deribit_basis_zscore_extreme_fear_gated_long_v8 · strategy

157

closed trades

42%

win rate

-528.55

total pnl ($)

0.250

weight

7d window — n=41 wr=37% pnl=-188.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:29	BTC	Buy	60169→59274	-7.92	timeout
06-28 22:04	BTC	Buy	60060→59770	-2.88	timeout
06-28 21:02	BTC	Buy	60318→59619	-6.24	timeout
06-28 20:01	BTC	Buy	60198→59468	-6.49	timeout
06-28 16:49	BTC	Buy	60782→59680	-9.50	timeout
06-27 23:32	BTC	Buy	59955→59966	-0.31	timeout
06-27 21:18	BTC	Buy	59685→60339	+5.10	timeout
06-27 20:12	BTC	Buy	59680→60253	+4.41	timeout
06-27 19:10	BTC	Buy	59945→60547	+4.60	timeout
06-27 15:39	BTC	Buy	60435→60813	+2.69	timeout
06-26 20:22	BTC	Buy	59594→59698	+0.33	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 18:18	BTC	Buy	59454→59978	+3.85	timeout
06-26 16:07	BTC	Buy	59585→60326	+5.68	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 13:59	BTC	Buy	59483→58018.1	-12.68	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59887→58391.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61378.1→59867.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62653.1→61101.4	-12.83	stop_loss
06-24 13:57	BTC	Buy	62762.1→61218.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-24 12:10	BTC	Buy	62436.1→62826.9	+2.67	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.37	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	63929.2→62340.7	-12.90	stop_loss
06-23 08:17	BTC	Buy	63969.2→62395.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64178.2→62598.6	-12.77	stop_loss
06-23 05:35	BTC	Buy	64202.2→63422.8	-6.55	timeout
06-23 02:44	BTC	Buy	64469.2→64201.8	-2.52	timeout
06-22 23:33	BTC	Buy	63332.2→63948.8	+4.41	timeout
06-22 21:27	BTC	Buy	63699.2→64286.8	+4.15	timeout
06-22 20:22	BTC	Buy	64069.2→64451.8	+2.51	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-22 01:11	BTC	Buy	64225.2→63895.8	-3.08	timeout
06-21 23:13	BTC	Buy	64248.2→63722.8	-4.52	timeout
06-21 19:40	BTC	Buy	63880.2→64177.8	+1.90	timeout
06-21 18:42	BTC	Buy	63815.2→64155.8	+2.27	timeout
06-21 01:05	BTC	Buy	63497.2→64267.8	+5.56	timeout
06-21 00:00	BTC	Buy	63543.2→64283.8	+5.37	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:37	BTC	Buy	62956.1→63848.8	+6.66	timeout
06-20 18:28	BTC	Buy	63102.2→63825.8	+5.29	timeout
06-19 23:24	BTC	Buy	62798.1→63272.8	+3.30	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.10	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:29	BTC	Buy	62854.1→63101.8	+1.51	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:51	BTC	Buy	64156.2→62574.6	-12.53	stop_loss
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.67	stop_loss
06-18 15:37	BTC	Buy	64506.2→62874.4	-12.91	stop_loss
06-18 15:37	BTC	Buy	64485.2→62874.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64517.2→62930.4	-12.52	stop_loss
06-17 19:50	BTC	Buy	65642.3→64027.8	-12.75	stop_loss
06-17 19:46	BTC	Buy	65684.3→64068.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65839.3→64218.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65840.3→64218.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	66003.3→64380.6	-12.74	stop_loss
06-17 14:35	BTC	Buy	65550.3→65181.7	-3.27	timeout
06-17 04:38	BTC	Buy	65860.3→65876.7	-0.37	timeout
06-17 02:31	BTC	Buy	65774.3→66004.7	+1.28	timeout
06-16 23:51	BTC	Buy	66295.3→65626.7	-5.58	timeout
06-16 22:42	BTC	Buy	66258.3→65717.7	-4.62	timeout
06-16 14:07	BTC	Buy	66361.3→66013.7	-3.15	timeout
06-16 03:49	BTC	Buy	65910.3→66113.7	+1.13	timeout
06-16 02:16	BTC	Buy	65733.3→66106.7	+2.39	timeout
06-15 22:31	BTC	Buy	65258.3→66128.7	+6.17	timeout
06-15 21:22	BTC	Buy	64692.2→66495.7	+13.43	timeout
06-15 12:26	BTC	Buy	64480.2→66262.7	+13.39	timeout
06-15 02:04	BTC	Buy	64574.2→65507.7	+6.74	timeout
06-15 00:10	BTC	Buy	64401.2→65734.7	+9.89	timeout
06-14 21:37	BTC	Buy	64274.2→64873.8	+4.18	timeout
06-14 20:01	BTC	Buy	64261.2→63846.8	-3.72	timeout
06-14 11:46	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 00:55	BTC	Buy	63591.2→64527.8	+6.95	timeout
06-13 22:35	BTC	Buy	63496.2→64517.8	+7.56	timeout
06-13 21:30	BTC	Buy	63496.2→64239.8	+5.38	timeout
06-13 19:11	BTC	Buy	63664.2→64153.8	+3.40	timeout
06-13 09:59	BTC	Buy	63728.2→63709.8	-0.67	timeout
06-13 00:32	BTC	Buy	63610.2→63540.8	-1.09	timeout
06-12 22:04	BTC	Buy	63602.2→63492.8	-1.36	timeout
06-12 20:55	BTC	Buy	63363.2→63388.8	-0.27	timeout
06-12 18:54	BTC	Buy	63508.2→63782.8	+1.69	timeout
06-12 09:09	BTC	Buy	62830.1→63496.8	+4.79	timeout
06-11 23:19	BTC	Buy	61253.1→63367.8	+16.68	timeout
06-11 20:42	BTC	Buy	61819.1→63268.8	+11.14	timeout
06-11 19:30	BTC	Buy	61151.1→63846.8	+21.48	take_profit
06-11 17:37	BTC	Buy	61776.1→63183.8	+10.86	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61767.1→61844.9	+0.12	timeout
06-10 16:44	BTC	Buy	61240.1→62191.9	+7.25	timeout
06-10 15:45	BTC	Buy	61313.1→62370.9	+8.12	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

42%

win rate

-528.55

total pnl ($)

-67.2 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	157	42%	-67.2	-528.55

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 00:49	BTC	Buy	circuit_breaker
06-28 23:41	BTC	Buy	circuit_breaker
06-28 21:46	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…