deribit_basis_zscore_fear_dom_gate_long_08288 · strategy

100

closed trades

47%

win rate

-194.64

total pnl ($)

0.703

weight

7d window — n=25 wr=40% pnl=-78.39 · 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 13:34	BTC	Buy	59762→58230	-13.26	stop_loss
06-30 07:55	BTC	Buy	60492→59491	-8.70	timeout
06-30 01:11	BTC	Buy	60140→59783	-3.39	timeout
06-29 18:36	BTC	Buy	60089→60223	+0.59	timeout
06-29 12:03	BTC	Buy	59425→60026	+4.53	timeout
06-29 05:59	BTC	Buy	59570→60041	+3.49	timeout
06-28 23:36	BTC	Buy	60285→59686	-5.47	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:29	BTC	Buy	60239→60184	-0.91	timeout
06-28 02:26	BTC	Buy	60571→60053	-4.73	timeout
06-27 19:48	BTC	Buy	60454→60138	-3.04	timeout
06-27 00:56	BTC	Buy	59250→60009	+5.94	timeout
06-26 13:19	BTC	Buy	60096→58557.8	-13.26	stop_loss
06-26 12:33	BTC	Buy	59738→59823	+0.23	timeout
06-26 06:30	BTC	Buy	59649→59966	+2.21	timeout
06-25 13:44	BTC	Buy	61629.1→60048	-13.28	stop_loss
06-25 13:44	BTC	Buy	61662.1→60083.9	-13.24	stop_loss
06-25 12:24	BTC	Buy	60996→61179.9	+1.05	timeout
06-25 06:19	BTC	Buy	59695→61705.9	+16.41	timeout
06-24 14:02	BTC	Buy	62786.1→61177.3	-13.26	stop_loss
06-24 14:02	BTC	Buy	62784.1→61177.3	-13.24	stop_loss
06-24 12:15	BTC	Buy	62865.1→62794.9	-1.01	timeout
06-24 06:14	BTC	Buy	62366.1→62800.9	+3.01	timeout
06-24 00:07	BTC	Buy	62442.1→62781.9	+2.28	timeout
06-23 17:51	BTC	Buy	63400.2→62463.9	-7.83	timeout
06-23 06:21	BTC	Buy	64420.2→62770.5	-13.27	stop_loss
06-23 01:16	BTC	Buy	65078.3→64196.8	-7.22	timeout
06-22 19:14	BTC	Buy	64183.2→64392.8	+1.16	timeout
06-22 13:12	BTC	Buy	63858.2→65117.7	+9.34	timeout
06-22 07:06	BTC	Buy	64143.2→64071.8	-1.02	timeout
06-22 01:06	BTC	Buy	64136.2→63916.8	-2.19	timeout
06-21 19:00	BTC	Buy	64275.2→64185.8	-1.12	timeout
06-21 12:46	BTC	Buy	64255.2→64022.8	-2.23	timeout
06-21 05:42	BTC	Buy	63828.2→64300.8	+3.25	timeout
06-20 13:01	BTC	Buy	63513.2→63591.8	+0.15	timeout
06-20 06:57	BTC	Buy	63042.2→63722.8	+4.94	timeout
06-20 00:52	BTC	Buy	62723.1→63486.8	+5.65	timeout
06-19 18:49	BTC	Buy	62767.1→63023.8	+1.58	timeout
06-19 13:05	BTC	Buy	63068.2→62899.9	-1.74	timeout
06-19 07:01	BTC	Buy	62688.1→62872.9	+1.04	timeout
06-18 15:54	BTC	Buy	64064.2→62422.7	-13.24	stop_loss
06-18 15:51	BTC	Buy	64231.2→62585.6	-13.15	stop_loss
06-18 13:19	BTC	Buy	64639.2→64341.8	-2.75	timeout
06-18 07:34	BTC	Buy	64422.2→64242.8	-1.84	timeout
06-18 01:31	BTC	Buy	64932.2→64701.8	-2.26	timeout
06-17 19:13	BTC	Buy	65662.3→65345.7	-2.87	timeout
06-17 13:05	BTC	Buy	65773.3→65005.7	-6.30	timeout
06-17 07:02	BTC	Buy	65683.3→65593.7	-1.15	timeout
06-17 00:58	BTC	Buy	66404.3→65720.7	-5.63	timeout
06-16 19:01	BTC	Buy	66379.3→65784.7	-4.97	timeout
06-16 04:08	BTC	Buy	67076.4→66157.7	-7.27	timeout
06-15 22:12	BTC	Buy	65731.3→66417.7	+4.75	timeout
06-15 16:03	BTC	Buy	65829.3→67119.6	+9.33	timeout
06-15 07:28	BTC	Buy	63769.2→65971.7	+16.81	timeout
06-14 23:17	BTC	Buy	64529.2→65574.7	+7.63	timeout
06-14 17:19	BTC	Buy	64330.2→63939.8	-3.52	timeout
06-14 11:15	BTC	Buy	64430.2→64542.8	+0.42	timeout
06-14 05:13	BTC	Buy	63944.2→64314.8	+2.46	timeout
06-13 22:44	BTC	Buy	63852.2→64478.8	+4.44	timeout
06-13 16:43	BTC	Buy	63594.2→64031.8	+2.99	timeout
06-13 09:33	BTC	Buy	63535.2→63790.8	+1.52	timeout
06-12 23:46	BTC	Buy	63810.2→63512.8	-2.80	timeout
06-12 17:51	BTC	Buy	63297.2→63790.8	+3.44	timeout
06-12 11:39	BTC	Buy	63503.2→63676.8	+0.88	timeout
06-12 05:38	BTC	Buy	63179.2→63360.8	+0.96	timeout
06-11 19:04	BTC	Buy	62650.1→63489.8	+6.18	timeout
06-11 04:01	BTC	Buy	62538.1→62611.9	+0.07	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:10	BTC	Buy	61678.1→62016.9	+2.35	timeout
06-09 14:29	BTC	Buy	63168.2→61550.1	-13.26	stop_loss
06-09 08:28	BTC	Buy	63223.2→62891.9	-3.07	timeout
06-09 02:26	BTC	Buy	63726.2→62660.9	-8.80	timeout
06-08 20:05	BTC	Buy	63124.2→63349.8	+1.32	timeout
06-08 14:01	BTC	Buy	63136.2→63734.8	+4.27	timeout
06-08 01:53	BTC	Buy	61804.1→63113.8	+10.11	timeout
06-07 22:15	BTC	Buy	61224.1→63972.8	+22.00	take_profit
06-07 19:48	BTC	Buy	62223.1→61202.9	-8.62	timeout
06-07 13:48	BTC	Buy	61488.1→61725.9	+1.47	timeout
06-07 07:39	BTC	Buy	60556→62220.9	+13.31	timeout
06-07 01:33	BTC	Buy	60711→61500.9	+6.02	timeout
06-06 04:27	BTC	Buy	61466.1→59871.1	-13.43	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:56	BTC	Buy	62588.1→60986.4	-13.25	stop_loss
06-05 13:49	BTC	Buy	63004.2→61391.2	-13.25	stop_loss
06-05 06:01	BTC	Buy	63741.2→62100.8	-13.29	stop_loss
06-05 03:45	BTC	Buy	63784.2→62655.9	-9.27	timeout
06-04 21:39	BTC	Buy	62821.1→63293.8	+3.32	timeout
06-04 09:30	BTC	Buy	64363.2→62714.5	-13.25	stop_loss
06-04 00:29	BTC	Buy	64982.2→63319.2	-13.24	stop_loss
06-03 20:44	BTC	Buy	66837.3→65125.2	-13.28	stop_loss
06-03 16:39	BTC	Buy	66353.3→65830.7	-4.42	timeout
06-03 14:28	BTC	Buy	66649.3→66699.7	-0.10	timeout
06-03 03:50	BTC	Buy	67270.4→65544.9	-13.28	stop_loss
06-02 14:27	BTC	Buy	69479.5→67688.8	-13.34	stop_loss
06-02 12:40	BTC	Buy	70839.5→69027	-13.31	stop_loss
06-01 03:23	BTC	Buy	73699.7→73915.3	+0.98	timeout
05-31 19:05	BTC	Buy	73960.7→73581.3	-3.05	timeout
05-30 02:52	BTC	Buy	73004.7→73700.3	+4.29	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:55	BTC	Buy	72985.6→73225.3	+1.13	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

47%

win rate

-194.64

total pnl ($)

-38.7 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	100	47%	-38.7	-194.64

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…