deribit_basis_threshold_long_fear_gate

not live
84
closed trades
44%
win rate
-316.19
total pnl ($)
0.849
weight
7d window — n=17 wr=47% pnl=-63.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 84 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 06:49BTCBuy59972→60034+0.07timeout
06-29 05:42BTCBuy59894→59738-1.78timeout
06-29 04:39BTCBuy60097→59867-2.39timeout
06-27 20:17BTCBuy59724→60235+3.89timeout
06-27 19:14BTCBuy60011→60571+4.26timeout
06-27 15:42BTCBuy60458→60771+2.15timeout
06-26 12:43BTCBuy60482→58989.5-12.80stop_loss
06-24 14:19BTCBuy62510.1→60965.5-12.76stop_loss
06-24 13:44BTCBuy62942.1→61392.2-12.76stop_loss
06-24 11:09BTCBuy62305.1→62313.9-0.39timeout
06-24 10:02BTCBuy62490.1→62581.9+0.25timeout
06-23 06:21BTCBuy64238.2→62647.5-12.84stop_loss
06-23 06:20BTCBuy64443.2→62854.4-12.79stop_loss
06-23 06:20BTCBuy64435.2→62850.4-12.76stop_loss
06-22 20:31BTCBuy64096.2→64410.8+1.99timeout
06-22 19:28BTCBuy64176.2→64346.8+0.84timeout
06-22 18:23BTCBuy63987.2→64662.8+4.77timeout
06-21 18:56BTCBuy63760.2→64141.8+2.57timeout
06-21 17:53BTCBuy63807.2→64139.8+2.23timeout
06-21 16:53BTCBuy63994.2→64140.8+0.76timeout
06-20 18:39BTCBuy62968.1→63837.8+6.47timeout
06-20 17:34BTCBuy63029.2→63958.8+6.91timeout
06-20 16:32BTCBuy63278.2→63895.8+4.35timeout
06-19 18:14BTCBuy62710.1→63126.8+2.87timeout
06-19 17:13BTCBuy62466.1→62940.9+3.36timeout
06-19 16:21BTCBuy62668.1→63273.8+4.37timeout
06-18 15:57BTCBuy63934.2→62352.7-12.76stop_loss
06-18 15:51BTCBuy64109.2→62529.6-12.70stop_loss
06-18 15:40BTCBuy64303.2→62720.5-12.80stop_loss
06-18 10:57BTCBuy64779.2→64117.8-5.65timeout
06-18 09:55BTCBuy64836.2→64176.8-5.63timeout
06-18 08:51BTCBuy64933.2→64452.8-4.17timeout
06-17 08:39BTCBuy66627.3→64985.2-12.78stop_loss
06-17 08:39BTCBuy66627.3→64985.2-12.78stop_loss
06-17 08:02BTCBuy66391.3→65425.7-7.68timeout
06-13 21:45BTCBuy63510.2→64519.8+7.47timeout
06-13 03:29BTCBuy63413.2→63477.8+0.06timeout
06-12 22:01BTCBuy63537.2→63518.8-0.64timeout
06-12 20:58BTCBuy63374.2→63433.8-0.00timeout
06-12 02:02BTCBuy62248.1→63443.8+9.04timeout
06-11 17:36BTCBuy61764.1→63202.8+11.11timeout
06-11 14:49BTCBuy61919.1→62860.9+7.06timeout
06-10 19:00BTCBuy61722.1→61861.9+0.62timeout
06-10 15:28BTCBuy61343.1→62307.9+7.36timeout
06-10 14:32BTCBuy61532.1→61864.9+2.22timeout
06-09 16:40BTCBuy62270.1→60734.6-12.79stop_loss
06-09 14:47BTCBuy62665.1→61124.4-12.75stop_loss
06-07 05:30BTCBuy60730→61716.9+7.71timeout
06-07 04:29BTCBuy59943→61533.9+12.82timeout
06-06 20:12BTCBuy60730→60541-1.94timeout
06-06 04:27BTCBuy61319.1→59809.1-12.77stop_loss
06-06 04:11BTCBuy61770.1→60248.8-12.77stop_loss
06-05 06:20BTCBuy63242.2→61679.1-12.77stop_loss
06-05 06:01BTCBuy63701.2→62133.8-12.71stop_loss
06-05 02:31BTCBuy63095.2→62725.9-3.36timeout
06-04 10:48BTCBuy63888.2→62316.7-12.72stop_loss
06-04 09:27BTCBuy64387.2→62792.4-12.83stop_loss
06-04 00:29BTCBuy65098.3→63497.1-12.75stop_loss
06-03 20:55BTCBuy66447.3→64809.3-12.82stop_loss
06-03 16:23BTCBuy67354.4→65696.8-12.78stop_loss
06-03 03:49BTCBuy67272.4→65617.9-12.75stop_loss
06-03 03:43BTCBuy67398.4→65729.8-12.83stop_loss
06-03 03:43BTCBuy67473.4→65810.8-12.78stop_loss
06-02 12:56BTCBuy70731.5→68992-12.81stop_loss
06-02 12:31BTCBuy70886.5→69142-12.82stop_loss
06-02 12:30BTCBuy70919.5→69175.9-12.80stop_loss
06-01 15:32BTCBuy73927.7→71299.8-18.33stop_loss
06-01 15:32BTCBuy73510.7→71299.8-15.61stop_loss
06-01 15:32BTCBuy73625.7→71299.8-16.38stop_loss
05-31 17:38BTCBuy73866.7→73672.3-1.82timeout
05-31 15:41BTCBuy73841.7→73679.3-1.59timeout
05-31 13:48BTCBuy73750.7→73859.3+0.28timeout
05-31 11:38BTCBuy73593.7→73922.3+1.64timeout
05-31 09:43BTCBuy73529.7→73963.3+2.35timeout
05-30 12:13BTCBuy73323.7→73560.3+1.12timeout
05-30 11:05BTCBuy73619.7→73610.3-0.57timeout
05-30 09:53BTCBuy73712.7→73571.3-1.44timeout
05-30 07:50BTCBuy73372.7→73502.3+0.39timeout
05-30 06:35BTCBuy73678.7→73654.3-0.66timeout
05-29 11:04BTCBuy73404.7→73595.3+0.80timeout
05-29 09:54BTCBuy73529.7→73696.3+0.61timeout
05-29 08:43BTCBuy73217.7→73747.3+3.15timeout
05-29 07:35BTCBuy73368.7→73510.3+0.45timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
84
closed
44%
win rate
-316.19
total pnl ($)
-74.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8444%-74.8-316.19

Recent bounces (last 20 of 1)

timesymsidereason
06-29 08:35BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems