deribit_basis_zscore_extreme_fear_gated_long_v5 · strategy

104

closed trades

38%

win rate

-409.96

total pnl ($)

0.577

weight

7d window — n=24 wr=29% pnl=-113.47 · 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 20:09	BTC	Buy	60258→59514	-6.60	timeout
06-28 19:08	BTC	Buy	60547→59496	-9.10	timeout
06-28 07:01	BTC	Buy	60348→60073	-2.71	timeout
06-27 19:42	BTC	Buy	59921→60154	+1.54	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-26 19:49	BTC	Buy	59203→59824	+4.67	timeout
06-26 16:48	BTC	Buy	59307→60066	+5.87	timeout
06-26 15:16	BTC	Buy	58862.9→59824	+7.66	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58046.1	-12.71	stop_loss
06-25 13:53	BTC	Buy	60301→58772.7	-13.07	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61281.1→59749.1	-12.93	stop_loss
06-24 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.91	timeout
06-24 06:51	BTC	Buy	62895.1→62727.9	-1.84	timeout
06-23 08:24	BTC	Buy	63800.2→62224.8	-12.79	stop_loss
06-23 06:27	BTC	Buy	64068.2→62669.9	-11.40	timeout
06-23 06:21	BTC	Buy	64283.2→62702.5	-12.78	stop_loss
06-23 03:51	BTC	Buy	64071.2→64038.8	-0.70	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 05:05	BTC	Buy	64231.2→64069.8	-1.72	timeout
06-22 03:37	BTC	Buy	64360.2→64170.8	-2.00	timeout
06-21 04:50	BTC	Buy	63567.2→64389.8	+6.03	timeout
06-21 03:45	BTC	Buy	63448.2→64411.8	+7.15	timeout
06-21 02:10	BTC	Buy	63473.2→64222.8	+5.42	timeout
06-20 00:32	BTC	Buy	63014.2→63616.8	+4.29	timeout
06-19 21:30	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-18 15:57	BTC	Buy	63933.2→62355.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64146.2→62568.6	-12.67	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.46	stop_loss
06-18 11:11	BTC	Buy	64639.2→63992.8	-5.52	timeout
06-18 09:22	BTC	Buy	64920.2→64423.8	-4.35	timeout
06-17 19:29	BTC	Buy	66021.3→64395.6	-12.76	stop_loss
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:44	BTC	Buy	66504.3→64868.3	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 15:24	BTC	Buy	66635.3→65760.7	-7.09	timeout
06-16 12:00	BTC	Buy	66224.3→66432.7	+1.04	timeout
06-16 06:11	BTC	Buy	65844.3→66111.7	+1.64	timeout
06-15 12:30	BTC	Buy	64447.2→66264.7	+13.66	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 08:38	BTC	Buy	63841.2→64470.8	+4.45	timeout
06-14 07:34	BTC	Buy	63752.2→64322.8	+4.03	timeout
06-14 01:48	BTC	Buy	63790.2→64598.8	+5.92	timeout
06-13 08:26	BTC	Buy	63460.2→63780.8	+1.97	timeout
06-13 07:25	BTC	Buy	62989.1→63704.8	+5.22	timeout
06-12 15:18	BTC	Buy	62656.1→64314.8	+12.70	timeout
06-12 07:52	BTC	Buy	62662.1→62978.9	+2.04	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-11 14:48	BTC	Buy	61939.1→62909.9	+7.29	timeout
06-10 19:00	BTC	Buy	61764.1→61847.9	+0.17	timeout
06-10 16:47	BTC	Buy	61381.1→61982.9	+4.38	timeout
06-10 14:43	BTC	Buy	61328.1→62021.9	+5.18	timeout
06-09 16:20	BTC	Buy	62345.1→60811.5	-12.77	stop_loss
06-09 15:56	BTC	Buy	62548.1→61006.4	-12.78	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63766.2→62197.8	-12.74	stop_loss
06-09 12:31	BTC	Buy	63220.2→62590.9	-5.37	timeout
06-08 22:38	BTC	Buy	63231.2→63304.8	+0.10	timeout
06-08 21:34	BTC	Buy	61723.1→63643.8	+15.07	timeout
06-08 06:31	BTC	Buy	62016.1→63021.8	+7.65	timeout
06-07 19:46	BTC	Buy	62670.1→61128.4	-12.73	stop_loss
06-07 15:36	BTC	Buy	60724→62048.9	+10.45	timeout
06-07 10:43	BTC	Buy	60396→62325.9	+15.54	timeout
06-07 05:57	BTC	Buy	60858→61715.9	+6.64	timeout
06-06 14:31	BTC	Buy	60401→60798	+2.84	timeout
06-06 04:31	BTC	Buy	61232.1→59722.1	-12.78	stop_loss
06-06 04:13	BTC	Buy	61615.1→60095.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:55	BTC	Buy	62561.1→61020.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 06:24	BTC	Buy	62677.1→61122.4	-12.85	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 01:48	BTC	Buy	62638.1→63342.8	+5.20	timeout
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.74	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 19:54	BTC	Buy	66944.3→65297.1	-12.79	stop_loss
06-03 19:54	BTC	Buy	67055.4→65404	-12.79	stop_loss
06-03 16:24	BTC	Buy	67271.4→65616.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67272.4→65617.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65813.8	-12.80	stop_loss
06-02 22:59	BTC	Buy	67920.4→66245.5	-12.78	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-02 12:31	BTC	Buy	70897.5→69148.9	-12.85	stop_loss
06-02 12:06	BTC	Buy	71003.6→69256.9	-12.81	stop_loss
06-01 22:26	BTC	Buy	73938.7→71239.8	-18.85	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.21	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.52	timeout
05-30 07:51	BTC	Buy	73399.7→73491.3	+0.13	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

38%

win rate

-409.96

total pnl ($)

-78.5 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	104	38%	-78.5	-409.96

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 00:51	BTC	Buy	circuit_breaker
06-28 23:44	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…