deribit_basis_zscore_fear_gate_long_v14 · strategy

closed trades

41%

win rate

-164.57

total pnl ($)

0.844

weight

7d window — n=11 wr=36% pnl=-56.80 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:23	BTC	Buy	60293→58810.6	-12.73	stop_loss
06-30 08:20	BTC	Buy	59966→59395	-5.17	timeout
06-28 19:48	BTC	Buy	60133→59308	-7.28	timeout
06-28 01:31	BTC	Buy	59925→60173	+1.59	timeout
06-27 13:29	BTC	Buy	58863.9→60441	+12.92	timeout
06-27 01:16	BTC	Buy	59600→59916	+2.17	timeout
06-25 13:49	BTC	Buy	60723→59228.4	-12.73	stop_loss
06-25 13:46	BTC	Buy	61276.1→59767.1	-12.76	stop_loss
06-24 14:19	BTC	Buy	62458.1→60891.5	-12.99	stop_loss
06-24 13:44	BTC	Buy	62946.1→61397.2	-12.75	stop_loss
06-24 12:33	BTC	Buy	62365.1→62788.9	+2.94	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64148.2→62567.6	-12.80	stop_loss
06-22 22:21	BTC	Buy	63707.2→64201.8	+3.43	timeout
06-22 09:59	BTC	Buy	64179.2→64093.8	-1.19	timeout
06-21 21:54	BTC	Buy	64012.2→63767.8	-2.36	timeout
06-21 08:38	BTC	Buy	63403.2→63942.8	+3.67	timeout
06-20 20:37	BTC	Buy	63043.2→63842.8	+5.92	timeout
06-20 08:37	BTC	Buy	62663.1→63440.8	+5.68	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-18 15:51	BTC	Buy	64087.2→62509.6	-12.74	stop_loss
06-17 19:29	BTC	Buy	66041.3→64417.6	-12.75	stop_loss
06-17 13:43	BTC	Buy	66107.3→65183.7	-7.48	timeout
06-17 01:39	BTC	Buy	66373.3→65635.7	-6.07	timeout
06-16 13:38	BTC	Buy	66704.3→66015.7	-5.69	timeout
06-16 01:26	BTC	Buy	65392.3→66310.7	+6.57	timeout
06-15 13:13	BTC	Buy	64321.2→66622.7	+17.46	timeout
06-15 01:12	BTC	Buy	64641.2→65460.7	+5.86	timeout
06-14 13:07	BTC	Buy	64146.2→64338.8	+1.05	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-13 10:09	BTC	Buy	63721.2→63740.8	-0.38	timeout
06-12 22:18	BTC	Buy	63623.2→63482.8	-1.60	timeout
06-12 10:11	BTC	Buy	62881.1→63719.8	+6.12	timeout
06-11 21:57	BTC	Buy	61250.1→63437.8	+17.27	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 19:49	BTC	Buy	61804.1→61920.9	+0.42	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 10:06	BTC	Buy	63467.2→62654.9	-6.82	timeout
06-08 22:07	BTC	Buy	61751.1→63456.8	+13.33	timeout
06-08 10:05	BTC	Buy	62403.1→63405.8	+7.57	timeout
06-07 22:01	BTC	Buy	60733→61763.9	+8.05	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 06:21	BTC	Buy	63118.2→61566.1	-12.68	stop_loss
06-05 06:03	BTC	Buy	63618.2→62050.9	-12.74	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66564.3→64926.3	-12.81	stop_loss
06-03 19:54	BTC	Buy	67014.4→65364	-12.80	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 09:27	BTC	Buy	71092.6→69343.8	-12.82	stop_loss
06-01 22:25	BTC	Buy	73168.7→71211.8	-13.92	stop_loss
06-01 00:33	BTC	Buy	74005.7→73813.3	-1.75	timeout
05-31 12:06	BTC	Buy	73570.7→73855.3	+1.35	timeout
05-30 15:53	BTC	Buy	73713.7→73924.3	+0.87	timeout
05-30 03:21	BTC	Buy	73405.7→73722.3	+1.67	timeout
05-29 13:26	BTC	Buy	73090.7→72957.4	-1.38	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-164.57

total pnl ($)

-58.2 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	56	41%	-58.2	-164.57

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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