deribit_basis_z_fear_gate_long · strategy

116

closed trades

46%

win rate

-420.39

total pnl ($)

0.429

weight

7d window — n=25 wr=40% pnl=-119.69 · 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	59920→58380.9	-13.29	stop_loss
06-30 08:28	BTC	Buy	59784→59364	-3.93	timeout
06-30 00:57	BTC	Buy	59545→59797	+1.73	timeout
06-29 23:46	BTC	Buy	59701→60241	+4.10	timeout
06-29 05:21	BTC	Buy	59975→59595	-3.64	timeout
06-28 19:47	BTC	Buy	60164→59310	-7.52	timeout
06-28 17:38	BTC	Buy	60604→59395	-10.39	timeout
06-28 04:42	BTC	Buy	60355→60113	-2.46	timeout
06-27 19:32	BTC	Buy	59966→60134	+1.00	timeout
06-27 16:24	BTC	Buy	59993→60684	+5.33	timeout
06-27 03:51	BTC	Buy	59707→60279	+4.35	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 15:31	BTC	Buy	59261→60162	+7.05	timeout
06-26 02:16	BTC	Buy	60037→58495.8	-13.26	stop_loss
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58013.1	-13.17	stop_loss
06-25 13:54	BTC	Buy	60162→58540.8	-13.85	stop_loss
06-24 17:48	BTC	Buy	60602→59050.5	-13.24	stop_loss
06-24 16:51	BTC	Buy	61161.1→59583.2	-13.33	stop_loss
06-24 14:19	BTC	Buy	62523.1→60875.5	-13.62	stop_loss
06-24 14:13	BTC	Buy	62688.1→61075.4	-13.31	stop_loss
06-24 13:44	BTC	Buy	63018.2→61396.2	-13.32	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:17	BTC	Buy	63977.2→62337.7	-13.28	stop_loss
06-23 06:21	BTC	Buy	64251.2→62605.5	-13.27	stop_loss
06-23 06:20	BTC	Buy	64481.2→62830.4	-13.26	stop_loss
06-22 22:01	BTC	Buy	63664.2→64330.8	+4.79	timeout
06-22 20:01	BTC	Buy	64179.2→64522.8	+2.20	timeout
06-22 18:55	BTC	Buy	64157.2→64366.8	+1.13	timeout
06-21 21:22	BTC	Buy	63924.2→63657.8	-2.54	timeout
06-21 18:48	BTC	Buy	63795.2→64166.8	+2.51	timeout
06-21 17:44	BTC	Buy	63842.2→64084.8	+1.53	timeout
06-20 20:49	BTC	Buy	63136.2→63868.8	+5.37	timeout
06-20 18:25	BTC	Buy	63120.2→63829.8	+5.18	timeout
06-20 17:26	BTC	Buy	62894.1→63869.8	+7.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.71	timeout
06-19 15:52	BTC	Buy	62586.1→63171.8	+4.24	timeout
06-18 15:57	BTC	Buy	63918.2→62280.7	-13.32	stop_loss
06-18 15:51	BTC	Buy	64182.2→62522.6	-13.37	stop_loss
06-18 15:40	BTC	Buy	64387.2→62736.5	-13.25	stop_loss
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-18 05:03	BTC	Buy	65386.3→63707.9	-13.30	stop_loss
06-17 22:03	BTC	Buy	65581.3→63901.8	-13.24	stop_loss
06-17 08:44	BTC	Buy	66562.3→64853.3	-13.29	stop_loss
06-17 08:05	BTC	Buy	66348.3→65447.7	-7.17	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.78	timeout
06-16 10:04	BTC	Buy	65616.3→66495.7	+6.25	timeout
06-16 05:27	BTC	Buy	65803.3→66027.7	+1.30	timeout
06-16 03:45	BTC	Buy	65826.3→66101.7	+1.67	timeout
06-15 09:15	BTC	Buy	64415.2→65650.7	+9.16	timeout
06-15 03:35	BTC	Buy	64514.2→65705.7	+8.75	timeout
06-15 02:29	BTC	Buy	64518.2→65622.7	+8.07	timeout
06-14 08:13	BTC	Buy	63773.2→64423.8	+4.59	timeout
06-14 02:52	BTC	Buy	63557.2→64457.8	+6.66	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 07:26	BTC	Buy	62997.1→63741.8	+5.45	timeout
06-12 18:38	BTC	Buy	63478.2→63790.8	+2.00	timeout
06-12 17:33	BTC	Buy	63340.2→63787.8	+3.07	timeout
06-12 06:49	BTC	Buy	62779.1→62948.9	+0.86	timeout
06-11 17:33	BTC	Buy	61737.1→63408.8	+12.99	timeout
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.35	timeout
06-10 16:54	BTC	Buy	61237.1→62163.9	+7.05	timeout
06-10 15:52	BTC	Buy	61325.1→62381.9	+8.18	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 14:30	BTC	Buy	63094.2→61479.2	-13.26	stop_loss
06-09 14:20	BTC	Buy	63311.2→61691.1	-13.25	stop_loss
06-09 14:18	BTC	Buy	63404.2→61778	-13.28	stop_loss
06-09 05:58	BTC	Buy	62673.1→63330.8	+4.75	timeout
06-08 22:38	BTC	Buy	63237.2→63303.8	+0.04	timeout
06-08 21:34	BTC	Buy	61717.1→63643.8	+15.12	timeout
06-08 05:23	BTC	Buy	61865.1→62623.9	+5.68	timeout
06-07 16:25	BTC	Buy	60700→62265.9	+12.38	timeout
06-07 15:22	BTC	Buy	60550→61798.9	+9.85	timeout
06-07 04:30	BTC	Buy	59977→61531.9	+12.51	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:12	BTC	Buy	61792.1→60201.9	-13.32	stop_loss
06-05 21:04	BTC	Buy	59257→61918.9	+22.01	take_profit
06-05 18:54	BTC	Buy	60654→59101.5	-13.26	stop_loss
06-05 14:26	BTC	Buy	61976.1→60387.8	-13.26	stop_loss
06-05 13:57	BTC	Buy	62463.1→60863.5	-13.26	stop_loss
06-05 13:49	BTC	Buy	62927.1→61316.3	-13.25	stop_loss
06-05 06:24	BTC	Buy	62683.1→61071.4	-13.30	stop_loss
06-05 06:24	BTC	Buy	62752.1→61146.4	-13.23	stop_loss
06-05 06:01	BTC	Buy	63742.2→62108.8	-13.22	stop_loss
06-04 11:10	BTC	Buy	63852.2→62217.8	-13.23	stop_loss
06-04 10:48	BTC	Buy	63958.2→62321.7	-13.22	stop_loss
06-04 09:26	BTC	Buy	64551.2→62895.4	-13.27	stop_loss
06-04 01:22	BTC	Buy	64254.2→62609.5	-13.25	stop_loss
06-04 00:38	BTC	Buy	64806.2→63147.3	-13.25	stop_loss
06-04 00:29	BTC	Buy	65001.2→63338.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66374.3→64652.4	-13.46	stop_loss
06-03 19:45	BTC	Buy	66923.3→65745.7	-9.31	timeout
06-03 16:27	BTC	Buy	67273.4→65547.9	-13.30	stop_loss
06-03 03:49	BTC	Buy	67384.4→65656.9	-13.27	stop_loss
06-03 03:43	BTC	Buy	67593.4→65863.8	-13.25	stop_loss
06-02 14:27	BTC	Buy	69392.5→67613.8	-13.28	stop_loss

Paper vs Live

Paper (trades.jsonl)

116

closed

46%

win rate

-420.39

total pnl ($)

-72.2 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	116	46%	-72.2	-420.39

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:35	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…