deribit_basis_crossover_fear_gate_long_v4

not live
40
closed trades
52%
win rate
-27.03
total pnl ($)
1.078
weight
7d window — n=8 wr=50% pnl=-1.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 17:13BTCBuy63906.2→64169.8+1.67timeout
06-20 17:08BTCBuy62983.1→63911.8+6.89timeout
06-19 16:30BTCBuy62571.1→63272.8+5.16timeout
06-18 15:53BTCBuy64021.2→62446.6-12.60stop_loss
06-18 05:03BTCBuy65319.3→63707.9-12.80stop_loss
06-17 13:37BTCBuy66003.3→65200.7-6.57timeout
06-16 13:08BTCBuy66670.3→66146.7-4.45timeout
06-15 12:50BTCBuy63760.2→66560.7+21.52take_profit
06-14 17:49BTCBuy64046.2→63763.8-2.73timeout
06-13 16:56BTCBuy63894.2→63976.8+0.19timeout
06-12 16:10BTCBuy62729.1→63697.8+7.22timeout
06-11 16:06BTCBuy62537.1→62758.9+1.17timeout
06-10 15:08BTCBuy61566.1→61940.9+2.55timeout
06-09 14:44BTCBuy62819.1→61274.3-12.75stop_loss
06-09 07:13BTCBuy63105.2→63326.8+1.25timeout
06-08 06:19BTCBuy61796.1→63070.8+9.86timeout
06-07 04:29BTCBuy59922→61512.9+12.83timeout
06-06 04:11BTCBuy61779.1→60259.8-12.75stop_loss
06-05 21:04BTCBuy59256→61857.9+21.50take_profit
06-05 18:52BTCBuy60743→59249.4-12.75stop_loss
06-05 13:55BTCBuy62561.1→61020.4-12.77stop_loss
06-05 02:41BTCBuy63287.2→62830.9-4.02timeout
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-03 19:42BTCBuy66743.3→65807.7-7.53timeout
06-02 14:08BTCBuy70204.5→68478.3-12.77stop_loss
05-31 19:52BTCBuy73995.7→73511.3-3.72timeout
05-31 15:50BTCBuy73883.7→73621.3-2.28timeout
05-31 13:54BTCBuy73786.7→73834.3-0.17timeout
05-31 11:41BTCBuy73600.7→73904.3+1.47timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-30 14:16BTCBuy72997.6→73864.3+5.36timeout
05-30 12:20BTCBuy73338.7→73627.3+1.47timeout
05-30 11:08BTCBuy73626.7→73604.3-0.66timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-29 12:36BTCBuy73360.7→73228.3-1.37timeout
05-29 11:31BTCBuy73306.7→73485.3+0.73timeout
05-29 10:28BTCBuy73349.7→73587.3+1.10timeout
05-29 09:18BTCBuy73324.7→73805.3+2.77timeout
05-29 07:27BTCBuy73246.7→73717.3+2.64timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
52%
win rate
-27.03
total pnl ($)
-12.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4052%-12.8-27.03

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems