deribit_basis_zscore_extreme_long_fear_gated_v2 · strategy

closed trades

46%

win rate

-222.54

total pnl ($)

0.608

weight

7d window — n=22 wr=41% pnl=-92.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:40	BTC	Buy	59739→58517.1	-10.68	timeout
06-30 07:14	BTC	Buy	60388→59454	-8.18	timeout
06-30 00:30	BTC	Buy	59478→59839	+2.60	timeout
06-29 16:15	BTC	Buy	60113→59725	-3.74	timeout
06-29 09:42	BTC	Buy	59768→59936	+0.89	timeout
06-29 02:04	BTC	Buy	59887→59374	-4.75	timeout
06-28 18:35	BTC	Buy	60203→59577	-5.63	timeout
06-28 09:36	BTC	Buy	59985→60312	+2.27	timeout
06-28 03:38	BTC	Buy	60595→60175	-3.91	timeout
06-27 05:40	BTC	Buy	59942→60192	+1.64	timeout
06-26 22:58	BTC	Buy	59245→60032	+6.18	timeout
06-26 13:19	BTC	Buy	60310→58464.8	-15.76	stop_loss
06-26 10:27	BTC	Buy	59734→59747	-0.37	timeout
06-26 04:11	BTC	Buy	59560→60007	+3.31	timeout
06-25 13:48	BTC	Buy	61347.1→59467.3	-15.77	stop_loss
06-25 13:45	BTC	Buy	61683.1→59795.1	-15.73	stop_loss
06-25 10:11	BTC	Buy	61068.1→61623.9	+4.09	timeout
06-25 03:42	BTC	Buy	59406→60743	+10.81	timeout
06-24 14:19	BTC	Buy	62766.1→60841.5	-15.77	stop_loss
06-24 14:19	BTC	Buy	62879.1→60936.5	-15.89	stop_loss
06-23 22:09	BTC	Buy	62444.1→62676.9	+1.42	timeout
06-23 15:49	BTC	Buy	63365.2→62208.9	-9.57	timeout
06-23 05:59	BTC	Buy	64473.2→63354.8	-9.14	timeout
06-22 23:42	BTC	Buy	65267.3→63987.8	-10.22	timeout
06-22 17:38	BTC	Buy	64305.2→64462.8	+0.75	timeout
06-22 11:24	BTC	Buy	64305.2→64236.8	-1.04	timeout
06-22 05:33	BTC	Buy	64203.2→64208.8	-0.41	timeout
06-21 23:29	BTC	Buy	64115.2→63619.8	-4.30	timeout
06-21 17:03	BTC	Buy	64226.2→64115.8	-1.28	timeout
06-21 10:44	BTC	Buy	64291.2→64313.8	-0.29	timeout
06-21 03:42	BTC	Buy	63857.2→64381.8	+3.66	timeout
06-20 11:04	BTC	Buy	63480.2→63636.8	+0.76	timeout
06-20 04:57	BTC	Buy	63042.2→63534.8	+3.46	timeout
06-19 22:56	BTC	Buy	62755.1→63303.8	+3.91	timeout
06-19 16:50	BTC	Buy	62765.1→63147.8	+2.61	timeout
06-19 11:05	BTC	Buy	63068.2→62532.9	-4.66	timeout
06-19 05:02	BTC	Buy	62674.1→62522.9	-1.63	timeout
06-18 23:53	BTC	Buy	64064.2→62915.9	-9.39	timeout
06-18 15:57	BTC	Buy	64231.2→62264.7	-15.65	stop_loss
06-18 11:19	BTC	Buy	64639.2→63986.8	-5.53	timeout
06-18 05:34	BTC	Buy	64422.2→63893.8	-4.56	timeout
06-17 23:31	BTC	Buy	64932.2→64484.8	-3.92	timeout
06-17 17:13	BTC	Buy	65662.3→65859.7	+1.01	timeout
06-17 11:06	BTC	Buy	65781.3→64669.8	-8.93	timeout
06-17 05:03	BTC	Buy	65698.3→65855.7	+0.73	timeout
06-16 22:58	BTC	Buy	66404.3→65744.7	-5.45	timeout
06-16 17:02	BTC	Buy	66377.3→65765.7	-5.09	timeout
06-16 02:09	BTC	Buy	67123.4→66269.7	-6.82	timeout
06-15 20:13	BTC	Buy	65730.3→66521.7	+5.54	timeout
06-15 14:03	BTC	Buy	65829.3→66323.7	+3.31	timeout
06-15 05:28	BTC	Buy	63769.2→65806.7	+15.52	timeout
06-14 21:18	BTC	Buy	64529.2→64564.8	-0.19	timeout
06-14 15:19	BTC	Buy	64330.2→64016.8	-2.89	timeout
06-14 09:15	BTC	Buy	64430.2→64409.8	-0.63	timeout
06-14 03:14	BTC	Buy	63938.2→64469.8	+3.72	timeout
06-13 20:44	BTC	Buy	63852.2→64212.8	+2.37	timeout
06-13 14:43	BTC	Buy	63594.2→64159.8	+3.98	timeout
06-13 07:34	BTC	Buy	63514.2→63731.8	+1.26	timeout
06-12 21:38	BTC	Buy	63675.2→63553.8	-1.42	timeout
06-12 15:52	BTC	Buy	63331.2→63756.8	+2.89	timeout
06-12 09:40	BTC	Buy	63594.2→63850.8	+1.53	timeout
06-12 03:39	BTC	Buy	63209.2→63441.8	+1.35	timeout
06-11 17:05	BTC	Buy	62642.1→62442.9	-2.07	timeout
06-11 02:01	BTC	Buy	62538.1→62160.9	-3.48	timeout
06-10 18:19	BTC	Buy	61597.1→61900.9	+2.00	timeout
06-10 01:09	BTC	Buy	61636.1→62016.9	+2.68	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 06:22	BTC	Buy	63260.2→63455.8	+1.08	timeout
06-09 00:15	BTC	Buy	63790.2→62976.9	-6.84	timeout
06-08 18:05	BTC	Buy	63180.2→63562.8	+2.54	timeout
06-08 12:01	BTC	Buy	63123.2→63291.8	+0.88	timeout
06-07 23:53	BTC	Buy	61761.1→63157.8	+10.85	timeout
06-07 22:15	BTC	Buy	61289.1→63980.8	+21.51	take_profit
06-07 17:48	BTC	Buy	62227.1→62096.9	-1.48	timeout
06-07 11:49	BTC	Buy	61459.1→62699.9	+9.65	timeout
06-07 05:40	BTC	Buy	60557→61818.9	+9.99	timeout
06-06 23:34	BTC	Buy	60757→60706	-0.84	timeout
06-06 04:33	BTC	Buy	61488.1→59606.2	-15.75	stop_loss
06-06 01:22	BTC	Buy	60679→60996.9	+2.17	timeout
06-05 13:59	BTC	Buy	62622.1→60706.6	-15.75	stop_loss
06-05 13:49	BTC	Buy	63136.2→61204.3	-15.75	stop_loss
06-05 06:20	BTC	Buy	63614.2→61666.1	-15.74	stop_loss
06-05 01:49	BTC	Buy	63750.2→63288.8	-4.06	timeout
06-04 19:43	BTC	Buy	62870.1→63837.8	+7.24	timeout
06-04 10:30	BTC	Buy	64355.2→62384.7	-15.73	stop_loss
06-04 00:30	BTC	Buy	65258.3→63262.2	-15.74	stop_loss
06-03 20:46	BTC	Buy	67092.4→65040.2	-15.76	stop_loss
06-03 14:39	BTC	Buy	66341.3→66934.7	+4.00	timeout
06-03 12:33	BTC	Buy	66659.3→67110.6	+2.94	timeout
06-03 04:46	BTC	Buy	67207.4→66427.7	-6.26	timeout
06-02 15:26	BTC	Buy	69473.5→67347.9	-15.75	stop_loss
06-02 11:47	BTC	Buy	70790.5→69478.5	-9.78	timeout
05-30 00:53	BTC	Buy	73067.7→73538.3	+2.75	timeout
05-29 17:49	BTC	Buy	73381.7→74003.3	+3.74	timeout
05-29 09:36	BTC	Buy	73648.7→73810.3	+0.62	timeout
05-29 00:12	BTC	Buy	72622.6→73708.3	+6.96	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-222.54

total pnl ($)

-46.2 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	96	46%	-46.2	-222.54

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…