deribit_basis_zscore_fear_gate_long_v1

not live
48
closed trades
48%
win rate
-112.63
total pnl ($)
0.847
weight
7d window — n=13 wr=46% pnl=-64.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:42BTCBuy59927→60148+1.45timeout
06-27 10:46BTCBuy59454→60396+7.43timeout
06-26 19:56BTCBuy59302→59816+3.75timeout
06-25 13:57BTCBuy59758→58286.9-12.70stop_loss
06-25 13:42BTCBuy61797.1→60255.8-12.91stop_loss
06-24 15:28BTCBuy62311.1→60775.6-12.71stop_loss
06-24 14:13BTCBuy62671.1→61127.4-12.76stop_loss
06-24 07:39BTCBuy62964.1→62607.9-3.33timeout
06-23 06:21BTCBuy64260.2→62677.5-12.80stop_loss
06-23 06:20BTCBuy64403.2→62815.4-12.79stop_loss
06-22 19:28BTCBuy64184.2→64342.8+0.74timeout
06-22 07:27BTCBuy64169.2→64255.8+0.20timeout
06-21 17:45BTCBuy63802.2→64123.8+2.15timeout
06-21 05:19BTCBuy63733.2→64199.8+3.22timeout
06-20 17:14BTCBuy62963.1→63917.8+7.10timeout
06-20 02:45BTCBuy62873.1→63371.8+3.52timeout
06-18 15:57BTCBuy63909.2→62293.7-13.07stop_loss
06-18 15:18BTCBuy64713.2→63121.3-12.74stop_loss
06-18 14:42BTCBuy65102.3→63900.8-9.67timeout
06-17 19:29BTCBuy65857.3→64237.7-12.78stop_loss
06-17 14:36BTCBuy65585.3→65139.7-3.86timeout
06-17 02:32BTCBuy65870.3→65970.7+0.29timeout
06-16 13:15BTCBuy66647.3→66215.7-3.77timeout
06-16 01:03BTCBuy65469.3→66258.7+5.61timeout
06-15 12:57BTCBuy64299.2→66555.7+17.12timeout
06-15 00:54BTCBuy64526.2→65539.7+7.38timeout
06-14 12:49BTCBuy64082.2→64293.8+1.21timeout
06-14 00:48BTCBuy63566.2→64563.8+7.42timeout
06-13 10:32BTCBuy63659.2→63786.8+0.47timeout
06-12 22:53BTCBuy63501.2→63484.8-0.63timeout
06-12 10:36BTCBuy62890.1→63676.8+5.71timeout
06-11 19:30BTCBuy61200.1→63886.8+21.39take_profit
06-11 08:15BTCBuy61610.1→62782.9+8.92timeout
06-10 19:48BTCBuy61762.1→61887.9+0.50timeout
06-09 14:21BTCBuy63161.2→61608.1-12.75stop_loss
06-09 12:23BTCBuy62927.1→62696.9-2.22timeout
06-09 00:18BTCBuy63260.2→63060.8-2.04timeout
06-08 12:14BTCBuy62095.1→62866.9+5.75timeout
06-07 22:14BTCBuy60800→63469.8+21.52take_profit
06-07 12:10BTCBuy60950→62235.9+10.11timeout
06-06 04:14BTCBuy61589.1→60071.9-12.77stop_loss
06-05 13:49BTCBuy62996.1→61447.2-12.75stop_loss
06-05 06:20BTCBuy63187.2→61633.1-12.69stop_loss
06-05 06:17BTCBuy63375.2→61813-12.75stop_loss
06-04 00:25BTCBuy65473.3→63862.9-12.75stop_loss
06-03 20:48BTCBuy66659.3→65020.2-12.79stop_loss
06-03 19:52BTCBuy67133.4→65482-12.77stop_loss
06-02 14:27BTCBuy69403.5→67692.8-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
48
closed
48%
win rate
-112.63
total pnl ($)
-46.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4848%-46.7-112.63

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:21BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems