deribit_basis_zscore_extreme_fear_gate_long_v8 · strategy

155

closed trades

43%

win rate

-515.13

total pnl ($)

0.359

weight

7d window — n=31 wr=39% pnl=-123.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:12	BTC	Buy	59289→57816.2	-12.93	stop_loss
07-01 01:12	BTC	Buy	59373→57913.1	-12.80	stop_loss
07-01 01:11	BTC	Buy	59505→58041.1	-12.82	stop_loss
06-30 13:34	BTC	Buy	59726→58237	-12.92	stop_loss
06-30 12:06	BTC	Buy	60463→58975.5	-12.74	stop_loss
06-30 07:04	BTC	Buy	59992→59588	-3.80	timeout
06-30 03:21	BTC	Buy	60031→59961	-0.96	timeout
06-30 00:56	BTC	Buy	59578→59840	+1.78	timeout
06-29 23:49	BTC	Buy	59701→60218	+3.92	timeout
06-29 19:10	BTC	Buy	59504→60183	+5.11	timeout
06-29 04:45	BTC	Buy	60136→59794	-3.30	timeout
06-29 01:29	BTC	Buy	60169→59275	-7.93	timeout
06-28 21:01	BTC	Buy	60319→59620	-6.22	timeout
06-28 19:59	BTC	Buy	60139→59458	-6.10	timeout
06-28 18:56	BTC	Buy	60526→59571	-8.31	timeout
06-28 02:52	BTC	Buy	60314→60121	-2.06	timeout
06-28 00:05	BTC	Buy	60086→60003	-1.10	timeout
06-27 20:51	BTC	Buy	59748→60258	+3.88	timeout
06-27 19:48	BTC	Buy	59866→60134	+1.84	timeout
06-27 18:50	BTC	Buy	59644→60500	+6.75	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.20	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 18:19	BTC	Buy	59653→59977	+2.15	timeout
06-26 15:15	BTC	Buy	58920.9→59789	+6.83	timeout
06-26 14:30	BTC	Buy	59259→59942	+5.26	timeout
06-25 17:50	BTC	Buy	59339→59480	+0.77	timeout
06-25 13:59	BTC	Buy	59511→58041.1	-12.72	stop_loss
06-25 13:54	BTC	Buy	60043→58535.8	-12.92	stop_loss
06-25 13:53	BTC	Buy	60267→58767.7	-12.80	stop_loss
06-25 13:48	BTC	Buy	60974→59473.3	-12.70	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.72	stop_loss
06-24 14:02	BTC	Buy	62728.1→61181.3	-12.78	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 13:08	BTC	Buy	62138.1→62158.9	-0.29	timeout
06-24 12:08	BTC	Buy	62443.1→62793.9	+2.36	timeout
06-24 09:34	BTC	Buy	62445.1→62666.9	+1.25	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 07:33	BTC	Buy	62895.1→62685.9	-2.18	timeout
06-23 08:17	BTC	Buy	63987.2→62403.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63942.2→62369.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64277.2→62695.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64116.2→62831.9	-10.50	timeout
06-23 06:18	BTC	Buy	64586.2→62994.3	-12.80	stop_loss
06-22 23:33	BTC	Buy	63392.2→63977.8	+4.22	timeout
06-22 22:20	BTC	Buy	63667.2→64165.8	+3.46	timeout
06-22 08:30	BTC	Buy	64020.2→64160.8	+0.59	timeout
06-22 03:33	BTC	Buy	64331.2→64236.8	-1.26	timeout
06-21 23:28	BTC	Buy	64242.2→63636.8	-5.14	timeout
06-21 22:26	BTC	Buy	64153.2→63698.8	-3.97	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 07:52	BTC	Buy	63702.2→64181.8	+3.32	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-20 23:18	BTC	Buy	63265.2→64261.8	+7.42	timeout
06-20 21:05	BTC	Buy	63151.2→63920.8	+5.65	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-20 00:57	BTC	Buy	62981.1→63521.8	+3.86	timeout
06-19 23:45	BTC	Buy	62861.1→63289.8	+2.93	timeout
06-19 22:23	BTC	Buy	62821.1→63237.8	+2.82	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-18 15:56	BTC	Buy	63962.2→62388.7	-12.72	stop_loss
06-18 15:54	BTC	Buy	63999.2→62422.7	-12.69	stop_loss
06-18 15:40	BTC	Buy	64282.2→62701.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64496.2→62878.4	-12.79	stop_loss
06-18 15:37	BTC	Buy	64519.2→62932.4	-12.56	stop_loss
06-18 09:38	BTC	Buy	64961.2→64223.8	-6.23	timeout
06-18 08:43	BTC	Buy	64978.2→64513.8	-4.07	timeout
06-17 22:03	BTC	Buy	65519.3→63904.8	-12.76	stop_loss
06-17 19:50	BTC	Buy	65643.3→64026.8	-12.76	stop_loss
06-17 17:08	BTC	Buy	65777.3→65912.7	+0.49	timeout
06-17 08:39	BTC	Buy	66588.3→64950.3	-12.79	stop_loss
06-17 06:56	BTC	Buy	66493.3→65587.7	-7.22	timeout
06-17 05:39	BTC	Buy	66081.3→65843.7	-2.27	timeout
06-16 22:44	BTC	Buy	66253.3→65686.7	-4.81	timeout
06-16 13:10	BTC	Buy	66632.3→66111.7	-4.44	timeout
06-16 08:08	BTC	Buy	65679.3→66331.7	+4.54	timeout
06-16 05:24	BTC	Buy	65804.3→66058.7	+1.54	timeout
06-16 03:58	BTC	Buy	65915.3→66113.7	+1.10	timeout
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 12:27	BTC	Buy	64474.2→66237.7	+13.25	timeout
06-15 06:57	BTC	Buy	64258.2→65834.7	+11.80	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 21:36	BTC	Buy	64274.2→64853.8	+4.02	timeout
06-14 20:05	BTC	Buy	64242.2→63793.8	-3.99	timeout
06-14 11:33	BTC	Buy	63904.2→64585.8	+4.88	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:16	BTC	Buy	63664.2→64643.8	+7.29	timeout
06-13 21:09	BTC	Buy	63551.2→64271.8	+5.20	timeout
06-13 19:33	BTC	Buy	63641.2→64143.8	+3.50	timeout
06-13 10:42	BTC	Buy	63650.2→63790.8	+0.57	timeout
06-13 03:02	BTC	Buy	63570.2→63654.8	+0.21	timeout
06-13 00:40	BTC	Buy	63631.2→63593.8	-0.83	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:39	BTC	Buy	63212.2→63814.8	+4.30	timeout
06-12 08:07	BTC	Buy	62749.1→63228.8	+3.38	timeout
06-12 00:35	BTC	Buy	61802.1→63623.8	+14.16	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 16:02	BTC	Buy	62490.1→62710.9	+1.18	timeout
06-11 14:48	BTC	Buy	61940.1→62878.9	+7.03	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.76	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

43%

win rate

-515.13

total pnl ($)

-66.3 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	155	43%	-66.3	-515.13

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…