deribit_basis_zscore_fear_gate_long_v13

not live
78
closed trades
41%
win rate
-239.57
total pnl ($)
0.821
weight
7d window — n=16 wr=38% pnl=-73.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:32BTCBuy60177→59256-8.14timeout
06-28 16:55BTCBuy60788→59641-9.86timeout
06-28 00:09BTCBuy60104→60101-0.39timeout
06-27 15:42BTCBuy60461→60771+2.13timeout
06-26 19:18BTCBuy59203→59938+5.63timeout
06-26 14:32BTCBuy59157→59954+6.24timeout
06-25 17:22BTCBuy59388→59463+0.23timeout
06-25 13:53BTCBuy60476→58988.5-12.67stop_loss
06-24 17:20BTCBuy60929→59429.3-12.74stop_loss
06-24 14:02BTCBuy62729.1→61184.3-12.76stop_loss
06-24 13:48BTCBuy62786.1→61241.3-12.75stop_loss
06-24 08:24BTCBuy62203.1→62665.9+3.22timeout
06-24 07:24BTCBuy62998.1→62692.9-2.95timeout
06-23 06:21BTCBuy64114.2→62746.9-11.14timeout
06-23 06:21BTCBuy64332.2→62743.5-12.81stop_loss
06-22 21:12BTCBuy63560.2→64335.8+5.64timeout
06-22 00:37BTCBuy64259.2→63813.8-3.94timeout
06-21 18:54BTCBuy63777.2→64103.8+2.15timeout
06-20 21:50BTCBuy63099.2→64031.8+6.95timeout
06-20 18:25BTCBuy63120.2→63829.8+5.18timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-19 17:58BTCBuy62571.1→63184.8+4.45timeout
06-18 15:51BTCBuy64129.2→62549.6-12.70stop_loss
06-18 15:37BTCBuy64437.2→62842.4-12.53stop_loss
06-18 08:50BTCBuy64909.2→64463.8-3.95timeout
06-17 19:42BTCBuy65727.3→64108.7-12.77stop_loss
06-17 07:00BTCBuy66411.3→65587.7-6.68timeout
06-16 23:27BTCBuy66208.3→65687.7-4.47timeout
06-16 05:46BTCBuy65695.3→66085.7+2.58timeout
06-15 21:52BTCBuy65504.3→66396.7+6.31timeout
06-15 02:59BTCBuy64474.2→65426.7+6.90timeout
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-14 01:17BTCBuy63652.2→64647.8+7.42timeout
06-13 19:33BTCBuy63636.2→64143.8+3.54timeout
06-12 23:41BTCBuy63660.2→63553.8-1.33timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 21:58BTCBuy61251.1→63470.8+17.53timeout
06-11 16:10BTCBuy62415.1→62710.9+1.82timeout
06-10 16:09BTCBuy60909→62438.9+12.06timeout
06-10 15:04BTCBuy61425.1→62146.9+5.38timeout
06-09 14:18BTCBuy63302.2→61744-12.77stop_loss
06-09 14:11BTCBuy63558.2→61993.9-12.77stop_loss
06-08 22:04BTCBuy61807.1→63480.8+13.05timeout
06-08 16:30BTCBuy62140.1→63816.8+12.95timeout
06-07 21:50BTCBuy60837→61657.9+6.32timeout
06-07 15:22BTCBuy60550→61798.9+9.85timeout
06-06 19:10BTCBuy59412→60725+10.66timeout
06-06 14:26BTCBuy60414→60796+2.72timeout
06-05 18:52BTCBuy60912→59414.3-12.75stop_loss
06-05 15:39BTCBuy61587.1→60067.9-12.77stop_loss
06-05 13:49BTCBuy62750.1→61207.3-12.75stop_loss
06-05 06:23BTCBuy62810.1→61263.3-12.70stop_loss
06-05 06:21BTCBuy63105.2→61553.1-12.70stop_loss
06-04 10:49BTCBuy63809.2→62239.8-12.72stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:54BTCBuy66943.3→65297.1-12.78stop_loss
06-03 19:54BTCBuy67014.4→65364-12.79stop_loss
06-03 03:44BTCBuy67330.4→65673.9-12.76stop_loss
06-03 03:43BTCBuy67427.4→65768.8-12.75stop_loss
06-02 15:31BTCBuy68802.4→67107.1-12.77stop_loss
06-02 14:27BTCBuy69392.5→67685.8-12.76stop_loss
06-02 02:06BTCBuy72006.6→70235.4-12.83stop_loss
06-01 22:26BTCBuy73930.7→71242.8-18.76stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 16:59BTCBuy73896.7→73501.3-3.18timeout
05-31 14:58BTCBuy73895.7→73594.3-2.51timeout
05-31 10:16BTCBuy73620.7→73812.3+0.72timeout
05-30 16:43BTCBuy74040.7→73918.3-1.39timeout
05-30 14:58BTCBuy73110.7→73888.3+4.72timeout
05-30 12:52BTCBuy73306.7→73631.3+1.71timeout
05-30 11:42BTCBuy73461.7→73594.3+0.40timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-29 14:17BTCBuy73452.7→72908.4-4.20timeout
05-29 13:07BTCBuy73361.7→73205.3-1.54timeout
05-29 10:04BTCBuy73499.7→73661.3+0.57timeout
05-29 08:55BTCBuy73313.7→73628.3+1.66timeout
05-29 07:49BTCBuy73388.7→73371.3-0.58timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
41%
win rate
-239.57
total pnl ($)
-61.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7841%-61.0-239.57

Recent bounces (last 20 of 1)

timesymsidereason
06-28 18:18BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems