deribit_basis_zscore_15pct_long_with_fear_gate · strategy

106

closed trades

45%

win rate

-287.41

total pnl ($)

0.765

weight

7d window — n=19 wr=37% pnl=-69.16 · 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 20:51	BTC	Buy	59629→60335	+5.32	timeout
06-29 19:22	BTC	Buy	59500→60302	+6.14	timeout
06-29 18:14	BTC	Buy	59627→60481	+6.56	timeout
06-28 19:44	BTC	Buy	60178→59411	-6.80	timeout
06-28 18:42	BTC	Buy	60524→59601	-8.04	timeout
06-28 17:39	BTC	Buy	60621→59395	-10.53	timeout
06-26 19:21	BTC	Buy	59210→59918	+5.42	timeout
06-26 15:41	BTC	Buy	59186→60396	+9.68	timeout
06-26 14:52	BTC	Buy	59700→59725	-0.32	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.66	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 14:19	BTC	Buy	62483.1→60946.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62644.1→61099.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62688.1→61143.4	-12.76	stop_loss
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.08	timeout
06-24 07:42	BTC	Buy	62918.1→62639.9	-2.72	timeout
06-24 07:02	BTC	Buy	62903.1→62721.9	-1.96	timeout
06-23 08:17	BTC	Buy	64016.2→62430.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64363.2→62779.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64623.2→63025.3	-12.83	stop_loss
06-22 22:28	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-22 18:03	BTC	Buy	63963.2→64661.8	+4.94	timeout
06-22 01:38	BTC	Buy	64274.2→64447.8	+0.82	timeout
06-21 21:53	BTC	Buy	63995.2→63811.8	-1.87	timeout
06-21 16:31	BTC	Buy	63927.2→64140.8	+1.28	timeout
06-21 00:45	BTC	Buy	63568.2→64268.8	+5.01	timeout
06-20 18:11	BTC	Buy	63100.2→63847.8	+5.47	timeout
06-20 15:55	BTC	Buy	63219.2→64050.8	+6.00	timeout
06-19 22:25	BTC	Buy	62822.1→63256.8	+2.96	timeout
06-19 17:58	BTC	Buy	62550.1→63196.8	+4.72	timeout
06-19 15:47	BTC	Buy	62707.1→63201.8	+3.58	timeout
06-18 15:56	BTC	Buy	63953.2→62379.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64317.2→62734.5	-12.72	stop_loss
06-17 22:03	BTC	Buy	65482.3→63854.9	-12.87	stop_loss
06-17 06:13	BTC	Buy	66164.3→65824.7	-3.05	timeout
06-16 12:00	BTC	Buy	66219.3→66443.7	+1.16	timeout
06-16 10:56	BTC	Buy	65877.3→66511.7	+4.31	timeout
06-16 05:19	BTC	Buy	65683.3→66029.7	+2.24	timeout
06-15 11:41	BTC	Buy	64598.2→66185.7	+11.84	timeout
06-15 10:29	BTC	Buy	64574.2→65694.7	+8.23	timeout
06-15 03:57	BTC	Buy	64518.2→65931.7	+10.47	timeout
06-14 10:30	BTC	Buy	63751.2→64567.8	+5.92	timeout
06-14 09:26	BTC	Buy	63784.2→64307.8	+3.60	timeout
06-14 03:23	BTC	Buy	63542.2→64501.8	+7.13	timeout
06-13 09:52	BTC	Buy	63764.2→63730.8	-0.79	timeout
06-13 08:51	BTC	Buy	63393.2→63819.8	+2.83	timeout
06-13 03:01	BTC	Buy	63590.2→63649.8	+0.02	timeout
06-12 09:22	BTC	Buy	62774.1→63612.8	+6.15	timeout
06-12 08:22	BTC	Buy	62807.1→63513.8	+5.07	timeout
06-11 17:48	BTC	Buy	61978.1→63460.8	+11.41	timeout
06-11 08:53	BTC	Buy	61266.1→62908.9	+12.85	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 17:11	BTC	Buy	61445.1→62020.9	+4.18	timeout
06-09 14:17	BTC	Buy	63353.2→61795	-12.75	stop_loss
06-09 14:17	BTC	Buy	63366.2→61802	-12.79	stop_loss
06-09 13:23	BTC	Buy	63836.2→62266.7	-12.72	stop_loss
06-08 17:55	BTC	Buy	62152.1→63444.8	+9.85	timeout
06-08 16:57	BTC	Buy	61987.1→63483.8	+11.53	timeout
06-08 13:48	BTC	Buy	61727.1→63452.8	+13.48	timeout
06-07 16:54	BTC	Buy	60806→62174.9	+10.78	timeout
06-07 15:43	BTC	Buy	60832→62063.9	+9.66	timeout
06-07 13:31	BTC	Buy	60747→61845.9	+8.57	timeout
06-06 16:04	BTC	Buy	60207→60884	+5.23	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:14	BTC	Buy	61585.1→60066.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61951.1→60426.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62149.1→60619.6	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:40	BTC	Buy	62294.1→62229.9	-1.00	timeout
06-05 06:21	BTC	Buy	63023.2→61473.2	-12.74	stop_loss
06-05 06:03	BTC	Buy	63597.2→62030.9	-12.72	stop_loss
06-05 02:55	BTC	Buy	63246.2→62616.9	-5.38	timeout
06-04 10:30	BTC	Buy	63951.2→62378.7	-12.72	stop_loss
06-04 09:24	BTC	Buy	64551.2→62963.4	-12.75	stop_loss
06-04 02:02	BTC	Buy	63328.2→61771	-12.74	stop_loss
06-04 01:16	BTC	Buy	64491.2→62905.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65401.3→63792.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66306.3→64649.4	-12.99	stop_loss
06-03 16:27	BTC	Buy	67210.4→65551.9	-12.81	stop_loss
06-03 16:24	BTC	Buy	67253.4→65596.9	-12.80	stop_loss
06-03 03:49	BTC	Buy	67285.4→65630.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67433.4→65772.8	-12.77	stop_loss
06-03 03:28	BTC	Buy	67729.4→66063.6	-12.75	stop_loss
06-02 14:27	BTC	Buy	69391.5→67672.8	-12.84	stop_loss
06-02 14:27	BTC	Buy	69418.5→67691.8	-12.89	stop_loss
06-02 14:21	BTC	Buy	69908.5→68187.5	-12.77	stop_loss
06-02 02:05	BTC	Buy	72196.6→70421.2	-12.83	stop_loss
06-02 01:34	BTC	Buy	72703.6→70910	-12.88	stop_loss
06-01 22:25	BTC	Buy	72944.6→71106.9	-13.14	stop_loss
06-01 03:55	BTC	Buy	74138.7→73698.3	-3.48	timeout
06-01 01:42	BTC	Buy	74091.7→73528.3	-4.33	timeout
05-31 23:45	BTC	Buy	73780.7→73559.3	-1.92	timeout
05-30 22:18	BTC	Buy	73437.7→73875.3	+2.42	timeout
05-30 20:28	BTC	Buy	73686.7→73922.3	+1.04	timeout
05-30 18:43	BTC	Buy	73764.7→74004.3	+1.06	timeout
05-30 16:59	BTC	Buy	74047.7→73889.3	-1.63	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

45%

win rate

-287.41

total pnl ($)

-53.6 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	106	45%	-53.6	-287.41

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…