deribit_basis_high_zscore_fear_gate_long_v2 · strategy

closed trades

26%

win rate

-458.78

total pnl ($)

0.250

weight

7d window — n=18 wr=11% pnl=-186.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 82 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:10	BTC	Buy	59977→59301	-6.42	timeout
06-29 05:25	BTC	Buy	59786→59644	-1.71	timeout
06-29 02:33	BTC	Buy	58683.9→59490	+6.29	timeout
06-28 19:49	BTC	Buy	59213→59330	+0.62	timeout
06-26 12:43	BTC	Buy	60510→58955.6	-13.30	stop_loss
06-26 02:13	BTC	Buy	60158→58618.7	-13.24	stop_loss
06-25 13:58	BTC	Buy	59645→58111	-13.23	stop_loss
06-25 13:53	BTC	Buy	60465→58917.6	-13.17	stop_loss
06-25 13:51	BTC	Buy	60681→59114.5	-13.30	stop_loss
06-25 13:48	BTC	Buy	60888→59318.4	-13.29	stop_loss
06-24 16:51	BTC	Buy	61153.1→59582.2	-13.27	stop_loss
06-24 15:37	BTC	Buy	62219.1→60626.6	-13.16	stop_loss
06-24 15:31	BTC	Buy	62298.1→60703.6	-13.17	stop_loss
06-24 15:28	BTC	Buy	62370.1→60773.6	-13.15	stop_loss
06-24 13:48	BTC	Buy	62867.1→61255.3	-13.26	stop_loss
06-23 08:24	BTC	Buy	63723.2→62092.8	-13.19	stop_loss
06-23 08:19	BTC	Buy	63969.2→62327.7	-13.28	stop_loss
06-23 08:17	BTC	Buy	64013.2→62369.7	-13.33	stop_loss
06-23 06:20	BTC	Buy	64523.2→62867.4	-13.32	stop_loss
06-22 05:02	BTC	Buy	62529.1→64075.8	+11.86	timeout
06-22 02:36	BTC	Buy	62900.1→64493.8	+11.94	timeout
06-22 00:33	BTC	Buy	63010.2→63751.8	+5.26	timeout
06-21 20:24	BTC	Buy	63108.2→64082.8	+7.27	timeout
06-18 15:57	BTC	Buy	63907.2→62270.7	-13.10	stop_loss
06-18 15:51	BTC	Buy	64159.2→62506.6	-13.24	stop_loss
06-18 15:18	BTC	Buy	64773.2→63089.3	-13.42	stop_loss
06-18 15:18	BTC	Buy	64833.2→63164.2	-13.29	stop_loss
06-18 05:05	BTC	Buy	65316.3→63644	-13.27	stop_loss
06-17 21:18	BTC	Buy	64796.2→64260.8	-4.53	timeout
06-17 08:49	BTC	Buy	66525.3→64818.3	-13.31	stop_loss
06-17 08:44	BTC	Buy	66573.3→64869.3	-13.28	stop_loss
06-17 08:35	BTC	Buy	66784.3→65075.2	-13.27	stop_loss
06-15 13:06	BTC	Buy	63776.2→66640.7	+22.05	take_profit
06-15 13:00	BTC	Buy	63735.2→66596.7	+22.04	take_profit
06-15 12:46	BTC	Buy	63594.2→66449.7	+22.04	take_profit
06-14 20:57	BTC	Buy	63370.2→64009.8	+4.51	timeout
06-12 18:59	BTC	Buy	61771.1→63667.8	+14.84	timeout
06-12 15:14	BTC	Buy	61610.1→64376.8	+21.82	take_profit
06-12 15:12	BTC	Buy	61541.1→64216.8	+21.04	timeout
06-11 19:30	BTC	Buy	61145.1→63890.8	+21.82	take_profit
06-09 15:56	BTC	Buy	62601.1→60998.4	-13.26	stop_loss
06-09 14:39	BTC	Buy	62923.1→61312.3	-13.28	stop_loss
06-09 14:39	BTC	Buy	62944.1→61329.3	-13.30	stop_loss
06-09 14:29	BTC	Buy	63163.2→61544.1	-13.27	stop_loss
06-09 00:49	BTC	Buy	64057.2→62417.7	-13.26	stop_loss
06-07 22:14	BTC	Buy	60889→63622.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60829→63560.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60683→63407.8	+22.01	take_profit
06-07 22:14	BTC	Buy	60293→63000.8	+22.02	take_profit
06-06 04:34	BTC	Buy	61133.1→59567.2	-13.26	stop_loss
06-06 04:32	BTC	Buy	61232.1→59665.2	-13.25	stop_loss
06-06 04:12	BTC	Buy	61762.1→60179.9	-13.26	stop_loss
06-05 21:04	BTC	Buy	59304→61966.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60774→59218.4	-13.26	stop_loss
06-05 18:52	BTC	Buy	61017.1→59455.3	-13.25	stop_loss
06-05 15:41	BTC	Buy	61584.1→60008	-13.23	stop_loss
06-05 14:28	BTC	Buy	61891.1→60305.8	-13.26	stop_loss
06-05 13:57	BTC	Buy	62425.1→60827.5	-13.25	stop_loss
06-05 13:57	BTC	Buy	62425.1→60827.5	-13.26	stop_loss
06-05 12:36	BTC	Buy	63163.2→61547.1	-13.25	stop_loss
06-05 06:24	BTC	Buy	62706.1→61098.4	-13.26	stop_loss
06-05 06:21	BTC	Buy	63123.2→61508.2	-13.24	stop_loss
06-04 11:10	BTC	Buy	63809.2→62175.8	-13.22	stop_loss
06-04 11:10	BTC	Buy	63852.2→62217.8	-13.23	stop_loss
06-04 01:16	BTC	Buy	64596.2→62943.4	-13.24	stop_loss
06-04 00:29	BTC	Buy	65080.3→63415.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66432.3→64732.4	-13.29	stop_loss
06-03 19:55	BTC	Buy	66918.3→65167.1	-13.60	stop_loss
06-03 19:52	BTC	Buy	67172.4→65453	-13.28	stop_loss
06-03 19:52	BTC	Buy	67209.4→65489	-13.27	stop_loss
06-03 03:49	BTC	Buy	67331.4→65604.9	-13.27	stop_loss
06-03 03:44	BTC	Buy	67411.4→65682.9	-13.28	stop_loss
06-02 22:59	BTC	Buy	68022.4→66251.5	-13.47	stop_loss
06-02 14:27	BTC	Buy	69444.5→67663.8	-13.28	stop_loss
06-01 22:25	BTC	Buy	73432.7→71209.8	-15.70	stop_loss
06-01 22:25	BTC	Buy	73461.7→71209.8	-15.90	stop_loss
06-01 22:25	BTC	Buy	73673.7→71209.8	-17.33	stop_loss
06-01 22:25	BTC	Buy	73612.7→71209.8	-16.95	stop_loss
05-31 21:45	BTC	Buy	73843.7→73739.3	-1.15	timeout
05-31 18:47	BTC	Buy	73605.7→73586.3	-0.77	timeout
05-31 15:46	BTC	Buy	73035.7→73621.3	+3.38	timeout
05-31 13:27	BTC	Buy	73164.7→73926.3	+4.69	timeout

Paper vs Live

Paper (trades.jsonl)

closed

26%

win rate

-458.78

total pnl ($)

-111.4 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	82	26%	-111.4	-458.78

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…