deribit_basis_rolling_change_fear_gate_long_v6

not live
78
closed trades
44%
win rate
-100.93
total pnl ($)
1.153
weight
7d window — n=20 wr=65% pnl=-16.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 09:52BTCBuy60228→60259-0.20timeout
06-28 03:31BTCBuy60125→60226+0.39timeout
06-27 18:31BTCBuy60389→60479+0.30timeout
06-27 12:25BTCBuy60437→60273-1.82timeout
06-27 04:32BTCBuy59587→60361+6.05timeout
06-26 22:39BTCBuy59626→59904+1.86timeout
06-26 10:59BTCBuy58568.9→59252+5.36timeout
06-26 04:08BTCBuy59599→59957+2.57timeout
06-25 13:46BTCBuy61128.1→59561.2-13.26stop_loss
06-25 13:43BTCBuy61743.1→60161.9-13.24stop_loss
06-25 08:05BTCBuy61050.1→61794.9+5.66timeout
06-25 00:27BTCBuy60421→60907+3.57timeout
06-24 13:48BTCBuy62847.1→61232.3-13.30stop_loss
06-24 04:23BTCBuy62443.1→62564.9+0.50timeout
06-23 22:12BTCBuy62517.1→62709.9+1.10timeout
06-23 14:40BTCBuy62933.1→62490.9-3.94timeout
06-23 03:40BTCBuy64396.2→63950.8-3.91timeout
06-22 11:34BTCBuy64238.2→64541.8+1.87timeout
06-22 05:27BTCBuy63696.2→64208.8+3.57timeout
06-21 17:21BTCBuy63982.2→64119.8+0.65timeout
06-21 11:19BTCBuy64301.2→64146.8-1.65timeout
06-21 04:25BTCBuy63919.2→64468.8+3.85timeout
06-20 22:22BTCBuy63283.2→64079.8+5.84timeout
06-20 16:19BTCBuy63523.2→63993.8+3.22timeout
06-20 08:12BTCBuy63454.2→63503.8-0.08timeout
06-20 02:13BTCBuy63138.2→63458.8+2.09timeout
06-19 20:03BTCBuy62631.1→63000.8+2.49timeout
06-19 11:41BTCBuy62661.1→62595.9-0.94timeout
06-18 15:37BTCBuy64586.2→62933.4-13.15stop_loss
06-18 09:45BTCBuy64546.2→64274.8-2.58timeout
06-17 14:35BTCBuy65708.3→65185.7-4.43timeout
06-17 05:09BTCBuy65910.3→65777.7-1.47timeout
06-16 14:16BTCBuy66134.3→66023.7-1.31timeout
06-16 04:27BTCBuy66528.3→66009.7-4.33timeout
06-15 17:39BTCBuy65502.3→66813.7+9.52timeout
06-15 09:13BTCBuy65469.3→65657.7+0.99timeout
06-15 02:12BTCBuy63695.2→65607.7+14.55timeout
06-14 20:06BTCBuy64492.2→63795.8-5.86timeout
06-14 12:49BTCBuy64357.2→64298.8-0.90timeout
06-14 02:53BTCBuy64094.2→64461.8+2.43timeout
06-13 15:24BTCBuy63711.2→64279.8+4.00timeout
06-13 04:14BTCBuy63608.2→63483.8-1.43timeout
06-12 19:12BTCBuy63784.2→63649.8-1.51timeout
06-12 13:03BTCBuy63607.2→63387.8-2.20timeout
06-11 14:21BTCBuy62930.1→62838.9-1.21timeout
06-11 08:18BTCBuy61825.1→62802.9+7.42timeout
06-11 00:58BTCBuy62155.1→61840.9-2.98timeout
06-10 16:39BTCBuy61297.1→62264.9+7.42timeout
06-09 22:25BTCBuy61735.1→62016.9+1.87timeout
06-09 14:44BTCBuy62882.1→61273.3-13.25stop_loss
06-09 09:37BTCBuy62775.1→62605.9-1.79timeout
06-09 03:23BTCBuy63447.2→62791.9-5.61timeout
06-08 18:22BTCBuy63219.2→63555.8+2.19timeout
06-08 11:08BTCBuy63106.2→63161.8-0.01timeout
06-08 05:02BTCBuy61870.1→62791.9+7.00timeout
06-07 21:31BTCBuy61859.1→61777.9-1.10timeout
06-07 13:57BTCBuy61734.1→61757.9-0.26timeout
06-07 06:36BTCBuy60531→62212.9+13.46timeout
06-06 18:37BTCBuy60337→60545+1.29timeout
06-06 10:28BTCBuy60836→60585-2.52timeout
06-06 04:26BTCBuy60919→60066-7.45timeout
06-05 18:54BTCBuy60673→59120.5-13.26stop_loss
06-05 13:57BTCBuy62474.1→60872.5-13.27stop_loss
06-05 06:21BTCBuy63166.2→61549.1-13.23stop_loss
06-05 01:05BTCBuy63475.2→63085.8-3.50timeout
06-04 17:09BTCBuy63343.2→63522.8+0.94timeout
06-04 09:30BTCBuy64355.2→62707.5-13.24stop_loss
06-03 14:09BTCBuy67174.4→66798.7-3.26timeout
06-02 14:10BTCBuy70077.5→68284.4-13.26stop_loss
06-02 09:59BTCBuy70723.5→69404.5-9.83timeout
06-01 16:07BTCBuy72820.6→70917-13.56stop_loss
05-31 14:09BTCBuy73964.7→73805.3-1.54timeout
05-31 07:50BTCBuy73816.7→73846.3-0.30timeout
05-30 18:37BTCBuy73611.7→73988.3+2.07timeout
05-30 07:55BTCBuy73441.7→73487.3-0.15timeout
05-29 18:00BTCBuy73700.7→73924.3+1.03timeout
05-29 02:53BTCBuy73639.7→73272.3-2.99timeout
05-28 18:35BTCBuy73404.7→73629.3+1.03timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
44%
win rate
-100.93
total pnl ($)
-25.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7844%-25.7-100.93

Recent bounces (last 20 of 2)

timesymsidereason
06-28 08:13BTCBuycircuit_breaker
06-28 01:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems