deribit_basis_crossover_fear_gated_long_v3

not live
91
closed trades
37%
win rate
-393.12
total pnl ($)
0.340
weight
7d window — n=18 wr=22% pnl=-132.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:02BTCBuy59828→58295.9-13.25stop_loss
06-30 05:21BTCBuy59974→59413-5.00timeout
06-29 21:06BTCBuy60328→60265-1.27timeout
06-28 22:52BTCBuy60563→59013.5-13.26stop_loss
06-28 19:47BTCBuy60793→59237.4-13.23stop_loss
06-28 04:09BTCBuy59923→60187+1.74timeout
06-27 19:49BTCBuy59213→60183+7.84timeout
06-27 17:49BTCBuy59460→60558+8.80timeout
06-27 15:43BTCBuy59107→60772+13.67timeout
06-26 02:16BTCBuy59961→58426.8-13.24stop_loss
06-25 13:51BTCBuy60653→59091.5-13.26stop_loss
06-25 13:48BTCBuy60844→59284.4-13.23stop_loss
06-25 13:48BTCBuy60927→59367.3-13.20stop_loss
06-25 13:48BTCBuy60976→59414.3-13.21stop_loss
06-24 15:30BTCBuy62354.1→60758.6-13.16stop_loss
06-24 15:28BTCBuy62367.1→60770.6-13.15stop_loss
06-24 15:08BTCBuy62394.1→60789.5-13.24stop_loss
06-24 14:17BTCBuy62602.1→61000.4-13.22stop_loss
06-23 08:20BTCBuy63951.2→62296.7-13.38stop_loss
06-23 06:21BTCBuy64314.2→62665.5-13.28stop_loss
06-23 06:20BTCBuy64501.2→62849.4-13.27stop_loss
06-23 06:18BTCBuy64682.2→63025.3-13.28stop_loss
06-22 22:53BTCBuy64285.2→63944.8-3.11timeout
06-22 20:51BTCBuy63885.2→64401.8+3.55timeout
06-22 18:50BTCBuy63799.2→64460.8+4.60timeout
06-22 16:48BTCBuy63965.2→64582.8+4.38timeout
06-20 21:52BTCBuy62890.1→64006.8+8.45timeout
06-20 19:42BTCBuy62867.1→63888.8+7.72timeout
06-20 17:39BTCBuy62540.1→63791.8+9.54timeout
06-20 15:54BTCBuy62490.1→64074.8+12.09timeout
06-18 15:40BTCBuy64286.2→62639.5-12.99stop_loss
06-18 15:36BTCBuy64672.2→63017.3-12.84stop_loss
06-18 15:17BTCBuy64966.2→63303.2-13.22stop_loss
06-18 15:17BTCBuy65024.3→63360.1-13.22stop_loss
06-17 19:29BTCBuy66149.3→64446.5-13.38stop_loss
06-17 08:44BTCBuy66596.3→64891.3-13.27stop_loss
06-17 08:40BTCBuy66603.3→64899.3-13.28stop_loss
06-17 08:31BTCBuy66872.3→65161.1-13.26stop_loss
06-16 10:59BTCBuy64500.2→66469.7+14.71timeout
06-16 00:45BTCBuy64566.2→66373.7+13.64timeout
06-15 15:47BTCBuy64231.2→67066.6+21.65take_profit
06-15 13:16BTCBuy63948.2→66761.7+21.59take_profit
06-14 09:49BTCBuy63823.2→64562.8+5.25timeout
06-13 19:29BTCBuy63601.2→64147.8+3.84timeout
06-13 17:25BTCBuy62384.1→64013.8+12.61timeout
06-13 15:22BTCBuy62709.1→64279.8+12.01timeout
06-12 08:16BTCBuy61658.1→63349.8+13.05timeout
06-11 18:44BTCBuy61656.1→63513.8+14.36timeout
06-11 16:40BTCBuy60819→62664.9+14.53timeout
06-11 14:39BTCBuy61379.1→62894.9+11.70timeout
06-09 21:39BTCBuy61781.1→62016.9+1.71timeout
06-09 14:35BTCBuy63010.2→61394.2-13.29stop_loss
06-09 14:29BTCBuy63122.2→61507.2-13.26stop_loss
06-09 14:21BTCBuy63225.2→61607.1-13.25stop_loss
06-07 22:15BTCBuy61351.1→64046.8+21.52take_profit
06-07 22:15BTCBuy61307.1→63999.8+21.53take_profit
06-07 22:14BTCBuy61017.1→63695.8+21.52take_profit
06-07 19:43BTCBuy62778.1→61168.3-13.25stop_loss
06-07 18:20BTCBuy60458→62148.9+13.62timeout
06-07 08:28BTCBuy59888→62516.9+21.57take_profit
06-06 04:34BTCBuy61009.1→59447.3-13.25stop_loss
06-06 04:34BTCBuy61142.1→59577.2-13.25stop_loss
06-06 04:15BTCBuy61537.1→59961-13.26stop_loss
06-05 18:52BTCBuy61012.1→59450.3-13.25stop_loss
06-05 15:37BTCBuy61844.1→60260.8-13.24stop_loss
06-05 13:58BTCBuy62335.1→60739.6-13.25stop_loss
06-05 13:57BTCBuy62442.1→60844.5-13.24stop_loss
06-05 06:23BTCBuy62842.1→61229.3-13.22stop_loss
06-05 06:21BTCBuy63170.2→61551.1-13.18stop_loss
06-05 06:03BTCBuy63641.2→62012.9-13.19stop_loss
06-05 02:22BTCBuy64343.2→62696.5-13.24stop_loss
06-04 11:10BTCBuy63807.2→62173.8-13.23stop_loss
06-04 09:30BTCBuy64368.2→62716.5-13.27stop_loss
06-04 01:16BTCBuy64435.2→62786.5-13.24stop_loss
06-04 00:29BTCBuy65116.3→63450.1-13.24stop_loss
06-04 00:24BTCBuy65638.3→63958.8-13.24stop_loss
06-03 23:51BTCBuy65815.3→64130.7-13.25stop_loss
06-03 03:50BTCBuy67258.4→65536.9-13.25stop_loss
06-03 03:44BTCBuy67415.4→65689.9-13.25stop_loss
06-02 15:30BTCBuy68995.4→67224-13.29stop_loss
06-02 14:27BTCBuy69513.5→67730.7-13.28stop_loss
06-02 14:21BTCBuy69983.5→68189.5-13.28stop_loss
06-01 22:26BTCBuy73857.7→71239.8-18.41stop_loss
06-01 22:26BTCBuy74153.7→71239.8-20.35stop_loss
06-01 22:26BTCBuy74137.7→71239.8-20.26stop_loss
06-01 22:26BTCBuy73790.7→71239.8-18.03stop_loss
05-30 21:47BTCBuy73816.7→73940.3+0.16timeout
05-30 20:32BTCBuy73653.7→73901.3+1.00timeout
05-30 18:11BTCBuy73658.7→73985.3+1.54timeout
05-30 15:52BTCBuy72933.6→73867.3+5.72timeout
05-30 13:31BTCBuy73062.7→73725.3+3.91timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
37%
win rate
-393.12
total pnl ($)
-86.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9137%-86.0-393.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems