deribit_basis_zscore_carry_feargate_2189874

not live
81
closed trades
46%
win rate
-250.43
total pnl ($)
0.788
weight
7d window — n=16 wr=44% pnl=-66.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:57BTCBuy59920→58440.8-12.79stop_loss
06-30 01:04BTCBuy59488→59802+2.25timeout
06-29 23:41BTCBuy59766→60231+3.47timeout
06-28 22:06BTCBuy60113→59768-3.34timeout
06-28 17:59BTCBuy60551→59557-8.62timeout
06-27 21:10BTCBuy59726→60326+4.64timeout
06-27 16:47BTCBuy60096→60747+4.95timeout
06-26 19:18BTCBuy59211→59899+5.25timeout
06-26 15:05BTCBuy59227→59593+2.55timeout
06-25 13:59BTCBuy59490→58027.1-12.66stop_loss
06-25 13:53BTCBuy60421→58934.6-12.66stop_loss
06-24 17:44BTCBuy60748→59253.4-12.74stop_loss
06-24 14:17BTCBuy62549.1→61009.4-12.75stop_loss
06-24 14:13BTCBuy62667.1→61126.4-12.73stop_loss
06-24 09:15BTCBuy62428.1→62736.9+1.97timeout
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 08:17BTCBuy63953.2→62376.7-12.79stop_loss
06-23 06:21BTCBuy64332.2→62747.5-12.78stop_loss
06-22 22:27BTCBuy63739.2→64024.8+1.79timeout
06-22 20:03BTCBuy64157.2→64578.8+2.81timeout
06-21 21:24BTCBuy63926.2→63650.8-2.61timeout
06-21 19:03BTCBuy63798.2→64228.8+2.95timeout
06-20 20:50BTCBuy63149.2→63866.8+5.25timeout
06-20 18:27BTCBuy63120.2→63818.8+5.09timeout
06-19 19:57BTCBuy62932.1→63024.8+0.26timeout
06-19 17:16BTCBuy62488.1→62966.9+3.39timeout
06-18 15:53BTCBuy64023.2→62447.6-12.63stop_loss
06-18 15:38BTCBuy64420.2→62831.4-12.60stop_loss
06-18 05:05BTCBuy65264.3→63659-12.77stop_loss
06-17 19:40BTCBuy65816.3→64196.7-12.76stop_loss
06-17 07:00BTCBuy66411.3→65587.7-6.68timeout
06-17 04:37BTCBuy65827.3→65857.7-0.26timeout
06-16 04:30BTCBuy65671.3→65884.7+1.22timeout
06-16 03:10BTCBuy65610.3→65756.7+0.70timeout
06-15 03:47BTCBuy64487.2→65900.7+10.48timeout
06-15 02:42BTCBuy64489.2→65591.7+8.06timeout
06-14 02:52BTCBuy63557.2→64456.8+6.65timeout
06-14 01:44BTCBuy63760.2→64567.8+5.91timeout
06-13 01:43BTCBuy63378.2→63781.8+2.67timeout
06-12 17:35BTCBuy63166.2→63805.8+4.60timeout
06-12 01:12BTCBuy61966.1→63454.8+11.43timeout
06-11 16:10BTCBuy62415.1→62710.9+1.82timeout
06-10 16:30BTCBuy61031.1→62266.9+9.58timeout
06-10 15:28BTCBuy61335.1→62292.9+7.31timeout
06-09 14:17BTCBuy63400.2→61841-12.75stop_loss
06-09 14:11BTCBuy63526.2→61959.9-12.79stop_loss
06-09 05:53BTCBuy62644.1→63354.8+5.17timeout
06-08 16:10BTCBuy62038.1→63781.8+13.51timeout
06-08 05:31BTCBuy61767.1→62665.9+6.83timeout
06-07 15:26BTCBuy60621→61852.9+9.70timeout
06-07 04:29BTCBuy59943→61533.9+12.82timeout
06-06 15:15BTCBuy60496→60547-0.03timeout
06-06 04:11BTCBuy61763.1→60243.8-12.75stop_loss
06-05 21:04BTCBuy59296→61898.9+21.50take_profit
06-05 18:52BTCBuy60859→59362.3-12.76stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 13:49BTCBuy62936.1→61388.2-12.75stop_loss
06-05 06:24BTCBuy62677.1→61121.4-12.85stop_loss
06-05 05:59BTCBuy63768.2→62199.8-12.70stop_loss
06-05 02:57BTCBuy63236.2→62672.9-4.86timeout
06-04 09:18BTCBuy64634.2→63038.3-12.79stop_loss
06-04 00:29BTCBuy64977.2→63379.1-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:55BTCBuy66359.3→64655.4-13.33stop_loss
06-03 16:24BTCBuy67327.4→65671.9-12.77stop_loss
06-03 03:49BTCBuy67285.4→65630.9-12.75stop_loss
06-03 03:43BTCBuy67479.4→65813.8-12.80stop_loss
06-02 14:27BTCBuy69333.5→67628.8-12.75stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-01 22:26BTCBuy73606.7→71239.8-16.66stop_loss
06-01 22:26BTCBuy73938.7→71239.8-18.85stop_loss
05-31 18:41BTCBuy74018.7→73656.3-2.95timeout
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-31 12:07BTCBuy73571.7→73864.3+1.41timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-29 18:33BTCBuy73607.7→73771.3+0.55timeout
05-29 16:56BTCBuy73403.7→73945.3+3.15timeout
05-29 15:48BTCBuy73038.7→73746.3+4.34timeout
05-29 14:43BTCBuy72818.6→72616.4-1.99timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
46%
win rate
-250.43
total pnl ($)
-61.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8146%-61.5-250.43

Recent bounces (last 20 of 1)

timesymsidereason
06-30 02:35BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems