deribit_basis_zscore_fear_gate_explorer · strategy

165

closed trades

42%

win rate

-561.18

total pnl ($)

0.250

weight

7d window — n=35 wr=31% pnl=-190.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:04	BTC	Buy	59940→60094	+0.81	timeout
06-29 04:57	BTC	Buy	60098→59789	-3.04	timeout
06-28 07:03	BTC	Buy	60307→60113	-2.04	timeout
06-28 05:54	BTC	Buy	60225→59919	-2.98	timeout
06-27 22:20	BTC	Buy	59919→59984	+0.15	timeout
06-27 21:19	BTC	Buy	59693→60348	+5.10	timeout
06-27 16:01	BTC	Buy	60535→60783	+1.66	timeout
06-27 05:03	BTC	Buy	59857→60219	+2.59	timeout
06-27 04:02	BTC	Buy	59835→60317	+3.58	timeout
06-26 20:28	BTC	Buy	59664→59738	+0.08	timeout
06-26 19:22	BTC	Buy	59197→59918	+5.52	timeout
06-26 14:58	BTC	Buy	59452→59576	+0.54	timeout
06-26 02:24	BTC	Buy	59755→58284.9	-12.74	stop_loss
06-26 02:16	BTC	Buy	59874→58401.9	-12.73	stop_loss
06-25 13:59	BTC	Buy	59483→58019.1	-12.67	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:17	BTC	Buy	62547.1→61000.4	-12.81	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:47	BTC	Buy	63342.2→62906.9	-3.94	timeout
06-23 08:17	BTC	Buy	63983.2→62409.7	-12.75	stop_loss
06-23 06:51	BTC	Buy	63935.2→62886.9	-8.68	timeout
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.81	stop_loss
06-23 05:51	BTC	Buy	64170.2→63394.8	-6.53	timeout
06-23 04:48	BTC	Buy	64019.2→63784.8	-2.30	timeout
06-23 02:24	BTC	Buy	64511.2→64142.8	-3.31	timeout
06-22 20:00	BTC	Buy	64179.2→64528.8	+2.24	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-22 02:10	BTC	Buy	64230.2→64493.8	+1.51	timeout
06-21 18:55	BTC	Buy	63763.2→64142.8	+2.57	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 03:36	BTC	Buy	63402.2→64284.8	+6.52	timeout
06-21 01:59	BTC	Buy	63536.2→64234.8	+5.00	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 18:43	BTC	Buy	63036.2→63807.8	+5.68	timeout
06-20 00:36	BTC	Buy	63001.1→63687.8	+4.98	timeout
06-19 23:29	BTC	Buy	62845.1→63279.8	+2.98	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64085.2→62509.6	-12.68	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.66	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.55	stop_loss
06-18 11:43	BTC	Buy	64765.2→63859.8	-7.49	timeout
06-18 10:43	BTC	Buy	64886.2→63990.8	-7.42	timeout
06-18 09:40	BTC	Buy	64950.2→64251.8	-5.94	timeout
06-18 08:40	BTC	Buy	64952.2→64523.8	-3.79	timeout
06-17 19:40	BTC	Buy	65820.3→64196.7	-12.79	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.78	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.78	stop_loss
06-17 08:39	BTC	Buy	66610.3→64970.2	-12.79	stop_loss
06-17 06:51	BTC	Buy	66491.3→65619.7	-7.03	timeout
06-17 04:40	BTC	Buy	65861.3→65897.7	-0.21	timeout
06-16 11:17	BTC	Buy	66003.3→66518.7	+3.38	timeout
06-16 10:10	BTC	Buy	65695.3→66555.7	+6.07	timeout
06-16 09:09	BTC	Buy	65670.3→66734.7	+7.65	timeout
06-16 05:47	BTC	Buy	65708.3→66080.7	+2.44	timeout
06-16 03:59	BTC	Buy	65883.3→66113.7	+1.34	timeout
06-15 10:30	BTC	Buy	64574.2→65690.7	+8.20	timeout
06-15 09:15	BTC	Buy	64408.2→65650.7	+9.21	timeout
06-15 08:14	BTC	Buy	64414.2→65704.7	+9.56	timeout
06-15 03:47	BTC	Buy	64487.2→65900.7	+10.48	timeout
06-15 02:41	BTC	Buy	64505.2→65590.7	+7.93	timeout
06-14 09:36	BTC	Buy	63792.2→64434.8	+4.53	timeout
06-14 08:35	BTC	Buy	63844.2→64446.8	+4.24	timeout
06-14 07:33	BTC	Buy	63733.2→64308.8	+4.07	timeout
06-14 02:45	BTC	Buy	63612.2→64480.8	+6.40	timeout
06-14 01:44	BTC	Buy	63742.2→64567.8	+6.06	timeout
06-13 08:25	BTC	Buy	63460.2→63772.8	+1.91	timeout
06-13 07:25	BTC	Buy	62986.1→63705.8	+5.25	timeout
06-13 06:17	BTC	Buy	63153.2→63536.8	+2.58	timeout
06-13 02:37	BTC	Buy	63564.2→63693.8	+0.57	timeout
06-12 20:17	BTC	Buy	63509.2→63506.8	-0.48	timeout
06-12 07:51	BTC	Buy	62676.1→62987.9	+2.00	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-12 04:58	BTC	Buy	62663.1→63678.8	+7.59	timeout
06-12 01:12	BTC	Buy	61966.1→63454.8	+11.45	timeout
06-11 17:36	BTC	Buy	61769.1→63137.8	+10.53	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 19:04	BTC	Buy	61820.1→61832.9	-0.41	timeout
06-10 18:00	BTC	Buy	61687.1→61968.9	+1.79	timeout
06-10 16:54	BTC	Buy	61238.1→62162.9	+7.04	timeout
06-10 15:52	BTC	Buy	61346.1→62291.9	+7.27	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 16:05	BTC	Buy	62498.1→60961.5	-12.75	stop_loss
06-09 14:47	BTC	Buy	62687.1→61144.4	-12.76	stop_loss
06-09 14:18	BTC	Buy	63332.2→61772	-12.77	stop_loss
06-09 14:11	BTC	Buy	63493.2→61930.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

165

closed

42%

win rate

-561.18

total pnl ($)

-67.7 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	165	42%	-67.7	-561.18

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:19	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…