deribit_basis_rolling_change_fear_gate_long

not live
81
closed trades
48%
win rate
-191.27
total pnl ($)
0.897
weight
7d window — n=17 wr=53% pnl=-54.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:48BTCBuy60089→60761+5.12timeout
06-27 15:49BTCBuy60331→60765+3.16timeout
06-26 15:26BTCBuy59221→60291+8.43timeout
06-26 14:29BTCBuy59297→60024+5.63timeout
06-25 13:55BTCBuy59930→58455.8-12.67stop_loss
06-25 13:53BTCBuy60308→58775.7-13.08stop_loss
06-24 16:51BTCBuy61295.1→59745.1-13.07stop_loss
06-24 14:02BTCBuy62688.1→61146.4-12.75stop_loss
06-24 13:57BTCBuy62763.1→61219.3-12.75stop_loss
06-24 08:32BTCBuy62194.1→62657.9+3.19timeout
06-24 07:05BTCBuy62922.1→62772.9-1.69timeout
06-23 06:20BTCBuy64404.2→62818.4-12.78stop_loss
06-23 06:20BTCBuy64421.2→62836.4-12.76stop_loss
06-22 20:20BTCBuy64036.2→64476.8+2.96timeout
06-22 18:16BTCBuy63975.2→64700.8+5.16timeout
06-21 19:47BTCBuy63913.2→64145.8+1.39timeout
06-21 17:41BTCBuy63789.2→64040.8+1.61timeout
06-20 19:44BTCBuy62993.1→63910.8+6.86timeout
06-20 16:51BTCBuy63107.2→63998.8+6.56timeout
06-19 17:24BTCBuy62423.1→62996.8+4.15timeout
06-19 16:27BTCBuy62633.1→63323.8+5.07timeout
06-18 15:51BTCBuy64144.2→62565.6-12.48stop_loss
06-18 15:40BTCBuy64332.2→62749.5-12.71stop_loss
06-18 12:09BTCBuy64849.2→63953.8-7.42timeout
06-17 22:03BTCBuy65453.3→63843.9-12.74stop_loss
06-17 15:14BTCBuy65835.3→65216.7-5.16timeout
06-17 11:05BTCBuy66115.3→64482.5-12.88stop_loss
06-16 14:31BTCBuy67081.4→65417-12.93stop_loss
06-16 13:26BTCBuy66916.3→66077.7-6.80timeout
06-15 15:46BTCBuy64158.2→66974.7+21.52take_profit
06-15 12:50BTCBuy63756.2→66555.7+21.52take_profit
06-14 17:50BTCBuy63988.2→63745.8-2.42timeout
06-14 15:40BTCBuy64323.2→64034.8-2.71timeout
06-13 17:44BTCBuy63785.2→64078.8+1.84timeout
06-13 15:31BTCBuy64049.2→64289.8+1.40timeout
06-12 16:31BTCBuy62577.1→63872.8+9.86timeout
06-12 15:22BTCBuy62709.1→64185.8+11.24timeout
06-11 15:37BTCBuy62315.1→62823.9+3.54timeout
06-11 14:30BTCBuy62003.1→62978.9+7.32timeout
06-10 15:19BTCBuy61567.1→61955.9+2.66timeout
06-10 14:20BTCBuy61724.1→61918.9+1.10timeout
06-09 14:16BTCBuy63443.2→61882.9-12.75stop_loss
06-09 13:36BTCBuy63708.2→62106.8-13.00stop_loss
06-08 17:07BTCBuy62217.1→63559.8+10.25timeout
06-08 15:39BTCBuy62058.1→63822.8+13.71timeout
06-07 16:30BTCBuy60569→62143.9+12.48timeout
06-07 15:27BTCBuy60637→61818.9+9.28timeout
06-06 16:08BTCBuy60211→60801+4.47timeout
06-06 15:13BTCBuy60542→60583-0.11timeout
06-05 14:29BTCBuy61807.1→60280.8-12.79stop_loss
06-05 14:26BTCBuy61848.1→60326.8-12.75stop_loss
06-05 06:24BTCBuy62653.1→61112.4-12.74stop_loss
06-05 06:01BTCBuy63703.2→62133.8-12.72stop_loss
06-05 03:06BTCBuy63882.2→62310.7-12.72stop_loss
06-04 11:10BTCBuy63749.2→62181.8-12.73stop_loss
06-04 11:10BTCBuy63798.2→62228.8-12.71stop_loss
06-04 04:15BTCBuy61909.1→64642.8+21.62take_profit
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 20:55BTCBuy66434.3→64797.3-12.81stop_loss
06-03 16:27BTCBuy67188.4→65535.9-12.78stop_loss
06-03 03:50BTCBuy67186.4→65533.9-12.75stop_loss
06-03 03:28BTCBuy67717.4→66050.7-12.76stop_loss
06-02 14:10BTCBuy69983.5→68252.4-12.83stop_loss
06-02 12:35BTCBuy70821.5→69079-12.82stop_loss
06-01 22:26BTCBuy73807.7→71239.8-17.99stop_loss
05-31 19:35BTCBuy73967.7→73458.3-3.90timeout
05-31 17:39BTCBuy73874.7→73691.3-1.75timeout
05-31 15:41BTCBuy73841.7→73679.3-1.61timeout
05-31 11:48BTCBuy73573.7→73895.3+1.60timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 14:26BTCBuy72619.6→73923.3+8.40timeout
05-30 12:31BTCBuy73303.7→73655.3+1.90timeout
05-30 11:49BTCBuy73445.7→73567.3+0.32timeout
05-30 09:55BTCBuy73705.7→73577.3-1.34timeout
05-30 07:52BTCBuy73398.7→73486.3+0.11timeout
05-29 12:41BTCBuy73494.7→73234.3-2.24timeout
05-29 11:13BTCBuy73395.7→73602.3+0.92timeout
05-29 10:09BTCBuy73505.7→73668.3+0.57timeout
05-29 09:04BTCBuy73346.7→73654.3+1.58timeout
05-29 06:57BTCBuy73100.7→73748.3+3.86timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
48%
win rate
-191.27
total pnl ($)
-46.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8148%-46.7-191.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems