deribit_basis_low_zscore_fear_gate_long · strategy

168

closed trades

46%

win rate

-222.37

total pnl ($)

0.864

weight

7d window — n=38 wr=47% pnl=-54.47 · 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 12:58	BTC	Buy	59836→58359.9	-6.39	stop_loss
06-29 22:58	BTC	Buy	59027→60318	+5.27	timeout
06-29 21:56	BTC	Buy	59367→60502	+4.49	timeout
06-29 20:51	BTC	Buy	59635→60301	+2.49	timeout
06-29 19:42	BTC	Buy	59407→60324	+3.56	timeout
06-29 18:31	BTC	Buy	59627→60282	+2.45	timeout
06-28 22:04	BTC	Buy	60060→59770	-1.44	timeout
06-28 20:01	BTC	Buy	60198→59468	-3.24	timeout
06-28 19:00	BTC	Buy	60531→59581	-4.14	timeout
06-28 17:56	BTC	Buy	60574→59578	-4.32	timeout
06-28 16:50	BTC	Buy	60792→59644	-4.94	timeout
06-27 21:02	BTC	Buy	59704→60312	+2.35	timeout
06-27 18:54	BTC	Buy	59628→60494	+3.42	timeout
06-27 17:48	BTC	Buy	60042→60543	+1.86	timeout
06-27 16:46	BTC	Buy	60070→60749	+2.59	timeout
06-27 15:43	BTC	Buy	60450→60774	+1.12	timeout
06-26 19:05	BTC	Buy	59349→59654	+1.00	timeout
06-26 17:05	BTC	Buy	59139→60119	+3.87	timeout
06-26 15:59	BTC	Buy	59605→60286	+2.59	timeout
06-26 14:57	BTC	Buy	59527→59537	-0.21	timeout
06-26 14:24	BTC	Buy	59382→59966	+2.21	timeout
06-25 18:04	BTC	Buy	59436→59607	+0.51	timeout
06-25 13:58	BTC	Buy	59636→58168	-6.34	stop_loss
06-25 13:54	BTC	Buy	60003→58525.8	-6.34	stop_loss
06-25 13:53	BTC	Buy	60387→58900.6	-6.34	stop_loss
06-25 13:53	BTC	Buy	60511→59022.5	-6.34	stop_loss
06-24 17:20	BTC	Buy	60879→59375.3	-6.39	stop_loss
06-24 16:51	BTC	Buy	61227.1→59709.1	-6.41	stop_loss
06-24 14:19	BTC	Buy	62426.1→60888.5	-6.38	stop_loss
06-24 14:13	BTC	Buy	62622.1→61082.4	-6.37	stop_loss
06-24 14:13	BTC	Buy	62629.1→61088.4	-6.37	stop_loss
06-24 14:02	BTC	Buy	62695.1→61153.3	-6.37	stop_loss
06-24 13:45	BTC	Buy	62885.1→61338.2	-6.37	stop_loss
06-24 10:51	BTC	Buy	62238.1→62470.9	+0.69	timeout
06-24 09:47	BTC	Buy	62361.1→62637.9	+0.85	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+1.33	timeout
06-24 07:47	BTC	Buy	62901.1→62701.9	-1.05	timeout
06-24 07:10	BTC	Buy	62971.1→62690.9	-1.36	timeout
06-23 06:21	BTC	Buy	64283.2→62702.5	-6.38	stop_loss
06-23 06:21	BTC	Buy	64346.2→62761.5	-6.39	stop_loss
06-23 06:20	BTC	Buy	64429.2→62843.4	-6.38	stop_loss
06-23 06:18	BTC	Buy	64527.2→62940.4	-6.38	stop_loss
06-23 06:18	BTC	Buy	64588.2→62999.3	-6.38	stop_loss
06-22 20:37	BTC	Buy	64007.2→64441.8	+1.46	timeout
06-22 19:36	BTC	Buy	64173.2→64392.8	+0.61	timeout
06-22 18:33	BTC	Buy	64124.2→64579.8	+1.52	timeout
06-22 17:29	BTC	Buy	64088.2→64532.8	+1.49	timeout
06-22 16:23	BTC	Buy	64206.2→64702.8	+1.71	timeout
06-21 20:34	BTC	Buy	63846.2→64010.8	+0.42	timeout
06-21 19:28	BTC	Buy	63834.2→64169.8	+1.10	timeout
06-21 18:26	BTC	Buy	63849.2→63989.8	+0.36	timeout
06-21 17:24	BTC	Buy	63877.2→64115.8	+0.74	timeout
