deribit_basis_zscore_carry_feargate_long_v41 · strategy

150

closed trades

41%

win rate

-525.91

total pnl ($)

0.250

weight

7d window — n=38 wr=34% pnl=-173.71 · 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 14:08	BTC	Buy	60685→59192.4	-12.76	stop_loss
06-29 05:11	BTC	Buy	60016→59535	-4.46	timeout
06-29 02:48	BTC	Buy	60111→59727	-3.67	timeout
06-29 01:29	BTC	Buy	60169→59274	-7.94	timeout
06-28 19:59	BTC	Buy	60139→59458	-6.10	timeout
06-28 16:47	BTC	Buy	60754→59635	-9.67	timeout
06-28 04:28	BTC	Buy	60399→60196	-2.14	timeout
06-27 23:34	BTC	Buy	59967→59970	-0.38	timeout
06-27 21:14	BTC	Buy	59712→60368	+5.11	timeout
06-27 19:04	BTC	Buy	59657→60559	+7.13	timeout
06-27 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-27 02:50	BTC	Buy	58686.9→60245	+12.83	timeout
06-26 20:28	BTC	Buy	59609→59738	+0.54	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 16:48	BTC	Buy	59276→60065	+6.10	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-26 02:16	BTC	Buy	59892→58412.9	-12.79	stop_loss
06-25 18:50	BTC	Buy	59395→59441	-0.03	timeout
06-25 17:50	BTC	Buy	59366→59508	+0.78	timeout
06-25 13:54	BTC	Buy	60073→58543.8	-13.10	stop_loss
06-25 13:53	BTC	Buy	60469→58967.6	-12.78	stop_loss
06-25 13:48	BTC	Buy	60947→59447.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61363.1→59852.1	-12.74	stop_loss
06-24 14:11	BTC	Buy	62504.1→61337.9	-9.76	timeout
06-24 14:02	BTC	Buy	62712.1→61167.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.75	stop_loss
06-24 13:08	BTC	Buy	62138.1→62126.9	-0.55	timeout
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-23 08:17	BTC	Buy	63977.2→62398.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64023.2→62445.6	-12.79	stop_loss
06-23 06:27	BTC	Buy	64068.2→62637.9	-11.64	timeout
06-23 06:21	BTC	Buy	64123.2→62533.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64278.2→62696.5	-12.78	stop_loss
06-22 23:29	BTC	Buy	63612.2→64027.8	+2.84	timeout
06-22 22:24	BTC	Buy	63723.2→64215.8	+3.41	timeout
06-22 07:26	BTC	Buy	64168.2→64245.8	+0.13	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.39	timeout
06-21 23:28	BTC	Buy	64239.2→63617.8	-5.26	timeout
06-21 22:26	BTC	Buy	64153.2→63697.8	-3.98	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 05:14	BTC	Buy	63845.2→64207.8	+2.40	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-20 23:04	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 21:00	BTC	Buy	63207.2→63896.8	+5.02	timeout
06-20 01:07	BTC	Buy	63035.2→63448.8	+2.85	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 21:30	BTC	Buy	62942.1→63120.8	+0.92	timeout
06-19 20:24	BTC	Buy	63103.2→62977.9	-1.48	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:57	BTC	Buy	63925.2→62348.7	-12.63	stop_loss
06-18 15:40	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64445.2→62851.4	-12.80	stop_loss
06-18 15:37	BTC	Buy	64546.2→62955.4	-12.75	stop_loss
06-18 08:38	BTC	Buy	65085.3→64521.8	-4.77	timeout
06-18 04:11	BTC	Buy	65376.3→63743.9	-12.94	stop_loss
06-17 22:03	BTC	Buy	65523.3→63911.8	-12.73	stop_loss
06-17 19:50	BTC	Buy	65653.3→64029.8	-12.83	stop_loss
06-17 19:29	BTC	Buy	65878.3→64251.6	-12.80	stop_loss
06-17 17:10	BTC	Buy	65745.3→65886.7	+0.58	timeout
06-17 15:35	BTC	Buy	65918.3→65335.7	-4.88	timeout
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.64	timeout
06-17 07:02	BTC	Buy	66349.3→65575.7	-6.31	timeout
06-17 04:39	BTC	Buy	65831.3→65894.7	-0.01	timeout
06-16 15:24	BTC	Buy	66645.3→65741.7	-7.31	timeout
06-16 14:23	BTC	Buy	67148.4→65497	-12.82	stop_loss
06-16 07:00	BTC	Buy	65725.3→66390.7	+4.69	timeout
06-16 05:24	BTC	Buy	65797.3→66057.7	+1.58	timeout
06-16 03:57	BTC	Buy	65936.3→66091.7	+0.77	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:25	BTC	Buy	64085.2→66898.7	+21.52	take_profit
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-15 01:05	BTC	Buy	64519.2→65357.7	+6.02	timeout
06-14 21:37	BTC	Buy	64294.2→64871.8	+4.01	timeout
06-14 13:40	BTC	Buy	64194.2→64253.8	+0.01	timeout
06-14 12:36	BTC	Buy	64002.2→64357.8	+2.34	timeout
06-14 00:54	BTC	Buy	63586.2→64524.8	+6.96	timeout
06-13 23:07	BTC	Buy	63469.2→64427.8	+7.08	timeout
06-13 21:03	BTC	Buy	63453.2→64285.8	+6.09	timeout
06-13 12:43	BTC	Buy	63435.2→63996.8	+3.89	timeout
06-13 11:41	BTC	Buy	63700.2→63872.8	+0.82	timeout
06-13 00:38	BTC	Buy	63730.2→63567.8	-1.82	timeout
06-12 22:01	BTC	Buy	63538.2→63505.8	-0.75	timeout
06-12 20:57	BTC	Buy	63371.2→63441.8	+0.09	timeout
06-12 12:07	BTC	Buy	63030.2→63617.8	+4.14	timeout
06-12 10:55	BTC	Buy	63056.2→63654.8	+4.22	timeout
06-11 19:30	BTC	Buy	61161.1→63848.8	+21.41	take_profit
06-11 17:37	BTC	Buy	61794.1→63116.8	+10.16	timeout
06-11 15:06	BTC	Buy	62011.1→62662.9	+4.71	timeout
06-11 09:28	BTC	Buy	61176.1→62793.9	+12.65	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 17:10	BTC	Buy	61431.1→61980.9	+3.97	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62016.9	+3.29	timeout
06-09 16:39	BTC	Buy	62309.1→60774.6	-12.78	stop_loss
06-09 14:47	BTC	Buy	62718.1→61172.3	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

150

closed

41%

win rate

-525.91

total pnl ($)

-70.0 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	150	41%	-70.0	-525.91

Recent bounces (last 20 of 4)

time	sym	side	reason
06-29 15:45	BTC	Buy	circuit_breaker
06-29 14:36	BTC	Buy	circuit_breaker
06-29 12:16	BTC	Buy	circuit_breaker
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…