deribit_basis_zscore2_fear_gate_long · strategy

104

closed trades

37%

win rate

-391.64

total pnl ($)

0.250

weight

7d window — n=28 wr=21% pnl=-221.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 16:57	BTC	Buy	60104→59856	-2.74	timeout
06-28 22:54	BTC	Buy	60354→58980.1	-11.86	timeout
06-28 20:52	BTC	Buy	60470→59620	-7.45	timeout
06-28 19:47	BTC	Buy	60761→59201.4	-13.27	stop_loss
06-28 18:48	BTC	Buy	60432→59534	-7.84	timeout
06-28 01:48	BTC	Buy	59536→60219	+5.24	timeout
06-27 14:36	BTC	Buy	58809.9→60554	+14.37	timeout
06-27 09:26	BTC	Buy	59616→60307	+5.32	timeout
06-27 07:25	BTC	Buy	59220→60361	+9.19	timeout
06-27 03:04	BTC	Buy	59099→60285	+9.56	timeout
06-26 13:18	BTC	Buy	60287→58742.7	-13.27	stop_loss
06-26 05:55	BTC	Buy	59433→59906	+3.54	timeout
06-26 02:16	BTC	Buy	60111→58572.8	-13.24	stop_loss
06-25 13:57	BTC	Buy	59847→58311.9	-13.22	stop_loss
06-25 13:53	BTC	Buy	60377→58783.7	-13.59	stop_loss
06-25 13:48	BTC	Buy	61043.1→59475.3	-13.27	stop_loss
06-25 13:48	BTC	Buy	61070.1→59506.3	-13.22	stop_loss
06-24 16:51	BTC	Buy	61284.1→59710.1	-13.27	stop_loss
06-24 15:33	BTC	Buy	62230.1→60634.6	-13.18	stop_loss
06-24 15:31	BTC	Buy	62305.1→60708.6	-13.18	stop_loss
06-24 15:28	BTC	Buy	62370.1→60773.6	-13.16	stop_loss
06-24 14:19	BTC	Buy	62559.1→60942.5	-13.36	stop_loss
06-24 13:46	BTC	Buy	62931.1→61320.3	-13.24	stop_loss
06-23 08:27	BTC	Buy	63606.2→61965.9	-13.26	stop_loss
06-23 08:27	BTC	Buy	63615.2→61986.9	-13.16	stop_loss
06-23 08:17	BTC	Buy	64048.2→62395.7	-13.40	stop_loss
06-23 08:17	BTC	Buy	64115.2→62470.6	-13.34	stop_loss
06-23 06:22	BTC	Buy	64146.2→62502.6	-13.29	stop_loss
06-22 06:23	BTC	Buy	63817.2→64067.8	+1.49	timeout
06-22 04:20	BTC	Buy	63999.2→63906.8	-1.24	timeout
06-22 02:13	BTC	Buy	63214.2→64520.8	+9.76	timeout
06-21 22:49	BTC	Buy	63628.2→63661.8	-0.15	timeout
06-21 20:17	BTC	Buy	63522.2→64091.8	+4.05	timeout
06-20 16:59	BTC	Buy	62426.1→63969.8	+11.86	timeout
06-20 14:36	BTC	Buy	62888.1→63426.8	+3.73	timeout
06-20 12:35	BTC	Buy	62992.1→63649.8	+4.70	timeout
06-20 10:03	BTC	Buy	62922.1→63710.8	+5.68	timeout
06-20 07:57	BTC	Buy	62931.1→63639.8	+5.18	timeout
06-18 15:57	BTC	Buy	63914.2→62274.7	-13.26	stop_loss
06-18 15:40	BTC	Buy	64258.2→62613.5	-13.23	stop_loss
06-18 15:37	BTC	Buy	64546.2→62877.4	-13.36	stop_loss
06-18 15:17	BTC	Buy	64900.2→63238.2	-13.24	stop_loss
06-18 15:17	BTC	Buy	65037.3→63356.1	-13.36	stop_loss
06-17 19:50	BTC	Buy	65703.3→64011.8	-13.34	stop_loss
06-17 19:50	BTC	Buy	65703.3→64011.8	-13.35	stop_loss
06-17 19:50	BTC	Buy	65713.3→64031.8	-13.27	stop_loss
06-17 08:20	BTC	Buy	66528.3→65197.7	-10.42	timeout
06-17 06:03	BTC	Buy	66840.3→65772.7	-8.49	timeout
06-17 03:43	BTC	Buy	66877.3→65802.7	-8.54	timeout
06-16 23:00	BTC	Buy	65860.3→65785.7	-1.15	timeout
06-16 20:19	BTC	Buy	65657.3→65736.7	+0.01	timeout
06-15 16:10	BTC	Buy	64442.2→67273.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64322.2→67146.6	+21.53	take_profit
06-15 13:05	BTC	Buy	64517.2→66524.7	+15.14	timeout
06-15 10:25	BTC	Buy	64443.2→65713.7	+9.42	timeout
06-15 08:05	BTC	Buy	64242.2→65710.7	+10.98	timeout
06-14 07:39	BTC	Buy	63684.2→64285.8	+4.27	timeout
06-13 20:32	BTC	Buy	63443.2→64221.8	+5.67	timeout
06-13 18:44	BTC	Buy	62910.1→64236.8	+10.09	timeout
06-13 16:38	BTC	Buy	63695.2→63995.8	+1.93	timeout
06-13 14:19	BTC	Buy	63578.2→64145.8	+3.94	timeout
06-12 18:45	BTC	Buy	62876.1→63837.8	+7.17	timeout
06-12 03:51	BTC	Buy	62353.1→63471.8	+8.39	timeout
06-11 20:15	BTC	Buy	61601.1→63478.8	+14.59	timeout
06-11 19:30	BTC	Buy	61154.1→63838.8	+21.32	take_profit
06-11 18:01	BTC	Buy	61027.1→63706.8	+21.38	take_profit
06-11 03:25	BTC	Buy	61421.1→62065.9	+4.68	timeout
06-10 09:21	BTC	Buy	62307.1→60711.6	-13.16	stop_loss
06-09 16:04	BTC	Buy	62570.1→60968.5	-13.44	stop_loss
06-09 14:30	BTC	Buy	63091.2→61476.2	-13.26	stop_loss
06-09 13:46	BTC	Buy	63140.2→62339.9	-6.76	timeout
06-09 11:38	BTC	Buy	63152.2→62578.9	-4.91	timeout
06-09 09:33	BTC	Buy	61784.1→62697.9	+6.97	timeout
06-07 22:14	BTC	Buy	60888→63560.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60808→63477.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60670→63333.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60391→63042.8	+21.52	take_profit
06-07 14:59	BTC	Buy	60968→61890.9	+7.10	timeout
06-06 04:32	BTC	Buy	61253.1→59680.2	-13.29	stop_loss
06-06 04:15	BTC	Buy	61561.1→59985	-13.26	stop_loss
06-06 04:12	BTC	Buy	61800.1→60218.9	-13.25	stop_loss
06-05 20:50	BTC	Buy	59150→61746.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60735→59180.4	-13.26	stop_loss
06-05 18:51	BTC	Buy	61112.1→59547.2	-13.26	stop_loss
06-05 15:39	BTC	Buy	61668.1→60069.9	-13.40	stop_loss
06-05 15:39	BTC	Buy	61748.1→60167.9	-13.23	stop_loss
06-05 13:49	BTC	Buy	62993.1→61378.2	-13.27	stop_loss
06-05 06:23	BTC	Buy	62834.1→61217.3	-13.31	stop_loss
06-05 06:20	BTC	Buy	63292.2→61672.1	-13.22	stop_loss
06-05 06:20	BTC	Buy	63311.2→61679.1	-13.33	stop_loss
06-05 06:03	BTC	Buy	63684.2→62050.9	-13.23	stop_loss
06-05 06:01	BTC	Buy	63726.2→62090.8	-13.24	stop_loss
06-04 10:27	BTC	Buy	64240.2→62594.6	-13.22	stop_loss
06-04 09:29	BTC	Buy	64376.2→62728.5	-13.24	stop_loss
06-04 02:01	BTC	Buy	63607.2→61978.9	-13.25	stop_loss
06-04 00:26	BTC	Buy	65390.3→63716.9	-13.24	stop_loss
06-03 20:55	BTC	Buy	66668.3→64959.3	-13.33	stop_loss
06-03 20:45	BTC	Buy	66821.3→65111.2	-13.30	stop_loss
06-03 19:55	BTC	Buy	66901.3→65167.1	-13.43	stop_loss
06-03 19:52	BTC	Buy	67186.4→65464	-13.30	stop_loss

Paper vs Live

Paper (trades.jsonl)

104

closed

37%

win rate

-391.64

total pnl ($)

-75.0 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	104	37%	-75.0	-391.64

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…