deribit_basis_threshold_long_feargate

not live
38
closed trades
50%
win rate
-100.83
total pnl ($)
1.039
weight
7d window — n=6 wr=50% pnl=-29.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60509→59017.5-12.78stop_loss
06-24 14:17BTCBuy62558.1→61019.4-12.72stop_loss
06-23 06:20BTCBuy64405.2→62812.4-12.83stop_loss
06-22 19:24BTCBuy64178.2→64375.8+1.05timeout
06-21 18:09BTCBuy63807.2→63968.8+0.88timeout
06-20 17:11BTCBuy62936.1→63856.8+6.84timeout
06-19 16:48BTCBuy62694.1→63165.8+3.34timeout
06-18 15:52BTCBuy64077.2→62500.6-12.68stop_loss
06-18 09:56BTCBuy64822.2→64152.8-5.72timeout
06-17 08:14BTCBuy66466.3→65340.7-8.95timeout
06-15 21:19BTCBuy64705.2→66493.7+13.31timeout
06-13 21:43BTCBuy63545.2→64594.8+7.78timeout
06-12 20:53BTCBuy63345.2→63408.8+0.04timeout
06-11 17:37BTCBuy61793.1→63127.8+10.27timeout
06-10 15:18BTCBuy61574.1→61960.9+2.64timeout
06-09 14:47BTCBuy62702.1→61160.3-12.75stop_loss
06-06 20:11BTCBuy60689→60512-1.84timeout
06-05 02:32BTCBuy63141.2→62738.9-3.62timeout
06-04 00:29BTCBuy65133.3→63531-12.75stop_loss
06-03 20:55BTCBuy66433.3→64797.3-12.81stop_loss
06-03 03:28BTCBuy67776.4→66096.6-12.85stop_loss
06-02 14:10BTCBuy69984.5→68254.4-12.83stop_loss
06-01 22:24BTCBuy73935.7→71107.9-19.72stop_loss
05-31 17:38BTCBuy73866.7→73672.3-1.82timeout
05-31 15:39BTCBuy73846.7→73689.3-1.57timeout
05-31 13:47BTCBuy73750.7→73860.3+0.28timeout
05-31 11:37BTCBuy73588.7→73890.3+1.46timeout
05-31 09:42BTCBuy73529.7→73986.3+2.51timeout
05-30 12:12BTCBuy73338.7→73563.3+1.03timeout
05-30 11:05BTCBuy73619.7→73610.3-0.57timeout
05-30 09:52BTCBuy73711.7→73546.3-1.60timeout
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 09:53BTCBuy73511.7→73704.3+0.79timeout
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)
38
closed
50%
win rate
-100.83
total pnl ($)
-52.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3850%-52.4-100.83

Recent bounces (last 20 of 2)

timesymsidereason
06-26 19:26BTCBuystale_intent
06-26 08:03BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems