deribit_basis_zscore_discount_fear_gated_long · strategy

closed trades

49%

win rate

-231.83

total pnl ($)

0.703

weight

7d window — n=24 wr=42% pnl=-86.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:05	BTC	Buy	60569→60099	-4.32	timeout
06-27 12:06	BTC	Buy	60088→60305	+1.35	timeout
06-27 05:34	BTC	Buy	60157→60142	-0.57	timeout
06-26 23:32	BTC	Buy	59410→59943	+4.03	timeout
06-26 17:18	BTC	Buy	59899→60042	+0.70	timeout
06-26 10:40	BTC	Buy	59762→59446	-3.12	timeout
06-26 04:36	BTC	Buy	59446→59911	+3.47	timeout
06-25 13:48	BTC	Buy	61019.1→59452.3	-13.26	stop_loss
06-25 13:46	BTC	Buy	61273.1→59705.1	-13.23	stop_loss
06-25 10:26	BTC	Buy	60890→61550.9	+4.96	timeout
06-24 17:47	BTC	Buy	60632→59067.5	-13.34	stop_loss
06-24 14:19	BTC	Buy	62554.1→60951.5	-13.26	stop_loss
06-24 14:02	BTC	Buy	62766.1→61158.3	-13.25	stop_loss
06-24 10:36	BTC	Buy	62515.1→62543.9	-0.24	timeout
06-24 04:27	BTC	Buy	62549.1→62557.9	-0.41	timeout
06-23 22:12	BTC	Buy	62424.1→62711.9	+1.86	timeout
06-23 08:24	BTC	Buy	63792.2→62159.8	-13.24	stop_loss
06-23 08:24	BTC	Buy	63815.2→62165.8	-13.35	stop_loss
06-23 03:38	BTC	Buy	65027.3→63958.8	-8.66	timeout
06-22 20:46	BTC	Buy	64242.2→64439.8	+1.08	timeout
06-22 14:33	BTC	Buy	64530.2→64918.8	+2.51	timeout
06-22 08:24	BTC	Buy	64089.2→64241.8	+0.71	timeout
06-22 02:23	BTC	Buy	64001.2→64501.8	+3.42	timeout
06-21 19:44	BTC	Buy	64186.2→64187.8	-0.43	timeout
06-21 09:53	BTC	Buy	63996.2→64142.8	+0.64	timeout
06-21 00:51	BTC	Buy	63560.2→64284.8	+5.22	timeout
06-20 18:51	BTC	Buy	63724.2→63793.8	+0.10	timeout
06-20 12:48	BTC	Buy	63509.2→63575.8	+0.05	timeout
06-20 05:14	BTC	Buy	62963.1→63774.8	+6.00	timeout
06-19 19:01	BTC	Buy	62879.1→63052.8	+0.92	timeout
06-19 12:36	BTC	Buy	63002.1→62442.9	-4.84	timeout
06-19 03:52	BTC	Buy	62573.1→62740.9	+0.92	timeout
06-18 15:53	BTC	Buy	64091.2→62450.6	-13.12	stop_loss
06-18 05:03	BTC	Buy	65392.3→63716.9	-13.27	stop_loss
06-17 07:03	BTC	Buy	65697.3→65590.7	-1.27	timeout
06-17 00:11	BTC	Buy	66525.3→65716.7	-6.56	timeout
06-16 16:06	BTC	Buy	66156.3→65819.7	-3.01	timeout
06-16 09:01	BTC	Buy	66487.3→66805.7	+1.96	timeout
06-16 02:36	BTC	Buy	66482.3→65800.7	-5.58	timeout
06-15 20:37	BTC	Buy	65707.3→66594.7	+6.27	timeout
06-15 14:35	BTC	Buy	65576.3→66508.7	+6.66	timeout
06-15 08:26	BTC	Buy	63899.2→65613.7	+12.96	timeout
06-15 01:59	BTC	Buy	64283.2→65468.7	+8.76	timeout
06-14 19:52	BTC	Buy	64394.2→63755.8	-5.43	timeout
06-14 13:51	BTC	Buy	64615.2→64271.8	-3.11	timeout
06-14 07:51	BTC	Buy	64305.2→64390.8	+0.21	timeout
06-14 01:51	BTC	Buy	64104.2→64608.8	+3.50	timeout
06-13 19:49	BTC	Buy	63828.2→64282.8	+3.11	timeout
06-13 13:47	BTC	Buy	63799.2→64070.8	+1.65	timeout
06-13 07:31	BTC	Buy	63639.2→63755.8	+0.46	timeout
06-12 21:31	BTC	Buy	63764.2→63527.8	-2.32	timeout
06-12 15:27	BTC	Buy	63393.2→64250.8	+6.27	timeout
06-12 08:58	BTC	Buy	63359.2→63430.8	+0.08	timeout
06-12 01:45	BTC	Buy	62916.1→63373.8	+3.13	timeout
06-11 19:04	BTC	Buy	62653.1→63489.8	+6.16	timeout
06-11 12:05	BTC	Buy	61555.1→63046.8	+11.60	timeout
06-11 02:51	BTC	Buy	61935.1→62052.9	+0.47	timeout
06-10 20:19	BTC	Buy	61597.1→61809.9	+1.25	timeout
06-10 07:47	BTC	Buy	61794.1→62016.9	+1.40	timeout
06-09 16:39	BTC	Buy	62366.1→60766.6	-13.29	stop_loss
06-09 14:29	BTC	Buy	63169.2→61552.1	-13.25	stop_loss
06-09 01:30	BTC	Buy	63582.2→62756.9	-6.94	timeout
06-08 19:22	BTC	Buy	63140.2→63517.8	+2.51	timeout
06-08 10:08	BTC	Buy	61844.1→63456.8	+12.59	timeout
06-08 04:10	BTC	Buy	62040.1→62926.9	+6.69	timeout
06-07 19:15	BTC	Buy	62121.1→61573.9	-4.83	timeout
06-07 13:25	BTC	Buy	61506.1→61695.9	+1.08	timeout
06-06 18:08	BTC	Buy	61070.1→60471	-5.33	timeout
06-06 04:20	BTC	Buy	61492.1→59918	-13.25	stop_loss
06-05 18:52	BTC	Buy	60988→59427.3	-13.25	stop_loss
06-05 13:48	BTC	Buy	63110.2→61493.2	-13.26	stop_loss
06-05 06:23	BTC	Buy	62854.1→61244.3	-13.25	stop_loss
06-05 06:03	BTC	Buy	63668.2→62036.9	-13.24	stop_loss
06-05 03:53	BTC	Buy	63797.2→62714.9	-8.90	timeout
06-04 21:46	BTC	Buy	63142.2→63351.8	+1.22	timeout
06-04 10:28	BTC	Buy	64171.2→62515.6	-13.32	stop_loss
06-04 00:26	BTC	Buy	65294.3→63623	-13.24	stop_loss
06-03 19:55	BTC	Buy	66900.3→65168.1	-13.41	stop_loss
06-03 16:41	BTC	Buy	66383.3→65938.7	-3.83	timeout
06-03 03:49	BTC	Buy	67333.4→65607.9	-13.27	stop_loss
06-02 23:01	BTC	Buy	67941.4→66201.6	-13.26	stop_loss
06-02 12:30	BTC	Buy	70979.5→69161.9	-13.31	stop_loss
06-01 02:24	BTC	Buy	73559.7→73472.3	-1.07	timeout
05-31 07:46	BTC	Buy	74029.7→73857.3	-1.69	timeout
05-30 03:04	BTC	Buy	73177.7→73729.3	+3.30	timeout
05-29 19:50	BTC	Buy	73373.7→73637.3	+1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-231.83

total pnl ($)

-53.8 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	86	49%	-53.8	-231.83

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…