deribit_basis_zscore_fear_gate_long_20260528

not live
89
closed trades
48%
win rate
-227.25
total pnl ($)
0.778
weight
7d window — n=25 wr=40% pnl=-74.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:14BTCBuy59982→59614-3.50timeout
06-28 08:30BTCBuy60237→60183-0.90timeout
06-28 02:27BTCBuy60608→60101-4.64timeout
06-27 19:49BTCBuy60475→60150-3.11timeout
06-27 00:57BTCBuy59211→60006+6.25timeout
06-26 18:22BTCBuy59923→60038+0.46timeout
06-26 12:19BTCBuy59766→59538-2.39timeout
06-26 06:17BTCBuy59461→59734+1.85timeout
06-25 13:53BTCBuy61127.1→58950.6-18.25stop_loss
06-25 13:48BTCBuy61743.1→59543.2-18.25stop_loss
06-25 12:06BTCBuy61130.1→61224.9+0.32timeout
06-25 06:00BTCBuy59418→61630.9+18.19timeout
06-24 15:40BTCBuy62801.1→60566.7-18.21stop_loss
06-24 15:38BTCBuy62834.1→60597.7-18.24stop_loss
06-24 11:59BTCBuy62716.1→62855.9+0.66timeout
06-24 05:58BTCBuy62360.1→62841.9+3.38timeout
06-23 23:49BTCBuy62450.1→62707.9+1.63timeout
06-23 17:38BTCBuy63434.2→62588.9-7.11timeout
06-23 07:18BTCBuy64386.2→62947.9-11.63timeout
06-23 01:16BTCBuy65078.3→64196.8-7.21timeout
06-22 19:14BTCBuy64183.2→64390.8+1.14timeout
06-22 13:13BTCBuy63858.2→65141.7+9.53timeout
06-22 07:08BTCBuy64143.2→64052.8-1.16timeout
06-22 01:06BTCBuy64136.2→63916.8-2.19timeout
06-21 18:55BTCBuy64265.2→64141.8-1.39timeout
06-21 12:46BTCBuy64255.2→64022.8-2.23timeout
06-21 04:00BTCBuy64060.2→64395.8+2.17timeout
06-20 17:24BTCBuy63696.2→63870.8+0.91timeout
06-20 01:12BTCBuy62767.1→63429.8+4.83timeout
06-19 19:05BTCBuy62809.1→63053.8+1.49timeout
06-19 13:26BTCBuy62963.1→62719.9-2.33timeout
06-19 07:19BTCBuy62647.1→62716.9+0.13timeout
06-19 02:11BTCBuy63838.2→63032.8-6.71timeout
06-18 19:46BTCBuy64396.2→62945.9-11.62timeout
06-18 13:29BTCBuy64630.2→64328.8-2.78timeout
06-18 07:40BTCBuy64228.2→64415.8+1.01timeout
06-18 01:43BTCBuy65226.3→64589.8-5.37timeout
06-17 19:27BTCBuy65514.3→64785.8-6.02timeout
06-17 13:19BTCBuy65632.3→65049.7-4.90timeout
06-17 07:16BTCBuy65586.3→65670.7+0.21timeout
06-17 01:10BTCBuy66120.3→65728.7-3.44timeout
06-16 19:13BTCBuy66341.3→65656.7-5.65timeout
06-16 09:22BTCBuy66505.3→66614.7+0.37timeout
06-16 00:17BTCBuy66188.3→66352.7+0.82timeout
06-15 18:10BTCBuy65836.3→66732.7+6.30timeout
06-15 09:20BTCBuy64754.2→65708.7+6.92timeout
06-14 21:17BTCBuy64380.2→64347.8-0.72timeout
06-14 14:43BTCBuy64482.2→63875.8-5.16timeout
06-14 08:29BTCBuy64231.2→64452.8+1.27timeout
06-14 02:15BTCBuy64156.2→64595.8+2.98timeout
06-13 20:09BTCBuy63810.2→64245.8+2.96timeout
06-13 09:41BTCBuy63535.2→63786.8+1.49timeout
06-13 01:29BTCBuy63359.2→63623.8+1.60timeout
06-12 18:41BTCBuy62881.1→63885.8+7.53timeout
06-12 12:36BTCBuy63657.2→63479.8-1.88timeout
06-12 06:34BTCBuy63438.2→62905.9-4.67timeout
06-12 00:30BTCBuy62583.1→63609.8+7.68timeout
06-11 04:01BTCBuy62479.1→62560.9+0.13timeout
06-10 20:19BTCBuy61597.1→61809.9+1.25timeout
06-10 03:09BTCBuy61627.1→62016.9+2.77timeout
06-09 16:05BTCBuy63169.2→60914.5-18.35stop_loss
06-09 08:14BTCBuy63230.2→62881.9-3.22timeout
06-09 02:11BTCBuy63750.2→62721.9-8.51timeout
06-08 20:05BTCBuy63152.2→63361.8+1.19timeout
06-08 14:01BTCBuy63130.2→63762.8+4.54timeout
06-08 08:16BTCBuy61458.1→63163.8+13.39timeout
06-08 02:01BTCBuy61750.1→63109.8+10.53timeout
06-07 19:49BTCBuy62225.1→61213.9-8.56timeout
06-07 13:48BTCBuy61488.1→61725.9+1.47timeout
06-07 07:39BTCBuy60556→62220.9+13.31timeout
06-07 01:34BTCBuy60756→61515.9+5.77timeout
06-06 10:16BTCBuy61466.1→60676-6.90timeout
06-06 03:15BTCBuy60497→60889+2.78timeout
06-05 14:26BTCBuy62588.1→60360.8-18.24stop_loss
06-05 13:57BTCBuy63004.2→60761.6-18.25stop_loss
06-05 06:22BTCBuy63717.2→61449.2-18.22stop_loss
06-05 03:45BTCBuy63784.2→62655.9-9.27timeout
06-04 21:40BTCBuy62890.1→63218.8+2.17timeout
06-04 16:59BTCBuy64355.2→63548.8-6.76timeout
06-04 01:16BTCBuy65258.3→62936.4-18.24stop_loss
06-03 20:55BTCBuy67092.4→64651.4-18.66stop_loss
06-03 16:39BTCBuy66341.3→65890.7-3.88timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:48BTCBuy67322.4→65794.7-11.80timeout
06-02 14:27BTCBuy70109.5→67614.8-18.26stop_loss
06-02 14:09BTCBuy70986.5→68458.3-18.28stop_loss
05-31 23:15BTCBuy73888.7→73938.3-0.10timeout
05-31 03:25BTCBuy73857.7→74157.3+1.55timeout
05-29 19:48BTCBuy73375.7→73618.3+1.18timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
48%
win rate
-227.25
total pnl ($)
-50.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8948%-50.9-227.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems