deribit_basis_zscore_extreme_fear_gated_long_v9 · strategy

131

closed trades

45%

win rate

-322.35

total pnl ($)

0.325

weight

7d window — n=29 wr=31% pnl=-136.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 14:41	BTC	Buy	59468→58723.1	-6.75	timeout
06-30 12:58	BTC	Buy	59895→58420.9	-12.75	stop_loss
06-30 12:47	BTC	Buy	60138→58658.7	-12.73	stop_loss
06-30 11:41	BTC	Buy	59808→59186	-5.63	timeout
06-30 09:24	BTC	Buy	59863→59290	-5.23	timeout
06-29 01:55	BTC	Buy	60188→59448	-6.63	timeout
06-28 21:45	BTC	Buy	60229→59625	-5.46	timeout
06-28 20:44	BTC	Buy	60228→59637	-5.33	timeout
06-28 19:44	BTC	Buy	60179→59410	-6.82	timeout
06-28 18:40	BTC	Buy	60531→59567	-8.38	timeout
06-27 16:42	BTC	Buy	60151→60751	+4.53	timeout
06-27 14:35	BTC	Buy	59838→60593	+5.85	timeout
06-27 05:24	BTC	Buy	59717→60233	+3.88	timeout
06-27 03:39	BTC	Buy	59431→60288	+6.76	timeout
06-27 02:34	BTC	Buy	58809.9→60238	+11.68	timeout
06-26 15:32	BTC	Buy	59229→60168	+7.38	timeout
06-26 13:19	BTC	Buy	59976→58497.8	-12.79	stop_loss
06-26 02:16	BTC	Buy	60037→58557.8	-12.75	stop_loss
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60465→58957.6	-12.84	stop_loss
06-25 13:51	BTC	Buy	60700→59206.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 11:31	BTC	Buy	62534.1→62411.9	-1.44	timeout
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:24	BTC	Buy	63821.2→62249.7	-12.75	stop_loss
06-23 06:22	BTC	Buy	64106.2→62529.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64182.2→62603.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64364.2→62776.5	-12.81	stop_loss
06-23 04:02	BTC	Buy	63929.2→64064.8	+0.61	timeout
06-22 09:32	BTC	Buy	64064.2→64089.8	-0.33	timeout
06-22 08:29	BTC	Buy	64017.2→64158.8	+0.61	timeout
06-22 07:24	BTC	Buy	64196.2→64209.8	-0.37	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 03:46	BTC	Buy	64400.2→64115.8	-2.73	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	timeout
06-21 05:54	BTC	Buy	63664.2→64202.8	+3.78	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 02:43	BTC	Buy	62915.1→63354.8	+3.05	timeout
06-20 01:40	BTC	Buy	62852.1→63571.8	+5.26	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.69	stop_loss
06-18 12:25	BTC	Buy	64649.2→64140.8	-4.39	timeout
06-18 11:24	BTC	Buy	64653.2→63880.8	-6.49	timeout
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 09:20	BTC	Buy	65015.3→64428.8	-5.06	timeout
06-18 05:05	BTC	Buy	65249.3→63643	-12.78	stop_loss
06-17 08:44	BTC	Buy	66488.3→64853.3	-12.78	stop_loss
06-17 08:39	BTC	Buy	66538.3→64902.3	-12.78	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 08:08	BTC	Buy	66362.3→65398.7	-7.72	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 09:14	BTC	Buy	65668.3→66709.7	+7.48	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-16 07:03	BTC	Buy	65735.3→66339.7	+4.22	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-15 21:23	BTC	Buy	64695.2→66503.7	+13.47	timeout
06-15 07:00	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-15 05:22	BTC	Buy	64329.2→65831.7	+11.21	timeout
06-15 02:29	BTC	Buy	64509.2→65644.7	+8.31	timeout
06-14 12:08	BTC	Buy	63922.2→64462.8	+3.79	timeout
06-14 08:43	BTC	Buy	63870.2→64448.8	+4.04	timeout
06-14 06:07	BTC	Buy	63546.2→64403.8	+6.31	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:49	BTC	Buy	63790.2→64606.8	+5.98	timeout
06-13 11:08	BTC	Buy	63799.2→63846.8	-0.18	timeout
06-13 07:55	BTC	Buy	62997.1→63830.8	+6.02	timeout
06-12 21:59	BTC	Buy	63451.2→63497.8	-0.13	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 10:10	BTC	Buy	62915.1→63792.8	+6.43	timeout
06-12 07:07	BTC	Buy	62593.1→63021.8	+2.93	timeout
06-11 19:33	BTC	Buy	61223.1→63915.8	+21.42	take_profit
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 14:48	BTC	Buy	61927.1→62878.9	+7.14	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.60	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:28	BTC	Buy	61347.1→62316.9	+7.40	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-10 09:21	BTC	Buy	62260.1→60722.6	-12.70	stop_loss
06-09 14:29	BTC	Buy	63137.2→61582.1	-12.77	stop_loss
06-09 14:11	BTC	Buy	63563.2→61999.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63776.2→62205.8	-12.74	stop_loss
06-09 00:48	BTC	Buy	64010.2→62435.6	-12.76	stop_loss
06-08 22:53	BTC	Buy	63084.2→63300.8	+1.24	timeout
06-08 21:29	BTC	Buy	61757.1→63686.8	+15.14	timeout
06-08 17:21	BTC	Buy	62233.1→63501.8	+9.65	timeout
06-08 15:48	BTC	Buy	62069.1→63817.8	+13.58	timeout
06-08 13:46	BTC	Buy	61750.1→63635.8	+14.77	timeout
06-07 22:14	BTC	Buy	60900→63575.8	+21.53	take_profit

Paper vs Live

Paper (trades.jsonl)

131

closed

45%

win rate

-322.35

total pnl ($)

-48.9 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	131	45%	-48.9	-322.35

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…