deribit_basis_zscore_fear_gate_long_v10 · strategy

106

closed trades

43%

win rate

-354.21

total pnl ($)

0.547

weight

7d window — n=26 wr=35% pnl=-118.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:55	BTC	Buy	60153→59358	-7.07	timeout
06-28 20:53	BTC	Buy	60256→59629	-5.64	timeout
06-28 19:52	BTC	Buy	60156→59331	-7.29	timeout
06-27 21:20	BTC	Buy	59693→60353	+5.15	timeout
06-27 20:19	BTC	Buy	59771→60231	+3.46	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 15:18	BTC	Buy	59080→59889	+6.35	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:55	BTC	Buy	59869→58393.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 16:51	BTC	Buy	61326.1→59818.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63055.2→61504.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 06:40	BTC	Buy	64042.2→62886.9	-9.50	timeout
06-23 06:21	BTC	Buy	64239.2→62657.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64251.2→62665.5	-12.80	stop_loss
06-22 21:10	BTC	Buy	63618.2→64373.8	+5.47	timeout
06-22 04:40	BTC	Buy	64488.2→63953.8	-4.62	timeout
06-22 03:37	BTC	Buy	64361.2→64180.8	-1.93	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.74	timeout
06-21 00:01	BTC	Buy	63547.2→64247.8	+5.05	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:18	BTC	Buy	62511.1→63062.8	+3.96	timeout
06-18 15:51	BTC	Buy	64159.2→62580.6	-12.66	stop_loss
06-18 15:38	BTC	Buy	64392.2→62808.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64502.2→62879.4	-12.83	stop_loss
06-18 09:31	BTC	Buy	65024.3→64222.8	-6.66	timeout
06-17 22:03	BTC	Buy	65518.3→63900.8	-12.78	stop_loss
06-17 19:41	BTC	Buy	65769.3→64151.7	-12.76	stop_loss
06-17 08:31	BTC	Buy	66773.3→65127.2	-12.78	stop_loss
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-17 03:22	BTC	Buy	65651.3→65736.7	+0.17	timeout
06-16 08:08	BTC	Buy	65678.3→66333.7	+4.57	timeout
06-16 05:46	BTC	Buy	65702.3→66106.7	+2.68	timeout
06-15 21:18	BTC	Buy	64796.2→66488.7	+12.55	timeout
06-15 07:01	BTC	Buy	64261.2→65718.7	+10.87	timeout
06-15 05:38	BTC	Buy	64304.2→65695.7	+10.35	timeout
06-14 21:06	BTC	Buy	64289.2→63993.8	-2.77	timeout
06-14 06:12	BTC	Buy	63576.2→64446.8	+6.41	timeout
06-14 04:41	BTC	Buy	63594.2→64388.8	+5.85	timeout
06-13 19:42	BTC	Buy	63681.2→64249.8	+4.01	timeout
06-13 04:32	BTC	Buy	63748.2→63541.8	-2.06	timeout
06-13 02:17	BTC	Buy	63589.2→63764.8	+0.90	timeout
06-12 17:37	BTC	Buy	63162.2→63852.8	+5.00	timeout
06-12 01:11	BTC	Buy	61948.1→63457.8	+11.60	timeout
06-11 19:30	BTC	Buy	61190.1→63876.8	+21.39	take_profit
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-10 19:04	BTC	Buy	61792.1→61831.9	-0.19	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61724.1→61918.9	+1.10	timeout
06-09 16:20	BTC	Buy	62348.1→60814.5	-12.77	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63752.2→62183.8	-12.74	stop_loss
06-09 12:30	BTC	Buy	63191.2→62596.9	-5.10	timeout
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 12:22	BTC	Buy	61958.1→62924.9	+7.34	timeout
06-07 19:56	BTC	Buy	60637→61283.9	+4.93	timeout
06-07 18:53	BTC	Buy	60559→62072.9	+12.10	timeout
06-07 10:43	BTC	Buy	60391→62327.9	+15.60	timeout
06-06 19:35	BTC	Buy	59670→60553	+7.00	timeout
06-06 18:31	BTC	Buy	60187→60533	+2.47	timeout
06-06 04:33	BTC	Buy	61112.1→59599.2	-12.83	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:23	BTC	Buy	62729.1→61175.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63640.2→62068.8	-12.75	stop_loss
06-05 05:59	BTC	Buy	63814.2→62234.8	-12.79	stop_loss
06-05 01:45	BTC	Buy	62805.1→63369.8	+4.06	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62671.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 19:54	BTC	Buy	66991.3→65325.1	-12.92	stop_loss
06-03 19:53	BTC	Buy	67102.4→65451	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65535.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67311.4→65654.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67475.4→65813.8	-12.77	stop_loss
06-02 22:59	BTC	Buy	68022.4→66257.5	-13.43	stop_loss
06-02 02:07	BTC	Buy	71980.6→70206.4	-12.85	stop_loss
06-01 22:25	BTC	Buy	73371.7→71209.8	-15.31	stop_loss
06-01 22:25	BTC	Buy	73974.7→71209.8	-19.28	stop_loss
06-01 04:37	BTC	Buy	74164.7→73425.3	-5.46	timeout
05-31 18:45	BTC	Buy	74097.7→73600.3	-3.87	timeout
05-31 16:49	BTC	Buy	73881.7→73424.3	-3.60	timeout
05-31 14:59	BTC	Buy	73894.7→73569.3	-2.67	timeout
05-31 04:59	BTC	Buy	73356.7→74172.3	+5.05	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

43%

win rate

-354.21

total pnl ($)

-66.6 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	106	43%	-66.6	-354.21

Recent bounces (last 20 of 1)

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

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…