deribit_basis_zlow_feargate_carry_long

not live
44
closed trades
57%
win rate
-22.51
total pnl ($)
0.358
weight
7d window — n=33 wr=48% pnl=-100.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 08:13BTCBuy64110.2→64210.8+0.31timeout
06-22 06:09BTCBuy64177.2→64187.8-0.46timeout
06-22 02:09BTCBuy64220.2→64503.8+2.01timeout
06-21 23:28BTCBuy64239.2→63617.8-6.32timeout
06-21 21:26BTCBuy63940.2→63656.8-3.20timeout
06-21 02:45BTCBuy63377.2→64206.8+7.30timeout
06-21 00:43BTCBuy63571.2→64280.8+6.09timeout
06-20 22:25BTCBuy63263.2→64187.8+8.23timeout
06-20 20:18BTCBuy63015.2→63920.8+8.12timeout
06-20 18:16BTCBuy63133.2→63812.8+5.91timeout
06-20 01:31BTCBuy62899.1→63487.8+5.07timeout
06-19 23:27BTCBuy62799.1→63291.8+4.13timeout
06-19 21:24BTCBuy63009.2→63202.8+1.24timeout
06-19 19:23BTCBuy62753.1→62975.9+1.56timeout
06-19 17:19BTCBuy62551.1→63052.8+4.27timeout
06-18 15:57BTCBuy63893.2→62295.7-15.47stop_loss
06-18 15:40BTCBuy64250.2→62668.5-14.98stop_loss
06-18 15:40BTCBuy64355.2→62771.5-15.01stop_loss
06-18 15:37BTCBuy64537.2→62948.4-15.05stop_loss
06-18 10:39BTCBuy64910.2→63991.8-9.12timeout
06-18 08:35BTCBuy65125.3→64491.8-6.43timeout
06-17 19:50BTCBuy65645.3→64029.8-15.30stop_loss
06-17 19:40BTCBuy65801.3→64175.7-15.37stop_loss
06-17 19:29BTCBuy65875.3→64253.6-15.32stop_loss
06-17 08:40BTCBuy66534.3→64898.3-15.33stop_loss
06-17 07:40BTCBuy66401.3→65478.7-8.86timeout
06-17 05:37BTCBuy66034.3→65816.7-2.55timeout
06-17 03:25BTCBuy65848.3→65697.7-1.97timeout
06-17 00:12BTCBuy66361.3→65736.7-6.27timeout
06-16 08:08BTCBuy65679.3→66349.7+5.62timeout
06-16 06:05BTCBuy65845.3→66100.7+1.87timeout
06-16 03:58BTCBuy65923.3→66113.7+1.25timeout
06-16 00:29BTCBuy65743.3→66210.7+3.76timeout
06-15 21:22BTCBuy64680.2→66494.7+16.22timeout
06-15 05:15BTCBuy64333.2→65678.7+11.99timeout
06-15 01:05BTCBuy64512.2→65407.7+7.76timeout
06-14 23:00BTCBuy64431.2→65348.7+7.95timeout
06-14 21:01BTCBuy64267.2→63992.8-3.13timeout
06-14 16:55BTCBuy63973.2→63919.8-1.12timeout
06-14 03:26BTCBuy63542.2→64507.8+8.61timeout
06-14 00:55BTCBuy63590.2→64526.8+8.33timeout
06-13 22:28BTCBuy63594.2→64499.8+7.97timeout
06-13 20:28BTCBuy63499.2→64224.8+6.31timeout
06-13 15:59BTCBuy63541.2→64296.8+6.86timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
57%
win rate
-22.51
total pnl ($)
-8.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4457%-8.7-22.51

Recent bounces (last 20 of 5)

timesymsidereason
06-22 07:54BTCBuystale_intent
06-22 03:46BTCBuystale_intent
06-22 03:45BTCBuystale_intent
06-22 01:35BTCBuytrigger_already_opened
06-21 23:34BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems