basis_zscore_fear_dom_gated_short_v2 · strategy

closed trades

50%

win rate

+102.77

total pnl ($)

1.576

weight

7d window — n=22 wr=59% pnl=+57.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:40	BTC	Sell	59914→60423	-4.70	timeout
06-26 19:17	BTC	Sell	60547→59944	+4.59	timeout
06-26 15:38	BTC	Sell	58902.1→60415.2	-13.29	stop_loss
06-26 12:48	BTC	Sell	59751→59299	+3.36	timeout
06-26 06:31	BTC	Sell	59555→59939	-3.67	timeout
06-25 13:55	BTC	Sell	61160.9→58472.9	+21.52	take_profit
06-25 13:53	BTC	Sell	61725.9→59003	+21.58	take_profit
06-25 12:24	BTC	Sell	60977→61192.1	-2.22	timeout
06-24 20:50	BTC	Sell	59668→61211.6	-13.41	stop_loss
06-24 16:47	BTC	Sell	62737.9→59973	+21.55	take_profit
06-24 16:47	BTC	Sell	62786.9→60029	+21.43	take_profit
06-24 01:23	BTC	Sell	62094.9→62832.1	-6.37	timeout
06-23 19:32	BTC	Sell	62880.9→62386.1	+3.49	timeout
06-23 07:38	BTC	Sell	64427.8→62966.1	+10.90	timeout
06-23 01:25	BTC	Sell	65022.7→64149.2	+6.25	timeout
06-22 19:25	BTC	Sell	64211.8→64336.2	-1.40	timeout
06-22 13:12	BTC	Sell	63851.8→65128.3	-10.37	timeout
06-22 07:05	BTC	Sell	64145.8→64081.2	+0.07	timeout
06-22 01:04	BTC	Sell	64075.8→63906.2	+0.91	timeout
06-21 19:00	BTC	Sell	64262.8→64172.2	+0.23	timeout
06-21 12:43	BTC	Sell	64275.8→64042.2	+1.34	timeout
06-21 05:45	BTC	Sell	63790.8→64260.2	-4.13	timeout
06-20 13:30	BTC	Sell	63476.8→63335.2	+0.69	timeout
06-20 07:28	BTC	Sell	62967.9→63743.2	-6.60	timeout
06-20 01:26	BTC	Sell	62721.9→63399.2	-5.85	timeout
06-19 19:22	BTC	Sell	62750.9→62994.1	-2.38	timeout
06-19 13:44	BTC	Sell	62874.9→63045.2	-1.85	timeout
06-19 07:26	BTC	Sell	62770.9→62782.1	-0.56	timeout
06-19 01:54	BTC	Sell	64043.8→62959.1	+7.96	timeout
06-18 19:50	BTC	Sell	64426.8→62912.1	+11.22	timeout
06-18 13:41	BTC	Sell	64590.8→63976.2	+4.30	timeout
06-18 07:25	BTC	Sell	64601.8→64221.2	+2.48	timeout
06-18 01:15	BTC	Sell	65039.7→64712.2	+2.10	timeout
06-17 19:15	BTC	Sell	65664.7→65333.3	+2.10	timeout
06-17 13:02	BTC	Sell	65706.7→65033.3	+4.70	timeout
06-17 07:02	BTC	Sell	65727.7→65590.3	+0.61	timeout
06-17 01:00	BTC	Sell	66390.7→65695.3	+4.82	timeout
06-16 18:59	BTC	Sell	66405.7→65812.3	+4.05	timeout
06-16 04:04	BTC	Sell	67102.6→66193.3	+6.30	timeout
06-15 22:05	BTC	Sell	65677.7→66413.3	-6.02	timeout
06-15 16:01	BTC	Sell	65857.7→67145.4	-10.24	timeout
06-14 23:17	BTC	Sell	64522.8→65605.3	-8.82	timeout
06-14 21:40	BTC	Sell	63781.8→65419	-13.28	stop_loss
06-14 17:15	BTC	Sell	64325.8→63941.2	+2.58	timeout
06-14 11:12	BTC	Sell	64419.8→64516.2	-1.20	timeout
06-14 05:12	BTC	Sell	63933.8→64331.2	-3.57	timeout
06-13 22:44	BTC	Sell	63842.8→64485.2	-5.47	timeout
06-13 16:43	BTC	Sell	63586.8→64039.2	-4.01	timeout
06-13 09:13	BTC	Sell	63566.8→63794.2	-2.19	timeout
06-12 20:28	BTC	Sell	63469.8→63504.2	-0.71	timeout
06-12 14:38	BTC	Sell	63574.8→63697.2	-1.38	timeout
06-12 08:32	BTC	Sell	63330.8→63443.2	-1.29	timeout
06-12 01:56	BTC	Sell	63067.8→63397.2	-3.00	timeout
06-11 04:00	BTC	Sell	62602.9→62637.1	-0.65	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 03:08	BTC	Sell	61559.9→62023.1	-4.27	timeout
06-09 19:43	BTC	Sell	63162.8→61848.1	+10.00	timeout
06-09 08:07	BTC	Sell	63347.8→62900.1	+3.11	timeout
06-09 02:08	BTC	Sell	63701.8→62787.1	+6.72	timeout
06-08 19:59	BTC	Sell	63278.8→63361.2	-1.08	timeout
06-08 13:54	BTC	Sell	63032.8→63774.2	-6.31	timeout
06-07 22:14	BTC	Sell	61747.9→63329.8	-13.26	stop_loss
06-07 22:14	BTC	Sell	61161.9→62740.5	-13.36	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 08:48	BTC	Sell	61284.9→62864.6	-13.34	stop_loss
06-07 05:18	BTC	Sell	60587→62143.2	-13.30	stop_loss
06-07 01:34	BTC	Sell	60750→61537.1	-6.89	timeout
06-06 10:16	BTC	Sell	61485.9→60696	+5.99	timeout
06-06 03:25	BTC	Sell	60889→60710	+1.03	timeout
06-05 15:39	BTC	Sell	62883.9→60107	+21.61	take_profit
06-05 15:37	BTC	Sell	63065.8→60292	+21.53	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:51	BTC	Sell	63792.8→62779.1	+7.47	timeout
06-04 17:00	BTC	Sell	64256.8→63464.2	+5.76	timeout
06-04 14:11	BTC	Sell	62867.9→64478.4	-13.27	stop_loss
06-04 01:56	BTC	Sell	64966.8→62114.1	+21.50	take_profit
06-04 00:24	BTC	Sell	66918.7→63980.2	+21.50	take_profit
06-03 16:39	BTC	Sell	66347.7→65824.3	+3.52	timeout
06-03 11:46	BTC	Sell	66680.7→67097.4	-3.51	timeout
06-03 04:08	BTC	Sell	67549.6→66293.3	+8.85	timeout
06-02 14:27	BTC	Sell	70910.5→67796.4	+21.53	take_profit
06-01 03:19	BTC	Sell	73660.3→73890.7	-1.98	timeout
05-31 19:07	BTC	Sell	73966.3→73585.7	+2.16	timeout
05-30 02:52	BTC	Sell	72997.3→73707.7	-5.29	timeout
05-29 19:48	BTC	Sell	73368.3→73625.7	-2.17	timeout
05-29 02:38	BTC	Sell	72859.4→73428.7	-4.30	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+102.77

total pnl ($)

+23.7 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	86	50%	+23.7	+102.77

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 17:01	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…