deribit_basis_zscore_carry_long_fear_gated

not live
78
closed trades
45%
win rate
-274.98
total pnl ($)
0.665
weight
7d window — n=16 wr=25% pnl=-92.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:55BTCBuy59932→59961-0.23timeout
06-29 04:47BTCBuy60139→59793-3.33timeout
06-27 20:20BTCBuy59759→60243+3.66timeout
06-27 16:12BTCBuy60129→60731+4.59timeout
06-26 19:22BTCBuy59207→59918+5.43timeout
06-26 15:18BTCBuy59212→59850+4.89timeout
06-25 13:59BTCBuy59539→58071-12.72stop_loss
06-25 13:57BTCBuy59831→58327.9-12.95stop_loss
06-24 17:20BTCBuy60934→59434.3-12.74stop_loss
06-24 16:51BTCBuy61367.1→59855.1-12.75stop_loss
06-24 14:02BTCBuy62692.1→61150.4-12.74stop_loss
06-24 14:02BTCBuy62722.1→61179.3-12.75stop_loss
06-24 07:52BTCBuy62899.1→62608.9-2.81timeout
06-24 06:50BTCBuy62911.1→62715.9-2.06timeout
06-23 06:21BTCBuy64328.2→62745.5-12.76stop_loss
06-23 06:20BTCBuy64478.2→62889.4-12.79stop_loss
06-22 20:19BTCBuy64030.2→64476.8+3.01timeout
06-22 19:17BTCBuy64165.2→64344.8+0.90timeout
06-21 18:56BTCBuy63760.2→64141.8+2.59timeout
06-21 17:46BTCBuy63817.2→64140.8+2.16timeout
06-20 18:17BTCBuy63127.2→63810.8+4.96timeout
06-20 17:15BTCBuy62959.1→63887.8+6.89timeout
06-19 17:17BTCBuy62509.1→63028.8+3.70timeout
06-19 15:51BTCBuy62590.1→63184.8+4.31timeout
06-18 15:57BTCBuy63871.2→62294.7-12.86stop_loss
06-18 15:39BTCBuy64387.2→62803.4-12.73stop_loss
06-18 04:11BTCBuy65386.3→63747.9-13.00stop_loss
06-17 19:50BTCBuy65581.3→63964.8-12.79stop_loss
06-17 08:05BTCBuy66348.3→65447.7-7.17timeout
06-17 06:57BTCBuy66412.3→65575.7-6.78timeout
06-16 05:27BTCBuy65803.3→66027.7+1.30timeout
06-16 03:45BTCBuy65826.3→66101.7+1.67timeout
06-15 03:35BTCBuy64514.2→65705.7+8.75timeout
06-15 02:29BTCBuy64518.2→65622.7+8.07timeout
06-14 02:52BTCBuy63557.2→64457.8+6.66timeout
06-14 01:47BTCBuy63798.2→64583.8+5.74timeout
06-12 21:37BTCBuy63458.2→63538.8+0.15timeout
06-12 20:34BTCBuy63367.2→63501.8+0.60timeout
06-11 18:55BTCBuy61743.1→63466.8+13.37timeout
06-11 17:16BTCBuy62123.1→62453.9+2.12timeout
06-10 16:02BTCBuy61092.1→62496.9+11.04timeout
06-10 15:00BTCBuy61465.1→62144.9+5.04timeout
06-09 14:30BTCBuy63000.1→61448.2-12.77stop_loss
06-09 14:18BTCBuy63290.2→61734-12.75stop_loss
06-08 23:10BTCBuy62850.1→63469.8+4.45timeout
06-08 22:07BTCBuy61763.1→63468.8+13.32timeout
06-07 20:20BTCBuy60530→61562.9+8.12timeout
06-07 14:57BTCBuy60877→61915.9+8.07timeout
06-06 20:11BTCBuy60703→60544-1.69timeout
06-06 14:30BTCBuy60442→60834+2.80timeout
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 15:39BTCBuy61591.1→60070.9-12.78stop_loss
06-05 13:51BTCBuy62698.1→61152.3-12.78stop_loss
06-05 06:24BTCBuy62700.1→61150.4-12.80stop_loss
06-05 05:59BTCBuy63775.2→62205.8-12.71stop_loss
06-05 02:55BTCBuy63246.2→62616.9-5.38timeout
06-04 09:23BTCBuy64577.2→62987.3-12.76stop_loss
06-04 01:16BTCBuy64504.2→62917.4-12.75stop_loss
06-04 00:29BTCBuy65001.2→63403.1-12.74stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 16:24BTCBuy67273.4→65618.9-12.78stop_loss
06-03 03:50BTCBuy67014.4→65365-12.76stop_loss
06-03 03:34BTCBuy67603.4→65927.7-12.85stop_loss
06-02 14:27BTCBuy69468.5→67758.7-12.77stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-01 22:26BTCBuy73753.7→71240.8-17.61stop_loss
06-01 22:26BTCBuy73980.7→71240.8-19.11stop_loss
05-31 20:48BTCBuy73894.7→73679.3-1.90timeout
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:58BTCBuy73894.7→73583.3-2.58timeout
05-31 12:07BTCBuy73571.7→73864.3+1.41timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-30 15:08BTCBuy73529.7→73858.3+1.63timeout
05-29 18:33BTCBuy73607.7→73771.3+0.55timeout
05-29 16:56BTCBuy73403.7→73945.3+3.15timeout
05-29 15:47BTCBuy73034.7→73734.3+4.29timeout
05-29 14:43BTCBuy72818.6→72616.4-1.98timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
45%
win rate
-274.98
total pnl ($)
-70.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7845%-70.1-274.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems