deribit_basis_crossover_fear_gate_long_v11

not live
84
closed trades
43%
win rate
-247.87
total pnl ($)
0.491
weight
7d window — n=21 wr=33% pnl=-119.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 84 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:08BTCBuy60515→59768-6.59timeout
06-27 23:53BTCBuy60038→60033-0.45timeout
06-27 17:48BTCBuy60060→60529+3.46timeout
06-27 11:39BTCBuy59467→60207+5.74timeout
06-26 16:52BTCBuy59261→60018+5.84timeout
06-26 13:19BTCBuy59986→58503.8-12.82stop_loss
06-26 02:16BTCBuy59889→58411.9-12.78stop_loss
06-25 13:53BTCBuy60462→58967.6-12.72stop_loss
06-25 13:48BTCBuy60840→59343.3-12.69stop_loss
06-25 13:44BTCBuy61550.1→60031-12.76stop_loss
06-24 15:23BTCBuy62222.1→60986-10.31timeout
06-24 14:17BTCBuy62602.1→61057.4-12.76stop_loss
06-24 14:13BTCBuy62654.1→61100.4-12.84stop_loss
06-24 08:58BTCBuy62338.1→62777.9+3.00timeout
06-23 06:21BTCBuy64184.2→62605.5-12.75stop_loss
06-23 06:21BTCBuy64208.2→62629.5-12.77stop_loss
06-23 06:21BTCBuy64357.2→62773.5-12.77stop_loss
06-23 01:54BTCBuy64606.2→64079.8-4.51timeout
06-22 19:52BTCBuy64187.2→64403.8+1.20timeout
06-22 07:45BTCBuy64227.2→64230.8-0.41timeout
06-22 01:41BTCBuy64201.2→64608.8+2.64timeout
06-21 19:38BTCBuy63856.2→64166.8+2.00timeout
06-21 07:31BTCBuy63749.2→64152.8+2.73timeout
06-21 01:29BTCBuy63461.2→64218.8+5.46timeout
06-20 19:28BTCBuy62974.1→63826.8+6.34timeout
06-20 01:42BTCBuy62865.1→63503.8+4.62timeout
06-19 19:36BTCBuy62808.1→62940.9+0.58timeout
06-19 14:30BTCBuy63751.2→63254.8-4.24timeout
06-18 15:37BTCBuy64523.2→62935.4-12.55stop_loss
06-18 15:37BTCBuy64580.2→62991.3-12.64stop_loss
06-18 05:08BTCBuy65229.3→63625-12.76stop_loss
06-17 22:03BTCBuy65533.3→63921.8-12.73stop_loss
06-17 19:29BTCBuy65704.3→64352.8-10.74timeout
06-17 07:26BTCBuy66339.3→65496.7-6.77timeout
06-16 19:04BTCBuy66827.3→65692.7-9.03timeout
06-16 13:02BTCBuy66482.3→66367.7-1.39timeout
06-16 00:55BTCBuy65593.3→66275.7+4.75timeout
06-15 12:54BTCBuy63766.2→66565.7+21.52take_profit
06-15 12:25BTCBuy64480.2→66260.7+13.38timeout
06-15 00:17BTCBuy64419.2→65725.7+9.68timeout
06-14 16:33BTCBuy63997.2→64113.8+0.42timeout
06-14 10:28BTCBuy63757.2→64573.8+5.92timeout
06-13 20:45BTCBuy63493.2→64221.8+5.27timeout
06-13 14:45BTCBuy63518.2→64175.8+4.68timeout
06-13 08:42BTCBuy63369.2→63885.8+3.54timeout
06-12 20:39BTCBuy63303.2→63485.8+0.98timeout
06-12 14:36BTCBuy62996.1→63670.8+4.83timeout
06-12 08:32BTCBuy62909.1→63445.8+3.73timeout
06-11 20:27BTCBuy61876.1→63392.8+11.67timeout
06-11 14:25BTCBuy62153.1→62916.9+5.59timeout
06-11 08:19BTCBuy61586.1→62795.9+9.23timeout
06-10 16:35BTCBuy61124.1→62352.9+9.50timeout
06-09 15:55BTCBuy62640.1→61097.4-12.80stop_loss
06-09 14:43BTCBuy62850.1→61300.3-12.79stop_loss
06-09 13:19BTCBuy63875.2→62304.7-12.72stop_loss
06-09 07:53BTCBuy63233.2→63156.8-1.04timeout
06-09 01:49BTCBuy63074.2→62763.9-2.90timeout
06-08 12:12BTCBuy62252.1→63003.8+5.57timeout
06-08 06:04BTCBuy61602.1→62834.9+9.55timeout
06-07 22:14BTCBuy60866→63537.8+21.51take_profit
06-07 11:53BTCBuy60875→62589.9+13.66timeout
06-07 05:49BTCBuy60917→61731.9+6.28timeout
06-06 23:48BTCBuy60767→60817+0.03timeout
06-05 18:52BTCBuy60783→59288.4-12.75stop_loss
06-05 14:04BTCBuy62030.1→60504.7-12.75stop_loss
06-05 11:22BTCBuy62458.1→62455.9-0.51timeout
06-05 06:03BTCBuy63610.2→62045.9-12.73stop_loss
06-05 05:59BTCBuy63771.2→62199.8-12.73stop_loss
06-04 09:31BTCBuy64231.2→62651.5-12.74stop_loss
06-04 00:27BTCBuy65185.3→63582-12.75stop_loss
06-03 20:55BTCBuy66354.3→64652.4-13.31stop_loss
06-03 19:55BTCBuy66900.3→65254.1-12.77stop_loss
06-03 19:54BTCBuy67007.4→65354-12.83stop_loss
06-03 03:49BTCBuy67311.4→65654.9-12.76stop_loss
06-02 14:08BTCBuy70218.5→68490.3-12.77stop_loss
06-02 09:22BTCBuy71149.6→69397.8-12.84stop_loss
06-02 02:07BTCBuy71858.6→70088.4-12.84stop_loss
06-01 18:15BTCBuy73344.7→71423.7-13.62stop_loss
06-01 05:49BTCBuy74053.7→73410.3-4.84timeout
05-31 23:53BTCBuy73811.7→73663.3-1.43timeout
05-31 20:17BTCBuy73929.7→73656.3-2.29timeout
05-31 09:52BTCBuy73554.7→73918.3+1.87timeout
05-30 06:39BTCBuy73650.7→73626.3-0.65timeout
05-29 21:14BTCBuy73658.7→73775.3+0.30timeout

Paper vs Live

Paper (trades.jsonl)
84
closed
43%
win rate
-247.87
total pnl ($)
-58.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8443%-58.8-247.87

Recent bounces (last 20 of 1)

timesymsidereason
06-28 17:55BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems