deribit_basis_zscore_fear_gate_btcdom_crossover · strategy

closed trades

44%

win rate

-128.67

total pnl ($)

0.860

weight

7d window — n=18 wr=44% pnl=-61.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 00:09	BTC	Buy	59414→60100	+5.31	timeout
06-26 18:07	BTC	Buy	59754→60085	+2.27	timeout
06-26 07:49	BTC	Buy	59219→60495	+10.38	timeout
06-25 13:51	BTC	Buy	60758→59203.4	-13.21	stop_loss
06-25 13:46	BTC	Buy	61310.1→59741.1	-13.24	stop_loss
06-24 14:19	BTC	Buy	62571.1→60942.5	-13.46	stop_loss
06-24 14:13	BTC	Buy	62742.1→61136.4	-13.24	stop_loss
06-24 08:18	BTC	Buy	62417.1→62670.9	+1.55	timeout
06-24 02:13	BTC	Buy	62546.1→62841.9	+1.89	timeout
06-23 20:11	BTC	Buy	62823.1→62474.9	-3.23	timeout
06-23 08:15	BTC	Buy	64138.2→62487.6	-13.32	stop_loss
06-23 06:20	BTC	Buy	64475.2→62819.4	-13.30	stop_loss
06-23 00:45	BTC	Buy	65050.3→64094.8	-7.78	timeout
06-22 14:57	BTC	Buy	64252.2→64904.8	+4.58	timeout
06-22 00:37	BTC	Buy	63927.2→63812.8	-1.35	timeout
06-21 04:31	BTC	Buy	63903.2→64500.8	+4.23	timeout
06-20 20:02	BTC	Buy	63552.2→63921.8	+2.48	timeout
06-20 14:00	BTC	Buy	63529.2→63357.8	-1.83	timeout
06-20 07:58	BTC	Buy	63006.2→63647.8	+4.65	timeout
06-20 01:58	BTC	Buy	63208.2→63536.8	+2.15	timeout
06-19 19:38	BTC	Buy	62485.1→62998.8	+3.65	timeout
06-19 13:07	BTC	Buy	63035.2→62923.9	-1.29	timeout
06-18 15:57	BTC	Buy	63995.2→62349.7	-13.17	stop_loss
06-18 05:04	BTC	Buy	65337.3→63665	-13.26	stop_loss
06-17 07:19	BTC	Buy	65629.3→65596.7	-0.69	timeout
06-17 01:10	BTC	Buy	66120.3→65730.7	-3.42	timeout
06-16 19:00	BTC	Buy	66419.3→65807.7	-5.10	timeout
06-16 00:00	BTC	Buy	66220.3→66271.7	-0.05	timeout
06-15 17:50	BTC	Buy	65753.3→66881.7	+8.07	timeout
06-15 10:16	BTC	Buy	65140.3→65703.7	+3.88	timeout
06-15 02:03	BTC	Buy	64257.2→65480.7	+9.05	timeout
06-14 19:49	BTC	Buy	64393.2→63743.8	-5.52	timeout
06-14 13:48	BTC	Buy	64606.2→64300.8	-2.81	timeout
06-14 07:43	BTC	Buy	64249.2→64285.8	-0.17	timeout
06-14 01:39	BTC	Buy	64211.2→64544.8	+2.16	timeout
06-13 19:39	BTC	Buy	63799.2→64224.8	+2.88	timeout
06-13 13:45	BTC	Buy	63774.2→64115.8	+2.20	timeout
06-13 07:28	BTC	Buy	63727.2→63747.8	-0.29	timeout
06-13 00:20	BTC	Buy	63568.2→63538.8	-0.72	timeout
06-12 18:17	BTC	Buy	63154.2→63783.8	+4.53	timeout
06-12 05:35	BTC	Buy	63228.2→63426.8	+1.09	timeout
06-11 23:01	BTC	Buy	63048.2→63406.8	+2.33	timeout
06-11 16:59	BTC	Buy	62662.1→62560.9	-1.29	timeout
06-11 10:22	BTC	Buy	61200.1→62808.9	+12.62	timeout
06-11 03:59	BTC	Buy	62609.1→62660.9	-0.11	timeout
06-10 20:18	BTC	Buy	61677.1→61769.9	+0.27	timeout
06-09 00:27	BTC	Buy	62998.1→62833.9	-1.78	timeout
06-08 16:14	BTC	Buy	62953.1→63809.8	+6.30	timeout
06-08 09:30	BTC	Buy	61751.1→63347.8	+12.47	timeout
06-07 21:39	BTC	Buy	62553.1→61761.9	-6.76	timeout
06-07 13:30	BTC	Buy	61624.1→61840.9	+1.30	timeout
06-06 21:45	BTC	Buy	61029.1→60783	-2.43	timeout
06-06 15:44	BTC	Buy	60587→60818	+1.46	timeout
06-06 04:11	BTC	Buy	61877.1→60291.8	-13.27	stop_loss
06-06 03:40	BTC	Buy	60149→60615	+3.42	timeout
06-05 13:49	BTC	Buy	62869.1→61260.3	-13.25	stop_loss
06-05 06:22	BTC	Buy	63074.2→61457.2	-13.26	stop_loss
06-04 09:30	BTC	Buy	64361.2→62714.5	-13.23	stop_loss
06-03 19:55	BTC	Buy	66944.3→65229.1	-13.28	stop_loss
06-03 03:50	BTC	Buy	67123.4→65405	-13.25	stop_loss
06-02 13:38	BTC	Buy	70590.5→68782.2	-13.28	stop_loss
05-31 03:09	BTC	Buy	73865.7→74046.3	+0.74	timeout
05-29 20:09	BTC	Buy	73682.7→73614.3	-0.94	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-128.67

total pnl ($)

-40.7 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	63	44%	-40.7	-128.67

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…