deribit_basis_rising_carry_long_fear_gate · strategy

120

closed trades

47%

win rate

-325.51

total pnl ($)

0.517

weight

7d window — n=24 wr=33% pnl=-104.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:20	BTC	Buy	60378→58891.6	-12.74	stop_loss
06-30 09:29	BTC	Buy	59898→59283	-5.58	timeout
06-29 22:00	BTC	Buy	59522→60430	+7.15	timeout
06-29 18:08	BTC	Buy	59628→60467	+6.44	timeout
06-29 07:21	BTC	Buy	60114→60040	-1.07	timeout
06-28 20:28	BTC	Buy	60234→59724	-4.68	timeout
06-28 16:08	BTC	Buy	60809→59875	-8.14	timeout
06-28 06:17	BTC	Buy	60122→59791	-3.20	timeout
06-27 16:39	BTC	Buy	60169→60717	+4.10	timeout
06-27 15:35	BTC	Buy	60148→60756	+4.62	timeout
06-27 04:07	BTC	Buy	59882→60390	+3.80	timeout
06-26 15:06	BTC	Buy	59224→59597	+2.55	timeout
06-26 14:31	BTC	Buy	59229→59959	+5.66	timeout
06-26 02:21	BTC	Buy	59803→58328.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59536→58069	-12.69	stop_loss
06-25 13:55	BTC	Buy	59869→58388.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-24 16:51	BTC	Buy	61038.1→59536.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62477.1→60936.5	-12.77	stop_loss
06-24 14:13	BTC	Buy	62659.1→61118.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62711.1→61168.3	-12.75	stop_loss
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.40	timeout
06-24 07:22	BTC	Buy	63045.2→62694.9	-3.30	timeout
06-24 06:37	BTC	Buy	62885.1→62823.9	-0.99	timeout
06-23 08:17	BTC	Buy	63936.2→62360.7	-12.79	stop_loss
06-23 06:20	BTC	Buy	64381.2→62795.4	-12.78	stop_loss
06-23 06:08	BTC	Buy	64672.2→63078.3	-12.79	stop_loss
06-22 20:50	BTC	Buy	63709.2→64438.8	+5.26	timeout
06-22 18:46	BTC	Buy	64165.2→64375.8	+1.14	timeout
06-22 17:41	BTC	Buy	64039.2→64426.8	+2.54	timeout
06-21 20:16	BTC	Buy	63941.2→64097.8	+0.78	timeout
06-21 18:13	BTC	Buy	63819.2→63973.8	+0.85	timeout
06-21 17:07	BTC	Buy	63907.2→64148.8	+1.49	timeout
06-20 19:44	BTC	Buy	62993.1→63910.8	+6.86	timeout
06-20 17:44	BTC	Buy	63066.2→63835.8	+5.64	timeout
06-20 16:45	BTC	Buy	63208.2→63972.8	+5.55	timeout
06-19 18:20	BTC	Buy	62880.1→63127.8	+1.51	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-19 16:39	BTC	Buy	62673.1→63279.8	+4.41	timeout
06-18 15:40	BTC	Buy	64182.2→62599.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64392.2→62808.4	-12.51	stop_loss
06-17 19:42	BTC	Buy	65729.3→64111.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	66005.3→64371.6	-12.83	stop_loss
06-17 17:22	BTC	Buy	65696.3→65905.7	+1.05	timeout
06-17 16:19	BTC	Buy	65745.3→65900.7	+0.69	timeout
06-17 15:16	BTC	Buy	65854.3→65277.7	-4.76	timeout
06-16 15:11	BTC	Buy	66604.3→65836.7	-6.29	timeout
06-16 14:23	BTC	Buy	67147.4→65494	-12.84	stop_loss
06-16 14:13	BTC	Buy	66421.3→66057.7	-3.27	timeout
06-15 13:19	BTC	Buy	64000.2→66810.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63828.2→66631.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-14 19:57	BTC	Buy	64308.2→63764.8	-4.72	timeout
06-14 18:57	BTC	Buy	64112.2→63773.8	-3.17	timeout
06-14 16:54	BTC	Buy	63967.2→63959.8	-0.55	timeout
06-13 19:21	BTC	Buy	63671.2→64149.8	+3.31	timeout
06-13 18:11	BTC	Buy	63857.2→64045.8	+1.00	timeout
06-13 16:06	BTC	Buy	63696.2→64020.8	+2.09	timeout
06-12 18:00	BTC	Buy	63603.2→63858.8	+1.55	timeout
06-12 16:59	BTC	Buy	62570.1→63943.8	+10.48	timeout
06-12 15:48	BTC	Buy	62585.1→63702.8	+8.38	timeout
06-11 17:08	BTC	Buy	62157.1→62482.9	+2.09	timeout
06-11 16:05	BTC	Buy	62433.1→62686.9	+1.49	timeout
06-11 14:57	BTC	Buy	61851.1→62768.9	+6.87	timeout
06-10 16:43	BTC	Buy	61163.1→62210.9	+8.05	timeout
06-10 15:38	BTC	Buy	61235.1→62290.9	+8.12	timeout
06-10 14:39	BTC	Buy	61375.1→61860.9	+3.48	timeout
06-09 14:18	BTC	Buy	63307.2→61749	-12.76	stop_loss
06-09 14:11	BTC	Buy	63489.2→61923.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63685.2→62106.8	-12.83	stop_loss
06-08 21:48	BTC	Buy	61685.1→63732.8	+16.11	timeout
06-08 20:44	BTC	Buy	61742.1→63325.8	+12.33	timeout
06-08 18:31	BTC	Buy	62222.1→63534.8	+10.02	timeout
06-07 20:32	BTC	Buy	60576→61764.9	+9.39	timeout
06-07 19:30	BTC	Buy	60593→61453.9	+6.71	timeout
06-07 16:31	BTC	Buy	60631→62214.9	+12.55	timeout
06-06 19:58	BTC	Buy	60266→60596	+2.35	timeout
06-06 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 15:54	BTC	Buy	60508→60727	+1.37	timeout
06-05 18:52	BTC	Buy	60708→59214.4	-12.76	stop_loss
06-05 18:37	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-05 13:58	BTC	Buy	62283.1→60744.6	-12.80	stop_loss
06-05 13:57	BTC	Buy	62381.1→60846.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62468.1→60930.5	-12.76	stop_loss
06-05 12:05	BTC	Buy	62465.1→61764.9	-6.09	timeout
06-05 10:43	BTC	Buy	62581.1→62467.9	-1.38	timeout
06-05 02:18	BTC	Buy	62412.1→63143.8	+5.42	timeout
06-04 10:30	BTC	Buy	63945.2→62372.7	-12.71	stop_loss
06-04 09:29	BTC	Buy	64324.2→62724.5	-12.88	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:24	BTC	Buy	65528.3→63916.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 19:48	BTC	Buy	67008.4→65758.7	-9.84	timeout
06-03 16:24	BTC	Buy	67252.4→65592.9	-12.82	stop_loss
06-03 03:49	BTC	Buy	67263.4→65607.9	-12.76	stop_loss
06-03 03:28	BTC	Buy	67792.4→66123.6	-12.76	stop_loss
06-02 13:15	BTC	Buy	70547.5→68806.1	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

47%

win rate

-325.51

total pnl ($)

-53.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	120	47%	-53.9	-325.51

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:09	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…