deribit_basis_zscore_fear_gate_long_00878 · strategy

closed trades

51%

win rate

-212.13

total pnl ($)

0.661

weight

7d window — n=24 wr=46% pnl=-74.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:53	BTC	Buy	60538→59544	-8.64	timeout
06-29 23:42	BTC	Buy	59833→60231	+2.89	timeout
06-29 16:44	BTC	Buy	59770→59830	-0.02	timeout
06-29 10:18	BTC	Buy	59365→60280	+7.18	timeout
06-28 23:37	BTC	Buy	60245→59690	-5.08	timeout
06-28 17:12	BTC	Buy	60001→59607	-3.72	timeout
06-28 08:58	BTC	Buy	60247→60354	+0.42	timeout
06-28 02:27	BTC	Buy	60601→60102	-4.57	timeout
06-27 19:48	BTC	Buy	60468→60129	-3.23	timeout
06-27 00:10	BTC	Buy	59430→60081	+5.02	timeout
06-26 18:04	BTC	Buy	59751→60070	+2.18	timeout
06-26 11:53	BTC	Buy	59788→59325	-4.35	timeout
06-26 05:48	BTC	Buy	59503→59768	+1.78	timeout
06-25 13:48	BTC	Buy	61155.1→59284.4	-15.74	stop_loss
06-25 13:46	BTC	Buy	61486.1→59605.2	-15.73	stop_loss
06-25 11:44	BTC	Buy	60986→61287.9	+2.02	timeout
06-25 05:39	BTC	Buy	59455→61583.9	+17.47	timeout
06-24 15:31	BTC	Buy	62618.1→60699.6	-15.76	stop_loss
06-24 14:17	BTC	Buy	62949.1→61017.4	-15.79	stop_loss
06-24 11:43	BTC	Buy	62585.1→62667.9	+0.20	timeout
06-24 05:42	BTC	Buy	62537.1→62929.9	+2.66	timeout
06-23 23:29	BTC	Buy	62523.1→62648.9	+0.57	timeout
06-23 17:32	BTC	Buy	63498.2→62485.9	-8.42	timeout
06-23 08:27	BTC	Buy	64046.2→62085.8	-15.73	stop_loss
06-23 04:10	BTC	Buy	64743.2→64032.8	-5.93	timeout
06-22 21:05	BTC	Buy	64225.2→64406.8	+0.95	timeout
06-22 15:01	BTC	Buy	63933.2→65021.7	+8.01	timeout
06-22 08:59	BTC	Buy	63796.2→64134.8	+2.16	timeout
06-22 02:26	BTC	Buy	64029.2→64501.8	+3.19	timeout
06-21 19:43	BTC	Buy	64185.2→64187.8	-0.42	timeout
06-21 09:24	BTC	Buy	63926.2→63982.8	-0.08	timeout
06-21 02:51	BTC	Buy	63959.2→64240.8	+1.74	timeout
06-20 17:24	BTC	Buy	63696.2→63870.8	+0.91	timeout
06-20 01:26	BTC	Buy	62728.1→63374.8	+4.70	timeout
06-19 19:22	BTC	Buy	62767.1→62987.9	+1.30	timeout
06-19 13:20	BTC	Buy	63016.2→62685.9	-3.02	timeout
06-19 07:17	BTC	Buy	62675.1→62760.9	+0.25	timeout
06-18 15:58	BTC	Buy	64207.2→62238.8	-15.64	stop_loss
06-18 15:57	BTC	Buy	64245.2→62278.7	-15.71	stop_loss
06-18 13:24	BTC	Buy	64619.2→64304.8	-2.88	timeout
06-18 07:32	BTC	Buy	64497.2→64248.8	-2.37	timeout
06-18 01:22	BTC	Buy	65015.3→64651.8	-3.28	timeout
06-17 19:15	BTC	Buy	65671.3→65326.7	-3.09	timeout
06-17 13:02	BTC	Buy	65778.3→65010.7	-6.31	timeout
06-17 07:10	BTC	Buy	65734.3→65656.7	-1.05	timeout
06-17 01:03	BTC	Buy	66427.3→65757.7	-5.52	timeout
06-16 19:00	BTC	Buy	66399.3→65738.7	-5.46	timeout
06-16 09:22	BTC	Buy	66501.3→66614.7	+0.40	timeout
