deribit_basis_zscore_fear_dom_gate_v3 · strategy

closed trades

50%

win rate

+112.95

total pnl ($)

1.748

weight

7d window — n=25 wr=60% pnl=+79.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:14	BTC	Sell	59976→59620	+2.51	timeout
06-28 08:29	BTC	Sell	60233→60190	-0.09	timeout
06-28 02:26	BTC	Sell	60565→60059	+3.73	timeout
06-27 19:48	BTC	Sell	60448→60144	+2.04	timeout
06-27 00:56	BTC	Sell	59244→60015	-6.94	timeout
06-26 18:37	BTC	Sell	60090→59777	+2.21	timeout
06-26 12:33	BTC	Sell	59732→59829	-1.23	timeout
06-26 06:30	BTC	Sell	59643→59972	-3.21	timeout
06-25 13:53	BTC	Sell	61622.9→58802.9	+22.43	take_profit
06-25 13:53	BTC	Sell	61655.9→58802.9	+22.67	take_profit
06-25 12:24	BTC	Sell	60990→61186.1	-2.05	timeout
06-24 22:00	BTC	Sell	59689→61233.7	-13.41	stop_loss
06-24 16:51	BTC	Sell	62779.9→59891	+22.52	take_profit
06-24 16:51	BTC	Sell	62777.9→59891	+22.45	take_profit
06-24 12:15	BTC	Sell	62858.9→62801.1	+0.01	timeout
06-24 06:14	BTC	Sell	62359.9→62807.1	-4.01	timeout
06-24 00:07	BTC	Sell	62435.9→62788.1	-3.28	timeout
06-23 17:51	BTC	Sell	63393.8→62470.1	+6.84	timeout
06-23 07:33	BTC	Sell	64413.8→62901.1	+11.30	timeout
06-23 01:16	BTC	Sell	65071.7→64203.2	+6.22	timeout
06-22 19:14	BTC	Sell	64176.8→64399.2	-2.16	timeout
06-22 13:12	BTC	Sell	63851.8→65124.3	-10.34	timeout
06-22 07:06	BTC	Sell	64136.8→64078.2	+0.02	timeout
06-22 01:06	BTC	Sell	64129.8→63923.2	+1.19	timeout
06-21 19:00	BTC	Sell	64268.8→64192.2	+0.12	timeout
06-21 12:46	BTC	Sell	64248.8→64029.2	+1.23	timeout
06-21 05:42	BTC	Sell	63821.8→64307.2	-4.25	timeout
06-20 13:01	BTC	Sell	63506.8→63598.2	-1.15	timeout
06-20 06:57	BTC	Sell	63035.8→63729.2	-5.94	timeout
06-20 00:52	BTC	Sell	62716.9→63493.2	-6.65	timeout
06-19 18:49	BTC	Sell	62760.9→63030.2	-2.58	timeout
06-19 13:05	BTC	Sell	63061.8→62906.1	+0.74	timeout
06-19 07:01	BTC	Sell	62681.9→62879.1	-2.04	timeout
06-19 01:53	BTC	Sell	64057.8→62957.1	+8.09	timeout
06-18 19:33	BTC	Sell	64224.8→62809.1	+10.48	timeout
06-18 13:19	BTC	Sell	64632.8→64348.2	+1.75	timeout
06-18 07:34	BTC	Sell	64415.8→64249.2	+0.84	timeout
06-18 01:31	BTC	Sell	64925.8→64708.2	+1.26	timeout
06-17 19:13	BTC	Sell	65655.7→65352.3	+1.87	timeout
06-17 13:05	BTC	Sell	65766.7→65012.3	+5.30	timeout
06-17 07:02	BTC	Sell	65676.7→65600.3	+0.15	timeout
06-17 00:58	BTC	Sell	66397.7→65727.3	+4.63	timeout
06-16 19:01	BTC	Sell	66372.7→65791.3	+3.97	timeout
06-16 04:08	BTC	Sell	67069.6→66164.3	+6.28	timeout
06-15 22:12	BTC	Sell	65724.7→66424.3	-5.75	timeout
06-15 16:03	BTC	Sell	65822.7→67126.4	-10.33	timeout
06-14 23:17	BTC	Sell	64522.8→65581.3	-8.63	timeout
06-14 21:40	BTC	Sell	63762.8→65417	-13.42	stop_loss
06-14 17:19	BTC	Sell	64323.8→63946.2	+2.52	timeout
06-14 11:15	BTC	Sell	64423.8→64549.2	-1.42	timeout
06-14 05:13	BTC	Sell	63937.8→64321.2	-3.46	timeout
06-13 22:44	BTC	Sell	63845.8→64485.2	-5.44	timeout
06-13 16:43	BTC	Sell	63587.8→64038.2	-3.99	timeout
06-13 09:33	BTC	Sell	63528.8→63797.2	-2.52	timeout
06-12 23:46	BTC	Sell	63803.8→63519.2	+1.80	timeout
06-12 17:51	BTC	Sell	63290.8→63797.2	-4.45	timeout
06-12 11:39	BTC	Sell	63496.8→63683.2	-1.88	timeout
06-12 05:38	BTC	Sell	63172.8→63367.2	-1.96	timeout
06-11 19:04	BTC	Sell	62643.9→63496.2	-7.18	timeout
06-11 04:01	BTC	Sell	62531.9→62618.1	-1.07	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 03:10	BTC	Sell	61671.9→62023.1	-3.35	timeout
06-09 19:43	BTC	Sell	63161.8→61835.1	+10.00	timeout
06-09 08:21	BTC	Sell	63182.8→62918.1	+1.64	timeout
06-09 02:18	BTC	Sell	63704.8→62613.1	+8.11	timeout
06-08 19:58	BTC	Sell	63287.8→63373.2	-1.11	timeout
06-08 13:55	BTC	Sell	63050.8→63679.2	-5.41	timeout
06-07 22:14	BTC	Sell	61747.9→63329.8	-13.26	stop_loss
06-07 22:14	BTC	Sell	61161.9→62740.5	-13.36	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 13:47	BTC	Sell	61416.9→61744.1	-3.10	timeout
06-07 05:18	BTC	Sell	60537→62090.1	-13.29	stop_loss
06-07 01:33	BTC	Sell	60705→61504.1	-7.00	timeout
06-06 10:15	BTC	Sell	61432.9→60680	+5.70	timeout
06-06 03:20	BTC	Sell	60650→60836	-1.98	timeout
06-05 16:05	BTC	Sell	62578.9→60153	+18.94	timeout
06-05 15:39	BTC	Sell	63033.8→60203	+21.99	take_profit
06-05 09:17	BTC	Sell	63710.8→62987.1	+5.22	timeout
06-05 03:47	BTC	Sell	63758.8→62741.1	+7.50	timeout
06-04 16:55	BTC	Sell	64409.8→63545.2	+6.31	timeout
06-04 14:11	BTC	Sell	62869.9→64482.4	-13.29	stop_loss
06-04 02:01	BTC	Sell	64951.8→62035.1	+22.00	take_profit
06-03 23:54	BTC	Sell	67103.6→64089.2	+22.01	take_profit
06-03 16:38	BTC	Sell	66346.7→65843.3	+3.37	timeout
06-03 11:32	BTC	Sell	66353.7→67237.4	-7.04	timeout
06-03 03:56	BTC	Sell	67277.6→65921.3	+9.64	timeout
06-02 14:27	BTC	Sell	70991.5→67786.4	+22.15	take_profit
05-31 23:13	BTC	Sell	73860.3→73944.7	-1.04	timeout
05-31 07:48	BTC	Sell	74033.3→73857.7	+0.81	timeout
05-30 02:52	BTC	Sell	73007.3→73712.7	-5.26	timeout
05-29 19:48	BTC	Sell	73368.3→73620.7	-2.14	timeout
05-29 02:39	BTC	Sell	72922.4→73450.7	-4.01	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+112.95

total pnl ($)

+24.4 bps

avg bps net

Live (dry_run=0)

closed

100%

win rate

+0.82

total pnl ($)

-227.0 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	92	50%	+24.4	+112.95

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:01	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…