deribit_basis_annualized_zscore_long_fear_gate · strategy

154

closed trades

42%

win rate

-550.78

total pnl ($)

0.250

weight

7d window — n=40 wr=35% pnl=-216.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:04	BTC	Buy	60064→59797	-2.69	timeout
06-28 21:02	BTC	Buy	60306→59620	-6.14	timeout
06-28 19:59	BTC	Buy	60148→59448	-6.24	timeout
06-28 17:55	BTC	Buy	60579→59569	-8.75	timeout
06-28 16:50	BTC	Buy	60795→59664	-9.72	timeout
06-27 21:44	BTC	Buy	59995→60200	+1.33	timeout
06-27 20:46	BTC	Buy	59640→60246	+4.69	timeout
06-27 19:42	BTC	Buy	59905→60141	+1.57	timeout
06-27 17:43	BTC	Buy	60024→60586	+4.23	timeout
06-27 15:35	BTC	Buy	60184→60755	+4.30	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.20	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 18:19	BTC	Buy	59653→59977	+2.15	timeout
06-26 16:07	BTC	Buy	59593→60312	+5.49	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 13:58	BTC	Buy	59622→58154	-12.68	stop_loss
06-25 13:58	BTC	Buy	59648→58176	-12.71	stop_loss
06-25 13:57	BTC	Buy	59784→58300.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60487→58995.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60767→59267.4	-12.73	stop_loss
06-24 17:20	BTC	Buy	60999→59499.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61154.1→59649.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62424.1→60884.5	-12.78	stop_loss
06-24 14:13	BTC	Buy	62613.1→61073.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62662.1→61120.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62861.1→61312.3	-12.77	stop_loss
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:24	BTC	Buy	62175.1→62666.9	+3.45	timeout
06-24 07:26	BTC	Buy	62967.1→62665.9	-2.87	timeout
06-24 06:40	BTC	Buy	62947.1→62824.9	-1.47	timeout
06-23 08:17	BTC	Buy	63954.2→62380.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63955.2→62380.7	-12.78	stop_loss
06-23 06:23	BTC	Buy	64077.2→62501.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64278.2→62695.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64468.2→62878.4	-12.79	stop_loss
06-23 02:58	BTC	Buy	64223.2→64172.8	-0.84	timeout
06-22 23:04	BTC	Buy	63658.2→63962.8	+1.94	timeout
06-22 19:52	BTC	Buy	64187.2→64404.8	+1.21	timeout
06-22 04:36	BTC	Buy	64549.2→64014.8	-4.61	timeout
06-22 03:33	BTC	Buy	64331.2→64236.8	-1.26	timeout
06-22 01:12	BTC	Buy	64231.2→63868.8	-3.35	timeout
06-21 21:55	BTC	Buy	64012.2→63768.8	-2.35	timeout
06-21 18:40	BTC	Buy	63815.2→64172.8	+2.40	timeout
06-21 01:53	BTC	Buy	63542.2→64255.8	+5.11	timeout
06-21 00:44	BTC	Buy	63583.2→64283.8	+5.01	timeout
06-20 22:25	BTC	Buy	63273.2→64152.8	+6.50	timeout
06-20 20:54	BTC	Buy	63168.2→63891.8	+5.30	timeout
06-20 18:17	BTC	Buy	63129.2→63808.8	+4.93	timeout
06-19 23:44	BTC	Buy	62892.1→63286.8	+2.66	timeout
06-19 22:23	BTC	Buy	62821.1→63237.8	+2.82	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.60	timeout
06-18 15:51	BTC	Buy	64081.2→62505.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64195.2→62599.6	-12.61	stop_loss
06-18 15:39	BTC	Buy	64376.2→62790.4	-12.48	stop_loss
06-18 15:36	BTC	Buy	64668.2→63070.3	-12.59	stop_loss
06-18 15:18	BTC	Buy	64713.2→63119.3	-12.58	stop_loss
06-18 10:01	BTC	Buy	64978.2→64152.8	-6.90	timeout
06-17 22:03	BTC	Buy	65559.3→63942.8	-12.77	stop_loss
06-17 19:41	BTC	Buy	65756.3→64136.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65849.3→64228.7	-12.76	stop_loss
06-17 17:14	BTC	Buy	65773.3→65856.7	+0.08	timeout
06-17 08:39	BTC	Buy	66556.3→64919.3	-12.78	stop_loss
06-17 05:27	BTC	Buy	66034.3→65812.7	-2.15	timeout
06-17 03:45	BTC	Buy	66107.3→65784.7	-2.94	timeout
06-17 00:16	BTC	Buy	66376.3→65726.7	-5.39	timeout
06-16 15:23	BTC	Buy	66629.3→65766.7	-7.01	timeout
06-16 07:01	BTC	Buy	65697.3→66385.7	+4.86	timeout
06-16 03:13	BTC	Buy	65673.3→65755.7	+0.21	timeout
06-16 02:03	BTC	Buy	65487.3→66309.7	+5.81	timeout
06-15 21:19	BTC	Buy	64705.2→66493.7	+13.31	timeout
06-15 11:58	BTC	Buy	64538.2→66186.7	+12.34	timeout
06-15 05:40	BTC	Buy	64340.2→65716.7	+10.23	timeout
06-15 01:03	BTC	Buy	64491.2→65411.7	+6.66	timeout
06-14 23:01	BTC	Buy	64446.2→65375.7	+6.72	timeout
06-14 20:05	BTC	Buy	64242.2→63792.8	-3.99	timeout
06-14 09:43	BTC	Buy	63777.2→64500.8	+5.17	timeout
06-14 04:39	BTC	Buy	63589.2→64406.8	+6.03	timeout
06-13 22:54	BTC	Buy	63491.2→64436.8	+6.97	timeout
06-13 21:50	BTC	Buy	63471.2→64472.8	+7.41	timeout
06-13 19:33	BTC	Buy	63641.2→64143.8	+3.50	timeout
06-13 08:58	BTC	Buy	63452.2→63793.8	+2.17	timeout
06-13 02:29	BTC	Buy	63516.2→63700.8	+0.99	timeout
06-12 22:04	BTC	Buy	63579.2→63516.8	-0.99	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:39	BTC	Buy	63207.2→63821.8	+4.40	timeout
06-12 08:48	BTC	Buy	62980.1→63416.8	+2.93	timeout
06-12 00:07	BTC	Buy	61628.1→63628.8	+15.66	timeout
06-11 20:55	BTC	Buy	61710.1→63355.8	+12.74	timeout
06-11 19:33	BTC	Buy	61223.1→63911.8	+21.39	take_profit
06-11 17:37	BTC	Buy	61793.1→63127.8	+10.27	timeout
06-11 07:51	BTC	Buy	61665.1→62672.9	+7.58	timeout
06-10 22:17	BTC	Buy	62605.1→61062.4	-12.77	stop_loss
06-10 19:03	BTC	Buy	61769.1→61835.9	+0.03	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.38	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

42%

win rate

-550.78

total pnl ($)

-71.4 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	154	42%	-71.4	-550.78

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…