deribit_basis_zscore_carry_long_feargreed_gate · strategy

103

closed trades

37%

win rate

-393.33

total pnl ($)

0.571

weight

7d window — n=23 wr=35% pnl=-108.09 · 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 07:48	BTC	Buy	60226→60052	-1.90	timeout
06-28 22:03	BTC	Buy	60056→59791	-2.67	timeout
06-28 19:52	BTC	Buy	60157→59336	-7.25	timeout
06-28 07:23	BTC	Buy	60361→60108	-2.53	timeout
06-27 20:51	BTC	Buy	59725→60258	+4.07	timeout
06-27 19:41	BTC	Buy	59903→60139	+1.57	timeout
06-26 19:48	BTC	Buy	59163→59849	+5.23	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.67	timeout
06-26 14:14	BTC	Buy	59263→59951	+5.31	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60003→58519.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60274→58784.7	-12.75	stop_loss
06-24 16:51	BTC	Buy	61086.1→59583.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61291.1→59733.1	-13.14	stop_loss
06-24 14:17	BTC	Buy	62565.1→61021.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
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 08:17	BTC	Buy	64036.2→62458.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64156.2→62565.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 01:09	BTC	Buy	63903.2→64208.8	+1.95	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-22 00:44	BTC	Buy	64290.2→63879.8	-3.65	timeout
06-21 03:48	BTC	Buy	63440.2→64371.8	+6.90	timeout
06-21 02:08	BTC	Buy	63489.2→64206.8	+5.16	timeout
06-20 22:25	BTC	Buy	63263.2→64188.8	+6.87	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.24	timeout
06-19 21:29	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-18 15:57	BTC	Buy	63930.2→62343.7	-12.72	stop_loss
06-18 15:51	BTC	Buy	64159.2→62574.6	-12.71	stop_loss
06-18 15:37	BTC	Buy	64441.2→62843.4	-12.56	stop_loss
06-18 09:27	BTC	Buy	65023.3→64264.8	-6.36	timeout
06-18 05:04	BTC	Buy	65273.3→63666	-12.77	stop_loss
06-17 18:40	BTC	Buy	65808.3→65555.7	-2.47	timeout
06-17 15:30	BTC	Buy	65815.3→65298.7	-4.38	timeout
06-17 08:08	BTC	Buy	66361.3→65403.7	-7.61	timeout
06-16 18:03	BTC	Buy	66799.3→66167.7	-5.26	timeout
06-16 15:23	BTC	Buy	66629.3→65766.7	-7.00	timeout
06-16 07:51	BTC	Buy	65673.3→66329.7	+4.62	timeout
06-15 13:33	BTC	Buy	64237.2→66845.7	+19.88	timeout
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 06:58	BTC	Buy	64266.2→65803.7	+11.50	timeout
06-14 07:32	BTC	Buy	63755.2→64295.8	+3.79	timeout
06-14 06:08	BTC	Buy	63569.2→64425.8	+6.30	timeout
06-14 01:46	BTC	Buy	63780.2→64582.8	+5.87	timeout
06-13 07:23	BTC	Buy	62980.1→63699.8	+5.25	timeout
06-13 05:16	BTC	Buy	63473.2→63535.8	+0.06	timeout
06-12 17:37	BTC	Buy	63147.2→63804.8	+4.74	timeout
06-12 06:48	BTC	Buy	62805.1→62968.9	+0.81	timeout
06-12 01:11	BTC	Buy	61957.1→63457.8	+11.53	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.58	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-09 15:56	BTC	Buy	62567.1→61028.4	-12.75	stop_loss
06-09 14:39	BTC	Buy	62862.1→61314.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 12:28	BTC	Buy	63046.2→62618.9	-3.78	timeout
06-08 22:36	BTC	Buy	63173.2→63322.8	+0.70	timeout
06-08 21:32	BTC	Buy	61784.1→63638.8	+14.52	timeout
06-08 05:21	BTC	Buy	61817.1→62624.9	+6.08	timeout
06-07 20:57	BTC	Buy	60672→61875.9	+9.50	timeout
06-07 12:23	BTC	Buy	60834→61956.9	+8.78	timeout
06-07 04:28	BTC	Buy	60004→61489.9	+11.93	timeout
06-06 20:11	BTC	Buy	60703→60545	-1.68	timeout
06-06 04:27	BTC	Buy	61317.1→59809.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60271.8	-12.76	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60762→59267.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60926→59427.3	-12.76	stop_loss
06-05 15:41	BTC	Buy	61541.1→60025	-12.75	stop_loss
06-05 13:49	BTC	Buy	62742.1→61189.3	-12.83	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62631.1→61074.4	-12.87	stop_loss
06-05 06:24	BTC	Buy	62711.1→61152.3	-12.87	stop_loss
06-05 06:21	BTC	Buy	63023.2→61473.2	-12.74	stop_loss
06-05 01:45	BTC	Buy	62743.1→63329.8	+4.24	timeout
06-04 10:28	BTC	Buy	64089.2→62510.6	-12.74	stop_loss
06-04 01:21	BTC	Buy	64302.2→62720.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65386.3→63777.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66330.3→64652.4	-13.14	stop_loss
06-03 16:25	BTC	Buy	67233.4→65579.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67298.4→65641.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67286.4→65629.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67351.4→65688.9	-12.80	stop_loss
06-02 22:59	BTC	Buy	67990.4→66248.5	-13.26	stop_loss
06-02 14:27	BTC	Buy	69465.5→67756.7	-12.76	stop_loss
06-02 07:01	BTC	Buy	71620.6→69859.6	-12.85	stop_loss
06-01 22:25	BTC	Buy	73421.7→71106.9	-16.34	stop_loss
06-01 22:25	BTC	Buy	73975.7→71106.9	-19.99	stop_loss
06-01 05:15	BTC	Buy	74153.7→73476.3	-5.06	timeout
05-31 19:31	BTC	Buy	73956.7→73493.3	-3.59	timeout
05-31 16:54	BTC	Buy	73896.7→73495.3	-3.22	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.15	timeout
05-29 18:54	BTC	Buy	73652.7→73252.3	-3.15	timeout
05-29 16:56	BTC	Buy	73403.7→73945.3	+3.15	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

37%

win rate

-393.33

total pnl ($)

-76.1 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	37%	-76.1	-393.33

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…