deribit_basis_moderate_carry_fear_gated

not live
98
closed trades
45%
win rate
-279.56
total pnl ($)
0.367
weight
7d window — n=29 wr=38% pnl=-121.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 98 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 05:30BTCBuy59686→59370-3.04timeout
06-30 02:20BTCBuy59172→59806+4.98timeout
06-29 19:32BTCBuy59653→60394+5.61timeout
06-29 18:19BTCBuy59629→60437+6.18timeout
06-29 01:10BTCBuy59990→59503-4.54timeout
06-28 23:28BTCBuy59972→59446-4.92timeout
06-28 22:28BTCBuy60098→59351-6.68timeout
06-28 17:26BTCBuy60541→59571-8.43timeout
06-28 16:23BTCBuy60709→59751-8.33timeout
06-27 20:41BTCBuy59665→60230+4.34timeout
06-27 18:49BTCBuy59632→60500+6.85timeout
06-27 17:42BTCBuy59960→60584+4.75timeout
06-27 16:40BTCBuy60192→60750+4.19timeout
06-27 15:42BTCBuy60431→60770+2.37timeout
06-26 13:19BTCBuy59938→58455.8-12.82stop_loss
06-26 12:43BTCBuy60532→59040.5-12.78stop_loss
06-24 15:56BTCBuy61822.1→60301.8-12.74stop_loss
06-24 15:08BTCBuy62331.1→60789.5-12.81stop_loss
06-24 14:13BTCBuy62656.1→61111.4-12.77stop_loss
06-24 13:57BTCBuy62744.1→61199.3-12.76stop_loss
06-24 12:13BTCBuy62386.1→62838.9+3.17timeout
06-24 11:06BTCBuy62363.1→62363.9-0.48timeout
06-24 10:05BTCBuy62520.1→62594.9+0.08timeout
06-24 09:05BTCBuy62383.1→62721.9+2.21timeout
06-24 06:54BTCBuy62931.1→62751.9-1.93timeout
06-23 08:24BTCBuy63661.2→62092.8-12.76stop_loss
06-23 08:17BTCBuy63920.2→62345.7-12.78stop_loss
06-23 08:17BTCBuy63988.2→62407.7-12.81stop_loss
06-23 08:17BTCBuy64048.2→62465.6-12.81stop_loss
06-23 06:21BTCBuy64194.2→62610.5-12.79stop_loss
06-22 18:09BTCBuy63974.2→64638.8+4.70timeout
06-22 12:37BTCBuy63925.2→64929.8+7.26timeout
06-22 02:39BTCBuy64238.2→64487.8+1.40timeout
06-21 17:33BTCBuy63999.2→64048.8+0.02timeout
06-21 10:17BTCBuy63668.2→64217.8+3.78timeout
06-21 09:12BTCBuy63472.2→63957.8+3.23timeout
06-21 08:06BTCBuy63587.2→64122.8+3.69timeout
06-21 01:52BTCBuy63556.2→64259.8+5.03timeout
06-20 17:15BTCBuy62959.1→63887.8+6.89timeout
06-20 09:52BTCBuy62339.1→63667.8+10.10timeout
06-20 08:48BTCBuy62645.1→63399.8+5.47timeout
06-20 07:46BTCBuy62504.1→63714.8+9.23timeout
06-20 01:34BTCBuy62833.1→63554.8+5.28timeout
06-19 15:51BTCBuy62590.1→63184.8+4.31timeout
06-18 15:40BTCBuy64280.2→62698.5-12.73stop_loss
06-18 15:37BTCBuy64445.2→62843.4-12.85stop_loss
06-18 15:18BTCBuy64697.2→63097.3-12.81stop_loss
06-18 15:05BTCBuy65120.3→63518-12.74stop_loss
06-18 05:04BTCBuy65301.3→63695-12.76stop_loss
06-17 11:05BTCBuy66138.3→64500.5-12.91stop_loss
06-17 08:49BTCBuy66448.3→64814.3-12.75stop_loss
06-17 08:39BTCBuy66547.3→64910.3-12.74stop_loss
06-17 08:20BTCBuy66818.3→65174.1-12.73stop_loss
06-17 08:04BTCBuy66337.3→65448.7-7.08timeout
06-13 22:14BTCBuy63489.2→64386.8+6.59timeout
06-13 02:38BTCBuy63590.2→63692.8+0.35timeout
06-12 23:34BTCBuy63485.2→63451.8-0.82timeout
06-12 22:33BTCBuy63539.2→63509.8-0.73timeout
06-12 21:33BTCBuy63498.2→63528.8-0.26timeout
06-12 20:34BTCBuy63377.2→63494.8+0.45timeout
06-12 02:02BTCBuy62220.1→63436.8+9.22timeout
06-11 19:30BTCBuy61192.1→63878.8+21.39take_profit
06-11 19:19BTCBuy61685.1→63595.8+14.91timeout
06-11 17:33BTCBuy61759.1→63366.8+12.48timeout
06-11 14:25BTCBuy62122.1→62916.9+5.84timeout
06-10 19:12BTCBuy61792.1→61736.9-0.96timeout
06-10 18:07BTCBuy61736.1→61950.9+1.25timeout
06-10 17:04BTCBuy61601.1→62327.9+5.39timeout
06-10 15:55BTCBuy61133.1→62746.9+12.80timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-09 14:46BTCBuy62754.1→61208.3-12.77stop_loss
06-09 06:11BTCBuy62927.1→63345.8+2.83timeout
06-07 08:38BTCBuy61326.1→62636.9+10.26timeout
06-07 06:29BTCBuy61017.1→61971.9+7.42timeout
06-07 05:28BTCBuy60748→61798.9+8.23timeout
06-07 04:22BTCBuy60032→61536.9+12.08timeout
06-06 20:11BTCBuy60703→60544-1.69timeout
06-06 04:33BTCBuy61131.1→59627.2-12.75stop_loss
06-06 04:12BTCBuy61728.1→60208.9-12.76stop_loss
06-05 06:20BTCBuy63223.2→61666.1-12.73stop_loss
06-05 06:00BTCBuy63744.2→62175.8-12.71stop_loss
06-05 03:02BTCBuy63391.2→62455.9-7.78timeout
06-04 10:27BTCBuy64183.2→62582.6-12.90stop_loss
06-04 09:29BTCBuy64338.2→62755.5-12.75stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 20:55BTCBuy66433.3→64797.3-12.80stop_loss
06-03 19:34BTCBuy66596.3→65681.7-7.38timeout
06-03 16:24BTCBuy67273.4→65618.9-12.78stop_loss
06-03 03:43BTCBuy67389.4→65727.8-12.78stop_loss
06-03 03:43BTCBuy67501.4→65828.8-12.84stop_loss
06-03 03:35BTCBuy67589.4→65926.7-12.76stop_loss
06-03 03:33BTCBuy67671.4→66002.7-12.78stop_loss
06-02 12:06BTCBuy70969.5→69223.9-12.80stop_loss
05-31 03:14BTCBuy73743.7→74113.3+1.99timeout
05-30 20:46BTCBuy73702.7→73888.3+0.70timeout
05-30 17:21BTCBuy74201.7→73928.3-2.40timeout
05-29 21:46BTCBuy73823.7→73567.3-2.24timeout
05-29 11:00BTCBuy73359.7→73567.3+0.92timeout

Paper vs Live

Paper (trades.jsonl)
98
closed
45%
win rate
-279.56
total pnl ($)
-56.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9845%-56.6-279.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems