basis_zscore_carry_long_feargate · strategy

144

closed trades

45%

win rate

-442.60

total pnl ($)

0.250

weight

7d window — n=42 wr=38% pnl=-203.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:10	BTC	Buy	59833→60099	+1.84	timeout
06-27 21:09	BTC	Buy	59703→60326	+4.83	timeout
06-27 16:46	BTC	Buy	60089→60749	+5.03	timeout
06-27 14:42	BTC	Buy	59667→60590	+7.28	timeout
06-27 05:03	BTC	Buy	59861→60228	+2.62	timeout
06-26 20:25	BTC	Buy	59624→59740	+0.44	timeout
06-26 19:18	BTC	Buy	59211→59900	+5.26	timeout
06-26 15:05	BTC	Buy	59227→59598	+2.60	timeout
06-26 13:19	BTC	Buy	59936→58453.8	-12.83	stop_loss
06-26 02:24	BTC	Buy	59761→58286.9	-12.77	stop_loss
06-26 02:16	BTC	Buy	59931→58453.8	-12.76	stop_loss
06-25 13:59	BTC	Buy	59551→58084	-12.68	stop_loss
06-25 13:58	BTC	Buy	59611→58145	-12.66	stop_loss
06-25 13:57	BTC	Buy	59707→58239	-12.65	stop_loss
06-25 13:53	BTC	Buy	60465→58977.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60600→59109.5	-12.67	stop_loss
06-24 17:44	BTC	Buy	60748→59253.4	-12.74	stop_loss
06-24 15:47	BTC	Buy	61860.1→60338.8	-12.73	stop_loss
06-24 14:19	BTC	Buy	62432.1→60883.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62573.1→61017.4	-12.87	stop_loss
06-24 14:13	BTC	Buy	62638.1→61095.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.74	stop_loss
06-24 11:26	BTC	Buy	62499.1→62341.9	-1.71	timeout
06-24 10:19	BTC	Buy	62404.1→62515.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.46	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 08:28	BTC	Buy	63428.2→61868	-12.74	stop_loss
06-23 08:24	BTC	Buy	63818.2→62243.7	-12.78	stop_loss
06-23 06:22	BTC	Buy	64089.2→62508.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64251.2→62665.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64452.2→62867.4	-12.76	stop_loss
06-23 04:21	BTC	Buy	63935.2→63884.8	-0.86	timeout
06-23 03:12	BTC	Buy	64075.2→63960.8	-1.34	timeout
06-22 20:01	BTC	Buy	64179.2→64522.8	+2.20	timeout
06-22 18:57	BTC	Buy	64138.2→64348.8	+1.14	timeout
06-22 05:07	BTC	Buy	64239.2→64125.8	-1.35	timeout
06-22 03:33	BTC	Buy	64309.2→64306.8	-0.53	timeout
06-22 02:11	BTC	Buy	64227.2→64502.8	+1.60	timeout
06-21 18:55	BTC	Buy	63761.2→64141.8	+2.57	timeout
06-21 17:45	BTC	Buy	63802.2→64123.8	+2.15	timeout
06-21 03:37	BTC	Buy	63402.2→64281.8	+6.49	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.08	timeout
06-21 00:45	BTC	Buy	63568.2→64268.8	+5.01	timeout
06-20 18:25	BTC	Buy	63106.2→63841.8	+5.39	timeout
06-20 17:27	BTC	Buy	62838.1→63870.8	+7.76	timeout
06-19 23:26	BTC	Buy	62800.1→63275.8	+3.31	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.99	timeout
06-19 20:24	BTC	Buy	63103.2→62987.9	-1.40	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.76	timeout
06-19 15:52	BTC	Buy	62545.1→63200.8	+4.86	timeout
06-18 15:57	BTC	Buy	63903.2→62326.7	-12.72	stop_loss
06-18 15:53	BTC	Buy	64064.2→62488.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64235.2→62655.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64311.2→62727.5	-12.74	stop_loss
06-18 12:25	BTC	Buy	64655.2→64120.8	-4.65	timeout
06-18 11:19	BTC	Buy	64603.2→63951.8	-5.57	timeout
06-18 10:17	BTC	Buy	64899.2→63963.8	-7.76	timeout
06-18 09:11	BTC	Buy	64985.2→64296.8	-5.78	timeout
06-17 19:50	BTC	Buy	65663.3→64036.8	-12.84	stop_loss
06-17 08:44	BTC	Buy	66523.3→64887.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66591.3→64949.3	-12.78	stop_loss
06-17 08:37	BTC	Buy	66674.3→65032.2	-12.74	stop_loss
06-17 08:14	BTC	Buy	66444.3→65300.7	-9.04	timeout
06-17 07:02	BTC	Buy	66339.3→65562.7	-6.33	timeout
06-16 10:35	BTC	Buy	65697.3→66626.7	+6.58	timeout
06-16 09:15	BTC	Buy	65692.3→66672.7	+7.01	timeout
06-16 08:05	BTC	Buy	65723.3→66339.7	+4.29	timeout
06-16 07:01	BTC	Buy	65724.3→66389.7	+4.69	timeout
06-16 05:48	BTC	Buy	65725.3→66054.7	+2.11	timeout
06-15 09:13	BTC	Buy	64416.2→65656.7	+9.20	timeout
06-15 06:11	BTC	Buy	64454.2→65857.7	+10.42	timeout
06-15 05:10	BTC	Buy	64349.2→65610.7	+9.32	timeout
06-15 03:57	BTC	Buy	64518.2→65931.7	+10.47	timeout
06-15 02:46	BTC	Buy	64466.2→65545.7	+7.88	timeout
06-14 07:26	BTC	Buy	63742.2→64341.8	+4.25	timeout
06-14 06:05	BTC	Buy	63550.2→64404.8	+6.28	timeout
06-14 04:26	BTC	Buy	63524.2→64465.8	+7.01	timeout
06-14 02:50	BTC	Buy	63556.2→64476.8	+6.82	timeout
06-14 01:49	BTC	Buy	63789.2→64602.8	+5.96	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-13 02:37	BTC	Buy	63576.2→63694.8	+0.48	timeout
06-12 22:40	BTC	Buy	63530.2→63480.8	-0.89	timeout
06-12 20:33	BTC	Buy	63337.2→63510.8	+0.90	timeout
06-12 19:02	BTC	Buy	63541.2→63687.8	+0.68	timeout
06-12 06:46	BTC	Buy	62849.1→62952.9	+0.33	timeout
06-12 02:01	BTC	Buy	62209.1→63435.8	+9.29	timeout
06-11 21:57	BTC	Buy	61249.1→63435.8	+17.27	timeout
06-11 19:18	BTC	Buy	61718.1→63648.8	+15.06	timeout
06-11 17:37	BTC	Buy	61767.1→63129.8	+10.48	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.01	timeout
06-10 17:56	BTC	Buy	61708.1→61883.9	+0.94	timeout
06-10 16:53	BTC	Buy	61185.1→62117.9	+7.11	timeout
06-10 15:51	BTC	Buy	61329.1→62343.9	+7.77	timeout
06-10 14:48	BTC	Buy	61190.1→61951.9	+5.74	timeout
06-09 16:19	BTC	Buy	62368.1→60832.5	-12.78	stop_loss
06-09 14:47	BTC	Buy	62683.1→61141.4	-12.75	stop_loss
06-09 14:20	BTC	Buy	63253.2→61695.1	-12.77	stop_loss
06-09 14:18	BTC	Buy	63310.2→61753	-12.75	stop_loss
06-09 13:36	BTC	Buy	63769.2→62200.8	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

144

closed

45%

win rate

-442.60

total pnl ($)

-61.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	144	45%	-61.3	-442.60

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…