deribit_basis_discount_zscore_fear_gated_long · strategy

closed trades

43%

win rate

-197.10

total pnl ($)

0.797

weight

7d window — n=24 wr=38% pnl=-71.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 13:14	BTC	Buy	59982→60087	+0.42	timeout
06-28 04:30	BTC	Buy	60237→60141	-1.25	timeout
06-27 22:27	BTC	Buy	60608→60048	-5.05	timeout
06-27 15:49	BTC	Buy	60475→60765	+1.98	timeout
06-26 20:57	BTC	Buy	59211→59704	+3.68	timeout
06-26 14:38	BTC	Buy	60143→59657	-4.51	timeout
06-26 08:34	BTC	Buy	59739→60125	+2.80	timeout
06-26 02:30	BTC	Buy	59649→58910.1	-6.64	timeout
06-25 13:46	BTC	Buy	61629.1→59744.1	-15.74	stop_loss
06-25 13:46	BTC	Buy	61662.1→59776.1	-15.73	stop_loss
06-25 08:24	BTC	Buy	60996→61692.9	+5.26	timeout
06-25 02:19	BTC	Buy	59695→60797	+8.78	timeout
06-24 14:19	BTC	Buy	62786.1→60845.5	-15.90	stop_loss
06-24 14:19	BTC	Buy	62772.1→60845.5	-15.79	stop_loss
06-24 08:17	BTC	Buy	62865.1→62616.9	-2.45	timeout
06-24 02:14	BTC	Buy	62366.1→62821.9	+3.19	timeout
06-23 20:07	BTC	Buy	62442.1→62456.9	-0.34	timeout
06-23 13:51	BTC	Buy	63400.2→62409.9	-8.23	timeout
06-23 03:33	BTC	Buy	64420.2→64034.8	-3.44	timeout
06-22 21:16	BTC	Buy	65078.3→64336.8	-6.15	timeout
06-22 15:14	BTC	Buy	64183.2→65058.7	+6.34	timeout
06-22 09:13	BTC	Buy	63858.2→64175.8	+2.01	timeout
06-22 03:08	BTC	Buy	64143.2→64020.8	-1.43	timeout
06-21 21:07	BTC	Buy	64119.2→63729.8	-3.49	timeout
06-21 15:00	BTC	Buy	64275.2→64095.8	-1.83	timeout
06-21 08:47	BTC	Buy	64227.2→63917.8	-2.90	timeout
06-21 01:42	BTC	Buy	63828.2→64193.8	+2.40	timeout
06-20 09:27	BTC	Buy	63412.2→63510.8	+0.29	timeout
06-20 03:27	BTC	Buy	62918.1→63411.8	+3.48	timeout
06-19 21:26	BTC	Buy	62728.1→63149.8	+2.89	timeout
06-19 15:23	BTC	Buy	62731.1→63001.8	+1.74	timeout
06-19 09:31	BTC	Buy	62931.1→62381.9	-4.76	timeout
06-19 03:21	BTC	Buy	62713.1→62570.9	-1.56	timeout
06-18 21:35	BTC	Buy	64040.2→62953.9	-8.89	timeout
06-18 15:24	BTC	Buy	64228.2→63307.8	-7.60	timeout
06-18 09:25	BTC	Buy	64602.2→64312.8	-2.71	timeout
06-18 03:31	BTC	Buy	64585.2→64347.8	-2.30	timeout
06-17 21:30	BTC	Buy	64843.2→64229.8	-5.17	timeout
06-17 15:29	BTC	Buy	65524.3→65334.7	-1.95	timeout
06-17 09:15	BTC	Buy	65740.3→64958.8	-6.41	timeout
06-17 03:09	BTC	Buy	65733.3→65861.7	+0.52	timeout
06-16 21:02	BTC	Buy	66396.3→65813.7	-4.87	timeout
06-16 15:00	BTC	Buy	66413.3→65614.7	-6.49	timeout
06-15 20:58	BTC	Buy	66542.3→66483.7	-0.91	timeout
06-15 14:09	BTC	Buy	65849.3→66355.7	+3.40	timeout