06-15 23:00	BTC	Buy	65891.3→66172.7	+1.66	timeout
06-15 16:02	BTC	Buy	65857.3→67139.6	+9.28	timeout
06-15 09:19	BTC	Buy	64767.2→65751.7	+7.16	timeout
06-14 23:18	BTC	Buy	64529.2→65577.7	+7.65	timeout
06-14 17:18	BTC	Buy	64325.2→63929.8	-3.56	timeout
06-14 11:14	BTC	Buy	64435.2→64549.8	+0.44	timeout
06-14 05:13	BTC	Buy	63951.2→64317.8	+2.43	timeout
06-13 22:44	BTC	Buy	63852.2→64478.8	+4.44	timeout
06-13 16:43	BTC	Buy	63593.2→64031.8	+3.00	timeout
06-13 09:33	BTC	Buy	63535.2→63790.8	+1.52	timeout
06-12 23:46	BTC	Buy	63810.2→63512.8	-2.80	timeout
06-12 17:51	BTC	Buy	63297.2→63790.8	+3.44	timeout
06-12 11:40	BTC	Buy	63594.2→63679.8	+0.18	timeout
06-12 05:39	BTC	Buy	63209.2→63324.8	+0.44	timeout
06-11 19:05	BTC	Buy	62642.1→63466.8	+6.06	timeout
06-11 04:01	BTC	Buy	62538.1→62611.9	+0.07	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:10	BTC	Buy	61678.1→62016.9	+2.35	timeout
06-09 14:46	BTC	Buy	63172.2→61239.3	-15.76	stop_loss
06-09 07:01	BTC	Buy	63462.2→63301.8	-1.74	timeout
06-09 00:55	BTC	Buy	63581.2→62544.9	-8.59	timeout
06-08 18:45	BTC	Buy	62993.1→63484.8	+3.42	timeout
06-08 12:43	BTC	Buy	63750.2→63527.8	-2.20	timeout
06-08 06:47	BTC	Buy	62200.1→62946.9	+5.54	timeout
06-08 00:43	BTC	Buy	61672.1→63774.8	+16.54	timeout
06-07 18:33	BTC	Buy	62086.1→62242.9	+0.84	timeout
06-07 12:29	BTC	Buy	60771→61936.9	+9.13	timeout
06-07 06:26	BTC	Buy	60623→61800.9	+9.29	timeout
06-07 00:21	BTC	Buy	60934→60800	-1.56	timeout
06-06 18:07	BTC	Buy	61028.1→60468	-5.01	timeout
06-05 18:51	BTC	Buy	61434.1→59555.2	-15.75	stop_loss
06-05 14:06	BTC	Buy	62374.1→60437.7	-15.97	stop_loss
06-05 06:22	BTC	Buy	63215.2→61279.3	-15.76	stop_loss
06-05 06:19	BTC	Buy	63727.2→61775	-15.74	stop_loss
06-05 04:23	BTC	Buy	63699.2→62747.9	-7.89	timeout
06-04 22:02	BTC	Buy	63177.2→63396.8	+1.30	timeout
06-04 17:24	BTC	Buy	63801.2→63142.8	-5.65	timeout
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 23:02	BTC	Buy	66654.3→64615.4	-15.80	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:52	BTC	Buy	66693.3→67061.6	+2.25	timeout
06-03 04:06	BTC	Buy	67409.4→66439.7	-7.65	timeout
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.76	stop_loss
06-02 14:09	BTC	Buy	70886.5→68404.4	-17.98	stop_loss
05-31 03:25	BTC	Buy	73857.7→74157.3	+1.55	timeout
05-29 19:47	BTC	Buy	73373.7→73651.3	+1.42	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+3.01	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-212.13

total pnl ($)

-44.5 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	95	51%	-44.5	-212.13

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…