deribit_basis_zscore_buy_low_fear_gate · strategy

103

closed trades

40%

win rate

-290.35

total pnl ($)

0.630

weight

7d window — n=27 wr=41% pnl=-72.99 · 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 05:11	BTC	Buy	60221→59407	-7.18	timeout
06-30 02:40	BTC	Buy	59422→59996	+4.41	timeout
06-29 14:53	BTC	Buy	59692→59425	-2.73	timeout
06-29 13:04	BTC	Buy	59488→60065	+4.34	timeout
06-29 00:29	BTC	Buy	60314→59197	-9.74	timeout
06-28 22:56	BTC	Buy	60146→59061	-9.51	timeout
06-28 10:00	BTC	Buy	60092→60222	+0.62	timeout
06-28 08:52	BTC	Buy	60265→60364	+0.37	timeout
06-27 21:08	BTC	Buy	60439→60334	-1.29	timeout
06-27 19:50	BTC	Buy	60495→60158	-3.21	timeout
06-27 03:42	BTC	Buy	60419→60294	-1.48	timeout
06-26 22:24	BTC	Buy	59744→59906	+0.87	timeout
06-26 13:18	BTC	Buy	60269→58783.7	-12.78	stop_loss
06-26 02:44	BTC	Buy	59488→58763.1	-6.52	timeout
06-26 01:57	BTC	Buy	58318.9→59352	+8.41	timeout
06-25 13:44	BTC	Buy	61665.1→60146.9	-12.75	stop_loss
06-25 13:42	BTC	Buy	61766.1→60246.8	-12.74	stop_loss
06-25 06:46	BTC	Buy	59557→61708.9	+17.63	timeout
06-25 05:44	BTC	Buy	59313→61536.9	+18.31	timeout
06-24 17:47	BTC	Buy	60590→59096.5	-12.76	stop_loss
06-24 16:51	BTC	Buy	61131.1→59626.2	-12.74	stop_loss
06-24 14:17	BTC	Buy	62555.1→61016.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62656.1→61106.4	-12.81	stop_loss
06-24 10:24	BTC	Buy	62564.1→62538.9	-0.68	timeout
06-24 09:18	BTC	Buy	62460.1→62708.9	+1.50	timeout
06-23 21:47	BTC	Buy	62360.1→62605.9	+1.53	timeout
06-23 20:45	BTC	Buy	62306.1→62445.9	+0.67	timeout
06-23 08:17	BTC	Buy	63987.2→62409.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-22 22:56	BTC	Buy	64133.2→63975.8	-1.68	timeout
06-22 20:43	BTC	Buy	64189.2→64472.8	+1.75	timeout
06-22 10:27	BTC	Buy	63739.2→64143.8	+2.68	timeout
06-22 08:20	BTC	Buy	64055.2→64278.8	+1.25	timeout
06-21 21:31	BTC	Buy	64049.2→63684.8	-3.30	timeout
06-21 19:24	BTC	Buy	64196.2→64177.8	-0.58	timeout
06-21 09:24	BTC	Buy	63948.2→63981.8	-0.26	timeout
06-21 05:47	BTC	Buy	63837.2→64219.8	+2.55	timeout
06-20 17:50	BTC	Buy	63595.2→63820.8	+1.32	timeout
06-20 14:04	BTC	Buy	63500.2→63349.8	-1.66	timeout
06-20 05:16	BTC	Buy	62972.1→63756.8	+5.78	timeout
06-20 01:31	BTC	Buy	62803.1→63485.8	+4.98	timeout
06-19 13:42	BTC	Buy	62853.1→62985.9	+0.65	timeout
06-19 12:39	BTC	Buy	62980.1→62513.9	-4.11	timeout
06-18 02:32	BTC	Buy	65202.3→64690.8	-4.39	timeout
06-17 22:14	BTC	Buy	64856.2→64065.8	-6.54	timeout
06-17 12:55	BTC	Buy	65699.3→64964.8	-6.06	timeout
06-17 08:51	BTC	Buy	65828.3→64926.8	-7.33	timeout
06-16 23:21	BTC	Buy	66523.3→65641.7	-7.12	timeout
06-16 18:59	BTC	Buy	66412.3→65820.7	-4.95	timeout
06-16 09:21	BTC	Buy	66509.3→66615.7	+0.34	timeout
06-16 03:43	BTC	Buy	66838.3→66073.7	-6.15	timeout
06-15 20:10	BTC	Buy	65710.3→66535.7	+5.80	timeout
06-15 14:07	BTC	Buy	65587.3→66352.7	+5.39	timeout
06-15 07:11	BTC	Buy	63780.2→65821.7	+15.55	timeout
06-15 01:00	BTC	Buy	64324.2→65575.7	+9.26	timeout
06-14 18:59	BTC	Buy	64258.2→63793.8	-4.10	timeout
06-13 16:49	BTC	Buy	63626.2→63934.8	+1.97	timeout
06-13 13:54	BTC	Buy	63785.2→64068.8	+1.75	timeout
06-13 00:19	BTC	Buy	63619.2→63539.8	-1.13	timeout
06-12 21:30	BTC	Buy	63752.2→63489.8	-2.53	timeout
06-12 11:03	BTC	Buy	63423.2→63757.8	+2.15	timeout
06-12 08:57	BTC	Buy	63374.2→63448.8	+0.10	timeout
06-11 22:05	BTC	Buy	62831.1→63563.8	+5.31	timeout
06-11 19:09	BTC	Buy	62609.1→63422.8	+5.98	timeout
06-10 22:49	BTC	Buy	61309.1→61404.9	+0.34	timeout
06-10 21:38	BTC	Buy	61373.1→61622.9	+1.58	timeout
06-10 03:28	BTC	Buy	61343.1→62016.9	+5.10	timeout
06-10 02:31	BTC	Buy	61516.1→62016.9	+3.68	timeout
06-09 14:47	BTC	Buy	62653.1→61110.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63160.2→61606.1	-12.75	stop_loss
06-09 04:03	BTC	Buy	63784.2→62814.9	-8.05	timeout
06-09 00:25	BTC	Buy	62960.1→62895.9	-0.99	timeout
06-08 15:13	BTC	Buy	63271.2→64160.8	+6.56	timeout
06-08 10:49	BTC	Buy	63116.2→63144.8	-0.22	timeout
06-07 16:19	BTC	Buy	61607.1→62186.9	+4.21	timeout
06-07 15:20	BTC	Buy	61742.1→61722.9	-0.61	timeout
06-07 04:12	BTC	Buy	60748→61516.9	+5.87	timeout
06-07 03:07	BTC	Buy	60581→61466.9	+6.83	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61559.1→60039	-12.80	stop_loss
06-05 18:52	BTC	Buy	60805→59309.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 16:11	BTC	Buy	61254.1→59747.1	-12.72	stop_loss
06-05 14:26	BTC	Buy	61904.1→60380.8	-12.75	stop_loss
06-05 06:16	BTC	Buy	63454.2→61883.9	-12.82	stop_loss
06-05 01:47	BTC	Buy	63839.2→63341.8	-4.34	timeout
06-04 14:48	BTC	Buy	63529.2→63798.8	+1.69	timeout
06-04 09:25	BTC	Buy	64488.2→62902.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	64960.2→63363.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 16:37	BTC	Buy	66391.3→65861.7	-4.47	timeout
06-03 16:27	BTC	Buy	67176.4→65523.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67498.4→65838.8	-12.75	stop_loss
06-02 23:00	BTC	Buy	67945.4→66274.5	-12.75	stop_loss
06-02 14:08	BTC	Buy	70256.5→68528.3	-12.77	stop_loss
06-02 12:06	BTC	Buy	70978.5→69224.9	-12.86	stop_loss
06-01 03:55	BTC	Buy	73634.7→73698.3	-0.05	timeout
06-01 02:27	BTC	Buy	73562.7→73480.3	-1.04	timeout
05-30 00:13	BTC	Buy	73323.7→73471.3	+0.53	timeout
05-29 23:07	BTC	Buy	73614.7→73429.3	-1.73	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

40%

win rate

-290.35

total pnl ($)

-56.2 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	103	40%	-56.2	-290.35

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…