06-15 05:21	BTC	Buy	64770.2→65710.7	+6.80	timeout
06-14 19:18	BTC	Buy	64528.2→63828.8	-5.89	timeout
06-14 13:16	BTC	Buy	64349.2→64354.8	-0.41	timeout
06-14 07:16	BTC	Buy	64453.2→64228.8	-2.19	timeout
06-14 01:12	BTC	Buy	63952.2→64633.8	+4.89	timeout
06-13 19:07	BTC	Buy	63853.2→64135.8	+1.76	timeout
06-13 12:50	BTC	Buy	63625.2→64058.8	+2.93	timeout
06-13 05:28	BTC	Buy	63499.2→63561.8	+0.05	timeout
06-12 17:36	BTC	Buy	63863.2→63769.8	-1.18	timeout
06-12 11:26	BTC	Buy	63384.2→63822.8	+2.98	timeout
06-12 04:57	BTC	Buy	63374.2→63692.8	+2.04	timeout
06-11 21:57	BTC	Buy	62964.1→63438.8	+3.27	timeout
06-11 00:09	BTC	Buy	62421.1→61553.9	-7.37	timeout
06-10 16:19	BTC	Buy	61596.1→62294.9	+5.20	timeout
06-09 23:09	BTC	Buy	61614.1→62016.9	+2.85	timeout
06-09 14:46	BTC	Buy	63168.2→61236.3	-15.75	stop_loss
06-09 04:22	BTC	Buy	63232.2→62856.9	-3.41	timeout
06-08 22:11	BTC	Buy	63745.2→63432.8	-2.91	timeout
06-08 16:05	BTC	Buy	63167.2→63838.8	+4.82	timeout
06-08 10:01	BTC	Buy	63108.2→63494.8	+2.61	timeout
06-08 04:05	BTC	Buy	61487.1→62919.9	+11.20	timeout
06-07 21:59	BTC	Buy	61719.1→61742.9	-0.25	timeout
06-07 15:49	BTC	Buy	62213.1→62005.9	-2.10	timeout
06-07 09:48	BTC	Buy	61488.1→62402.9	+6.99	timeout
06-07 03:39	BTC	Buy	60556→61557.9	+7.81	timeout
06-06 21:34	BTC	Buy	60756→60963	+1.28	timeout
06-06 04:33	BTC	Buy	61466.1→59586.2	-15.74	stop_loss
06-05 23:16	BTC	Buy	60536→61124.9	+4.40	timeout
06-05 13:52	BTC	Buy	63004.2→61074.4	-15.77	stop_loss
06-05 12:02	BTC	Buy	62588.1→61704.9	-7.52	timeout
06-05 05:17	BTC	Buy	63717.2→63276.8	-3.89	timeout
06-04 23:46	BTC	Buy	63752.2→63681.8	-0.99	timeout
06-04 17:40	BTC	Buy	62890.1→62960.9	+0.09	timeout
06-04 10:29	BTC	Buy	64407.2→62436.6	-15.72	stop_loss
06-04 00:30	BTC	Buy	65253.3→63257.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66912.3→64864.3	-15.77	stop_loss
06-03 12:40	BTC	Buy	66345.3→66829.7	+3.22	timeout
06-03 07:16	BTC	Buy	66731.3→67215.6	+3.14	timeout
06-02 23:48	BTC	Buy	67322.4→66726.7	-4.88	timeout
06-02 14:23	BTC	Buy	70109.5→67962.6	-15.78	stop_loss
06-02 11:08	BTC	Buy	70986.5→69569.5	-10.48	timeout
05-28 22:39	BTC	Buy	72935.6→73532.3	+3.59	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-197.10

total pnl ($)

-45.2 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	87	43%	-45.2	-197.10

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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