deribit_basis_trend_roc_fear_gate

not live
47
closed trades
36%
win rate
-136.60
total pnl ($)
1.098
weight
7d window — n=10 wr=40% pnl=-24.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:39BTCBuy59862→60401+4.05timeout
06-26 12:43BTCBuy60537→58987.5-13.26stop_loss
06-23 08:17BTCBuy64067.2→62421.7-13.29stop_loss
06-23 04:13BTCBuy64693.2→63996.8-5.84timeout
06-22 22:02BTCBuy64128.2→64340.8+1.21timeout
06-22 15:46BTCBuy64118.2→65032.7+6.70timeout
06-22 09:47BTCBuy63821.2→64084.8+1.57timeout
06-22 03:47BTCBuy64248.2→64070.8-1.86timeout
06-21 21:41BTCBuy64149.2→63886.8-2.50timeout
06-21 15:35BTCBuy64332.2→64163.8-1.73timeout
06-21 09:02BTCBuy63926.2→63946.8-0.36timeout
06-21 02:47BTCBuy63852.2→64209.8+2.34timeout
06-20 09:24BTCBuy63210.2→63544.8+2.14timeout
06-20 02:33BTCBuy63202.2→63449.8+1.51timeout
06-19 19:24BTCBuy62751.1→62979.9+1.36timeout
06-19 14:03BTCBuy63068.2→63178.8+0.48timeout
06-19 07:42BTCBuy62866.1→62494.9-3.38timeout
06-19 02:14BTCBuy63712.2→62993.9-6.04timeout
06-18 15:38BTCBuy64478.2→62828.4-13.13stop_loss
06-18 13:47BTCBuy64522.2→63908.8-5.20timeout
06-18 02:52BTCBuy65111.3→64691.8-3.68timeout
06-17 20:24BTCBuy65334.3→64310.8-8.27timeout
06-17 01:23BTCBuy66138.3→65524.7-5.10timeout
06-12 18:41BTCBuy62929.1→63866.8+6.99timeout
06-12 12:37BTCBuy63671.2→63469.8-2.07timeout
06-10 01:28BTCBuy62301.1→62016.9-2.68timeout
06-06 22:37BTCBuy60318→60548+1.49timeout
06-06 04:34BTCBuy61094.1→59524.2-13.30stop_loss
06-06 04:31BTCBuy61293.1→59723.1-13.26stop_loss
06-04 14:32BTCBuy63152.2→63894.8+5.45timeout
06-03 03:50BTCBuy67228.4→65473-13.51stop_loss
06-02 14:10BTCBuy70174.5→68369.4-13.32stop_loss
06-02 13:00BTCBuy70702.5→68891.1-13.31stop_loss
06-02 10:12BTCBuy70980.5→69726.5-9.36timeout
06-02 02:43BTCBuy71508.6→70575.5-7.05timeout
06-01 01:53BTCBuy73834.7→73399.3-3.44timeout
05-31 17:48BTCBuy74053.7→73688.3-2.95timeout
05-31 11:54BTCBuy73811.7→73873.3-0.10timeout
05-31 09:11BTCBuy73952.7→73884.3-0.99timeout
05-30 21:52BTCBuy73554.7→73928.3+2.03timeout
05-30 12:01BTCBuy73432.7→73578.3+0.51timeout
05-30 01:25BTCBuy72954.6→73611.3+4.03timeout
05-29 18:50BTCBuy73696.7→73516.3-1.70timeout
05-29 13:31BTCBuy73535.7→72980.4-4.24timeout
05-29 07:32BTCBuy73542.7→73564.3-0.34timeout
05-29 00:44BTCBuy73491.7→73774.3+1.40timeout
05-28 18:36BTCBuy72732.6→73592.3+5.38timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
36%
win rate
-136.60
total pnl ($)
-57.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4736%-57.8-136.60

Recent bounces (last 20 of 1)

timesymsidereason
06-28 07:52BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems