deribit_basis_zscore_extreme_long_fear_gate

not live
69
closed trades
38%
win rate
-236.62
total pnl ($)
0.953
weight
7d window — n=14 wr=36% pnl=-41.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 11:41BTCBuy59821→59206-5.57timeout
06-30 07:10BTCBuy59986→59443-4.96timeout
06-29 09:15BTCBuy60354→59938-4.05timeout
06-28 21:09BTCBuy60331→59669-5.95timeout
06-28 07:46BTCBuy60466→60214-2.57timeout
06-27 20:52BTCBuy59751→60259+3.86timeout
06-26 20:25BTCBuy59617→59743+0.49timeout
06-26 19:22BTCBuy59194→59892+5.32timeout
06-25 18:51BTCBuy59421→59408-0.53timeout
06-25 17:50BTCBuy59366→59507+0.78timeout
06-24 16:51BTCBuy61458.1→59881-13.25stop_loss
06-24 14:02BTCBuy62771.1→61160.3-13.28stop_loss
06-24 12:11BTCBuy62404.1→62791.9+2.65timeout
06-24 06:01BTCBuy63320.2→62808.9-4.55timeout
06-23 06:18BTCBuy64662.2→62993.3-13.38stop_loss
06-23 05:22BTCBuy65095.3→63424.1-13.31stop_loss
06-22 07:47BTCBuy64199.2→64231.8-0.22timeout
06-22 03:36BTCBuy64290.2→64179.8-1.38timeout
06-21 02:09BTCBuy63472.2→64202.8+5.27timeout
06-20 21:53BTCBuy63068.2→63988.8+6.86timeout
06-20 00:40BTCBuy63007.2→63519.8+3.60timeout
06-19 20:24BTCBuy63108.2→62966.9-1.61timeout
06-18 15:57BTCBuy63908.2→62270.7-13.09stop_loss
06-18 15:40BTCBuy64392.2→62742.5-12.99stop_loss
06-18 05:05BTCBuy65319.3→63644-13.29stop_loss
06-17 19:42BTCBuy65801.3→64111.7-13.30stop_loss
06-17 06:57BTCBuy66412.3→65575.7-6.77timeout
06-16 21:23BTCBuy66511.3→65711.7-6.55timeout
06-16 05:52BTCBuy65766.3→66097.7+2.12timeout
06-15 13:18BTCBuy63901.2→66770.7+22.02take_profit
06-15 05:37BTCBuy64299.2→65694.7+10.39timeout
06-14 12:43BTCBuy64002.2→64310.8+1.97timeout
06-14 04:40BTCBuy63583.2→64402.8+6.04timeout
06-13 07:25BTCBuy62986.1→63705.8+5.25timeout
06-13 03:03BTCBuy63583.2→63660.8+0.15timeout
06-12 07:08BTCBuy62601.1→63034.8+2.97timeout
06-12 02:02BTCBuy62206.1→63467.8+9.58timeout
06-10 17:41BTCBuy61789.1→61651.9-1.60timeout
06-10 16:40BTCBuy60809→62312.9+11.84timeout
06-09 14:44BTCBuy62887.1→61275.3-13.27stop_loss
06-09 14:29BTCBuy63163.2→61541.1-13.29stop_loss
06-08 22:32BTCBuy62803.1→63338.8+3.78timeout
06-08 21:35BTCBuy61770.1→63693.8+15.09timeout
06-07 22:00BTCBuy60683→61842.9+9.13timeout
06-07 17:49BTCBuy60580→62186.9+12.84timeout
06-06 19:51BTCBuy60281→60588+2.16timeout
06-06 04:20BTCBuy61503.1→59922-13.31stop_loss
06-05 18:52BTCBuy60924→59364.3-13.26stop_loss
06-05 16:11BTCBuy61433.1→59828.1-13.48stop_loss
06-05 13:57BTCBuy62425.1→60827.5-13.25stop_loss
06-05 06:03BTCBuy63640.2→62011.9-13.20stop_loss
06-05 06:03BTCBuy63682.2→62051.9-13.21stop_loss
06-04 11:10BTCBuy63812.2→62177.8-13.23stop_loss
06-04 09:27BTCBuy64466.2→62805.4-13.33stop_loss
06-04 01:22BTCBuy64334.2→62687.5-13.25stop_loss
06-04 00:29BTCBuy65009.3→63345.1-13.25stop_loss
06-03 19:55BTCBuy66944.3→65231.1-13.28stop_loss
06-03 19:54BTCBuy67072.4→65356-13.28stop_loss
06-03 03:43BTCBuy67495.4→65767.8-13.25stop_loss
06-02 01:34BTCBuy72809.6→70946-13.35stop_loss
06-01 22:25BTCBuy73498.7→71209.8-16.15stop_loss
05-31 16:57BTCBuy73896.7→73494.3-3.23timeout
05-31 14:57BTCBuy73900.7→73653.3-2.15timeout
05-31 04:55BTCBuy73328.7→74167.3+5.21timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-30 07:52BTCBuy73397.7→73485.3+0.11timeout
05-29 15:46BTCBuy73035.7→73802.3+4.75timeout
05-29 14:36BTCBuy72845.6→72790.4-0.94timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
38%
win rate
-236.62
total pnl ($)
-68.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6938%-68.3-236.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems