basis_zscore_extreme_fear_gated_long · strategy

128

closed trades

43%

win rate

-415.43

total pnl ($)

0.250

weight

7d window — n=39 wr=38% pnl=-188.53 · 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 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-26 19:48	BTC	Buy	59178→59862	+5.22	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-26 13:19	BTC	Buy	60017→58540.8	-12.76	stop_loss
06-26 13:19	BTC	Buy	60142→58648.7	-12.87	stop_loss
06-26 12:40	BTC	Buy	60642→59131.5	-12.92	stop_loss
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-26 02:13	BTC	Buy	60127→58648.7	-12.74	stop_loss
06-26 02:13	BTC	Buy	60198→58717.7	-12.74	stop_loss
06-25 18:50	BTC	Buy	59395→59441	-0.03	timeout
06-25 13:55	BTC	Buy	59874→58392.9	-12.75	stop_loss
06-25 13:54	BTC	Buy	60073→58543.8	-13.10	stop_loss
06-25 13:53	BTC	Buy	60469→58967.6	-12.78	stop_loss
06-25 13:46	BTC	Buy	61204.1→59694.2	-12.78	stop_loss
06-25 05:09	BTC	Buy	59114→61708.9	+21.51	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61461.1→59950	-12.72	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63005.2→61453.2	-12.77	stop_loss
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:51	BTC	Buy	62904.1→62726.9	-1.91	timeout
06-23 06:27	BTC	Buy	64068.2→62637.9	-11.64	timeout
06-23 06:21	BTC	Buy	64123.2→62533.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64149.2→62565.6	-12.82	stop_loss
06-23 06:08	BTC	Buy	64687.2→63077.3	-12.92	stop_loss
06-23 05:22	BTC	Buy	65083.3→63481.1	-12.78	stop_loss
06-22 10:37	BTC	Buy	64303.2→64111.8	-2.04	timeout
06-22 09:34	BTC	Buy	64074.2→64155.8	+0.11	timeout
06-22 08:31	BTC	Buy	64024.2→64157.8	+0.54	timeout
06-22 07:26	BTC	Buy	64168.2→64245.8	+0.13	timeout
06-22 03:46	BTC	Buy	64400.2→64115.8	-2.72	timeout
06-21 05:55	BTC	Buy	63642.2→64217.8	+4.07	timeout
06-21 04:54	BTC	Buy	63574.2→64297.8	+5.26	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 02:41	BTC	Buy	62895.1→63355.8	+3.22	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+4.87	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-19 21:26	BTC	Buy	62950.1→63149.8	+1.08	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-18 15:57	BTC	Buy	63921.2→62348.7	-12.62	stop_loss
06-18 15:51	BTC	Buy	64128.2→62550.6	-12.78	stop_loss
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.86	stop_loss
06-18 15:40	BTC	Buy	64305.2→62720.5	-12.76	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.76	stop_loss
06-18 09:09	BTC	Buy	64926.2→64330.8	-5.07	timeout
06-18 04:11	BTC	Buy	65376.3→63743.9	-12.94	stop_loss
06-17 19:40	BTC	Buy	65807.3→64186.7	-12.80	stop_loss
06-17 19:38	BTC	Buy	65657.3→64454.8	-9.65	timeout
06-17 18:38	BTC	Buy	65809.3→65442.7	-3.34	timeout
06-17 15:29	BTC	Buy	65757.3→65333.7	-3.68	timeout
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.64	timeout
06-16 20:20	BTC	Buy	66513.3→65787.7	-6.00	timeout
06-16 19:22	BTC	Buy	66531.3→65666.7	-7.03	timeout
06-16 18:03	BTC	Buy	66840.3→66185.7	-5.43	timeout
06-16 15:24	BTC	Buy	66645.3→65741.7	-7.31	timeout
06-16 07:51	BTC	Buy	65653.3→66332.7	+4.80	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:25	BTC	Buy	64085.2→66898.7	+21.52	take_profit
06-15 13:19	BTC	Buy	63993.2→66803.7	+21.53	take_profit
06-15 12:24	BTC	Buy	64475.2→66254.7	+13.36	timeout
06-15 06:58	BTC	Buy	64266.2→65824.7	+11.66	timeout
06-14 09:49	BTC	Buy	63764.2→64557.8	+5.72	timeout
06-14 08:43	BTC	Buy	63889.2→64448.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-14 06:09	BTC	Buy	63569.2→64438.8	+6.40	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 09:25	BTC	Buy	63662.2→63777.8	+0.37	timeout
06-13 08:23	BTC	Buy	63474.2→63736.8	+1.52	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-13 05:19	BTC	Buy	63500.2→63533.8	-0.17	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 09:02	BTC	Buy	62918.1→63465.8	+3.83	timeout
06-12 07:53	BTC	Buy	62659.1→62988.9	+2.14	timeout
06-12 06:47	BTC	Buy	62835.1→62963.9	+0.52	timeout
06-12 00:34	BTC	Buy	61838.1→63643.8	+14.02	timeout
06-11 16:01	BTC	Buy	62498.1→62731.9	+1.27	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 18:58	BTC	Buy	61775.1→61841.9	+0.03	timeout
06-10 16:09	BTC	Buy	60912→62402.9	+11.76	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:05	BTC	Buy	62205.1→62187.9	-0.61	timeout
06-09 15:56	BTC	Buy	62567.1→61024.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62753.1→61208.3	-12.76	stop_loss
06-09 14:44	BTC	Buy	62823.1→61277.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 12:28	BTC	Buy	63036.2→62619.9	-3.70	timeout
06-09 00:49	BTC	Buy	63936.2→62361.7	-12.77	stop_loss
06-08 23:36	BTC	Buy	63126.2→63076.8	-0.87	timeout
06-08 22:31	BTC	Buy	62866.1→63280.8	+2.81	timeout
06-08 21:32	BTC	Buy	61774.1→63648.8	+14.69	timeout
06-08 07:24	BTC	Buy	62141.1→63141.8	+7.57	timeout
06-08 06:23	BTC	Buy	61829.1→63021.8	+9.19	timeout
06-07 18:52	BTC	Buy	60543→62073.9	+12.24	timeout
06-07 14:31	BTC	Buy	60799→62189.9	+10.97	timeout
06-07 12:19	BTC	Buy	60928→61992.9	+8.29	timeout

Paper vs Live

Paper (trades.jsonl)

128

closed

43%

win rate

-415.43

total pnl ($)

-64.6 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	128	43%	-64.6	-415.43

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…