deribit_basis_annualized_zscore_extreme_fear_gate_long

not live
27
closed trades
44%
win rate
-43.63
total pnl ($)
1.072
weight
7d window — n=7 wr=43% pnl=-24.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:49BTCBuy59195→60306+8.91timeout
06-25 13:46BTCBuy61163.1→59659.2-12.74stop_loss
06-24 13:43BTCBuy63000.1→61445.2-12.79stop_loss
06-23 08:17BTCBuy63964.2→62382.7-12.83stop_loss
06-22 22:37BTCBuy63584.2→63927.8+2.25timeout
06-21 22:21BTCBuy64066.2→63701.8-3.28timeout
06-20 22:21BTCBuy63193.2→64058.8+6.40timeout
06-19 22:55BTCBuy62848.1→63317.8+3.25timeout
06-18 15:39BTCBuy64373.2→62790.4-12.50stop_loss
06-17 19:50BTCBuy65639.3→64011.8-12.85stop_loss
06-16 22:44BTCBuy66253.3→65686.7-4.81timeout
06-15 21:21BTCBuy64807.2→66505.7+12.60timeout
06-14 21:13BTCBuy64205.2→64013.8-1.96timeout
06-13 21:12BTCBuy63568.2→64238.8+4.80timeout
06-12 15:02BTCBuy62611.1→64124.8+11.56timeout
06-11 09:29BTCBuy61183.1→62788.9+12.54timeout
06-09 00:48BTCBuy64039.2→62463.6-12.76stop_loss
06-08 15:11BTCBuy61775.1→64070.8+18.09timeout
06-07 15:05BTCBuy60545→61663.9+8.78timeout
06-06 14:29BTCBuy60333→60840+3.76timeout
06-05 02:30BTCBuy64158.2→62580.6-12.73stop_loss
06-03 23:03BTCBuy66063.3→64438.5-12.75stop_loss
06-03 03:39BTCBuy67580.4→65918.7-12.75stop_loss
06-02 09:12BTCBuy71258.6→69505.8-12.81stop_loss
05-31 16:54BTCBuy73896.7→73495.3-3.22timeout
05-30 14:16BTCBuy72989.6→73871.3+5.48timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-43.63
total pnl ($)
-31.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-31.9-43.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems