basis_zscore_extreme_long_fear_fee_gate · strategy

closed trades

49%

win rate

-165.01

total pnl ($)

0.988

weight

7d window — n=24 wr=54% pnl=-39.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 02:16	BTC	Buy	59996→60141	+0.74	timeout
06-26 20:15	BTC	Buy	60218→59777	-4.17	timeout
06-26 13:45	BTC	Buy	59258→59375	+0.52	timeout
06-26 07:42	BTC	Buy	59295→60661	+11.07	timeout
06-26 01:46	BTC	Buy	59740→59280	-4.30	timeout
06-25 13:45	BTC	Buy	61848.1→59955	-15.74	stop_loss
06-25 13:34	BTC	Buy	60784→61012.9	+1.44	timeout
06-25 07:29	BTC	Buy	59759→61775.9	+16.44	timeout
06-24 16:51	BTC	Buy	61800.1→59855.1	-16.16	stop_loss
06-24 15:30	BTC	Buy	62657.1→60740.6	-15.72	stop_loss
06-24 13:23	BTC	Buy	62821.1→61742.9	-9.03	timeout
06-24 06:50	BTC	Buy	62179.1→62715.9	+3.84	timeout
06-24 00:46	BTC	Buy	62297.1→62921.9	+4.57	timeout
06-23 18:41	BTC	Buy	62937.1→62197.9	-6.33	timeout
06-23 08:27	BTC	Buy	64003.2→62045.9	-15.72	stop_loss
06-23 04:11	BTC	Buy	64710.2→64031.8	-5.69	timeout
06-22 20:59	BTC	Buy	64132.2→64413.8	+1.73	timeout
06-22 14:56	BTC	Buy	64270.2→64858.8	+4.08	timeout
06-22 08:49	BTC	Buy	63674.2→64125.8	+3.06	timeout
06-22 02:27	BTC	Buy	64018.2→64478.8	+3.10	timeout
06-21 19:24	BTC	Buy	64188.2→64182.8	-0.47	timeout
06-21 05:48	BTC	Buy	63832.2→64208.8	+2.50	timeout
06-20 20:07	BTC	Buy	63540.2→63946.8	+2.77	timeout
06-20 14:05	BTC	Buy	63463.2→63262.8	-2.06	timeout
06-19 19:11	BTC	Buy	62822.1→62971.9	+0.73	timeout
06-19 13:29	BTC	Buy	62905.1→62740.9	-1.71	timeout
06-19 07:24	BTC	Buy	62737.1→62743.9	-0.38	timeout
06-19 02:17	BTC	Buy	63925.2→62976.9	-7.82	timeout
06-18 15:53	BTC	Buy	64439.2→62467.6	-15.64	stop_loss
06-18 13:35	BTC	Buy	64634.2→64070.8	-4.80	timeout
06-18 07:45	BTC	Buy	64139.2→64390.8	+1.51	timeout
06-18 01:48	BTC	Buy	65266.3→64520.8	-6.20	timeout
06-17 19:33	BTC	Buy	65536.3→64398.8	-9.13	timeout
06-17 13:24	BTC	Buy	65571.3→64872.8	-5.78	timeout
06-17 07:22	BTC	Buy	65673.3→65499.7	-1.75	timeout
06-17 01:15	BTC	Buy	66176.3→65733.7	-3.82	timeout
06-16 19:02	BTC	Buy	66377.3→65717.7	-5.46	timeout
06-16 12:16	BTC	Buy	66375.3→66610.7	+1.28	timeout
06-15 23:57	BTC	Buy	66219.3→66320.7	+0.33	timeout
06-15 17:48	BTC	Buy	65740.3→66857.7	+7.99	timeout
06-15 10:18	BTC	Buy	65077.3→65689.7	+4.26	timeout
06-14 18:56	BTC	Buy	64258.2→63771.8	-4.27	timeout
06-14 12:52	BTC	Buy	64511.2→64277.8	-2.26	timeout
06-14 06:32	BTC	Buy	64174.2→64309.8	+0.61	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 17:03	BTC	Buy	63514.2→63963.8	+3.09	timeout
06-13 10:24	BTC	Buy	63625.2→63740.8	+0.42	timeout
06-12 23:48	BTC	Buy	63805.2→63504.8	-2.85	timeout
06-12 17:23	BTC	Buy	63462.2→63750.8	+1.82	timeout
06-12 09:04	BTC	Buy	63408.2→63408.8	-0.48	timeout
06-12 02:58	BTC	Buy	62840.1→63544.8	+5.11	timeout
06-11 20:16	BTC	Buy	62773.1→63490.8	+5.20	timeout
06-11 14:03	BTC	Buy	62201.1→62978.9	+5.75	timeout
06-11 02:50	BTC	Buy	61875.1→62016.9	+0.67	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 01:56	BTC	Buy	62358.1→62016.9	-3.13	timeout
06-09 14:46	BTC	Buy	63175.2→61239.3	-15.78	stop_loss
06-09 06:26	BTC	Buy	63548.2→63424.8	-1.45	timeout
06-09 00:18	BTC	Buy	62877.1→63004.8	+0.55	timeout
06-08 18:13	BTC	Buy	62905.1→63489.8	+4.16	timeout
06-08 11:46	BTC	Buy	63261.2→63582.8	+2.08	timeout
06-08 05:55	BTC	Buy	62152.1→62706.9	+4.01	timeout
06-07 23:46	BTC	Buy	62705.1→63260.8	+3.98	timeout
06-07 17:39	BTC	Buy	61800.1→62258.9	+3.28	timeout
06-07 11:35	BTC	Buy	60706→62515.9	+14.47	timeout
06-06 19:01	BTC	Buy	60714→60607	-1.30	timeout
06-06 12:23	BTC	Buy	61195.1→60825	-3.44	timeout
06-06 06:21	BTC	Buy	60392→61114.9	+5.54	timeout
06-05 14:26	BTC	Buy	62273.1→60366.8	-15.76	stop_loss
06-05 06:22	BTC	Buy	63305.2→61366.2	-15.76	stop_loss
06-05 04:36	BTC	Buy	63438.2→63168.8	-2.54	timeout
06-04 23:27	BTC	Buy	62539.1→63445.8	+6.82	timeout
06-04 17:59	BTC	Buy	63915.2→63518.8	-3.59	timeout
06-04 00:29	BTC	Buy	65546.3→63541	-15.74	stop_loss
06-03 23:02	BTC	Buy	66675.3→64614.4	-15.90	stop_loss
06-03 16:55	BTC	Buy	66290.3→65995.7	-2.70	timeout
06-03 12:16	BTC	Buy	66834.3→66822.7	-0.53	timeout
06-03 03:50	BTC	Buy	67573.4→65473	-16.00	stop_loss
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.76	stop_loss
06-02 13:15	BTC	Buy	70998.5→68803.1	-15.91	stop_loss
06-01 02:28	BTC	Buy	73555.7→73491.3	-0.92	timeout
05-31 03:24	BTC	Buy	73856.7→74144.3	+1.47	timeout
05-29 19:47	BTC	Buy	73373.7→73651.3	+1.42	timeout
05-29 03:29	BTC	Buy	72950.6→73359.3	+2.29	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-165.01

total pnl ($)

-39.1 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	84	49%	-39.1	-165.01

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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