basis_zscore_fear_gate_long_v3 · strategy

144

closed trades

42%

win rate

-514.59

total pnl ($)

0.461

weight

7d window — n=33 wr=39% pnl=-122.56 · 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 23:34	BTC	Buy	59972→60000	-0.17	timeout
06-27 20:58	BTC	Buy	59689→60241	+4.23	timeout
06-27 18:49	BTC	Buy	59647→60499	+6.71	timeout
06-27 15:42	BTC	Buy	60368→60778	+2.96	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.21	timeout
06-26 19:19	BTC	Buy	59197→59950	+5.78	timeout
06-26 15:58	BTC	Buy	59524→60303	+6.01	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62401.1→60866.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.86	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62880.1→61333.2	-12.75	stop_loss
06-24 11:12	BTC	Buy	62349.1→62374.9	-0.26	timeout
06-24 10:02	BTC	Buy	62490.1→62582.9	+0.24	timeout
06-24 08:29	BTC	Buy	62043.1→62664.9	+4.50	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.83	timeout
06-23 08:17	BTC	Buy	63988.2→62414.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	64028.2→62451.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64152.2→62566.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64253.2→62665.5	-12.82	stop_loss
06-23 02:12	BTC	Buy	64551.2→64038.8	-4.42	timeout
06-23 00:54	BTC	Buy	63776.2→64134.8	+2.37	timeout
06-22 22:31	BTC	Buy	63565.2→63998.8	+2.96	timeout
06-22 21:28	BTC	Buy	63662.2→64275.8	+4.36	timeout
06-22 00:37	BTC	Buy	64263.2→63812.8	-3.97	timeout
06-21 23:23	BTC	Buy	64247.2→63743.8	-4.35	timeout
06-21 22:22	BTC	Buy	64101.2→63705.8	-3.52	timeout
06-21 21:18	BTC	Buy	63942.2→63485.8	-4.02	timeout
06-20 23:02	BTC	Buy	63275.2→64243.8	+7.20	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 21:00	BTC	Buy	63190.2→63893.8	+5.13	timeout
06-20 19:38	BTC	Buy	62985.1→63850.8	+6.44	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:15	BTC	Buy	62628.1→63126.8	+3.52	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64445.2→62841.4	-12.66	stop_loss
06-18 15:37	BTC	Buy	64516.2→62927.4	-12.57	stop_loss
06-18 15:18	BTC	Buy	64686.2→63090.3	-12.55	stop_loss
06-17 19:42	BTC	Buy	65726.3→64108.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65814.3→64195.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65849.3→64224.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65882.3→64250.6	-12.84	stop_loss
06-17 04:40	BTC	Buy	65861.3→65897.7	-0.21	timeout
06-17 02:33	BTC	Buy	65872.3→65926.7	-0.06	timeout
06-17 00:33	BTC	Buy	66333.3→65767.7	-4.77	timeout
06-16 23:35	BTC	Buy	66158.3→65732.7	-3.72	timeout
06-16 03:12	BTC	Buy	65641.3→65750.7	+0.39	timeout
06-16 01:48	BTC	Buy	65655.3→66340.7	+4.78	timeout
06-16 00:12	BTC	Buy	65743.3→66354.7	+4.25	timeout
06-15 21:18	BTC	Buy	64497.2→66480.7	+14.87	timeout
06-15 01:02	BTC	Buy	64547.2→65496.7	+6.88	timeout
06-14 22:21	BTC	Buy	64434.2→65176.7	+5.26	timeout
06-14 21:21	BTC	Buy	64220.2→64629.8	+2.71	timeout
06-14 20:03	BTC	Buy	64251.2→63814.8	-3.89	timeout
06-14 00:37	BTC	Buy	63551.2→64530.8	+7.26	timeout
06-13 22:18	BTC	Buy	63486.2→64364.8	+6.44	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 19:13	BTC	Buy	63678.2→64152.8	+3.28	timeout
06-12 22:06	BTC	Buy	63556.2→63515.8	-0.82	timeout
06-12 20:17	BTC	Buy	63509.2→63506.8	-0.48	timeout
06-12 18:31	BTC	Buy	63429.2→63699.8	+1.67	timeout
06-12 17:06	BTC	Buy	62453.1→64035.8	+12.18	timeout
06-11 19:40	BTC	Buy	61990.1→63658.8	+12.88	timeout
06-11 18:17	BTC	Buy	61944.1→63529.8	+12.23	timeout
06-11 17:14	BTC	Buy	62073.1→62433.9	+2.37	timeout
06-11 15:47	BTC	Buy	62489.1→62656.9	+0.74	timeout
06-10 18:40	BTC	Buy	61733.1→61767.9	-0.21	timeout
06-10 17:37	BTC	Buy	61729.1→61786.9	-0.02	timeout
06-10 16:33	BTC	Buy	61171.1→62228.9	+8.11	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 15:55	BTC	Buy	62617.1→61077.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62687.1→61144.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63298.2→61741	-12.75	stop_loss
06-09 11:11	BTC	Buy	63430.2→62600.9	-6.93	timeout
06-09 10:01	BTC	Buy	63523.2→62724.9	-6.70	timeout
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 09:45	BTC	Buy	62518.1→63357.8	+6.26	timeout
06-08 08:41	BTC	Buy	62433.1→63080.8	+4.65	timeout
06-08 05:25	BTC	Buy	61893.1→62585.9	+5.14	timeout
06-07 21:50	BTC	Buy	60836→61652.9	+6.28	timeout
06-07 06:29	BTC	Buy	61011.1→61974.9	+7.50	timeout
06-07 05:28	BTC	Buy	60747→61816.9	+8.39	timeout
06-07 04:22	BTC	Buy	59980→61541.9	+12.57	timeout
06-06 20:02	BTC	Buy	60182→60536	+2.56	timeout
06-06 04:27	BTC	Buy	61383.1→59873.1	-12.75	stop_loss
06-06 04:15	BTC	Buy	61515.1→60002	-12.75	stop_loss
06-06 04:07	BTC	Buy	61890.1→60357.8	-12.84	stop_loss
06-05 21:15	BTC	Buy	59381→61987.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60701→59208.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60872→59375.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

144

closed

42%

win rate

-514.59

total pnl ($)

-71.2 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	42%	-71.2	-514.59

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 01:37	BTC	Buy	circuit_breaker
06-27 21:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…