deribit_basis_zscore_extreme_fear_gate_long_v4 · strategy

closed trades

39%

win rate

-381.76

total pnl ($)

0.255

weight

7d window — n=23 wr=22% pnl=-144.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59754→58223	-13.26	stop_loss
06-30 12:20	BTC	Buy	60472→58922.6	-13.24	stop_loss
06-30 11:46	BTC	Buy	59853→59229	-5.65	timeout
06-30 04:24	BTC	Buy	59896→59454	-4.07	timeout
06-29 22:14	BTC	Buy	59607→60408	+6.34	timeout
06-29 11:51	BTC	Buy	60242→59826	-4.05	timeout
06-29 05:14	BTC	Buy	59982→59489	-4.58	timeout
06-28 20:39	BTC	Buy	60235→59671	-5.13	timeout
06-28 14:27	BTC	Buy	60615→60089	-4.82	timeout
06-28 07:37	BTC	Buy	60390→60115	-2.76	timeout
06-27 13:01	BTC	Buy	59143→60387	+10.04	timeout
06-27 00:31	BTC	Buy	59752→59924	+0.96	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 13:18	BTC	Buy	60309→58762.7	-13.28	stop_loss
06-25 13:59	BTC	Buy	59563→58030.1	-13.24	stop_loss
06-25 13:48	BTC	Buy	61003.1→59442.3	-13.20	stop_loss
06-25 13:45	BTC	Buy	61368.1→59796.1	-13.25	stop_loss
06-25 13:44	BTC	Buy	61652.1→60068.9	-13.27	stop_loss
06-24 15:30	BTC	Buy	62353.1→60750.6	-13.24	stop_loss
06-24 13:48	BTC	Buy	62841.1→61233.3	-13.24	stop_loss
06-24 13:48	BTC	Buy	62840.1→61232.3	-13.24	stop_loss
06-24 12:07	BTC	Buy	62428.1→62793.9	+2.47	timeout
06-24 05:51	BTC	Buy	63399.2→62861.9	-4.75	timeout
06-23 06:21	BTC	Buy	64224.2→62561.6	-13.43	stop_loss
06-23 06:21	BTC	Buy	64412.2→62761.5	-13.28	stop_loss
06-23 05:23	BTC	Buy	65077.3→63409.1	-13.29	stop_loss
06-23 01:12	BTC	Buy	63849.2→64229.8	+2.54	timeout
06-22 19:07	BTC	Buy	64144.2→64330.8	+0.95	timeout
06-22 13:08	BTC	Buy	64132.2→65019.7	+6.32	timeout
06-22 07:00	BTC	Buy	64269.2→63969.8	-2.80	timeout
06-22 00:42	BTC	Buy	64285.2→63894.8	-3.51	timeout
06-21 15:59	BTC	Buy	64103.2→64197.8	+0.29	timeout
06-21 05:50	BTC	Buy	63596.2→64207.8	+4.36	timeout
06-20 13:26	BTC	Buy	62727.1→63285.8	+3.96	timeout
06-20 07:22	BTC	Buy	62757.1→63729.8	+7.29	timeout
06-20 02:00	BTC	Buy	63018.2→63522.8	+3.55	timeout
06-19 19:38	BTC	Buy	62828.1→62982.9	+0.75	timeout
06-18 15:57	BTC	Buy	63960.2→62316.7	-13.28	stop_loss
06-18 15:53	BTC	Buy	64118.2→62476.6	-12.98	stop_loss
06-18 15:40	BTC	Buy	64399.2→62749.5	-13.15	stop_loss
06-18 15:38	BTC	Buy	64480.2→62829.4	-13.05	stop_loss
06-18 13:49	BTC	Buy	65281.3→63990.8	-10.32	timeout
06-18 04:11	BTC	Buy	65489.3→63811.9	-13.27	stop_loss
06-17 22:03	BTC	Buy	65557.3→63843.9	-13.51	stop_loss
06-17 19:26	BTC	Buy	65671.3→64788.8	-7.19	timeout
06-17 11:05	BTC	Buy	66245.3→64545.5	-13.36	stop_loss
06-17 07:00	BTC	Buy	66420.3→65600.7	-6.65	timeout
06-16 21:23	BTC	Buy	66510.3→65711.7	-6.55	timeout
06-16 11:58	BTC	Buy	66201.3→66440.7	+1.27	timeout
06-16 05:49	BTC	Buy	65758.3→66023.7	+1.62	timeout
06-15 21:20	BTC	Buy	64742.2→66496.7	+13.04	timeout
06-15 09:16	BTC	Buy	64389.2→65678.7	+9.58	timeout
06-15 02:31	BTC	Buy	64521.2→65629.7	+8.10	timeout
06-14 20:28	BTC	Buy	64232.2→63910.8	-2.99	timeout
06-14 14:23	BTC	Buy	64122.2→64262.8	+0.65	timeout
06-14 08:17	BTC	Buy	63795.2→64475.8	+4.83	timeout
06-13 21:28	BTC	Buy	63513.2→64229.8	+5.17	timeout
06-13 11:59	BTC	Buy	63727.2→63941.8	+1.15	timeout
06-13 05:49	BTC	Buy	63343.2→63514.8	+0.90	timeout
06-12 23:52	BTC	Buy	63527.2→63552.8	-0.31	timeout
06-12 17:41	BTC	Buy	63323.2→63798.8	+3.30	timeout
06-12 11:01	BTC	Buy	63048.2→63653.8	+4.28	timeout
06-11 15:59	BTC	Buy	62609.1→62712.9	+0.23	timeout
06-11 08:19	BTC	Buy	61626.1→62795.9	+8.91	timeout
06-10 15:08	BTC	Buy	61567.1→61926.9	+2.43	timeout
06-09 14:29	BTC	Buy	63167.2→61550.1	-13.25	stop_loss
06-09 14:29	BTC	Buy	63187.2→61566.1	-13.29	stop_loss
06-09 14:06	BTC	Buy	63679.2→62049.9	-13.24	stop_loss
06-09 08:06	BTC	Buy	63165.2→62931.9	-2.32	timeout
06-09 02:03	BTC	Buy	63113.2→62828.9	-2.69	timeout
06-08 13:53	BTC	Buy	61804.1→63749.8	+15.25	timeout
06-08 07:49	BTC	Buy	62212.1→63320.8	+8.31	timeout
06-07 22:15	BTC	Buy	61485.1→64184.8	+21.51	take_profit
06-07 22:15	BTC	Buy	61298.1→63988.8	+21.50	take_profit
06-07 19:41	BTC	Buy	60548→61285.9	+5.70	timeout
06-07 13:33	BTC	Buy	60712→61828.9	+8.73	timeout
06-06 04:27	BTC	Buy	61415.1→59839.1	-13.28	stop_loss
06-05 18:54	BTC	Buy	60685→59131.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62616.1→61011.4	-13.27	stop_loss
06-05 13:51	BTC	Buy	62751.1→61145.4	-13.25	stop_loss
06-05 06:23	BTC	Buy	62806.1→61176.3	-13.36	stop_loss
06-05 06:01	BTC	Buy	63730.2→62097.8	-13.23	stop_loss
06-05 06:01	BTC	Buy	63753.2→62120.8	-13.21	stop_loss
06-04 10:27	BTC	Buy	64263.2→62582.6	-13.50	stop_loss
06-04 00:29	BTC	Buy	64973.2→63310.2	-13.24	stop_loss
06-03 20:55	BTC	Buy	66353.3→64652.4	-13.31	stop_loss
06-03 20:55	BTC	Buy	66687.3→64977.2	-13.32	stop_loss
06-03 19:55	BTC	Buy	66925.3→65168.1	-13.59	stop_loss
06-03 03:43	BTC	Buy	67556.4→65827.8	-13.25	stop_loss
06-02 14:10	BTC	Buy	70035.5→68227.5	-13.37	stop_loss
06-02 12:40	BTC	Buy	70851.5→69036	-13.32	stop_loss
05-30 14:52	BTC	Buy	73004.7→73905.3	+5.57	timeout
05-30 07:48	BTC	Buy	73375.7→73480.3	+0.22	timeout
05-29 14:38	BTC	Buy	72866.6→72724.4	-1.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

39%

win rate

-381.76

total pnl ($)

-80.9 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	94	39%	-80.9	-381.76

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…