deribit_basis_zscore_carry_long_fear_gate

not live
77
closed trades
47%
win rate
-258.31
total pnl ($)
0.810
weight
7d window — n=17 wr=47% pnl=-74.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:00BTCBuy60174→59459-6.37timeout
06-28 16:48BTCBuy60783→59696-9.40timeout
06-27 18:54BTCBuy59627→60494+6.84timeout
06-27 15:40BTCBuy60467→60787+2.21timeout
06-26 15:58BTCBuy59524→60303+5.99timeout
06-26 14:13BTCBuy59457→59973+3.84timeout
06-25 13:55BTCBuy59865→58389.9-12.71stop_loss
06-25 13:53BTCBuy60434→58947.6-12.69stop_loss
06-24 16:51BTCBuy61376.1→59866.1-12.73stop_loss
06-24 14:02BTCBuy62730.1→61184.3-12.77stop_loss
06-24 13:48BTCBuy62810.1→61265.3-12.75stop_loss
06-24 09:39BTCBuy62418.1→62662.9+1.43timeout
06-24 08:35BTCBuy62289.1→62738.9+3.06timeout
06-23 08:17BTCBuy63988.2→62404.7-12.84stop_loss
06-23 08:17BTCBuy63948.2→62372.7-12.78stop_loss
06-22 23:31BTCBuy63458.2→63994.8+3.77timeout
06-22 22:21BTCBuy63711.2→64202.8+3.41timeout
06-21 22:42BTCBuy64229.2→63644.8-4.98timeout
06-21 21:24BTCBuy63920.2→63667.8-2.43timeout
06-20 20:59BTCBuy63235.2→63879.8+4.66timeout
06-20 19:14BTCBuy63033.2→63871.8+6.21timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:39BTCBuy64386.2→62798.4-12.76stop_loss
06-18 15:37BTCBuy64546.2→62943.4-12.84stop_loss
06-17 22:03BTCBuy65507.3→63894.8-12.74stop_loss
06-17 19:40BTCBuy65813.3→64194.7-12.77stop_loss
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-17 02:34BTCBuy65814.3→65902.7+0.21timeout
06-16 05:49BTCBuy65759.3→66035.7+1.70timeout
06-16 00:49BTCBuy65555.3→66369.7+5.80timeout
06-15 02:59BTCBuy64474.2→65427.7+6.91timeout
06-14 21:51BTCBuy64455.2→65492.7+7.55timeout
06-14 00:38BTCBuy63574.2→64524.8+7.02timeout
06-13 19:17BTCBuy63656.2→64135.8+3.32timeout
06-12 20:55BTCBuy63373.2→63404.8-0.24timeout
06-12 17:41BTCBuy63287.2→63809.8+3.66timeout
06-11 16:02BTCBuy62493.1→62716.9+1.19timeout
06-11 14:50BTCBuy61870.1→62848.9+7.36timeout
06-10 15:12BTCBuy61541.1→61890.9+2.35timeout
06-10 14:13BTCBuy62004.1→62062.9-0.00timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 13:36BTCBuy63740.2→62165.8-12.79stop_loss
06-09 06:10BTCBuy62944.1→63346.8+2.70timeout
06-08 20:52BTCBuy61929.1→63384.8+11.26timeout
06-08 05:23BTCBuy61842.1→62608.9+5.75timeout
06-07 15:21BTCBuy60619→61736.9+8.76timeout
06-07 05:10BTCBuy60176→61773.9+12.85timeout
06-06 14:30BTCBuy60391→60834+3.22timeout
06-06 04:27BTCBuy61308.1→59799.1-12.76stop_loss
06-05 21:15BTCBuy59383→61989.9+21.50take_profit
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 13:49BTCBuy62857.1→61311.3-12.75stop_loss
06-05 06:23BTCBuy62751.1→61208.3-12.68stop_loss
06-05 06:21BTCBuy63123.2→61566.1-12.78stop_loss
06-05 03:11BTCBuy63839.2→62268.7-12.72stop_loss
06-04 11:10BTCBuy63783.2→62214.8-12.72stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:54BTCBuy66991.3→65325.1-12.92stop_loss
06-03 19:53BTCBuy67102.4→65451-12.79stop_loss
06-02 23:04BTCBuy67806.4→66138.6-12.75stop_loss
06-02 22:52BTCBuy67963.4→66288.5-12.78stop_loss
06-02 12:34BTCBuy70845.5→69099-12.84stop_loss
06-02 12:17BTCBuy70956.5→69211.9-12.79stop_loss
06-01 15:32BTCBuy73539.7→71299.8-15.82stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.19timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 11:39BTCBuy73464.7→73584.3+0.31timeout
05-30 08:42BTCBuy73782.7→73494.3-2.45timeout
05-29 10:57BTCBuy73416.7→73639.3+1.02timeout
05-29 09:55BTCBuy73534.7→73699.3+0.59timeout
05-29 08:51BTCBuy73318.7→73658.3+1.83timeout
05-29 07:49BTCBuy73389.7→73371.3-0.59timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
47%
win rate
-258.31
total pnl ($)
-66.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7747%-66.7-258.31

Recent bounces (last 20 of 1)

timesymsidereason
06-28 18:18BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems