deribit_basis_zscore_extreme_fear_gate_long_v9 · strategy

132

closed trades

46%

win rate

-395.55

total pnl ($)

0.250

weight

7d window — n=35 wr=37% pnl=-160.09 · 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 08:31	BTC	Buy	60418→60184	-2.39	timeout
06-28 07:23	BTC	Buy	60376→60107	-2.66	timeout
06-27 20:53	BTC	Buy	59736→60249	+3.90	timeout
06-27 19:44	BTC	Buy	59874→60172	+2.09	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-27 02:44	BTC	Buy	58773.9→60263	+12.20	timeout
06-27 01:43	BTC	Buy	59282→59952	+5.20	timeout
06-26 19:25	BTC	Buy	59291→59886	+4.45	timeout
06-26 16:47	BTC	Buy	59257→60047	+6.12	timeout
06-26 14:51	BTC	Buy	59713→59705	-0.57	timeout
06-26 02:13	BTC	Buy	60204→58721.7	-12.76	stop_loss
06-25 13:58	BTC	Buy	59655→58168	-12.85	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.69	stop_loss
06-25 13:57	BTC	Buy	59754→58281.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60455→58958.6	-12.77	stop_loss
06-25 13:51	BTC	Buy	60665→59146.5	-12.92	stop_loss
06-24 17:21	BTC	Buy	60846→59345.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61303.1→59745.1	-13.14	stop_loss
06-24 15:37	BTC	Buy	62144.1→60611.6	-12.77	stop_loss
06-24 13:46	BTC	Buy	62873.1→61326.3	-12.75	stop_loss
06-24 10:48	BTC	Buy	62254.1→62511.9	+1.57	timeout
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.71	timeout
06-24 07:43	BTC	Buy	62910.1→62658.9	-2.50	timeout
06-24 06:47	BTC	Buy	62946.1→62756.9	-2.01	timeout
06-23 06:27	BTC	Buy	64061.2→62621.9	-11.72	timeout
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64164.2→62565.6	-12.94	stop_loss
06-23 06:21	BTC	Buy	64260.2→62677.5	-12.80	stop_loss
06-23 06:18	BTC	Buy	64625.2→63035.3	-12.78	stop_loss
06-22 08:32	BTC	Buy	64024.2→64155.8	+0.53	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 06:10	BTC	Buy	64178.2→64257.8	+0.15	timeout
06-22 05:05	BTC	Buy	64230.2→64066.8	-1.74	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	timeout
06-21 05:54	BTC	Buy	63645.2→64202.8	+3.93	timeout
06-21 04:52	BTC	Buy	63558.2→64336.8	+5.69	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 02:40	BTC	Buy	62894.1→63362.8	+3.28	timeout
06-20 01:39	BTC	Buy	62885.1→63579.8	+5.06	timeout
06-20 00:34	BTC	Buy	63002.1→63663.8	+4.76	timeout
06-19 21:24	BTC	Buy	63012.2→63203.8	+1.02	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-18 15:57	BTC	Buy	63944.2→62365.7	-12.74	stop_loss
06-18 15:53	BTC	Buy	64017.2→62440.6	-12.82	stop_loss
06-18 15:51	BTC	Buy	64140.2→62548.6	-12.89	stop_loss
06-18 15:37	BTC	Buy	64435.2→62841.4	-12.79	stop_loss
06-18 15:17	BTC	Buy	64937.2→63315.2	-12.92	stop_loss
06-18 11:14	BTC	Buy	64612.2→63980.8	-5.42	timeout
06-18 09:21	BTC	Buy	64966.2→64414.8	-4.73	timeout
06-17 22:03	BTC	Buy	65566.3→63931.8	-12.91	stop_loss
06-17 19:32	BTC	Buy	65739.3→64478.8	-10.08	timeout
06-17 18:34	BTC	Buy	65899.3→65279.7	-5.25	timeout
06-17 16:27	BTC	Buy	65727.3→66165.7	+2.92	timeout
06-17 08:39	BTC	Buy	66576.3→64932.3	-12.78	stop_loss
06-17 08:20	BTC	Buy	66808.3→65165.1	-12.73	stop_loss
06-16 19:22	BTC	Buy	66536.3→65679.7	-6.97	timeout
06-16 18:04	BTC	Buy	66796.3→66196.7	-5.02	timeout
06-16 15:41	BTC	Buy	66828.3→65837.7	-7.94	timeout
06-16 09:15	BTC	Buy	65665.3→66731.7	+7.69	timeout
06-16 08:06	BTC	Buy	65724.3→66341.7	+4.29	timeout
06-15 13:28	BTC	Buy	64294.2→66817.7	+19.20	timeout
06-15 13:24	BTC	Buy	64069.2→66881.7	+21.52	take_profit
06-15 12:24	BTC	Buy	64477.2→66258.7	+13.38	timeout
06-15 08:07	BTC	Buy	64409.2→65704.7	+9.61	timeout
06-15 06:59	BTC	Buy	64258.2→65801.7	+11.54	timeout
06-14 11:04	BTC	Buy	63834.2→64440.8	+4.30	timeout
06-14 09:43	BTC	Buy	63776.2→64518.8	+5.32	timeout
06-14 08:43	BTC	Buy	63888.2→64447.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-14 01:49	BTC	Buy	63801.2→64612.8	+5.94	timeout
06-13 10:34	BTC	Buy	63666.2→63803.8	+0.55	timeout
06-13 09:26	BTC	Buy	63673.2→63783.8	+0.33	timeout
06-13 08:24	BTC	Buy	63497.2→63736.8	+1.33	timeout
06-13 07:24	BTC	Buy	63017.2→63704.8	+5.00	timeout
06-12 17:39	BTC	Buy	63214.2→63820.8	+4.33	timeout
06-12 10:30	BTC	Buy	62864.1→63610.8	+5.40	timeout
06-12 09:20	BTC	Buy	62790.1→63586.8	+5.81	timeout
06-12 07:55	BTC	Buy	62672.1→62971.9	+2.03	timeout
06-12 06:47	BTC	Buy	62837.1→62963.9	+0.51	timeout
06-11 16:10	BTC	Buy	62356.1→62731.9	+2.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.24	timeout
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.38	timeout
06-10 15:55	BTC	Buy	61173.1→62790.9	+12.79	timeout
06-10 15:00	BTC	Buy	61453.1→62208.9	+5.66	timeout
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 13:37	BTC	Buy	63575.2→62201.9	-11.25	timeout
06-09 12:29	BTC	Buy	63084.2→62623.9	-4.06	timeout
06-09 01:51	BTC	Buy	63072.2→62698.9	-3.39	timeout
06-08 23:37	BTC	Buy	63165.2→63130.8	-0.77	timeout
06-08 22:09	BTC	Buy	61843.1→63424.8	+12.30	timeout
06-08 07:26	BTC	Buy	62217.1→63166.8	+7.15	timeout
06-08 06:24	BTC	Buy	61855.1→62964.9	+8.51	timeout
06-07 18:52	BTC	Buy	60533→62048.9	+12.13	timeout

Paper vs Live

Paper (trades.jsonl)

132

closed

46%

win rate

-395.55

total pnl ($)

-59.7 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	132	46%	-59.7	-395.55

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…