deribit_basis_long_fear_gate_v5

not live
77
closed trades
56%
win rate
-157.89
total pnl ($)
0.821
weight
7d window — n=18 wr=56% pnl=-68.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 04:47BTCBuy60753→60132-5.56timeout
06-27 18:31BTCBuy60268→60470+1.23timeout
06-27 12:16BTCBuy60080→60257+1.01timeout
06-27 06:11BTCBuy60040→60094+0.00timeout
06-27 00:03BTCBuy59359→60052+5.38timeout
06-26 18:01BTCBuy59779→60032+1.61timeout
06-26 05:24BTCBuy59477→59734+1.72timeout
06-26 02:24BTCBuy60116→58275.9-15.75stop_loss
06-25 13:48BTCBuy61231.1→59354.3-15.77stop_loss
06-25 13:46BTCBuy61533.1→59650.2-15.72stop_loss
06-25 11:28BTCBuy60958→61233.9+1.81timeout
06-25 05:00BTCBuy59869→61274.9+11.30timeout
06-24 15:46BTCBuy62299.1→60393.8-15.73stop_loss
06-24 14:19BTCBuy62924.1→60965.5-16.00stop_loss
06-24 11:36BTCBuy62650.1→62450.9-2.04timeout
06-24 05:24BTCBuy62591.1→62831.9+1.44timeout
06-23 22:47BTCBuy62241.1→62541.9+1.98timeout
06-23 17:02BTCBuy63622.2→62476.9-9.45timeout
06-20 20:08BTCBuy63534.2→63938.8+2.75timeout
06-20 14:05BTCBuy63463.2→63262.8-2.06timeout
06-19 20:00BTCBuy62593.1→63014.8+2.90timeout
06-18 06:32BTCBuy65486.3→64023.8-11.55timeout
06-17 12:44BTCBuy65809.3→64847.8-7.76timeout
06-16 22:58BTCBuy66490.3→65743.7-6.10timeout
06-16 16:37BTCBuy65828.3→65719.7-1.32timeout
06-16 10:28BTCBuy66159.3→66629.7+3.07timeout
06-16 04:11BTCBuy67190.4→66147.7-8.19timeout
06-15 22:00BTCBuy65578.3→66349.7+5.41timeout
06-15 15:56BTCBuy65942.3→67148.6+8.66timeout
06-15 09:50BTCBuy65534.3→65546.7-0.35timeout
06-15 03:46BTCBuy64003.2→65890.7+14.28timeout
06-14 21:40BTCBuy64480.2→64979.8+3.40timeout
06-14 15:32BTCBuy64502.2→63995.8-4.38timeout
06-14 09:18BTCBuy64240.2→64330.8+0.23timeout
06-14 03:04BTCBuy64218.2→64459.8+1.44timeout
06-13 20:59BTCBuy63784.2→64260.8+3.28timeout
06-13 14:47BTCBuy63622.2→64181.8+3.93timeout
06-13 08:45BTCBuy63491.2→63858.8+2.41timeout
06-13 02:48BTCBuy63473.2→63576.8+0.37timeout
06-12 20:42BTCBuy63370.2→63529.8+0.80timeout
06-12 14:39BTCBuy63573.2→63724.8+0.70timeout
06-12 08:38BTCBuy63306.2→63429.8+0.49timeout
06-12 02:40BTCBuy62860.1→63575.8+5.19timeout
06-11 20:33BTCBuy62913.1→63338.8+2.87timeout
06-11 14:31BTCBuy61991.1→62883.9+6.70timeout
06-11 08:27BTCBuy61893.1→62872.9+7.39timeout
06-11 02:26BTCBuy62036.1→62063.9-0.25timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 05:54BTCBuy61663.1→62016.9+2.47timeout
06-09 23:55BTCBuy62573.1→62016.9-4.84timeout
06-09 14:35BTCBuy63362.2→61424.2-15.75stop_loss
06-09 11:55BTCBuy63013.2→62587.9-3.80timeout
06-09 05:49BTCBuy63450.2→63404.8-0.82timeout
06-08 23:45BTCBuy63637.2→63035.8-5.19timeout
06-08 17:41BTCBuy62395.1→63332.8+7.01timeout
06-08 11:34BTCBuy63215.2→63565.8+2.31timeout
06-08 05:36BTCBuy62252.1→62491.9+1.48timeout
06-07 23:32BTCBuy62541.1→63289.8+5.53timeout
06-07 17:32BTCBuy61668.1→62250.9+4.28timeout
06-07 11:29BTCBuy60658→62517.9+14.89timeout
06-07 05:30BTCBuy60667→61737.9+8.39timeout
06-06 23:13BTCBuy60614→60704+0.33timeout
06-06 17:05BTCBuy59845→60676+6.50timeout
06-06 04:33BTCBuy61504.1→59622.2-15.75stop_loss
06-06 03:33BTCBuy60560→60560-0.46timeout
06-05 13:57BTCBuy62765.1→60844.5-15.75stop_loss
06-05 13:51BTCBuy63031.2→61096.4-15.80stop_loss
06-05 06:22BTCBuy63369.2→61431.2-15.72stop_loss
06-05 04:06BTCBuy63771.2→62802.9-8.01timeout
06-04 22:03BTCBuy63132.2→63452.8+2.11timeout
06-04 17:24BTCBuy63801.2→63142.8-5.65timeout
06-04 00:38BTCBuy65216.3→63221.2-15.74stop_loss
06-03 20:55BTCBuy66841.3→64777.4-15.91stop_loss
06-03 17:24BTCBuy67002.3→65805.7-9.41timeout
06-03 13:04BTCBuy66862.3→67047.6+0.93timeout
06-03 03:50BTCBuy67474.4→65404-15.80stop_loss
06-02 13:38BTCBuy70940.5→68770.2-15.77stop_loss

Paper vs Live

Paper (trades.jsonl)
77
closed
56%
win rate
-157.89
total pnl ($)
-40.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7756%-40.9-157.89

Recent bounces (last 20 of 1)

timesymsidereason
06-27 22:54BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems