deribit_basis_neg_zscore_fear_fee_gate_long · strategy

closed trades

44%

win rate

-265.01

total pnl ($)

0.483

weight

7d window — n=15 wr=33% pnl=-128.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 64 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 00:48	BTC	Buy	60110→59162	-8.39	timeout
06-28 18:16	BTC	Buy	60525→59636	-7.77	timeout
06-27 19:32	BTC	Buy	59990→60117	+0.66	timeout
06-27 03:51	BTC	Buy	59720→60278	+4.23	timeout
06-26 21:02	BTC	Buy	59439→59698	+1.68	timeout
06-25 13:53	BTC	Buy	60747→58888.6	-15.70	stop_loss
06-25 13:53	BTC	Buy	60767→58908.6	-15.66	stop_loss
06-25 13:45	BTC	Buy	61728.1→59840.1	-15.72	stop_loss
06-24 17:47	BTC	Buy	60960→59095.5	-15.72	stop_loss
06-24 15:44	BTC	Buy	62395.1→60486.7	-15.60	stop_loss
06-24 15:31	BTC	Buy	62616.1→60699.6	-15.72	stop_loss
06-24 08:18	BTC	Buy	62531.1→62653.9	+0.51	timeout
06-23 08:04	BTC	Buy	64135.2→62856.9	-10.20	timeout
06-23 06:08	BTC	Buy	65060.3→63069.3	-15.64	stop_loss
06-22 19:25	BTC	Buy	64192.2→64308.8	+0.45	timeout
06-22 07:01	BTC	Buy	64273.2→63956.8	-2.99	timeout
06-22 00:46	BTC	Buy	64255.2→63835.8	-3.78	timeout
06-21 15:48	BTC	Buy	64156.2→64253.8	+0.37	timeout
06-20 22:35	BTC	Buy	63239.2→64281.8	+7.75	timeout
06-20 01:36	BTC	Buy	62864.1→63547.8	+4.99	timeout
06-19 19:18	BTC	Buy	62627.1→63002.8	+2.51	timeout
06-18 15:57	BTC	Buy	64310.2→62342.7	-15.71	stop_loss
06-18 15:40	BTC	Buy	64613.2→62636.5	-15.72	stop_loss
06-18 15:36	BTC	Buy	65010.3→63018.3	-15.74	stop_loss
06-18 13:12	BTC	Buy	65017.3→64406.8	-5.16	timeout
06-18 01:03	BTC	Buy	65764.3→64565.8	-9.66	timeout
06-17 19:02	BTC	Buy	65726.3→65624.7	-1.30	timeout
06-17 13:01	BTC	Buy	66391.3→65025.7	-10.79	timeout
06-16 21:44	BTC	Buy	66383.3→65697.7	-5.71	timeout
06-16 15:40	BTC	Buy	66783.3→65832.7	-7.64	timeout
06-16 08:16	BTC	Buy	65722.3→66468.7	+5.29	timeout
06-15 15:46	BTC	Buy	63780.2→66963.7	+24.52	take_profit
06-15 12:43	BTC	Buy	64318.2→66436.7	+16.03	timeout
06-14 11:07	BTC	Buy	63848.2→64470.8	+4.42	timeout
06-14 04:50	BTC	Buy	63626.2→64347.8	+5.26	timeout
06-13 22:27	BTC	Buy	63599.2→64505.8	+6.65	timeout
06-13 03:27	BTC	Buy	63387.2→63462.8	+0.15	timeout
06-12 20:18	BTC	Buy	63504.2→63504.8	-0.47	timeout
06-12 13:59	BTC	Buy	63041.2→63207.8	+0.79	timeout
06-11 14:53	BTC	Buy	61876.1→62932.9	+7.99	timeout
06-11 08:18	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-10 19:01	BTC	Buy	61757.1→61852.9	+0.26	timeout
06-09 16:19	BTC	Buy	62777.1→60854.5	-15.79	stop_loss
06-09 13:36	BTC	Buy	64105.2→62143.8	-15.73	stop_loss
06-08 22:56	BTC	Buy	62892.1→63368.8	+3.31	timeout
06-08 14:25	BTC	Buy	62089.1→63732.8	+12.75	timeout
06-08 02:18	BTC	Buy	61268.1→62967.9	+13.36	timeout
06-07 20:00	BTC	Buy	60623→61194.9	+4.30	timeout
06-07 13:34	BTC	Buy	60756→61828.9	+8.36	timeout
06-06 18:36	BTC	Buy	60117→60551	+3.21	timeout
06-05 14:04	BTC	Buy	62435.1→60525.7	-15.74	stop_loss
06-05 06:24	BTC	Buy	62997.1→61069.4	-15.69	stop_loss
06-05 06:21	BTC	Buy	63408.2→61467.2	-15.73	stop_loss
06-04 10:30	BTC	Buy	64355.2→62384.7	-15.73	stop_loss
06-04 00:29	BTC	Buy	65331.3→63333.1	-15.74	stop_loss
06-03 23:10	BTC	Buy	66380.3→64348.6	-15.73	stop_loss
06-03 23:02	BTC	Buy	66659.3→64614.4	-15.78	stop_loss
06-03 18:48	BTC	Buy	67238.4→66041.7	-9.41	timeout
06-02 15:26	BTC	Buy	69473.5→67346.9	-15.76	stop_loss
06-02 14:01	BTC	Buy	70822.5→68649.2	-15.82	stop_loss
05-31 19:49	BTC	Buy	74030.7→73488.3	-4.10	timeout
05-30 14:54	BTC	Buy	72946.6→73888.3	+5.85	timeout
05-30 07:48	BTC	Buy	73375.7→73479.3	+0.22	timeout
05-29 14:40	BTC	Buy	72985.6→72696.4	-2.58	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-265.01

total pnl ($)

-82.7 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	64	44%	-82.7	-265.01

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…