deribit_basis_zscore_fear_gate_dom_gate_long · strategy

closed trades

46%

win rate

-229.59

total pnl ($)

0.825

weight

7d window — n=24 wr=38% pnl=-71.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
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	+5.95	timeout
06-26 18:37	BTC	Buy	60096→59771	-3.21	timeout
06-26 12:34	BTC	Buy	59739→59816	+0.16	timeout
06-26 06:30	BTC	Buy	59649→59966	+2.21	timeout
06-25 13:46	BTC	Buy	61629.1→59744.1	-15.74	stop_loss
06-25 13:46	BTC	Buy	61662.1→59776.1	-15.73	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 14:19	BTC	Buy	62786.1→60845.5	-15.90	stop_loss
06-24 14:19	BTC	Buy	62784.1→60845.5	-15.88	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 07:33	BTC	Buy	64420.2→62894.9	-12.30	timeout
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
06-19 01:53	BTC	Buy	64064.2→62950.9	-9.09	timeout
06-18 15:57	BTC	Buy	64231.2→62264.7	-15.65	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 19:02	BTC	Buy	66377.3→65717.7	-5.46	timeout
06-16 12:16	BTC	Buy	66375.3→66610.7	+1.28	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 09:20	BTC	Buy	64754.2→65708.7	+6.92	timeout
06-14 18:56	BTC	Buy	64258.2→63771.8	-4.27	timeout
06-14 12:52	BTC	Buy	64511.2→64277.8	-2.26	timeout
06-14 06:32	BTC	Buy	64174.2→64309.8	+0.61	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 16:49	BTC	Buy	63625.2→63934.8	+1.98	timeout
06-13 09:14	BTC	Buy	63575.2→63776.8	+1.09	timeout
06-13 00:02	BTC	Buy	63709.2→63580.8	-1.50	timeout
06-12 17:44	BTC	Buy	63372.2→63784.8	+2.80	timeout
06-12 11:42	BTC	Buy	63649.2→63744.8	+0.26	timeout
06-12 05:43	BTC	Buy	63298.2→63366.8	+0.07	timeout
06-11 04:03	BTC	Buy	62477.1→62616.9	+0.60	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61561.1→62016.9	+3.31	timeout
06-09 14:46	BTC	Buy	63175.2→61239.3	-15.78	stop_loss
06-09 08:14	BTC	Buy	63220.2→62882.9	-3.13	timeout
06-09 02:11	BTC	Buy	63756.2→62737.9	-8.43	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:00	BTC	Buy	63217.2→63704.8	+3.38	timeout
06-08 08:16	BTC	Buy	61458.1→63163.8	+13.39	timeout
06-08 02:01	BTC	Buy	61750.1→63109.8	+10.53	timeout
06-07 19:49	BTC	Buy	62225.1→61213.9	-8.56	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 04:33	BTC	Buy	61466.1→59585.2	-15.75	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:59	BTC	Buy	62588.1→60672.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61074.4	-15.77	stop_loss
06-05 06:18	BTC	Buy	63741.2→61791	-15.72	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 10:28	BTC	Buy	64416.2→62443.6	-15.73	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:45	BTC	Buy	67110.4→65054.2	-15.79	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:32	BTC	Buy	66360.3→67230.6	+6.04	timeout
06-03 03:56	BTC	Buy	67284.4→65914.7	-10.63	timeout
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.76	stop_loss
06-02 13:15	BTC	Buy	70998.5→68803.1	-15.91	stop_loss
05-31 23:13	BTC	Buy	73867.7→73937.3	+0.04	timeout
05-31 03:25	BTC	Buy	73857.7→74157.3	+1.55	timeout
05-29 19:48	BTC	Buy	73376.7→73614.3	+1.15	timeout
05-29 11:33	BTC	Buy	73675.7→73498.3	-1.67	timeout
05-29 02:13	BTC	Buy	72992.6→73596.3	+3.61	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-229.59

total pnl ($)

-49.2 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	93	46%	-49.2	-229.59

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 00:03	BTC	Buy	circuit_breaker
06-28 18:01	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…