deribit_basis_zscore_compressed_fear_gate_long · strategy

closed trades

38%

win rate

-237.29

total pnl ($)

0.250

weight

7d window — n=26 wr=27% pnl=-208.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:58	BTC	Buy	59879→60750	+8.15	timeout
06-27 13:46	BTC	Buy	59252→60550	+12.57	timeout
06-27 07:47	BTC	Buy	59180→60446	+12.24	timeout
06-27 04:38	BTC	Buy	59339→60348	+9.68	timeout
06-26 13:18	BTC	Buy	60332→58847.6	-15.31	stop_loss
06-25 13:59	BTC	Buy	59510→58046.1	-15.20	stop_loss
06-25 13:48	BTC	Buy	60836→59340.3	-15.23	stop_loss
06-25 13:48	BTC	Buy	60910→59412.3	-15.21	stop_loss
06-25 13:46	BTC	Buy	61186.1→59679.2	-15.27	stop_loss
06-25 13:41	BTC	Buy	61855.1→60332.8	-15.28	stop_loss
06-24 17:47	BTC	Buy	60588→59096.5	-15.30	stop_loss
06-24 15:33	BTC	Buy	62204.1→60668.6	-15.14	stop_loss
06-24 15:28	BTC	Buy	62304.1→60770.6	-15.11	stop_loss
06-24 15:08	BTC	Buy	62340.1→60790.5	-15.32	stop_loss
06-24 14:19	BTC	Buy	62428.1→60885.5	-15.29	stop_loss
06-24 14:17	BTC	Buy	62576.1→61027.4	-15.34	stop_loss
06-23 08:17	BTC	Buy	63980.2→62403.7	-15.40	stop_loss
06-23 08:17	BTC	Buy	63967.2→62392.7	-15.40	stop_loss
06-23 06:22	BTC	Buy	64084.2→62506.6	-15.35	stop_loss
06-23 06:21	BTC	Buy	64114.2→62537.6	-15.32	stop_loss
06-23 06:21	BTC	Buy	64149.2→62565.6	-15.40	stop_loss
06-22 09:22	BTC	Buy	63915.2→64117.8	+1.22	timeout
06-22 04:30	BTC	Buy	63973.2→63950.8	-0.78	timeout
06-22 01:00	BTC	Buy	63603.2→63869.8	+1.83	timeout
06-21 21:58	BTC	Buy	63737.2→63747.8	-0.41	timeout
06-21 15:46	BTC	Buy	63439.2→64262.8	+7.21	timeout
06-20 19:02	BTC	Buy	62867.1→63787.8	+8.27	timeout
06-20 15:24	BTC	Buy	62827.1→64196.8	+12.42	timeout
06-20 12:22	BTC	Buy	62892.1→63704.8	+7.14	timeout
06-20 08:24	BTC	Buy	63103.2→63483.8	+2.97	timeout
06-20 03:25	BTC	Buy	63316.2→63417.8	+0.44	timeout
06-18 15:40	BTC	Buy	64265.2→62658.5	-15.50	stop_loss
06-18 15:37	BTC	Buy	64447.2→62846.4	-15.41	stop_loss
06-18 15:18	BTC	Buy	64761.2→63168.2	-15.27	stop_loss
06-18 15:16	BTC	Buy	65068.3→63468.1	-15.27	stop_loss
06-18 15:05	BTC	Buy	65116.3→63509.1	-15.33	stop_loss
06-17 19:41	BTC	Buy	65780.3→64158.7	-15.36	stop_loss
06-17 19:41	BTC	Buy	65769.3→64151.7	-15.33	stop_loss
06-17 08:52	BTC	Buy	66424.3→64789.3	-15.33	stop_loss
06-17 08:49	BTC	Buy	66453.3→64817.3	-15.33	stop_loss
06-17 08:17	BTC	Buy	66493.3→65285.7	-11.39	timeout
06-16 15:57	BTC	Buy	65951.3→65941.7	-0.51	timeout
06-16 14:23	BTC	Buy	67124.4→65473	-15.39	stop_loss
06-16 09:21	BTC	Buy	64659.2→66615.7	+17.61	timeout
06-15 23:41	BTC	Buy	64598.2→66168.7	+13.97	timeout
06-15 15:47	BTC	Buy	64291.2→67114.6	+25.84	take_profit
06-15 15:46	BTC	Buy	64141.2→66960.7	+25.86	take_profit
06-14 19:57	BTC	Buy	63809.2→63769.8	-0.99	timeout
06-14 16:52	BTC	Buy	63606.2→63989.8	+3.01	timeout
06-14 13:48	BTC	Buy	63790.2→64301.8	+4.27	timeout
06-14 09:42	BTC	Buy	63537.2→64527.8	+8.72	timeout
06-14 04:06	BTC	Buy	63727.2→64498.8	+6.80	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-237.29

total pnl ($)

-76.0 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	52	38%	-76.0	-237.29

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…