deribit_basis_zscore_carry_fear_gate_long · strategy

157

closed trades

38%

win rate

-539.24

total pnl ($)

0.263

weight

7d window — n=35 wr=37% pnl=-137.63 · 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 07:06	BTC	Buy	60002→59536	-4.31	timeout
06-30 03:07	BTC	Buy	59955→59928	-0.60	timeout
06-29 22:14	BTC	Buy	59632→60407	+6.04	timeout
06-29 20:56	BTC	Buy	59642→60273	+4.69	timeout
06-29 08:07	BTC	Buy	60149→59942	-2.21	timeout
06-29 02:48	BTC	Buy	60094→59678	-3.95	timeout
06-29 01:29	BTC	Buy	60177→59269	-8.03	timeout
06-28 20:06	BTC	Buy	60231→59494	-6.54	timeout
06-28 19:02	BTC	Buy	60562→59541	-8.87	timeout
06-28 06:49	BTC	Buy	60420→59961	-4.23	timeout
06-28 01:24	BTC	Buy	59968→60139	+0.94	timeout
06-27 21:55	BTC	Buy	59919→60190	+1.88	timeout
06-27 19:56	BTC	Buy	59822→60139	+2.25	timeout
06-27 18:51	BTC	Buy	59635→60499	+6.81	timeout
06-27 03:27	BTC	Buy	59105→60283	+9.51	timeout
06-26 20:24	BTC	Buy	59598→59751	+0.72	timeout
06-26 19:21	BTC	Buy	59211→59918	+5.40	timeout
06-26 18:18	BTC	Buy	59569→59967	+2.79	timeout
06-26 16:08	BTC	Buy	59543→60271	+5.56	timeout
06-26 02:13	BTC	Buy	60241→58752.7	-12.79	stop_loss
06-25 17:25	BTC	Buy	59453→59436	-0.53	timeout
06-25 13:57	BTC	Buy	59843→58334.9	-12.98	stop_loss
06-25 13:48	BTC	Buy	60804→59307.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60819→59318.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60921→59422.3	-12.71	stop_loss
06-24 17:47	BTC	Buy	60612→59121.5	-12.74	stop_loss
06-24 17:21	BTC	Buy	60861→59364.3	-12.73	stop_loss
06-24 16:47	BTC	Buy	61500.1→59987	-12.73	stop_loss
06-24 13:57	BTC	Buy	62751.1→61199.3	-12.81	stop_loss
06-24 13:57	BTC	Buy	62749.1→61199.3	-12.79	stop_loss
06-24 13:44	BTC	Buy	62913.1→61366.2	-12.74	stop_loss
06-24 13:11	BTC	Buy	62054.1→62037.9	-0.59	timeout
06-24 12:09	BTC	Buy	62463.1→62876.9	+2.85	timeout
06-24 08:28	BTC	Buy	62029.1→62657.9	+4.53	timeout
06-24 07:25	BTC	Buy	62981.1→62693.9	-2.78	timeout
06-23 08:17	BTC	Buy	63946.2→62369.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64115.2→62530.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64171.2→62588.6	-12.79	stop_loss
06-23 05:24	BTC	Buy	64204.2→63408.8	-6.67	timeout
06-23 01:42	BTC	Buy	64556.2→64059.8	-4.26	timeout
06-22 23:30	BTC	Buy	63611.2→64013.8	+2.71	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.82	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-22 02:12	BTC	Buy	64222.2→64508.8	+1.70	timeout
06-22 00:40	BTC	Buy	64269.2→63965.8	-2.84	timeout
06-21 22:26	BTC	Buy	64152.2→63698.8	-3.97	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:42	BTC	Buy	63529.2→64273.8	+5.35	timeout
06-20 22:08	BTC	Buy	63033.2→64006.8	+7.28	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:18	BTC	Buy	63029.2→63844.8	+6.03	timeout
06-20 00:40	BTC	Buy	63007.2→63519.8	+3.59	timeout
06-19 22:51	BTC	Buy	62837.1→63304.8	+3.23	timeout
06-19 21:48	BTC	Buy	62929.1→63091.8	+0.79	timeout
06-19 19:28	BTC	Buy	62752.1→62967.9	+1.24	timeout
06-19 17:17	BTC	Buy	62513.1→63028.8	+3.67	timeout
06-18 15:54	BTC	Buy	63999.2→62423.6	-12.70	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:38	BTC	Buy	64419.2→62834.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64424.2→62839.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64550.2→62941.4	-12.89	stop_loss
06-18 11:46	BTC	Buy	64813.2→63978.8	-6.95	timeout
06-18 09:20	BTC	Buy	64994.2→64426.8	-4.85	timeout
06-17 19:50	BTC	Buy	65644.3→64029.8	-12.76	stop_loss
06-17 19:42	BTC	Buy	65741.3→64121.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65769.3→64151.7	-12.76	stop_loss
06-17 11:05	BTC	Buy	66246.3→64617.4	-12.83	stop_loss
06-17 08:45	BTC	Buy	66478.3→64843.3	-12.76	stop_loss
06-17 06:37	BTC	Buy	66499.3→65650.7	-6.86	timeout
06-17 04:37	BTC	Buy	65828.3→65854.7	-0.29	timeout
06-17 00:27	BTC	Buy	66260.3→65686.7	-4.85	timeout
06-16 13:06	BTC	Buy	66646.3→66319.7	-2.98	timeout
06-16 11:02	BTC	Buy	65881.3→66538.7	+4.49	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.97	timeout
06-16 04:00	BTC	Buy	65876.3→66120.7	+1.45	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-15 12:29	BTC	Buy	64449.2→66247.7	+13.52	timeout
06-15 09:36	BTC	Buy	64442.2→65528.7	+8.00	timeout
06-15 04:50	BTC	Buy	64339.2→65644.7	+9.67	timeout
06-15 03:34	BTC	Buy	64506.2→65696.7	+8.74	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-14 07:52	BTC	Buy	63808.2→64386.8	+4.08	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:19	BTC	Buy	63613.2→64632.8	+7.61	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 05:47	BTC	Buy	63344.2→63520.8	+0.94	timeout
06-13 04:31	BTC	Buy	63791.2→63516.8	-2.60	timeout
06-13 03:28	BTC	Buy	63396.2→63446.8	-0.05	timeout
06-13 00:16	BTC	Buy	63644.2→63567.8	-1.14	timeout
06-12 17:35	BTC	Buy	63192.2→63807.8	+4.41	timeout
06-11 23:19	BTC	Buy	61326.1→63386.8	+16.22	timeout
06-11 20:37	BTC	Buy	61876.1→63287.8	+10.82	timeout
06-11 19:32	BTC	Buy	61212.1→63899.8	+21.39	take_profit
06-11 17:33	BTC	Buy	61821.1→63278.8	+11.25	timeout
06-11 14:55	BTC	Buy	61930.1→62885.9	+7.17	timeout
06-10 19:19	BTC	Buy	61743.1→61737.9	-0.56	timeout
06-10 18:18	BTC	Buy	61877.1→61882.9	-0.44	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

38%

win rate

-539.24

total pnl ($)

-68.5 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	157	38%	-68.5	-539.24

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…