deribit_basis_zscore_discount_fear_gate · strategy

127

closed trades

35%

win rate

-652.32

total pnl ($)

0.268

weight

7d window — n=28 wr=32% pnl=-164.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:58	BTC	Buy	59302→59813	+3.78	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.79	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.04	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-25 13:48	BTC	Buy	60869→59372.3	-12.66	stop_loss
06-24 16:51	BTC	Buy	61093.1→59589.2	-12.75	stop_loss
06-24 16:51	BTC	Buy	61240.1→59721.1	-12.83	stop_loss
06-24 16:47	BTC	Buy	61474.1→59951	-12.81	stop_loss
06-24 14:19	BTC	Buy	62417.1→60880.5	-12.75	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 11:18	BTC	Buy	62375.1→62362.9	-0.54	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:10	BTC	Buy	62828.1→62590.9	-2.36	timeout
06-23 06:21	BTC	Buy	64216.2→62635.5	-12.61	stop_loss
06-23 06:20	BTC	Buy	64407.2→62815.4	-12.72	stop_loss
06-23 06:08	BTC	Buy	64702.2→63077.3	-12.89	stop_loss
06-23 06:08	BTC	Buy	64714.2→63118.3	-12.69	stop_loss
06-23 05:19	BTC	Buy	65095.3→63488.1	-12.85	stop_loss
06-22 12:25	BTC	Buy	64000.2→64924.8	+6.64	timeout
06-22 11:02	BTC	Buy	64430.2→64091.8	-3.23	timeout
06-22 09:52	BTC	Buy	64153.2→64077.8	-1.19	timeout
06-22 08:51	BTC	Buy	63914.2→64134.8	+1.13	timeout
06-22 07:46	BTC	Buy	64214.2→64231.8	-0.41	timeout
06-19 21:14	BTC	Buy	62912.1→63243.8	+2.14	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.24	timeout
06-19 19:12	BTC	Buy	62618.1→62989.9	+2.48	timeout
06-19 18:09	BTC	Buy	62677.1→63083.8	+2.77	timeout
06-19 17:20	BTC	Buy	62565.1→63057.8	+3.48	timeout
06-18 15:57	BTC	Buy	63912.2→62301.7	-13.03	stop_loss
06-18 15:55	BTC	Buy	63976.2→62398.7	-12.72	stop_loss
06-18 15:51	BTC	Buy	64120.2→62522.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64244.2→62662.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64313.2→62730.5	-12.72	stop_loss
06-18 11:38	BTC	Buy	64751.2→63921.8	-6.86	timeout
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-18 08:40	BTC	Buy	64973.2→64516.8	-4.07	timeout
06-17 19:29	BTC	Buy	65885.3→64242.6	-12.92	stop_loss
06-17 17:42	BTC	Buy	65709.3→65824.7	+0.35	timeout
06-17 14:25	BTC	Buy	65649.3→65169.7	-4.02	timeout
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-17 08:39	BTC	Buy	66631.3→64989.2	-12.84	stop_loss
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-16 15:42	BTC	Buy	66825.3→65851.7	-7.84	timeout
06-16 12:14	BTC	Buy	66277.3→66518.7	+1.29	timeout
06-16 11:01	BTC	Buy	65877.3→66496.7	+4.16	timeout
06-16 08:09	BTC	Buy	65680.3→66339.7	+4.58	timeout
06-16 05:52	BTC	Buy	65767.3→66096.7	+2.13	timeout
06-15 11:39	BTC	Buy	64607.2→66165.7	+11.62	timeout
06-15 10:30	BTC	Buy	64574.2→65689.7	+8.19	timeout
06-15 09:15	BTC	Buy	64407.2→65662.7	+9.31	timeout
06-15 06:01	BTC	Buy	64342.2→65812.7	+10.96	timeout
06-15 03:23	BTC	Buy	64516.2→65663.7	+8.41	timeout
06-14 10:37	BTC	Buy	63823.2→64611.8	+5.72	timeout
06-14 09:14	BTC	Buy	63783.2→64400.8	+4.34	timeout
06-14 08:13	BTC	Buy	63773.2→64423.8	+4.61	timeout
06-14 04:41	BTC	Buy	63583.2→64402.8	+6.03	timeout
06-14 01:57	BTC	Buy	63780.2→64566.8	+5.73	timeout
06-13 05:21	BTC	Buy	63473.2→63557.8	+0.23	timeout
06-12 23:41	BTC	Buy	63651.2→63511.8	-1.59	timeout
06-12 22:05	BTC	Buy	63570.2→63517.8	-0.91	timeout
06-12 21:02	BTC	Buy	63383.2→63461.8	+0.15	timeout
06-12 17:44	BTC	Buy	63282.2→63799.8	+3.62	timeout
06-11 14:54	BTC	Buy	61904.1→62882.9	+7.36	timeout
06-10 18:55	BTC	Buy	61692.1→61765.9	+0.10	timeout
06-10 16:30	BTC	Buy	61016.1→62247.9	+9.56	timeout
06-10 15:27	BTC	Buy	61356.1→62239.9	+6.70	timeout
06-10 14:30	BTC	Buy	61547.1→62001.9	+3.22	timeout
06-09 14:47	BTC	Buy	62723.1→61180.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63447.2→61886.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63568.2→62001.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63748.2→62177.8	-12.75	stop_loss
06-09 00:48	BTC	Buy	63995.2→62421.7	-12.75	stop_loss
06-08 22:53	BTC	Buy	63107.2→63304.8	+1.09	timeout
06-08 07:18	BTC	Buy	62051.1→63049.8	+7.56	timeout
06-08 05:55	BTC	Buy	61723.1→62697.9	+7.45	timeout
06-08 04:53	BTC	Buy	61800.1→62777.9	+7.45	timeout
06-08 03:31	BTC	Buy	61588.1→63163.8	+12.32	timeout
06-07 22:15	BTC	Buy	61437.1→64134.8	+21.51	take_profit
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss

Paper vs Live

Paper (trades.jsonl)

127

closed

35%

win rate

-652.32

total pnl ($)

-102.5 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	127	35%	-102.5	-652.32

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…