deribit_basis_zscore_extreme_fear_gated_long_v3 · strategy

108

closed trades

42%

win rate

-286.95

total pnl ($)

0.643

weight

7d window — n=23 wr=39% pnl=-95.63 · 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 22:53	BTC	Buy	60357→58869.6	-12.85	stop_loss
06-28 22:26	BTC	Buy	60055→59320	-6.59	timeout
06-28 19:06	BTC	Buy	60576→59486	-9.43	timeout
06-28 07:52	BTC	Buy	60501→60192	-3.04	timeout
06-27 19:50	BTC	Buy	59853→60184	+2.36	timeout
06-27 18:49	BTC	Buy	59647→60499	+6.71	timeout
06-27 05:25	BTC	Buy	59802→60232	+3.15	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.96	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.74	stop_loss
06-25 17:22	BTC	Buy	59322→59488	+1.01	timeout
06-25 13:58	BTC	Buy	59680→58209	-12.69	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-24 17:20	BTC	Buy	60903→59403.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62908.1→61359.2	-12.76	stop_loss
06-24 12:07	BTC	Buy	62427.1→62807.9	+2.60	timeout
06-24 08:28	BTC	Buy	62015.1→62662.9	+4.72	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.83	timeout
06-23 08:17	BTC	Buy	63973.2→62395.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.78	stop_loss
06-23 04:28	BTC	Buy	63911.2→63930.8	-0.31	timeout
06-23 01:26	BTC	Buy	64695.2→64145.8	-4.66	timeout
06-22 22:31	BTC	Buy	63565.2→63998.8	+2.96	timeout
06-22 00:41	BTC	Buy	64270.2→63937.8	-3.05	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 21:00	BTC	Buy	63190.2→63893.8	+5.13	timeout
06-20 19:38	BTC	Buy	62985.1→63850.8	+6.44	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:15	BTC	Buy	62628.1→63127.8	+3.53	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:58	BTC	Buy	63794.2→62225.8	-12.72	stop_loss
06-18 15:40	BTC	Buy	64320.2→62733.5	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62841.4	-12.66	stop_loss
06-18 11:54	BTC	Buy	64837.2→63928.8	-7.50	timeout
06-18 09:40	BTC	Buy	64950.2→64251.8	-5.94	timeout
06-17 19:29	BTC	Buy	65861.3→64235.7	-12.79	stop_loss
06-17 15:59	BTC	Buy	65863.3→65728.7	-1.47	timeout
06-17 08:31	BTC	Buy	66731.3→65086.2	-12.81	stop_loss
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.48	timeout
06-16 13:09	BTC	Buy	66574.3→66150.7	-3.71	timeout
06-16 08:09	BTC	Buy	65702.3→66358.7	+4.63	timeout
06-16 07:01	BTC	Buy	65724.3→66388.7	+4.69	timeout
06-15 12:22	BTC	Buy	64477.2→66188.7	+12.84	timeout
06-15 07:00	BTC	Buy	64264.2→65781.7	+11.34	timeout
06-15 05:39	BTC	Buy	64327.2→65682.7	+10.07	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-14 00:36	BTC	Buy	63548.2→64515.8	+7.17	timeout
06-13 03:03	BTC	Buy	63584.2→63661.8	+0.15	timeout
06-13 00:15	BTC	Buy	63634.2→63561.8	-1.14	timeout
06-12 23:12	BTC	Buy	63372.2→63452.8	+0.13	timeout
06-11 20:02	BTC	Buy	61843.1→63612.8	+13.73	timeout
06-11 19:30	BTC	Buy	61173.1→63873.8	+21.51	take_profit
06-11 18:56	BTC	Buy	61743.1→63474.8	+13.44	timeout
06-10 19:00	BTC	Buy	61722.1→61861.9	+0.62	timeout
06-10 16:40	BTC	Buy	60861→62318.9	+11.44	timeout
06-10 15:00	BTC	Buy	61467.1→62145.9	+5.03	timeout
06-09 14:47	BTC	Buy	62687.1→61144.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:04	BTC	Buy	63659.2→62092.8	-12.75	stop_loss
06-09 01:46	BTC	Buy	63128.2→62706.9	-3.78	timeout
06-08 22:37	BTC	Buy	63375.2→63317.8	-0.94	timeout
06-08 16:11	BTC	Buy	61963.1→63830.8	+14.51	timeout
06-07 22:15	BTC	Buy	61249.1→63937.8	+21.51	take_profit
06-07 21:50	BTC	Buy	60836→61652.9	+6.29	timeout
06-07 15:21	BTC	Buy	60606→61735.9	+8.86	timeout
06-06 23:57	BTC	Buy	60922→60874	-0.92	timeout
06-06 20:02	BTC	Buy	60182→60536	+2.56	timeout
06-06 14:26	BTC	Buy	60414→60797	+2.73	timeout
06-05 21:15	BTC	Buy	59381→61987.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60809→59313.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss
06-05 13:57	BTC	Buy	62379.1→60844.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62543.1→61005.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62857.1→61311.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.68	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 03:11	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-05 03:01	BTC	Buy	64037.2→62455.6	-12.78	stop_loss
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66706.3→65058.2	-12.83	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67221.4→65566.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67383.4→65725.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67477.4→65816.8	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.77	stop_loss
06-02 14:08	BTC	Buy	70224.5→68497.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70958.5→69212.9	-12.80	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 23:46	BTC	Buy	73788.7→73589.3	-1.78	timeout
05-31 20:27	BTC	Buy	73934.7→73672.3	-2.21	timeout
05-31 10:15	BTC	Buy	73604.7→73813.3	+0.83	timeout
05-30 18:26	BTC	Buy	73841.7→73953.3	+0.19	timeout
05-30 16:42	BTC	Buy	74044.7→73920.3	-1.40	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

42%

win rate

-286.95

total pnl ($)

-52.8 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	108	42%	-52.8	-286.95

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…