deribit_basis_fear_gated_long_zscore · strategy

162

closed trades

38%

win rate

-573.43

total pnl ($)

0.733

weight

7d window — n=35 wr=40% pnl=-73.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 14:33	BTC	Buy	59434→58920.1	-4.80	timeout
06-30 11:44	BTC	Buy	59819→59243	-5.25	timeout
06-30 02:59	BTC	Buy	59729→59927	+1.28	timeout
06-30 01:03	BTC	Buy	59494→59765	+1.89	timeout
06-29 23:43	BTC	Buy	59730→60232	+3.78	timeout
06-29 11:08	BTC	Buy	60174→59987	-2.15	timeout
06-29 09:56	BTC	Buy	60224→60001	-2.45	timeout
06-28 22:53	BTC	Buy	60438→58949.6	-12.85	stop_loss
06-28 21:12	BTC	Buy	60337→59646	-6.19	timeout
06-28 20:10	BTC	Buy	60250→59548	-6.27	timeout
06-28 09:48	BTC	Buy	60396→60280	-1.44	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.46	timeout
06-28 07:23	BTC	Buy	60373→60107	-2.63	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 19:44	BTC	Buy	59903→60166	+1.79	timeout
06-27 03:45	BTC	Buy	59493→60281	+6.18	timeout
06-26 19:22	BTC	Buy	59232→59871	+4.82	timeout
06-26 16:49	BTC	Buy	59272→60135	+6.73	timeout
06-26 15:26	BTC	Buy	59213→60277	+8.46	timeout
06-26 13:57	BTC	Buy	58481.9→60075	+13.12	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 18:51	BTC	Buy	59424→59418	-0.47	timeout
06-25 13:55	BTC	Buy	59867→58392.9	-12.69	stop_loss
06-25 13:54	BTC	Buy	60073→58536.8	-13.16	stop_loss
06-25 13:53	BTC	Buy	60470→58967.6	-12.79	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61471.1→59959	-12.73	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 11:28	BTC	Buy	62490.1→62365.9	-1.46	timeout
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.18	timeout
06-23 08:24	BTC	Buy	63684.2→62116.8	-12.75	stop_loss
06-23 06:22	BTC	Buy	64090.2→62509.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64146.2→62560.6	-12.83	stop_loss
06-23 06:21	BTC	Buy	64208.2→62629.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64293.2→62709.5	-12.79	stop_loss
06-23 03:52	BTC	Buy	64084.2→64037.8	-0.81	timeout
06-22 08:32	BTC	Buy	64003.2→64210.8	+1.10	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:32	BTC	Buy	64309.2→64351.8	-0.19	timeout
06-21 06:59	BTC	Buy	63725.2→64261.8	+3.76	timeout
06-21 05:56	BTC	Buy	63641.2→64217.8	+4.08	timeout
06-21 04:55	BTC	Buy	63543.2→64291.8	+5.45	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:05	BTC	Buy	63472.2→64214.8	+5.36	timeout
06-20 02:42	BTC	Buy	62915.1→63338.8	+2.92	timeout
06-20 01:39	BTC	Buy	62856.1→63581.8	+5.31	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-19 21:24	BTC	Buy	63010.2→63203.8	+1.03	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.75	stop_loss
06-18 15:53	BTC	Buy	64033.2→62458.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64160.2→62575.6	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.73	stop_loss
06-18 11:14	BTC	Buy	64603.2→63989.8	-5.28	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-18 05:05	BTC	Buy	65253.3→63647	-12.77	stop_loss
06-18 05:03	BTC	Buy	65333.3→63721.9	-12.79	stop_loss
06-17 19:34	BTC	Buy	65698.3→64416.8	-10.25	timeout
06-17 18:32	BTC	Buy	65912.3→65426.7	-4.24	timeout
06-17 15:25	BTC	Buy	65758.3→65341.7	-3.62	timeout
06-17 08:39	BTC	Buy	66563.3→64922.3	-12.77	stop_loss
06-17 06:57	BTC	Buy	66422.3→65576.7	-6.84	timeout
06-16 19:23	BTC	Buy	66513.3→65665.7	-6.90	timeout
06-16 18:16	BTC	Buy	66795.3→66009.7	-6.41	timeout
06-16 15:21	BTC	Buy	66669.3→65739.7	-7.50	timeout
06-16 09:16	BTC	Buy	65686.3→66663.7	+7.00	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.65	timeout
06-15 13:16	BTC	Buy	63899.2→66704.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64447.2→66251.7	+13.56	timeout
06-15 08:08	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-15 03:35	BTC	Buy	64509.2→65709.7	+8.82	timeout
06-14 12:38	BTC	Buy	63992.2→64311.8	+2.06	timeout
06-14 11:34	BTC	Buy	63904.2→64603.8	+5.02	timeout
06-14 10:19	BTC	Buy	63759.2→64524.8	+5.51	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+3.96	timeout
06-14 01:50	BTC	Buy	63781.2→64611.8	+6.09	timeout
06-13 12:22	BTC	Buy	63556.2→63906.8	+2.23	timeout
06-13 10:34	BTC	Buy	63666.2→63808.8	+0.59	timeout
06-13 09:28	BTC	Buy	63746.2→63787.8	-0.22	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 13:43	BTC	Buy	62790.1→63069.8	+1.70	timeout
06-12 11:18	BTC	Buy	63107.2→63745.8	+4.54	timeout
06-12 10:09	BTC	Buy	62893.1→63714.8	+5.98	timeout
06-12 08:28	BTC	Buy	62905.1→63469.8	+3.94	timeout
06-12 06:51	BTC	Buy	62785.1→62925.9	+0.62	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 17:01	BTC	Buy	61470.1→62215.9	+5.55	timeout
06-10 15:59	BTC	Buy	61121.1→62607.9	+11.69	timeout
06-10 14:56	BTC	Buy	61380.1→61851.9	+3.35	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

38%

win rate

-573.43

total pnl ($)

-70.5 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	162	38%	-70.5	-573.43

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…