deribit_basis_carry_long_zscore_fear_gate · strategy

161

closed trades

47%

win rate

-284.93

total pnl ($)

0.726

weight

7d window — n=35 wr=40% pnl=-88.37 · 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 19:50	BTC	Buy	60222→59337	-7.79	timeout
06-28 14:50	BTC	Buy	60109→60038	-1.06	timeout
06-28 13:33	BTC	Buy	60189→60133	-0.93	timeout
06-28 02:55	BTC	Buy	60589→60137	-4.18	timeout
06-28 01:09	BTC	Buy	60379→59991	-3.66	timeout
06-27 22:49	BTC	Buy	60388→60146	-2.43	timeout
06-27 14:51	BTC	Buy	60283→60588	+2.08	timeout
06-27 07:53	BTC	Buy	59855→60460	+4.59	timeout
06-27 06:49	BTC	Buy	59636→60421	+6.13	timeout
06-26 22:18	BTC	Buy	59764→59912	+0.76	timeout
06-26 13:19	BTC	Buy	59939→58462.8	-12.78	stop_loss
06-26 13:19	BTC	Buy	60176→58694.7	-12.77	stop_loss
06-26 07:18	BTC	Buy	59202→60541	+10.88	timeout
06-26 06:20	BTC	Buy	59675→59766	+0.35	timeout
06-26 03:57	BTC	Buy	59536→59953	+3.06	timeout
06-25 13:46	BTC	Buy	61205.1→59700.1	-12.74	stop_loss
06-25 13:42	BTC	Buy	61740.1→60221.9	-12.71	stop_loss
06-25 13:42	BTC	Buy	61769.1→60249.8	-12.72	stop_loss
06-25 08:01	BTC	Buy	60060→61865.9	+14.57	timeout
06-25 04:49	BTC	Buy	60056→61028.9	+7.67	timeout
06-25 03:59	BTC	Buy	60272→60851	+4.37	timeout
06-24 17:20	BTC	Buy	60914→59414.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.72	stop_loss
06-24 12:44	BTC	Buy	62938.1→62833.9	-1.25	timeout
06-24 10:24	BTC	Buy	62563.1→62538.9	-0.65	timeout
06-23 22:03	BTC	Buy	62547.1→62621.9	+0.16	timeout
06-23 21:13	BTC	Buy	62419.1→62499.9	+0.21	timeout
06-23 19:23	BTC	Buy	63037.2→62257.9	-6.62	timeout
06-23 06:21	BTC	Buy	64155.2→62565.6	-12.81	stop_loss
06-23 06:20	BTC	Buy	64407.2→62813.4	-12.74	stop_loss
06-23 01:32	BTC	Buy	65097.3→64188.8	-7.43	timeout
06-22 23:45	BTC	Buy	64595.2→63971.8	-5.27	timeout
06-22 11:34	BTC	Buy	63363.2→64586.8	+9.13	timeout
06-22 09:10	BTC	Buy	63561.2→64147.8	+4.09	timeout
06-22 05:50	BTC	Buy	64153.2→64160.8	-0.43	timeout
06-21 19:47	BTC	Buy	64200.2→64150.8	-0.83	timeout
06-21 18:10	BTC	Buy	64182.2→63957.8	-2.20	timeout
06-21 14:08	BTC	Buy	64213.2→64061.8	-1.61	timeout
06-21 03:06	BTC	Buy	63922.2→64217.8	+1.86	timeout
06-21 01:57	BTC	Buy	63386.2→64228.8	+6.20	timeout
06-20 22:49	BTC	Buy	63633.2→64248.8	+4.36	timeout
06-20 12:03	BTC	Buy	63567.2→63664.8	+0.29	timeout
06-20 10:10	BTC	Buy	63038.2→63656.8	+4.44	timeout
06-20 09:00	BTC	Buy	63191.2→63411.8	+1.26	timeout
06-19 21:21	BTC	Buy	62380.1→63222.8	+6.28	timeout
06-19 20:11	BTC	Buy	62573.1→63033.8	+3.21	timeout
06-19 18:59	BTC	Buy	62891.1→63080.8	+1.04	timeout
06-19 07:59	BTC	Buy	62953.1→62583.9	-3.31	timeout
06-19 06:01	BTC	Buy	62577.1→62732.9	+0.82	timeout
06-19 05:17	BTC	Buy	62524.1→62593.9	+0.13	timeout
06-18 17:27	BTC	Buy	63783.2→62212.8	-12.72	stop_loss
06-18 15:40	BTC	Buy	64242.2→62662.5	-12.60	stop_loss
06-18 12:30	BTC	Buy	64561.2→64203.8	-3.21	timeout
