deribit_basis_zscore_extreme_fear_gate_long_v2026 · strategy

147

closed trades

43%

win rate

-428.08

total pnl ($)

0.250

weight

7d window — n=39 wr=31% pnl=-176.05 · 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 03:57	BTC	Buy	59949→59577	-3.48	timeout
06-29 23:30	BTC	Buy	59560→60189	+4.86	timeout
06-29 22:15	BTC	Buy	59604→60447	+6.47	timeout
06-29 14:15	BTC	Buy	60469→58980.5	-12.77	stop_loss
06-29 09:03	BTC	Buy	60284→59819	-4.46	timeout
06-29 07:58	BTC	Buy	60185→60021	-1.81	timeout
06-29 02:48	BTC	Buy	60093→59678	-3.94	timeout
06-28 22:03	BTC	Buy	60052→59798	-2.58	timeout
06-28 20:28	BTC	Buy	60234→59699	-4.86	timeout
06-28 08:05	BTC	Buy	60437→60171	-2.69	timeout
06-28 06:55	BTC	Buy	60338→59962	-3.55	timeout
06-27 21:21	BTC	Buy	59703→60353	+5.06	timeout
06-27 20:20	BTC	Buy	59759→60236	+3.60	timeout
06-27 19:16	BTC	Buy	59972→60560	+4.49	timeout
06-26 18:55	BTC	Buy	59488→59599	+0.37	timeout
06-26 17:55	BTC	Buy	59531→59983	+3.26	timeout
06-26 16:52	BTC	Buy	59259→59992	+5.63	timeout
06-26 15:42	BTC	Buy	59062→60436	+11.13	timeout
06-26 14:39	BTC	Buy	59732→59620	-1.44	timeout
06-25 17:43	BTC	Buy	59397→59593	+1.24	timeout
06-25 13:59	BTC	Buy	59557→58088	-12.72	stop_loss
06-25 13:55	BTC	Buy	59872→58392.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60227→58743.7	-12.70	stop_loss
06-25 13:46	BTC	Buy	61122.1→59619.2	-12.71	stop_loss
06-24 17:47	BTC	Buy	60593→59096.5	-12.78	stop_loss
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62524.1→60966.5	-12.90	stop_loss
06-24 14:13	BTC	Buy	62659.1→61118.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62668.1→61126.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62672.1→61129.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62825.1→61277.3	-12.77	stop_loss
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:05	BTC	Buy	62384.1→62721.9	+2.21	timeout
06-24 08:05	BTC	Buy	62800.1→62647.9	-1.70	timeout
06-24 07:04	BTC	Buy	62917.1→62693.9	-2.28	timeout
06-24 06:01	BTC	Buy	63319.2→62807.9	-4.55	timeout
06-23 08:27	BTC	Buy	63632.2→62066.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	63976.2→62369.7	-13.03	stop_loss
06-23 06:52	BTC	Buy	63922.2→62925.9	-8.27	timeout
06-23 06:21	BTC	Buy	64167.2→62588.6	-12.78	stop_loss
06-23 04:51	BTC	Buy	64055.2→63675.8	-3.42	timeout
06-23 03:43	BTC	Buy	64177.2→63947.8	-2.24	timeout
06-22 20:18	BTC	Buy	64061.2→64477.8	+2.77	timeout
06-22 07:03	BTC	Buy	64225.2→63978.8	-2.39	timeout
06-22 05:59	BTC	Buy	64223.2→64197.8	-0.66	timeout
06-22 04:39	BTC	Buy	64505.2→63981.8	-4.54	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-21 20:15	BTC	Buy	63928.2→64123.8	+1.09	timeout
06-21 05:53	BTC	Buy	63618.2→64202.8	+4.14	timeout
06-21 04:53	BTC	Buy	63551.2→64282.8	+5.32	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 19:17	BTC	Buy	63031.2→63880.8	+6.30	timeout
06-19 20:38	BTC	Buy	63128.2→63041.8	-1.17	timeout
06-19 19:36	BTC	Buy	62816.1→62949.9	+0.59	timeout
06-19 18:36	BTC	Buy	62792.1→63127.8	+2.21	timeout
06-19 17:31	BTC	Buy	62677.1→62911.9	+1.42	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-18 15:57	BTC	Buy	63886.2→62293.7	-12.77	stop_loss
06-18 15:57	BTC	Buy	63925.2→62350.7	-12.70	stop_loss
06-18 15:55	BTC	Buy	63978.2→62396.7	-12.73	stop_loss
06-18 15:40	BTC	Buy	64204.2→62625.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64253.2→62671.5	-12.73	stop_loss
06-18 10:19	BTC	Buy	64903.2→63952.8	-7.87	timeout
06-18 09:15	BTC	Buy	64963.2→64350.8	-5.20	timeout
06-18 05:03	BTC	Buy	65327.3→63716.9	-12.79	stop_loss
06-17 19:50	BTC	Buy	65664.3→64049.8	-12.76	stop_loss
06-17 19:50	BTC	Buy	65673.3→64053.8	-12.80	stop_loss
06-17 08:44	BTC	Buy	66517.3→64881.3	-12.75	stop_loss
06-17 08:31	BTC	Buy	66734.3→65091.2	-12.75	stop_loss
06-17 08:10	BTC	Buy	66427.3→65364.7	-8.40	timeout
06-17 07:02	BTC	Buy	66377.3→65581.7	-6.47	timeout
06-17 00:44	BTC	Buy	66389.3→65799.7	-4.96	timeout
06-16 10:54	BTC	Buy	65850.3→66539.7	+4.73	timeout
06-16 07:00	BTC	Buy	65724.3→66393.7	+4.72	timeout
06-16 05:47	BTC	Buy	65708.3→66080.7	+2.44	timeout
06-16 04:12	BTC	Buy	65736.3→66166.7	+2.87	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-15 10:29	BTC	Buy	64573.2→65695.7	+8.25	timeout
06-15 04:56	BTC	Buy	64337.2→65609.7	+9.41	timeout
06-15 02:46	BTC	Buy	64467.2→65529.7	+7.75	timeout
06-14 22:31	BTC	Buy	64508.2→65194.7	+4.82	timeout
06-14 20:18	BTC	Buy	64262.2→63809.8	-4.02	timeout
06-14 09:43	BTC	Buy	63777.2→64517.8	+5.31	timeout
06-14 04:39	BTC	Buy	63589.2→64407.8	+6.03	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 21:42	BTC	Buy	63536.2→64594.8	+7.85	timeout
06-13 19:41	BTC	Buy	63703.2→64279.8	+4.08	timeout
06-13 09:25	BTC	Buy	63636.2→63798.8	+0.74	timeout
06-12 23:03	BTC	Buy	63372.2→63436.8	+0.01	timeout
06-12 21:59	BTC	Buy	63453.2→63496.8	-0.15	timeout
06-12 20:57	BTC	Buy	63374.2→63444.8	+0.09	timeout
06-12 17:38	BTC	Buy	63138.2→63893.8	+5.52	timeout
06-12 09:01	BTC	Buy	62893.1→63445.8	+3.87	timeout
06-11 19:30	BTC	Buy	61161.1→63845.8	+21.38	take_profit
06-11 17:38	BTC	Buy	61753.1→63152.8	+10.78	timeout
06-11 16:05	BTC	Buy	62426.1→62661.9	+1.34	timeout
06-11 14:53	BTC	Buy	61876.1→62897.9	+7.71	timeout
06-11 07:51	BTC	Buy	61657.1→62685.9	+7.76	timeout
06-10 18:55	BTC	Buy	61706.1→61736.9	-0.26	timeout

Paper vs Live

Paper (trades.jsonl)

147

closed

43%

win rate

-428.08

total pnl ($)

-58.0 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	147	43%	-58.0	-428.08

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…