deribit_basis_zscore_extreme_fear_gate · strategy

101

closed trades

36%

win rate

-425.58

total pnl ($)

0.484

weight

7d window — n=23 wr=26% pnl=-121.43 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 06:55	BTC	Buy	60336→59961	-3.54	timeout
06-27 19:40	BTC	Buy	59937→60154	+1.41	timeout
06-27 15:42	BTC	Buy	60461→60765	+2.08	timeout
06-26 19:49	BTC	Buy	59213→59840	+4.72	timeout
06-26 16:47	BTC	Buy	59169→60058	+6.95	timeout
06-26 14:42	BTC	Buy	59545→59657	+0.44	timeout
06-25 13:58	BTC	Buy	59649→58178	-12.70	stop_loss
06-25 13:57	BTC	Buy	59758→58286.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.68	stop_loss
06-24 17:22	BTC	Buy	60764→59267.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:47	BTC	Buy	61850.1→60328.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 08:24	BTC	Buy	63692.2→62122.8	-12.76	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64277.2→62695.5	-12.79	stop_loss
06-23 03:53	BTC	Buy	64092.2→64023.8	-0.98	timeout
06-22 06:11	BTC	Buy	64183.2→64234.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64084.8	-1.55	timeout
06-22 03:37	BTC	Buy	64361.2→64180.8	-1.93	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.32	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:57	BTC	Buy	63907.2→62293.7	-12.92	stop_loss
06-18 15:51	BTC	Buy	64153.2→62575.6	-12.67	stop_loss
06-18 15:38	BTC	Buy	64392.2→62807.4	-12.48	stop_loss
06-18 10:14	BTC	Buy	64866.2→63957.8	-7.56	timeout
06-17 22:03	BTC	Buy	65492.3→63853.9	-12.95	stop_loss
06-17 15:27	BTC	Buy	65762.3→65315.7	-3.86	timeout
06-17 08:44	BTC	Buy	66504.3→64868.3	-12.77	stop_loss
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-16 15:21	BTC	Buy	66668.3→65748.7	-7.43	timeout
06-16 12:00	BTC	Buy	66236.3→66456.7	+1.13	timeout
06-16 05:53	BTC	Buy	65803.3→66090.7	+1.79	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 08:38	BTC	Buy	63841.2→64470.8	+4.45	timeout
06-14 07:34	BTC	Buy	63735.2→64321.8	+4.15	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 08:25	BTC	Buy	63466.2→63737.8	+1.59	timeout
06-13 07:25	BTC	Buy	62986.1→63705.8	+5.25	timeout
06-12 17:40	BTC	Buy	63213.2→63782.8	+4.04	timeout
06-12 08:17	BTC	Buy	62773.1→63347.8	+4.02	timeout
06-12 07:11	BTC	Buy	62655.1→63067.8	+2.80	timeout
06-11 16:02	BTC	Buy	62494.1→62699.9	+1.05	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:12	BTC	Buy	61089.1→62410.9	+10.32	timeout
06-10 15:11	BTC	Buy	61624.1→61855.9	+1.39	timeout
06-09 15:55	BTC	Buy	62609.1→61066.4	-12.77	stop_loss
06-09 14:43	BTC	Buy	62830.1→61283.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63128.2→62602.9	-4.56	timeout
06-08 22:26	BTC	Buy	63047.2→63296.8	+1.49	timeout
06-08 21:32	BTC	Buy	61783.1→63605.8	+14.27	timeout
06-08 05:31	BTC	Buy	61767.1→62667.9	+6.84	timeout
06-07 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 14:37	BTC	Buy	60944→62228.9	+10.07	timeout
06-07 04:29	BTC	Buy	59888→61513.9	+13.13	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 14:33	BTC	Buy	60402→60911	+3.77	timeout
06-06 04:12	BTC	Buy	61755.1→60232.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60767→59272.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60932→59433.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62706.1→61164.3	-12.73	stop_loss
06-05 06:22	BTC	Buy	62834.1→61284.3	-12.78	stop_loss
06-05 05:59	BTC	Buy	63786.2→62216.8	-12.71	stop_loss
06-05 02:35	BTC	Buy	63182.2→62817.9	-3.31	timeout
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 09:26	BTC	Buy	64436.2→62849.4	-12.76	stop_loss
06-04 02:03	BTC	Buy	63191.2→61637.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64404.2→62820.4	-12.74	stop_loss
06-03 20:55	BTC	Buy	66432.3→64797.3	-12.80	stop_loss
06-03 19:54	BTC	Buy	66943.3→65297.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	67001.3→65354	-12.78	stop_loss
06-03 03:49	BTC	Buy	67267.4→65612.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67475.4→65814.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	68022.4→66251.5	-13.47	stop_loss
06-02 14:27	BTC	Buy	69444.5→67735.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 06:56	BTC	Buy	71706.6→69942.5	-12.86	stop_loss
06-01 22:25	BTC	Buy	73475.7→71209.8	-16.00	stop_loss
06-01 22:25	BTC	Buy	73877.7→71209.8	-18.65	stop_loss
06-01 04:41	BTC	Buy	74143.7→73453.3	-5.13	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.15	timeout
05-29 18:52	BTC	Buy	73646.7→73203.3	-3.42	timeout
05-29 16:55	BTC	Buy	73385.7→74028.3	+3.84	timeout
05-29 15:46	BTC	Buy	73035.7→73802.3	+4.75	timeout
05-29 14:36	BTC	Buy	72845.6→72790.4	-0.94	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

36%

win rate

-425.58

total pnl ($)

-84.0 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	101	36%	-84.0	-425.58

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…