deribit_basis_high_zscore_fear_gate_long

not live
79
closed trades
43%
win rate
-258.94
total pnl ($)
0.844
weight
7d window — n=16 wr=50% pnl=-65.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 79 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:33BTCBuy60032→60147+0.55timeout
06-27 15:25BTCBuy60154→60737+4.41timeout
06-26 19:22BTCBuy59207→59918+5.43timeout
06-26 14:44BTCBuy59481→59557+0.14timeout
06-25 18:04BTCBuy59436→59607+1.02timeout
06-25 13:53BTCBuy60274→58779.7-12.79stop_loss
06-24 17:20BTCBuy60975→59472.3-12.76stop_loss
06-24 14:02BTCBuy62722.1→61179.3-12.75stop_loss
06-24 14:02BTCBuy62726.1→61183.3-12.75stop_loss
06-24 07:52BTCBuy62899.1→62608.9-2.81timeout
06-24 06:50BTCBuy62911.1→62715.9-2.06timeout
06-23 06:21BTCBuy64240.2→62649.5-12.86stop_loss
06-23 06:20BTCBuy64475.2→62889.4-12.76stop_loss
06-22 19:22BTCBuy64175.2→64371.8+1.03timeout
06-22 08:50BTCBuy63906.2→64135.8+1.28timeout
06-21 18:43BTCBuy63814.2→64131.8+2.09timeout
06-21 08:01BTCBuy63590.2→64172.8+4.08timeout
06-20 18:28BTCBuy63102.2→63825.8+5.28timeout
06-20 07:42BTCBuy62501.1→63718.8+9.29timeout
06-19 15:52BTCBuy62586.1→63171.8+4.24timeout
06-19 05:04BTCBuy63751.2→62566.9-9.69timeout
06-18 15:40BTCBuy64188.2→62604.6-12.76stop_loss
06-18 04:11BTCBuy65395.3→63747.9-13.06stop_loss
06-17 19:41BTCBuy65779.3→64161.7-12.77stop_loss
06-17 15:24BTCBuy65767.3→65342.7-3.68timeout
06-17 00:28BTCBuy66251.3→65687.7-4.79timeout
06-16 15:21BTCBuy66675.3→65745.7-7.50timeout
06-15 23:03BTCBuy65341.3→66170.7+5.85timeout
06-15 13:06BTCBuy63810.2→66617.7+21.56take_profit
06-14 21:52BTCBuy64443.2→65439.7+7.24timeout
06-14 19:29BTCBuy64162.2→63776.8-3.52timeout
06-13 21:12BTCBuy63550.2→64250.8+5.04timeout
06-13 19:14BTCBuy63702.2→64152.8+3.09timeout
06-12 20:34BTCBuy63367.2→63501.8+0.60timeout
06-12 17:40BTCBuy63214.2→63808.8+4.24timeout
06-11 17:50BTCBuy61889.1→63468.8+12.21timeout
06-11 15:51BTCBuy62345.1→62612.9+1.56timeout
06-10 15:12BTCBuy61541.1→61889.9+2.34timeout
06-10 14:13BTCBuy62020.1→62028.9-0.40timeout
06-09 14:18BTCBuy63302.2→61743-12.77stop_loss
06-09 13:36BTCBuy63743.2→62173.8-12.75stop_loss
06-08 22:26BTCBuy63047.2→63296.8+1.49timeout
06-08 21:22BTCBuy61740.1→63679.8+15.22timeout
06-07 22:15BTCBuy61481.1→64180.8+21.51take_profit
06-07 21:05BTCBuy60711→61677.9+7.54timeout
06-07 04:17BTCBuy60253→61540.9+10.24timeout
06-06 20:01BTCBuy60347→60607+1.77timeout
06-06 04:07BTCBuy61898.1→60375.8-12.75stop_loss
06-05 18:54BTCBuy60595→59104.5-12.76stop_loss
06-05 18:52BTCBuy60746→59252.4-12.75stop_loss
06-05 14:06BTCBuy61949.1→60425.7-12.75stop_loss
06-05 13:49BTCBuy62877.1→61331.3-12.75stop_loss
06-05 06:21BTCBuy63123.2→61571.1-12.74stop_loss
06-05 05:59BTCBuy63775.2→62205.8-12.71stop_loss
06-05 03:02BTCBuy63391.2→62455.9-7.78timeout
06-04 09:29BTCBuy64338.2→62755.5-12.75stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-04 00:27BTCBuy65168.3→63566-12.74stop_loss
06-03 19:54BTCBuy67043.4→65393-12.79stop_loss
06-03 19:52BTCBuy67115.4→65465-12.78stop_loss
06-03 03:50BTCBuy67014.4→65365-12.76stop_loss
06-03 03:34BTCBuy67603.4→65927.7-12.85stop_loss
06-02 14:27BTCBuy69468.5→67758.7-12.77stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-01 22:38BTCBuy72841.6→71048.9-12.84stop_loss
06-01 22:26BTCBuy73980.7→71240.8-19.11stop_loss
06-01 00:34BTCBuy73995.7→73824.3-1.60timeout
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:58BTCBuy73894.7→73583.3-2.58timeout
05-31 04:50BTCBuy73343.7→74168.3+5.11timeout
05-31 02:55BTCBuy73752.7→73939.3+0.75timeout
05-30 17:19BTCBuy74217.7→73871.3-2.90timeout
05-30 13:11BTCBuy73138.7→73767.3+3.81timeout
05-30 12:15BTCBuy73290.7→73565.3+1.38timeout
05-29 15:24BTCBuy72852.6→73572.3+4.45timeout
05-29 14:14BTCBuy73295.7→72975.4-2.58timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 12:11BTCBuy73434.7→73342.3-1.11timeout
05-29 10:44BTCBuy73476.7→73602.3+0.36timeout

Paper vs Live

Paper (trades.jsonl)
79
closed
43%
win rate
-258.94
total pnl ($)
-65.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7943%-65.1-258.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems