deribit_basis_gamma_fear_reversal_long

not live
88
closed trades
44%
win rate
-296.36
total pnl ($)
0.566
weight
7d window — n=22 wr=41% pnl=-115.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:37BTCBuy59969→59702-2.69timeout
06-28 17:37BTCBuy60550→59430-9.67timeout
06-27 19:42BTCBuy59922→60140+1.42timeout
06-27 12:56BTCBuy59250→60374+9.01timeout
06-27 06:36BTCBuy60028→60264+1.51timeout
06-27 00:13BTCBuy59815→60113+2.01timeout
06-26 17:57BTCBuy59577→59930+2.40timeout
06-25 17:30BTCBuy59676→59526-1.65timeout
06-25 13:51BTCBuy61038.1→59169.4-15.70stop_loss
06-25 13:48BTCBuy61353.1→59476.3-15.74stop_loss
06-25 13:45BTCBuy61758.1→59860.1-15.79stop_loss
06-24 14:19BTCBuy62765.1→60841.5-15.76stop_loss
06-24 14:19BTCBuy62880.1→60951.5-15.78stop_loss
06-24 12:19BTCBuy62406.1→62820.9+2.87timeout
06-24 06:24BTCBuy62586.1→62805.9+1.25timeout
06-23 08:24BTCBuy64117.2→62153.8-15.73stop_loss
06-23 08:24BTCBuy64158.2→62195.8-15.68stop_loss
06-23 06:21BTCBuy64691.2→62710.5-15.78stop_loss
06-23 03:50BTCBuy64174.2→63976.8-1.98timeout
06-22 21:43BTCBuy63864.2→64179.8+2.01timeout
06-22 15:39BTCBuy64239.2→65009.7+5.56timeout
06-22 09:37BTCBuy64157.2→64083.8-1.10timeout
06-22 03:36BTCBuy64306.2→64216.8-1.21timeout
06-21 20:26BTCBuy63920.2→64081.8+0.81timeout
06-21 14:23BTCBuy63316.2→63994.8+4.98timeout
06-20 18:46BTCBuy63055.2→63802.8+5.49timeout
06-20 12:44BTCBuy62524.1→63590.8+8.04timeout
06-20 06:39BTCBuy62713.1→63699.8+7.40timeout
06-20 01:16BTCBuy63047.2→63412.8+2.45timeout
06-19 18:52BTCBuy62780.1→63039.8+1.59timeout
06-19 07:12BTCBuy63988.2→62802.9-9.67timeout
06-18 15:57BTCBuy64244.2→62276.7-15.73stop_loss
06-18 15:40BTCBuy64622.2→62639.5-15.57stop_loss
06-18 15:18BTCBuy65089.3→63095.3-15.46stop_loss
06-18 13:19BTCBuy65045.3→64337.8-5.88timeout
06-18 07:22BTCBuy65506.3→64163.8-10.73timeout
06-18 01:16BTCBuy65654.3→64648.8-8.19timeout
06-17 19:22BTCBuy65689.3→64862.8-6.76timeout
06-17 13:11BTCBuy66018.3→64991.8-8.24timeout
06-17 07:01BTCBuy66397.3→65562.7-6.69timeout
06-16 21:23BTCBuy66511.3→65710.7-6.56timeout
06-16 12:01BTCBuy66178.3→66427.7+1.36timeout
06-16 05:53BTCBuy65769.3→66090.7+2.07timeout
06-15 21:18BTCBuy64688.2→66489.7+13.42timeout
06-15 08:15BTCBuy64435.2→65704.7+9.39timeout
06-15 02:07BTCBuy64584.2→65596.7+7.35timeout
06-14 19:57BTCBuy64306.2→63771.8-4.65timeout
06-14 13:58BTCBuy64086.2→64293.8+1.17timeout
06-14 07:58BTCBuy63798.2→64428.8+4.37timeout
06-14 01:50BTCBuy63788.2→64612.8+6.04timeout
06-13 11:25BTCBuy63845.2→63928.8+0.11timeout
06-13 05:17BTCBuy63473.2→63519.8-0.07timeout
06-12 22:02BTCBuy63529.2→63494.8-0.77timeout
06-12 15:02BTCBuy62588.1→64135.8+11.83timeout
06-12 07:04BTCBuy62653.1→63067.8+2.81timeout
06-11 15:59BTCBuy62614.1→62685.9-0.02timeout
06-11 08:20BTCBuy61600.1→62795.9+9.12timeout
06-10 15:11BTCBuy61632.1→61906.9+1.73timeout
06-09 14:46BTCBuy63167.2→61235.3-15.75stop_loss
06-09 14:35BTCBuy63344.2→61393.2-15.87stop_loss
06-09 13:12BTCBuy63847.2→62624.9-10.01timeout
06-09 06:58BTCBuy62960.1→63259.8+1.87timeout
06-09 00:56BTCBuy63599.2→62551.9-8.68timeout
06-08 18:56BTCBuy62072.1→63459.8+10.67timeout
06-08 12:52BTCBuy61784.1→63501.8+13.42timeout
06-08 06:48BTCBuy62111.1→62960.9+6.37timeout
06-07 22:15BTCBuy60784→63817.8+24.51take_profit
06-07 18:37BTCBuy60553→62157.9+12.85timeout
06-07 12:30BTCBuy60630→61877.9+9.83timeout
06-07 06:08BTCBuy61071.1→61671.9+4.52timeout
06-05 18:51BTCBuy61402.1→59524.2-15.75stop_loss
06-05 14:04BTCBuy62409.1→60497.7-15.76stop_loss
06-05 06:24BTCBuy63009.2→61066.4-15.81stop_loss
06-05 06:23BTCBuy63201.2→61266.3-15.75stop_loss
06-05 06:20BTCBuy63610.2→61664.1-15.73stop_loss
06-05 06:17BTCBuy63771.2→61816-15.74stop_loss
06-05 05:08BTCBuy63903.2→63379.8-4.49timeout
06-04 00:29BTCBuy65294.3→63297.2-15.74stop_loss
06-03 23:18BTCBuy66354.3→64324.6-15.75stop_loss
06-03 20:55BTCBuy66726.3→64652.4-16.03stop_loss
06-03 20:55BTCBuy66828.3→64781.4-15.78stop_loss
06-03 18:53BTCBuy67145.4→66018.7-8.90timeout
06-02 15:26BTCBuy69473.5→67347.9-15.75stop_loss
06-02 14:00BTCBuy70852.5→68672.2-15.86stop_loss
05-31 15:21BTCBuy73889.7→73666.3-2.01timeout
05-30 14:54BTCBuy72955.6→73889.3+5.80timeout
05-30 07:51BTCBuy73397.7→73502.3+0.23timeout
05-29 14:38BTCBuy72887.6→72740.4-1.60timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
44%
win rate
-296.36
total pnl ($)
-67.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8844%-67.1-296.36

Recent bounces (last 20 of 2)

timesymsidereason
06-29 06:11BTCBuycircuit_breaker
06-28 23:46BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems