deribit_basis_zscore_extreme_fear_gate_long_v10 · strategy

147

closed trades

49%

win rate

-337.76

total pnl ($)

0.461

weight

7d window — n=35 wr=46% pnl=-106.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 03:09	BTC	Buy	60080→59874	-2.09	timeout
06-29 23:41	BTC	Buy	59778→60222	+3.29	timeout
06-29 22:11	BTC	Buy	59636→60410	+6.03	timeout
06-29 18:18	BTC	Buy	59620→60380	+5.77	timeout
06-29 05:09	BTC	Buy	59992→59543	-4.21	timeout
06-29 01:32	BTC	Buy	60162→59296	-7.68	timeout
06-28 22:26	BTC	Buy	60049→59330	-6.45	timeout
06-28 19:47	BTC	Buy	60179→59297	-7.75	timeout
06-28 16:57	BTC	Buy	60763→59653	-9.56	timeout
06-28 04:39	BTC	Buy	60345→60091	-2.56	timeout
06-27 21:55	BTC	Buy	59919→60189	+1.87	timeout
06-27 19:52	BTC	Buy	59886→60157	+1.86	timeout
06-27 18:50	BTC	Buy	59643→60500	+6.75	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:14	BTC	Buy	58871.9→60145	+10.36	timeout
06-26 19:25	BTC	Buy	59220→59886	+5.05	timeout
06-26 18:19	BTC	Buy	59647→59975	+2.19	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-26 02:13	BTC	Buy	60113→58626.7	-12.80	stop_loss
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:55	BTC	Buy	59882→58397.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60465→58957.6	-12.84	stop_loss
06-25 13:48	BTC	Buy	60841→59344.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60954→59452.3	-12.72	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62780.1→61233.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63053.2→61499.2	-12.77	stop_loss
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 10:32	BTC	Buy	62310.1→62543.9	+1.39	timeout
06-24 08:35	BTC	Buy	62297.1→62728.9	+2.95	timeout
06-24 07:34	BTC	Buy	62922.1→62681.9	-2.45	timeout
06-24 06:38	BTC	Buy	62863.1→62830.9	-0.76	timeout
06-23 08:17	BTC	Buy	64038.2→62461.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64257.2→62675.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64446.2→62861.4	-12.76	stop_loss
06-23 05:38	BTC	Buy	64233.2→63428.8	-6.75	timeout
06-23 02:15	BTC	Buy	64495.2→64174.8	-2.93	timeout
06-23 00:57	BTC	Buy	63824.2→64090.8	+1.65	timeout
06-22 18:10	BTC	Buy	63963.2→64645.8	+4.82	timeout
06-22 16:54	BTC	Buy	64132.2→64728.8	+4.20	timeout
06-22 02:10	BTC	Buy	64227.2→64514.8	+1.71	timeout
06-22 00:42	BTC	Buy	64280.2→63912.8	-3.33	timeout
06-21 21:26	BTC	Buy	63940.2→63656.8	-2.67	timeout
06-21 17:43	BTC	Buy	63830.2→64079.8	+1.58	timeout
06-21 15:28	BTC	Buy	64153.2→64235.8	+0.25	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:05	BTC	Buy	63146.2→63920.8	+5.69	timeout
06-20 19:37	BTC	Buy	62956.1→63860.8	+6.76	timeout
06-20 17:18	BTC	Buy	63044.2→63891.8	+6.25	timeout
06-20 14:55	BTC	Buy	63176.2→63940.8	+5.53	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-19 15:12	BTC	Buy	63587.2→63127.8	-3.96	timeout
06-19 14:14	BTC	Buy	63732.2→63061.8	-5.61	timeout
06-18 15:40	BTC	Buy	64350.2→62767.5	-12.71	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 14:51	BTC	Buy	65102.3→63809.8	-10.34	timeout
06-18 11:56	BTC	Buy	64846.2→63927.8	-7.57	timeout
06-18 09:44	BTC	Buy	64947.2→64246.8	-5.95	timeout
06-18 08:42	BTC	Buy	64984.2→64512.8	-4.14	timeout
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.75	stop_loss
06-17 15:59	BTC	Buy	65865.3→65698.7	-1.73	timeout
06-17 13:36	BTC	Buy	65979.3→65059.7	-7.43	timeout
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 08:08	BTC	Buy	66362.3→65398.7	-7.72	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 15:15	BTC	Buy	66601.3→65850.7	-6.16	timeout
06-16 12:25	BTC	Buy	66266.3→66546.7	+1.59	timeout
06-16 06:13	BTC	Buy	65885.3→66150.7	+1.64	timeout
06-16 05:06	BTC	Buy	65592.3→65915.7	+2.07	timeout
06-16 02:15	BTC	Buy	65659.3→66047.7	+2.49	timeout
06-15 13:37	BTC	Buy	64292.2→66746.7	+18.66	timeout
06-15 05:04	BTC	Buy	64357.2→65583.7	+9.06	timeout
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-15 00:08	BTC	Buy	64425.2→65708.7	+9.49	timeout
06-14 21:38	BTC	Buy	64294.2→64882.8	+4.08	timeout
06-14 12:36	BTC	Buy	64002.2→64329.8	+2.12	timeout
06-14 01:08	BTC	Buy	63652.2→64577.8	+6.86	timeout
06-14 00:01	BTC	Buy	63568.2→64366.8	+5.82	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:41	BTC	Buy	63700.2→64279.8	+4.10	timeout
06-13 11:14	BTC	Buy	63814.2→63902.8	+0.15	timeout
06-12 23:45	BTC	Buy	63627.2→63517.8	-1.35	timeout
06-12 21:38	BTC	Buy	63476.2→63544.8	+0.05	timeout
06-12 20:35	BTC	Buy	63343.2→63494.8	+0.73	timeout
06-12 15:45	BTC	Buy	62584.1→63858.8	+9.65	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-11 20:36	BTC	Buy	61853.1→63306.8	+11.17	timeout
06-11 19:33	BTC	Buy	61223.1→63915.8	+21.42	take_profit
06-11 17:37	BTC	Buy	61793.1→63127.8	+10.27	timeout
06-11 14:53	BTC	Buy	61867.1→62940.9	+8.13	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.79	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 17:11	BTC	Buy	61439.1→61983.9	+3.93	timeout
06-10 15:18	BTC	Buy	61592.1→61921.9	+2.18	timeout
06-10 14:18	BTC	Buy	61792.1→61894.9	+0.36	timeout
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

147

closed

49%

win rate

-337.76

total pnl ($)

-45.7 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	147	49%	-45.7	-337.76

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…