deribit_basis_positive_carry_fear_gated

not live
23
closed trades
48%
win rate
-95.64
total pnl ($)
1.020
weight
7d window — n=5 wr=20% pnl=-39.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 15:44BTCBuy60434→59944-4.57timeout
06-26 12:40BTCBuy60633→59079.5-13.27stop_loss
06-24 13:44BTCBuy63002.1→61390.2-13.23stop_loss
06-23 06:21BTCBuy64302.2→62656.5-13.26stop_loss
06-22 17:51BTCBuy63809.2→64501.8+4.84timeout
06-20 16:59BTCBuy62672.1→63971.8+9.85timeout
06-18 15:51BTCBuy64201.2→62555.6-12.98stop_loss
06-17 19:50BTCBuy65720.3→64031.8-13.30stop_loss
06-16 21:21BTCBuy64807.2→65723.7+6.44timeout
06-13 20:55BTCBuy63373.2→64261.8+6.52timeout
06-11 16:23BTCBuy61050.1→62633.9+12.33timeout
06-09 14:39BTCBuy62928.1→61317.3-13.27stop_loss
06-07 20:11BTCBuy60689→61602.9+7.16timeout
06-05 06:22BTCBuy62939.1→61328.3-13.17stop_loss
06-04 00:29BTCBuy65110.3→63444.1-13.24stop_loss
06-03 20:46BTCBuy66744.3→65025.2-13.39stop_loss
06-02 14:21BTCBuy69994.5→68203.5-13.26stop_loss
06-01 22:25BTCBuy73780.7→71210.8-18.16stop_loss
05-30 15:02BTCBuy73014.7→73900.3+5.31timeout
05-30 12:41BTCBuy73502.7→73644.3+0.41timeout
05-30 10:45BTCBuy73477.7→73611.3+0.33timeout
05-30 08:38BTCBuy73247.7→73518.3+1.32timeout
05-30 06:33BTCBuy72833.6→73630.3+4.94timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
48%
win rate
-95.64
total pnl ($)
-82.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2348%-82.0-95.64

Recent bounces (last 20 of 1)

timesymsidereason
06-28 17:23BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems