deribit_basis_zscore_fear_dom_gate_long_v9 · strategy

closed trades

46%

win rate

-225.02

total pnl ($)

0.765

weight

7d window — n=22 wr=36% pnl=-78.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 16:11	BTC	Buy	59910→59724	-2.07	timeout
06-29 09:40	BTC	Buy	59662→59900	+1.47	timeout
06-29 03:37	BTC	Buy	59900→59923	-0.27	timeout
06-28 20:39	BTC	Buy	60400→59665	-6.52	timeout
06-28 10:56	BTC	Buy	60182→60140	-0.82	timeout
06-28 04:54	BTC	Buy	60790→60122	-5.95	timeout
06-27 07:41	BTC	Buy	59919→60400	+3.56	timeout
06-27 00:55	BTC	Buy	59251→60032	+6.13	timeout
06-26 18:35	BTC	Buy	59983→59784	-2.17	timeout
06-26 12:13	BTC	Buy	59815→59473	-3.33	timeout
06-26 05:56	BTC	Buy	59536→59895	+2.57	timeout
06-25 13:48	BTC	Buy	61377.1→59499.3	-15.74	stop_loss
06-25 13:45	BTC	Buy	61758.1→59860.1	-15.79	stop_loss
06-25 12:01	BTC	Buy	61038.1→61193.9	+0.83	timeout
06-25 05:30	BTC	Buy	59676→61556.9	+15.32	timeout
06-24 14:19	BTC	Buy	62767.1→60841.5	-15.78	stop_loss
06-24 14:19	BTC	Buy	62880.1→60952.5	-15.77	stop_loss
06-24 00:08	BTC	Buy	62459.1→62796.9	+2.26	timeout
06-23 17:49	BTC	Buy	63363.2→62476.9	-7.45	timeout
06-23 07:35	BTC	Buy	64383.2→62877.9	-12.15	timeout
06-23 01:23	BTC	Buy	65045.3→64223.8	-6.75	timeout
06-22 19:21	BTC	Buy	64266.2→64375.8	+0.38	timeout
06-22 13:09	BTC	Buy	63858.2→65021.7	+8.59	timeout
06-22 07:05	BTC	Buy	64153.2→64074.8	-1.07	timeout
06-22 01:04	BTC	Buy	64078.2→63906.8	-1.82	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:44	BTC	Buy	64290.2→64016.8	-2.55	timeout
06-21 05:43	BTC	Buy	63854.2→64320.8	+3.20	timeout
06-20 13:28	BTC	Buy	63416.2→63251.8	-1.77	timeout
06-20 07:27	BTC	Buy	62949.1→63720.8	+5.68	timeout
06-20 01:29	BTC	Buy	62732.1→63445.8	+5.23	timeout
06-19 19:23	BTC	Buy	62731.1→62965.9	+1.41	timeout
06-19 14:01	BTC	Buy	63003.2→63132.8	+0.63	timeout
06-19 07:39	BTC	Buy	62851.1→62500.9	-3.21	timeout
06-19 02:27	BTC	Buy	63926.2→62989.9	-7.73	timeout
06-18 15:53	BTC	Buy	64399.2→62428.6	-15.65	stop_loss
06-18 13:54	BTC	Buy	64492.2→64064.8	-3.76	timeout
06-18 07:55	BTC	Buy	64199.2→64411.8	+1.20	timeout
06-18 01:49	BTC	Buy	65281.3→64504.8	-6.43	timeout
06-17 19:45	BTC	Buy	65489.3→64226.8	-10.09	timeout
06-17 13:29	BTC	Buy	65557.3→64887.8	-5.57	timeout
06-17 07:27	BTC	Buy	65654.3→65507.7	-1.54	timeout
06-17 01:09	BTC	Buy	66139.3→65778.7	-3.21	timeout
06-16 19:00	BTC	Buy	66420.3→65807.7	-5.10	timeout
06-16 04:58	BTC	Buy	67158.4→65801.7	-10.53	timeout
06-15 23:01	BTC	Buy	65896.3→66164.7	+1.56	timeout
06-15 16:02	BTC	Buy	65852.3→67142.6	+9.33	timeout
06-15 04:40	BTC	Buy	64135.2→65651.7	+11.36	timeout
06-14 18:57	BTC	Buy	64259.2→63772.8	-4.27	timeout
06-14 12:52	BTC	Buy	64513.2→64276.8	-2.28	timeout
06-14 06:27	BTC	Buy	64150.2→64302.8	+0.74	timeout
06-13 23:10	BTC	Buy	63913.2→64418.8	+3.50	timeout
06-13 16:50	BTC	Buy	63626.2→63896.8	+1.68	timeout
06-13 09:14	BTC	Buy	63575.2→63776.8	+1.09	timeout
06-12 21:36	BTC	Buy	63863.2→63509.8	-3.24	timeout
06-12 15:26	BTC	Buy	63384.2→64260.8	+6.42	timeout
06-12 08:58	BTC	Buy	63359.2→63430.8	+0.08	timeout
06-12 03:01	BTC	Buy	62658.1→63604.8	+7.06	timeout
06-11 04:10	BTC	Buy	62376.1→62558.9	+0.95	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.27	timeout
06-10 03:09	BTC	Buy	61614.1→62016.9	+2.87	timeout
06-09 14:46	BTC	Buy	63168.2→61236.3	-15.75	stop_loss
06-09 08:22	BTC	Buy	63232.2→62873.9	-3.29	timeout
06-09 02:12	BTC	Buy	63842.2→62737.9	-9.09	timeout
06-08 20:05	BTC	Buy	63167.2→63350.8	+0.99	timeout
06-08 14:01	BTC	Buy	63108.2→63705.8	+4.26	timeout
06-08 08:00	BTC	Buy	61204.1→63196.8	+15.80	timeout
06-08 01:53	BTC	Buy	61762.1→63025.8	+9.75	timeout
06-07 19:49	BTC	Buy	62213.1→61249.9	-8.17	timeout
06-07 13:48	BTC	Buy	61512.1→61703.9	+1.10	timeout
06-07 07:40	BTC	Buy	60552→62221.9	+13.35	timeout
06-07 01:34	BTC	Buy	60757→61516.9	+5.77	timeout
06-06 04:33	BTC	Buy	61504.1→59622.2	-15.75	stop_loss
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 13:57	BTC	Buy	62785.1→60864.5	-15.75	stop_loss
06-05 13:49	BTC	Buy	63105.2→61169.3	-15.79	stop_loss
06-05 06:20	BTC	Buy	63617.2→61671.1	-15.72	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:45	BTC	Buy	63089.2→63420.8	+2.19	timeout
06-04 10:30	BTC	Buy	64357.2→62388.7	-15.71	stop_loss
06-04 00:30	BTC	Buy	65236.3→63241.2	-15.74	stop_loss
06-03 20:46	BTC	Buy	67089.4→65037.2	-15.76	stop_loss
06-03 16:41	BTC	Buy	66380.3→65903.7	-4.07	timeout
06-03 11:34	BTC	Buy	66562.3→67184.6	+4.16	timeout
06-03 04:07	BTC	Buy	67405.4→66364.7	-8.17	timeout
06-02 14:23	BTC	Buy	70175.5→68026.6	-15.78	stop_loss
06-02 14:00	BTC	Buy	70843.5→68676.2	-15.77	stop_loss
05-31 03:19	BTC	Buy	73903.7→74124.3	+1.01	timeout
05-30 02:54	BTC	Buy	72946.6→73745.3	+5.00	timeout
05-29 19:48	BTC	Buy	73375.7→73619.3	+1.18	timeout
05-29 02:39	BTC	Buy	72935.6→73443.3	+2.97	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-225.02

total pnl ($)

-49.3 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	91	46%	-49.3	-225.02

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 17:23	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…