06-18 11:23	BTC	Buy	64388.2→63899.8	-4.25	timeout
06-18 01:52	BTC	Buy	65303.3→64446.8	-7.03	timeout
06-17 21:04	BTC	Buy	64975.2→64279.8	-5.79	timeout
06-17 19:29	BTC	Buy	65967.3→64340.6	-12.78	stop_loss
06-17 12:02	BTC	Buy	65678.3→64770.8	-7.38	timeout
06-17 09:44	BTC	Buy	65705.3→64943.8	-6.29	timeout
06-17 07:03	BTC	Buy	65703.3→65578.7	-1.39	timeout
06-16 21:12	BTC	Buy	66732.3→65853.7	-7.08	timeout
06-16 18:37	BTC	Buy	66500.3→65832.7	-5.52	timeout
06-16 14:34	BTC	Buy	65808.3→65455.7	-3.17	timeout
06-16 07:08	BTC	Buy	66827.3→66484.7	-2.98	timeout
06-16 04:26	BTC	Buy	67175.4→66034.7	-8.92	timeout
06-16 01:09	BTC	Buy	66572.3→66265.7	-2.75	timeout
06-15 17:46	BTC	Buy	65705.3→66831.7	+8.07	timeout
06-15 15:09	BTC	Buy	65549.3→66619.7	+7.72	timeout
06-15 11:53	BTC	Buy	65713.3→66198.7	+3.25	timeout
06-15 04:41	BTC	Buy	64136.2→65643.7	+11.29	timeout
06-15 00:25	BTC	Buy	64480.2→65681.7	+8.85	timeout
06-14 22:31	BTC	Buy	64568.2→65236.7	+4.70	timeout
06-14 15:36	BTC	Buy	64503.2→64063.8	-3.91	timeout
06-14 09:51	BTC	Buy	64443.2→64590.8	+0.68	timeout
06-14 06:31	BTC	Buy	64187.2→64313.8	+0.54	timeout
06-14 00:32	BTC	Buy	63982.2→64515.8	+3.74	timeout
06-13 20:07	BTC	Buy	63765.2→64225.8	+3.16	timeout
06-13 16:48	BTC	Buy	63604.2→64002.8	+2.68	timeout
06-13 09:11	BTC	Buy	63551.2→63769.8	+1.22	timeout
06-13 07:27	BTC	Buy	63734.2→63746.8	-0.36	timeout
06-13 04:06	BTC	Buy	63669.2→63500.8	-1.77	timeout
06-12 19:25	BTC	Buy	62996.1→63685.8	+5.02	timeout
06-12 16:46	BTC	Buy	63720.2→63828.8	+0.38	timeout
06-12 14:20	BTC	Buy	63593.2→63410.8	-1.92	timeout
06-12 05:10	BTC	Buy	62489.1→63560.8	+8.09	timeout
06-11 23:36	BTC	Buy	63139.2→63469.8	+2.11	timeout
06-11 22:17	BTC	Buy	62787.1→63624.8	+6.15	timeout
06-11 16:11	BTC	Buy	62622.1→62718.9	+0.26	timeout
06-11 10:16	BTC	Buy	61133.1→62869.9	+13.69	timeout
06-11 08:33	BTC	Buy	61861.1→62906.9	+7.93	timeout
06-11 00:46	BTC	Buy	61736.1→61825.9	+0.26	timeout
06-10 21:30	BTC	Buy	61166.1→61555.9	+2.73	timeout
06-10 20:16	BTC	Buy	61651.1→61749.9	+0.32	timeout
06-10 04:41	BTC	Buy	60883→62016.9	+8.93	timeout
06-10 02:39	BTC	Buy	61385.1→62016.9	+4.76	timeout
06-10 01:25	BTC	Buy	62260.1→62016.9	-2.34	timeout
06-09 14:47	BTC	Buy	62688.1→61142.4	-12.78	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 07:35	BTC	Buy	63499.2→63089.8	-3.70	timeout
06-09 06:30	BTC	Buy	63658.2→63441.8	-2.18	timeout

Paper vs Live

Paper (trades.jsonl)

161

closed

47%

win rate

-284.93

total pnl ($)

-35.2 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	161	47%	-35.2	-284.93

Recent bounces (last 20 of 5)

time	sym	side	reason
06-28 22:16	BTC	Buy	circuit_breaker
06-28 16:26	BTC	Buy	circuit_breaker
06-28 16:26	BTC	Buy	circuit_breaker
06-28 15:11	BTC	Buy	circuit_breaker
06-28 15:11	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…