deribit_basis_zscore_fear_gate_long_v12 · strategy

138

closed trades

40%

win rate

-465.42

total pnl ($)

0.472

weight

7d window — n=30 wr=33% pnl=-121.67 · 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 09:44	BTC	Buy	60384→60339	-0.85	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.42	timeout
06-27 19:51	BTC	Buy	59888→60157	+1.84	timeout
06-27 18:50	BTC	Buy	59625→60494	+6.86	timeout
06-27 04:03	BTC	Buy	59848→60328	+3.57	timeout
06-26 19:19	BTC	Buy	59197→59950	+5.78	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 15:17	BTC	Buy	58933.9→59857	+7.29	timeout
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-25 17:50	BTC	Buy	59330→59487	+0.91	timeout
06-25 13:59	BTC	Buy	59503→58033.1	-12.72	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	61203.1→59667.2	-12.97	stop_loss
06-24 13:48	BTC	Buy	62797.1→61249.3	-12.77	stop_loss
06-24 13:44	BTC	Buy	62938.1→61390.2	-12.75	stop_loss
06-24 13:09	BTC	Buy	62104.1→62143.9	-0.14	timeout
06-24 12:07	BTC	Buy	62427.1→62807.9	+2.60	timeout
06-24 08:29	BTC	Buy	62043.1→62664.9	+4.50	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.83	timeout
06-23 08:17	BTC	Buy	64006.2→62431.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64115.2→62532.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64152.2→62566.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64262.2→62681.5	-12.78	stop_loss
06-23 01:26	BTC	Buy	64695.2→64145.8	-4.66	timeout
06-22 22:20	BTC	Buy	63656.2→64243.8	+4.17	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-22 01:07	BTC	Buy	64248.2→63964.8	-2.71	timeout
06-21 22:44	BTC	Buy	64230.2→63640.8	-5.02	timeout
06-21 21:24	BTC	Buy	63927.2→63650.8	-2.61	timeout
06-21 00:40	BTC	Buy	63516.2→64262.8	+5.38	timeout
06-20 21:49	BTC	Buy	63104.2→64023.8	+6.85	timeout
06-20 19:26	BTC	Buy	62956.1→63873.8	+6.86	timeout
06-20 18:24	BTC	Buy	63106.2→63810.8	+5.14	timeout
06-19 22:24	BTC	Buy	62819.1→63256.8	+2.99	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 18:42	BTC	Buy	62698.1→63027.8	+2.16	timeout
06-19 17:32	BTC	Buy	62701.1→62965.9	+1.66	timeout
06-18 15:53	BTC	Buy	64015.2→62440.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64302.2→62720.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64485.2→62899.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64488.2→62899.4	-12.55	stop_loss
06-18 05:03	BTC	Buy	65321.3→63714.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65556.3→63943.8	-12.75	stop_loss
06-17 19:38	BTC	Buy	65599.3→64283.8	-10.49	timeout
06-17 19:29	BTC	Buy	65894.3→64263.6	-12.83	stop_loss
06-17 15:59	BTC	Buy	65865.3→65698.7	-1.74	timeout
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.58	timeout
06-17 00:31	BTC	Buy	66279.3→65657.7	-5.18	timeout
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:12	BTC	Buy	66606.3→66126.7	-4.13	timeout
06-16 05:49	BTC	Buy	65752.3→66024.7	+1.69	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-15 13:26	BTC	Buy	64311.2→66821.7	+19.08	timeout
06-15 12:23	BTC	Buy	64477.2→66229.7	+13.16	timeout
06-15 04:49	BTC	Buy	64355.2→65665.7	+9.70	timeout
06-14 21:07	BTC	Buy	64281.2→63993.8	-2.71	timeout
06-14 12:38	BTC	Buy	63997.2→64311.8	+2.01	timeout
06-14 08:08	BTC	Buy	63764.2→64410.8	+4.57	timeout
06-14 04:42	BTC	Buy	63593.2→64389.8	+5.86	timeout
06-13 19:28	BTC	Buy	63723.2→64135.8	+2.78	timeout
06-13 12:32	BTC	Buy	63486.2→63976.8	+3.33	timeout
06-13 04:49	BTC	Buy	63698.2→63618.8	-1.06	timeout
06-13 03:13	BTC	Buy	63495.2→63657.8	+0.82	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-12 09:04	BTC	Buy	62903.1→63408.8	+3.50	timeout
06-12 04:15	BTC	Buy	62627.1→63517.8	+6.59	timeout
06-11 22:24	BTC	Buy	61230.1→63539.8	+18.28	timeout
06-11 14:49	BTC	Buy	61883.1→62889.9	+7.59	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 21:58	BTC	Buy	62686.1→61140.4	-12.78	stop_loss
06-10 17:12	BTC	Buy	61549.1→62063.9	+3.68	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62020.1→62028.9	-0.40	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 14:11	BTC	Buy	63579.2→62015.9	-12.74	stop_loss
06-09 13:36	BTC	Buy	63743.2→62173.8	-12.75	stop_loss
06-09 06:12	BTC	Buy	62925.1→63376.8	+3.09	timeout
06-08 22:08	BTC	Buy	61837.1→63445.8	+12.52	timeout
06-08 20:49	BTC	Buy	61777.1→63386.8	+12.54	timeout
06-08 17:20	BTC	Buy	62254.1→63462.8	+9.16	timeout
06-08 05:26	BTC	Buy	61866.1→62554.9	+5.11	timeout
06-07 21:51	BTC	Buy	60828→61661.9	+6.43	timeout
06-07 19:19	BTC	Buy	62769.1→61224.3	-12.73	stop_loss
06-07 15:22	BTC	Buy	60546→61794.9	+9.85	timeout
06-07 06:13	BTC	Buy	61141.1→61694.9	+4.13	timeout
06-07 05:10	BTC	Buy	60193→61773.9	+12.71	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:27	BTC	Buy	61296.1→59788.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 21:15	BTC	Buy	59374→61980.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60717→59223.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss
06-05 13:57	BTC	Buy	62379.1→60843.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62528.1→60988.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62823.1→61277.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62857.1→61311.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.70	stop_loss

Paper vs Live

Paper (trades.jsonl)

138

closed

40%

win rate

-465.42

total pnl ($)

-67.2 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	138	40%	-67.2	-465.42

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 15:37	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…