deribit_basis_rolling_change_momentum_fear_gate

not live
80
closed trades
44%
win rate
-182.89
total pnl ($)
0.910
weight
7d window — n=16 wr=44% pnl=-57.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:25BTCBuy60382→59661-6.44timeout
06-28 20:24BTCBuy60256→59667-5.33timeout
06-27 17:50BTCBuy59986→60579+4.50timeout
06-27 16:48BTCBuy60089→60761+5.12timeout
06-26 16:00BTCBuy59549→60300+5.74timeout
06-26 15:00BTCBuy59397→59592+1.09timeout
06-25 13:59BTCBuy59502→58039.1-12.66stop_loss
06-25 13:58BTCBuy59586→58121-12.65stop_loss
06-24 17:47BTCBuy60549→59058.5-12.75stop_loss
06-24 15:33BTCBuy62194.1→60664.6-12.72stop_loss
06-24 15:08BTCBuy62348.1→60814.5-12.74stop_loss
06-24 09:47BTCBuy62365.1→62649.9+1.79timeout
06-24 08:45BTCBuy62308.1→62744.9+2.98timeout
06-23 03:21BTCBuy64250.2→63994.8-2.44timeout
06-23 00:55BTCBuy63764.2→64087.8+2.12timeout
06-22 00:42BTCBuy64285.2→63894.8-3.54timeout
06-21 22:21BTCBuy64071.2→63732.8-3.07timeout
06-20 22:01BTCBuy63063.2→63961.8+6.68timeout
06-20 21:00BTCBuy63190.2→63892.8+5.12timeout
06-19 21:34BTCBuy62959.1→63116.8+0.75timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:40BTCBuy64328.2→62746.5-12.47stop_loss
06-18 15:38BTCBuy64401.2→62811.4-12.55stop_loss
06-17 22:03BTCBuy65474.3→63852.9-12.83stop_loss
06-17 19:29BTCBuy65892.3→64250.6-12.91stop_loss
06-17 16:07BTCBuy65801.3→65789.7-0.58timeout
06-17 14:58BTCBuy65691.3→65084.7-5.02timeout
06-16 14:23BTCBuy67133.4→65481-12.83stop_loss
06-16 13:59BTCBuy66435.3→66055.7-3.39timeout
06-15 16:10BTCBuy64436.2→67266.6+21.47take_profit
06-15 12:50BTCBuy63744.2→66547.7+21.55take_profit
06-14 20:39BTCBuy64225.2→63997.8-2.25timeout
06-14 19:08BTCBuy64135.2→63747.8-3.53timeout
06-13 20:28BTCBuy63494.2→64225.8+5.30timeout
06-13 18:50BTCBuy63791.2→64061.8+1.67timeout
06-12 18:12BTCBuy63484.2→63868.8+2.56timeout
06-12 17:06BTCBuy62469.1→64037.8+12.09timeout
06-11 17:11BTCBuy61995.1→62511.9+3.63timeout
06-11 16:08BTCBuy62481.1→62765.9+1.73timeout
06-10 16:20BTCBuy60851→62302.9+11.38timeout
06-10 15:18BTCBuy61563.1→61907.9+2.30timeout
06-09 14:35BTCBuy62937.1→61385.2-12.78stop_loss
06-09 14:19BTCBuy63278.2→61717-12.79stop_loss
06-09 06:40BTCBuy62929.1→63398.8+3.23timeout
06-08 17:06BTCBuy62208.1→63500.8+9.84timeout
06-08 05:37BTCBuy61756.1→62433.9+5.04timeout
06-07 16:35BTCBuy60489→62212.9+13.74timeout
06-07 05:10BTCBuy60171→61774.9+12.90timeout
06-06 15:51BTCBuy60512→60792+1.87timeout
06-06 04:13BTCBuy61621.1→60102.9-12.77stop_loss
06-05 21:04BTCBuy59353→61958.9+21.50take_profit
06-05 18:52BTCBuy60855→59358.3-12.76stop_loss
06-05 14:26BTCBuy61885.1→60362.8-12.75stop_loss
06-05 13:57BTCBuy62380.1→60843.5-12.77stop_loss
06-05 10:53BTCBuy62434.1→62477.9-0.13timeout
06-05 06:23BTCBuy62789.1→61245.3-12.74stop_loss
06-05 02:20BTCBuy62505.1→63010.8+3.60timeout
06-04 09:27BTCBuy64409.2→62825.4-12.74stop_loss
06-04 00:29BTCBuy65153.3→63551-12.74stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 20:55BTCBuy66359.3→64655.4-13.33stop_loss
06-03 19:30BTCBuy66853.3→65679.7-9.29timeout
06-03 03:29BTCBuy67701.4→66036.7-12.75stop_loss
06-02 14:27BTCBuy69497.5→67788.7-12.75stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 07:03BTCBuy71502.6→69737.6-12.89stop_loss
06-02 02:05BTCBuy72246.6→70470.2-12.83stop_loss
06-01 05:17BTCBuy74154.7→73438.3-5.32timeout
06-01 02:37BTCBuy73897.7→73462.3-3.48timeout
05-31 12:54BTCBuy73641.7→73858.3+0.91timeout
05-31 00:05BTCBuy73406.7→73833.3+2.37timeout
05-30 22:15BTCBuy73373.7→73884.3+2.92timeout
05-30 19:49BTCBuy73624.7→74023.3+2.14timeout
05-30 18:03BTCBuy73947.7→73984.3-0.31timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-29 16:55BTCBuy73395.7→73970.3+3.38timeout
05-29 15:51BTCBuy72933.6→73775.3+5.26timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout
05-29 10:34BTCBuy73395.7→73547.3+0.53timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
44%
win rate
-182.89
total pnl ($)
-45.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8044%-45.2-182.89

Recent bounces (last 20 of 2)

timesymsidereason
06-28 23:13BTCBuycircuit_breaker
06-28 22:11BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems