.47take_profit
06-20 05:10SOLBuy68.8393→71.8532+21.42take_profit
06-20 05:10SOLBuy68.7333→71.7392+21.40take_profit
06-19 19:39SOLBuy69.1584→68.7777-3.15timeout
06-19 18:39SOLBuy68.5173→68.8527+1.99timeout
06-19 17:37SOLBuy68.8323→69.2416+2.59timeout
06-19 16:37SOLBuy68.6953→69.2756+3.81timeout
06-19 15:52SOLBuy68.7723→69.2596+3.27timeout
06-18 15:44SOLBuy70.7936→69.0331-12.95stop_loss
06-18 15:40SOLBuy70.8926→69.13-12.88stop_loss
06-18 15:40SOLBuy71.0867→69.3249-12.83stop_loss
06-18 15:36SOLBuy71.3417→69.5648-12.90stop_loss
06-18 15:17SOLBuy71.9388→70.1544-12.81stop_loss
06-18 12:37SOLBuy71.8988→71.2033-5.21timeout
06-18 11:31SOLBuy71.9388→71.0823-6.39timeout

Paper vs Live

Paper (trades.jsonl)
234
closed
38%
win rate
-325.14
total pnl ($)
-28.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL23438%-28.4-325.14

Recent bounces (last 20 of 8)

timesymsidereason
06-30 19:26SOLBuycircuit_breaker
06-30 17:56SOLBuycircuit_breaker
06-30 15:20SOLBuycircuit_breaker
06-30 13:45SOLBuycircuit_breaker
06-30 13:45SOLBuycircuit_breaker
06-30 09:35SOLBuycircuit_breaker
06-30 07:35SOLBuycircuit_breaker
06-30 05:30SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems