deribit_basis_zscore_contrarian_fear_gate_long · strategy

closed trades

47%

win rate

-191.08

total pnl ($)

0.648

weight

7d window — n=16 wr=25% pnl=-101.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:19	BTC	Buy	60338→59655	-6.13	timeout
06-28 20:17	BTC	Buy	60258→59652	-5.47	timeout
06-28 19:07	BTC	Buy	60556→59483	-9.29	timeout
06-26 18:06	BTC	Buy	59574→60099	+3.84	timeout
06-26 17:06	BTC	Buy	59117→60123	+7.97	timeout
06-26 15:59	BTC	Buy	59605→60286	+5.18	timeout
06-26 14:57	BTC	Buy	59527→59536	-0.42	timeout
06-26 14:25	BTC	Buy	59366→60005	+4.88	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59678→58205	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58333.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60457→58967.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60764→59267.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60868→59368.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61329.1→59820.1	-12.73	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67108.4→65457	-12.83	stop_loss
06-16 13:45	BTC	Buy	66503.3→66086.7	-3.67	timeout
06-16 12:40	BTC	Buy	66331.3→66552.7	+1.14	timeout
06-16 11:33	BTC	Buy	66207.3→66394.7	+0.90	timeout
06-15 14:18	BTC	Buy	64239.2→66470.7	+16.93	timeout
06-15 13:13	BTC	Buy	64319.2→66607.7	+17.36	timeout
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.51	take_profit
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-14 19:09	BTC	Buy	64176.2→63749.8	-3.85	timeout
06-14 13:53	BTC	Buy	64077.2→64275.8	+1.10	timeout
06-14 12:50	BTC	Buy	64065.2→64301.8	+1.40	timeout
06-14 11:45	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:43	BTC	Buy	63823.2→64585.8	+5.50	timeout
06-13 18:50	BTC	Buy	63816.2→64049.8	+1.38	timeout
06-13 13:12	BTC	Buy	63411.2→64138.8	+5.22	timeout
06-13 12:01	BTC	Buy	63706.2→63921.8	+1.16	timeout
06-13 11:01	BTC	Buy	63692.2→63838.8	+0.60	timeout
06-13 09:55	BTC	Buy	63755.2→63728.8	-0.73	timeout
06-12 17:52	BTC	Buy	63503.2→63856.8	+2.32	timeout
06-12 12:36	BTC	Buy	62732.1→63488.8	+5.51	timeout
06-12 11:31	BTC	Buy	63188.2→63747.8	+3.90	timeout
06-12 10:21	BTC	Buy	62832.1→63725.8	+6.56	timeout
06-12 09:16	BTC	Buy	62786.1→63525.8	+5.37	timeout
06-11 16:53	BTC	Buy	62116.1→62605.9	+3.42	timeout
06-11 11:22	BTC	Buy	61155.1→63138.8	+15.63	timeout
06-11 10:20	BTC	Buy	61165.1→62796.9	+12.75	timeout
06-11 09:17	BTC	Buy	61072.1→62763.9	+13.28	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.42	timeout
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63348.2→61790	-12.75	stop_loss
06-09 14:11	BTC	Buy	63510.2→61946.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63521.2→61955.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63567.2→62003.9	-12.75	stop_loss
06-09 07:19	BTC	Buy	63051.2→63316.8	+1.60	timeout
06-08 19:14	BTC	Buy	61659.1→63405.8	+13.66	timeout
06-08 18:07	BTC	Buy	62172.1→63604.8	+10.99	timeout
06-08 17:06	BTC	Buy	62207.1→63510.8	+9.93	timeout
06-08 16:05	BTC	Buy	62005.1→63830.8	+14.15	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 18:38	BTC	Buy	60556→62157.9	+12.82	timeout
06-07 17:27	BTC	Buy	60586→62222.9	+13.08	timeout
06-07 16:11	BTC	Buy	60741→61991.9	+9.77	timeout
06-07 15:06	BTC	Buy	60539→61661.9	+8.81	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60621.6	-12.82	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 11:28	BTC	Buy	62547.1→62458.9	-1.20	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:16	BTC	Buy	63433.2→61871	-12.70	stop_loss
06-05 06:01	BTC	Buy	63662.2→62095.8	-12.70	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-05 02:26	BTC	Buy	63053.2→62795.9	-2.48	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63040.3	-12.78	stop_loss
06-04 02:01	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-04 01:16	BTC	Buy	64471.2→62885.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65400.3→63791.9	-12.74	stop_loss
06-03 20:48	BTC	Buy	66662.3→65021.2	-12.78	stop_loss
06-03 19:55	BTC	Buy	66807.3→65164.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	67009.4→65359	-12.78	stop_loss
06-03 16:27	BTC	Buy	67196.4→65543.9	-12.76	stop_loss
06-03 16:26	BTC	Buy	67231.4→65568.9	-12.84	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-191.08

total pnl ($)

-40.7 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	93	47%	-40.7	-191.08

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…