06-21 16:18	BTC	Buy	64000.2→64140.8	+0.30	timeout
06-20 20:19	BTC	Buy	63013.2→63920.8	+3.39	timeout
06-20 19:14	BTC	Buy	63033.2→63863.8	+3.08	timeout
06-20 18:10	BTC	Buy	63097.2→63847.8	+2.74	timeout
06-20 17:10	BTC	Buy	62930.1→63863.8	+3.47	timeout
06-20 16:06	BTC	Buy	63163.2→63985.8	+2.96	timeout
06-19 19:06	BTC	Buy	62654.1→63048.8	+1.34	timeout
06-19 18:05	BTC	Buy	62651.1→63110.8	+1.61	timeout
06-19 17:02	BTC	Buy	62583.1→62921.9	+1.13	timeout
06-19 16:07	BTC	Buy	62578.1→63169.8	+2.14	timeout
06-19 15:02	BTC	Buy	63661.2→63136.8	-2.23	timeout
06-18 15:57	BTC	Buy	63941.2→62365.7	-6.37	stop_loss
06-18 15:40	BTC	Buy	64277.2→62696.5	-6.36	stop_loss
06-18 15:40	BTC	Buy	64304.2→62720.5	-6.37	stop_loss
06-18 15:40	BTC	Buy	64325.2→62740.5	-6.37	stop_loss
06-18 14:38	BTC	Buy	65118.3→63915.8	-4.84	timeout
06-18 13:37	BTC	Buy	65113.3→64030.8	-4.38	timeout
06-17 22:03	BTC	Buy	65503.3→63891.8	-6.37	stop_loss
06-17 19:50	BTC	Buy	65672.3→64029.8	-6.49	stop_loss
06-17 19:29	BTC	Buy	65915.3→64255.6	-6.52	stop_loss
06-17 16:39	BTC	Buy	65803.3→65983.7	+0.47	timeout
06-17 15:36	BTC	Buy	65909.3→65368.7	-2.28	timeout
06-17 14:34	BTC	Buy	65546.3→65155.7	-1.72	timeout
06-17 13:30	BTC	Buy	66013.3→64884.8	-4.52	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-2.38	timeout
06-16 15:29	BTC	Buy	66631.3→65783.7	-3.45	timeout
06-16 14:24	BTC	Buy	66462.3→65556.7	-3.67	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-6.41	stop_loss
06-16 13:23	BTC	Buy	66856.3→66117.7	-3.03	timeout
06-15 22:16	BTC	Buy	65145.3→66325.7	+4.28	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+10.77	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+10.76	take_profit
06-15 12:50	BTC	Buy	63754.2→66556.7	+10.77	take_profit
06-15 12:50	BTC	Buy	63725.2→66522.7	+10.76	take_profit
06-14 22:01	BTC	Buy	64408.2→65437.7	+3.75	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-1.30	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-2.35	timeout
06-14 18:51	BTC	Buy	64068.2→63769.8	-1.43	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-1.40	timeout
06-13 21:37	BTC	Buy	63545.2→64287.8	+2.68	timeout
06-13 20:37	BTC	Buy	63522.2→64230.8	+2.56	timeout
06-13 19:34	BTC	Buy	63650.2→64163.8	+1.79	timeout
06-13 18:36	BTC	Buy	63750.2→64192.8	+1.50	timeout
06-13 17:35	BTC	Buy	63813.2→64081.8	+0.82	timeout
06-12 20:51	BTC	Buy	63261.2→63411.8	+0.36	timeout
06-12 19:46	BTC	Buy	63630.2→63586.8	-0.40	timeout
06-12 18:42	BTC	Buy	63482.2→63869.8	+1.29	timeout
06-12 17:39	BTC	Buy	63167.2→63810.8	+2.31	timeout

Paper vs Live

Paper (trades.jsonl)

168

closed

46%

win rate

-222.37

total pnl ($)

-52.6 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	168	46%	-52.6	-222.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…