deribit_basis_zscore_fade_dominance_gated_long · strategy

closed trades

52%

win rate

-196.76

total pnl ($)

0.792

weight

7d window — n=20 wr=60% pnl=-50.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:30	BTC	Buy	59480→59934	+3.40	timeout
06-29 18:14	BTC	Buy	60150→60484	+2.25	timeout
06-29 11:48	BTC	Buy	59733→59838	+0.35	timeout
06-29 03:30	BTC	Buy	59992→60145	+0.81	timeout
06-28 20:40	BTC	Buy	60421→59670	-6.66	timeout
06-28 11:43	BTC	Buy	60051→60254	+1.22	timeout
06-28 05:40	BTC	Buy	60581→59901	-6.06	timeout
06-27 07:44	BTC	Buy	59903→60419	+3.84	timeout
06-27 00:58	BTC	Buy	59231→60009	+6.11	timeout
06-26 17:36	BTC	Buy	59988→59992	-0.48	timeout
06-26 11:01	BTC	Buy	59863→59326	-4.96	timeout
06-26 04:55	BTC	Buy	59280→59820	+4.11	timeout
06-25 13:51	BTC	Buy	61349.1→59165.4	-18.24	stop_loss
06-25 13:48	BTC	Buy	61702.1→59506.3	-18.21	stop_loss
06-25 11:45	BTC	Buy	60993→61280.9	+1.95	timeout
06-25 05:28	BTC	Buy	59729→61572.9	+15.01	timeout
06-24 15:47	BTC	Buy	62552.1→60323.8	-18.24	stop_loss
06-24 15:44	BTC	Buy	62721.1→60488.7	-18.19	stop_loss
06-24 08:32	BTC	Buy	62452.1→62693.9	+1.48	timeout
06-23 20:20	BTC	Buy	62376.1→62463.9	+0.26	timeout
06-23 03:50	BTC	Buy	64888.2→63977.8	-7.48	timeout
06-22 22:42	BTC	Buy	64077.2→63884.8	-1.95	timeout
06-22 16:50	BTC	Buy	64047.2→64613.8	+3.94	timeout
06-22 10:28	BTC	Buy	63714.2→64148.8	+2.89	timeout
06-22 04:23	BTC	Buy	64207.2→63970.8	-2.30	timeout
06-21 22:17	BTC	Buy	64242.2→63667.8	-4.96	timeout
06-21 16:22	BTC	Buy	64469.2→64175.8	-2.70	timeout
06-21 09:51	BTC	Buy	64063.2→64142.8	+0.20	timeout
06-21 03:25	BTC	Buy	64192.2→64393.8	+1.12	timeout
06-20 21:11	BTC	Buy	63471.2→63915.8	+3.05	timeout
06-20 14:57	BTC	Buy	63329.2→63883.8	+3.90	timeout
06-20 08:35	BTC	Buy	63033.2→63439.8	+2.74	timeout
06-20 02:11	BTC	Buy	63040.2→63469.8	+2.97	timeout
06-19 19:24	BTC	Buy	62751.1→62980.9	+1.36	timeout
06-19 13:21	BTC	Buy	63043.2→62660.9	-3.43	timeout
06-19 07:18	BTC	Buy	62627.1→62705.9	+0.20	timeout
06-19 01:24	BTC	Buy	64310.2→63001.8	-10.57	timeout
06-18 19:18	BTC	Buy	64119.2→62639.9	-11.88	timeout
06-18 13:19	BTC	Buy	64613.2→64316.8	-2.75	timeout
06-18 07:18	BTC	Buy	65010.3→64111.8	-7.36	timeout
06-18 01:12	BTC	Buy	65017.3→64755.8	-2.50	timeout
06-17 19:09	BTC	Buy	65590.3→65283.7	-2.82	timeout
06-17 13:03	BTC	Buy	65764.3→65019.7	-6.14	timeout
06-17 07:02	BTC	Buy	65726.3→65587.7	-1.52	timeout
06-17 01:01	BTC	Buy	66391.3→65714.7	-5.57	timeout
06-16 19:00	BTC	Buy	66398.3→65783.7	-5.11	timeout
06-16 04:17	BTC	Buy	67147.4→66089.7	-8.30	timeout
06-15 22:13	BTC	Buy	65730.3→66400.7	+4.63	timeout
06-15 16:03	BTC	Buy	65821.3→67101.6	+9.26	timeout
06-15 07:28	BTC	Buy	63787.2→65966.7	+16.63	timeout
06-14 23:18	BTC	Buy	64528.2→65585.7	+7.72	timeout
06-14 17:16	BTC	Buy	64342.2→63956.8	-3.48	timeout
06-14 11:14	BTC	Buy	64434.2→64545.8	+0.41	timeout
06-14 05:12	BTC	Buy	63952.2→64317.8	+2.42	timeout
06-13 22:45	BTC	Buy	63841.2→64486.8	+4.59	timeout
06-13 16:43	BTC	Buy	63593.2→64031.8	+3.00	timeout
06-13 09:34	BTC	Buy	63516.2→63801.8	+1.75	timeout
06-12 21:31	BTC	Buy	63764.2→63522.8	-2.36	timeout
06-12 15:28	BTC	Buy	63392.2→64226.8	+6.09	timeout
06-12 08:17	BTC	Buy	63509.2→63334.8	-1.88	timeout
06-12 00:31	BTC	Buy	62593.1→63566.8	+7.27	timeout
06-11 04:03	BTC	Buy	62495.1→62596.9	+0.30	timeout
06-10 20:18	BTC	Buy	61597.1→61812.9	+1.27	timeout
06-10 03:09	BTC	Buy	61637.1→62016.9	+2.68	timeout
06-09 16:05	BTC	Buy	63171.2→60915.5	-18.36	stop_loss
06-09 08:23	BTC	Buy	63259.2→62886.9	-3.40	timeout
06-09 02:20	BTC	Buy	63803.2→62560.9	-10.18	timeout
06-08 20:05	BTC	Buy	63148.2→63362.8	+1.23	timeout
06-08 14:02	BTC	Buy	63105.2→63813.8	+5.14	timeout
06-08 02:00	BTC	Buy	61719.1→63233.8	+11.79	timeout
06-07 22:15	BTC	Buy	61487.1→64187.8	+21.51	take_profit
06-07 19:49	BTC	Buy	62213.1→61283.9	-7.89	timeout
06-07 13:59	BTC	Buy	61486.1→61721.9	+1.46	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 10:17	BTC	Buy	61542.1→60629	-7.89	timeout
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 14:26	BTC	Buy	62622.1→60388.8	-18.28	stop_loss
06-05 13:56	BTC	Buy	63136.2→60889.5	-18.24	stop_loss
06-05 06:22	BTC	Buy	63614.2→61346.2	-18.25	stop_loss
06-05 03:50	BTC	Buy	63713.2→62790.9	-7.66	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 17:00	BTC	Buy	64258.2→63465.8	-6.66	timeout
06-04 00:39	BTC	Buy	65389.3→63062.3	-18.24	stop_loss
06-03 23:10	BTC	Buy	66755.3→64379.6	-18.25	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:58	BTC	Buy	66837.3→67034.6	+0.97	timeout
06-03 03:50	BTC	Buy	67782.4→65367	-18.27	stop_loss
06-02 14:27	BTC	Buy	70049.5→67472.9	-18.86	stop_loss
06-02 11:27	BTC	Buy	71292.6→69453.5	-13.42	timeout
06-02 03:07	BTC	Buy	71570.6→70989.5	-4.58	timeout
06-01 02:29	BTC	Buy	73579.7→73496.3	-1.05	timeout
05-31 18:10	BTC	Buy	73994.7→73615.3	-3.05	timeout
05-31 03:20	BTC	Buy	73907.7→74134.3	+1.05	timeout
05-30 02:54	BTC	Buy	72946.6→73745.3	+5.00	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 02:41	BTC	Buy	72974.6→73414.3	+2.50	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

-196.76

total pnl ($)

-40.3 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	97	52%	-40.3	-196.76

Recent bounces (last 20 of 1)

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

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…