deribit_basis_zscore_carry_long_fear_gate_v2 · strategy

131

closed trades

46%

win rate

-386.68

total pnl ($)

0.250

weight

7d window — n=31 wr=29% pnl=-195.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:53	BTC	Buy	60228→59464	-6.82	timeout
06-28 21:49	BTC	Buy	60234→59450	-6.97	timeout
06-28 20:47	BTC	Buy	60271→59639	-5.69	timeout
06-28 19:45	BTC	Buy	60158→59409	-6.65	timeout
06-28 18:40	BTC	Buy	60531→59566	-8.39	timeout
06-27 15:29	BTC	Buy	60183→60785	+4.56	timeout
06-27 06:28	BTC	Buy	59916→60188	+1.82	timeout
06-27 05:24	BTC	Buy	59727→60228	+3.75	timeout
06-27 03:42	BTC	Buy	59405→60294	+7.04	timeout
06-27 02:36	BTC	Buy	58845.9→60228	+11.27	timeout
06-26 14:42	BTC	Buy	59545→59656	+0.43	timeout
06-26 02:13	BTC	Buy	60163→58669.7	-12.86	stop_loss
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60219→58731.7	-12.72	stop_loss
06-25 13:51	BTC	Buy	60679→59186.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61151.1→59646.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62577.1→61038.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62637.1→61095.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62676.1→61134.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62700.1→61156.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 10:53	BTC	Buy	62247.1→62457.9	+1.20	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:24	BTC	Buy	63796.2→62226.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	64053.2→62477.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64115.2→62531.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-23 03:45	BTC	Buy	64132.2→63973.8	-1.69	timeout
06-22 08:31	BTC	Buy	64024.2→64157.8	+0.53	timeout
06-22 07:27	BTC	Buy	64168.2→64246.8	+0.14	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-21 06:56	BTC	Buy	63713.2→64264.8	+3.88	timeout
06-21 05:53	BTC	Buy	63630.2→64202.8	+4.05	timeout
06-21 04:53	BTC	Buy	63551.2→64282.8	+5.32	timeout
06-21 03:46	BTC	Buy	63443.2→64393.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 05:01	BTC	Buy	62509.1→63536.8	+7.78	timeout
06-20 03:43	BTC	Buy	62657.1→63446.8	+5.87	timeout
06-20 02:41	BTC	Buy	62895.1→63370.8	+3.34	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:32	BTC	Buy	63014.2→63615.8	+4.28	timeout
06-18 15:54	BTC	Buy	63999.2→62423.6	-12.70	stop_loss
06-18 15:38	BTC	Buy	64419.2→62834.4	-12.74	stop_loss
06-18 09:46	BTC	Buy	64956.2→64256.8	-5.90	timeout
06-18 08:51	BTC	Buy	64932.2→64465.8	-4.07	timeout
06-18 04:11	BTC	Buy	65440.3→63830.9	-12.76	stop_loss
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.73	stop_loss
06-17 19:05	BTC	Buy	65685.3→65337.7	-3.16	timeout
06-17 08:39	BTC	Buy	66620.3→64981.2	-12.76	stop_loss
06-17 08:29	BTC	Buy	66521.3→65311.7	-9.55	timeout
06-17 07:28	BTC	Buy	66337.3→65517.7	-6.65	timeout
06-17 00:44	BTC	Buy	66402.3→65802.7	-5.03	timeout
06-16 18:09	BTC	Buy	66820.3→66079.7	-6.07	timeout
06-16 09:16	BTC	Buy	65674.3→66664.7	+7.11	timeout
06-16 08:06	BTC	Buy	65720.3→66313.7	+4.11	timeout
06-16 06:13	BTC	Buy	65857.3→66157.7	+1.89	timeout
06-15 23:03	BTC	Buy	65337.3→66172.7	+5.90	timeout
06-15 13:55	BTC	Buy	64288.2→66441.7	+16.32	timeout
06-15 06:59	BTC	Buy	64264.2→65796.7	+11.46	timeout
06-15 04:03	BTC	Buy	64502.2→65823.7	+9.76	timeout
06-15 02:58	BTC	Buy	64474.2→65403.7	+6.72	timeout
06-14 21:49	BTC	Buy	64475.2→65350.7	+6.30	timeout
06-14 12:42	BTC	Buy	63995.2→64312.8	+2.04	timeout
06-14 04:52	BTC	Buy	63606.2→64330.8	+5.29	timeout
06-14 02:39	BTC	Buy	63701.2→64526.8	+6.05	timeout
06-13 10:52	BTC	Buy	63688.2→63854.8	+0.76	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-12 23:03	BTC	Buy	63387.2→63439.8	-0.08	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-12 15:28	BTC	Buy	62693.1→64164.8	+11.20	timeout
06-12 10:09	BTC	Buy	62884.1→63696.8	+5.91	timeout
06-12 07:07	BTC	Buy	62582.1→63021.8	+3.02	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 16:04	BTC	Buy	62461.1→62642.9	+0.85	timeout
06-11 14:47	BTC	Buy	61979.1→62853.9	+6.51	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 16:30	BTC	Buy	61022.1→62274.9	+9.72	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:31	BTC	Buy	61475.1→61999.9	+3.79	timeout
06-09 16:39	BTC	Buy	62305.1→60759.6	-12.87	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63510.2→61939.9	-12.81	stop_loss
06-09 14:11	BTC	Buy	63575.2→62010.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63689.2→62113.8	-12.80	stop_loss
06-08 22:52	BTC	Buy	63122.2→63299.8	+0.93	timeout
06-08 21:32	BTC	Buy	61784.1→63614.8	+14.33	timeout
06-08 17:11	BTC	Buy	62217.1→63391.8	+8.89	timeout
06-08 16:09	BTC	Buy	61998.1→63772.8	+13.74	timeout
06-08 15:07	BTC	Buy	61693.1→64003.8	+18.24	timeout
06-07 19:20	BTC	Buy	60599→61285.9	+5.27	timeout

Paper vs Live

Paper (trades.jsonl)

131

closed

46%

win rate

-386.68

total pnl ($)

-58.7 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	131	46%	-58.7	-386.68

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…