deribit_basis_zscore_fear_fee_gate_long · strategy

closed trades

47%

win rate

-97.94

total pnl ($)

1.160

weight

7d window — n=11 wr=45% pnl=-15.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 11:01	BTC	Buy	60195→60140	-0.93	timeout
06-28 04:55	BTC	Buy	60788→60121	-5.94	timeout
06-27 06:23	BTC	Buy	60044→60165	+0.56	timeout
06-27 00:28	BTC	Buy	59658→60010	+2.49	timeout
06-26 18:24	BTC	Buy	60064→60003	-1.01	timeout
06-26 08:04	BTC	Buy	59672→60355	+5.31	timeout
06-25 13:29	BTC	Buy	60833→61215.9	+2.71	timeout
06-25 06:46	BTC	Buy	59566→61725.9	+17.70	timeout
06-24 14:19	BTC	Buy	62786.1→60840.5	-15.94	stop_loss
06-23 07:01	BTC	Buy	64327.2→62911.9	-11.46	timeout
06-23 00:45	BTC	Buy	65050.3→64094.8	-7.78	timeout
06-21 15:34	BTC	Buy	64331.2→64170.8	-1.67	timeout
06-21 09:30	BTC	Buy	63910.2→64022.8	+0.36	timeout
06-21 03:27	BTC	Buy	64176.2→64394.8	+1.25	timeout
06-19 20:38	BTC	Buy	62695.1→63058.8	+2.43	timeout
06-19 15:08	BTC	Buy	62891.1→63155.8	+1.70	timeout
06-19 08:22	BTC	Buy	63111.2→62683.9	-3.77	timeout
06-18 18:37	BTC	Buy	63995.2→62742.9	-10.11	timeout
06-18 06:04	BTC	Buy	65337.3→63991.8	-10.75	timeout
06-17 01:47	BTC	Buy	66106.3→65792.7	-2.83	timeout
06-16 19:31	BTC	Buy	66334.3→65735.7	-5.01	timeout
06-16 06:00	BTC	Buy	66790.3→66046.7	-5.98	timeout
06-15 23:34	BTC	Buy	66248.3→66157.7	-1.09	timeout
06-15 14:16	BTC	Buy	65712.3→66425.7	+4.98	timeout
06-15 08:10	BTC	Buy	63801.2→65696.7	+14.40	timeout
06-15 01:43	BTC	Buy	64356.2→65618.7	+9.35	timeout
06-14 19:24	BTC	Buy	64319.2→63781.8	-4.66	timeout
06-14 08:02	BTC	Buy	64251.2→64388.8	+0.59	timeout
06-13 14:27	BTC	Buy	63709.2→64132.8	+2.85	timeout
06-12 21:45	BTC	Buy	63832.2→63514.8	-2.96	timeout
06-12 15:39	BTC	Buy	63448.2→63915.8	+3.21	timeout
06-12 09:00	BTC	Buy	63388.2→63422.8	-0.21	timeout
06-12 01:52	BTC	Buy	63074.2→63395.8	+2.05	timeout
06-11 18:53	BTC	Buy	62767.1→63530.8	+5.57	timeout
06-10 07:00	BTC	Buy	61731.1→62016.9	+1.92	timeout
06-09 16:39	BTC	Buy	62694.1→60774.6	-15.78	stop_loss
06-09 03:18	BTC	Buy	63972.2→62915.9	-8.70	timeout
06-08 17:45	BTC	Buy	62449.1→63350.8	+6.72	timeout
06-08 10:50	BTC	Buy	63137.2→63133.8	-0.47	timeout
06-07 17:19	BTC	Buy	61994.1→62266.9	+1.75	timeout
06-07 09:56	BTC	Buy	60768→62522.9	+13.99	timeout
06-07 03:07	BTC	Buy	60610→61459.9	+6.53	timeout
06-06 13:51	BTC	Buy	60947→60771	-1.88	timeout
06-06 06:56	BTC	Buy	59328→60749	+11.51	timeout
06-05 18:21	BTC	Buy	61544.1→60443	-9.43	timeout
06-05 15:39	BTC	Buy	61991.1→60080.9	-15.85	stop_loss
06-05 06:21	BTC	Buy	63469.2→61516.1	-15.81	stop_loss
06-04 22:30	BTC	Buy	62523.1→63288.8	+5.70	timeout
06-04 17:23	BTC	Buy	63796.2→63191.8	-5.23	timeout
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:55	BTC	Buy	66885.3→64836.3	-15.78	stop_loss
06-03 17:36	BTC	Buy	66863.3→66101.7	-6.18	timeout
06-03 11:04	BTC	Buy	66251.3→67209.6	+6.71	timeout
06-03 03:20	BTC	Buy	67645.4→66391.7	-9.72	timeout
06-02 14:10	BTC	Buy	70395.5→68227.5	-15.87	stop_loss
05-31 23:07	BTC	Buy	73897.7→74039.3	+0.52	timeout
05-30 05:20	BTC	Buy	74250.7→73499.3	-5.53	timeout
05-29 02:40	BTC	Buy	72875.6→73430.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-97.94

total pnl ($)

-33.6 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	58	47%	-33.6	-97.94

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 08:40	BTC	Buy	circuit_breaker
06-27 23:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…