deribit_basis_zscore_fear_gate_long_v16 · strategy

closed trades

33%

win rate

-416.98

total pnl ($)

0.306

weight

7d window — n=19 wr=26% pnl=-131.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 19:49	BTC	Buy	60191→60488	+1.72	timeout
06-28 05:39	BTC	Buy	59922→59883	-0.78	timeout
06-28 01:15	BTC	Buy	59543→60044	+3.72	timeout
06-27 20:57	BTC	Buy	59371→60240	+6.99	timeout
06-27 18:57	BTC	Buy	59492→60528	+8.30	timeout
06-27 16:54	BTC	Buy	59233→60790	+12.67	timeout
06-26 02:21	BTC	Buy	59814→58342.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59570→58105	-12.65	stop_loss
06-25 13:57	BTC	Buy	59792→58321.9	-12.64	stop_loss
06-25 13:51	BTC	Buy	60670→59177.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60818→59321.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60904→59406.3	-12.68	stop_loss
06-24 15:31	BTC	Buy	62243.1→60709.6	-12.58	stop_loss
06-24 15:30	BTC	Buy	62266.1→60734.6	-12.58	stop_loss
06-24 15:08	BTC	Buy	62333.1→60797.5	-12.60	stop_loss
06-24 15:08	BTC	Buy	62324.1→60790.5	-12.52	stop_loss
06-24 14:19	BTC	Buy	62537.1→60966.5	-12.74	stop_loss
06-23 08:17	BTC	Buy	64013.2→62438.6	-12.38	stop_loss
06-23 08:17	BTC	Buy	64025.2→62450.6	-12.33	stop_loss
06-23 06:21	BTC	Buy	64122.2→62541.6	-12.49	stop_loss
06-23 06:21	BTC	Buy	64169.2→62588.6	-12.39	stop_loss
06-23 06:21	BTC	Buy	64306.2→62724.5	-12.41	stop_loss
06-21 02:16	BTC	Buy	62999.1→64201.8	+9.12	timeout
06-21 00:07	BTC	Buy	62884.1→64246.8	+10.35	timeout
06-20 22:00	BTC	Buy	62941.1→63964.8	+7.63	timeout
06-20 19:59	BTC	Buy	62953.1→63901.8	+7.08	timeout
06-20 17:58	BTC	Buy	62550.1→63819.8	+9.77	timeout
06-18 15:57	BTC	Buy	63943.2→62365.7	-12.67	stop_loss
06-18 15:40	BTC	Buy	64194.2→62613.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64445.2→62840.4	-12.71	stop_loss
06-18 15:17	BTC	Buy	64828.2→63234.2	-12.36	stop_loss
06-18 15:17	BTC	Buy	64832.2→63238.2	-12.38	stop_loss
06-18 04:11	BTC	Buy	65440.3→63830.9	-12.76	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	65967.3→64344.6	-12.75	stop_loss
06-17 11:05	BTC	Buy	66243.3→64613.4	-12.82	stop_loss
06-17 09:56	BTC	Buy	66414.3→64779.4	-12.86	stop_loss
06-17 08:49	BTC	Buy	66438.3→64802.3	-12.84	stop_loss
06-17 08:31	BTC	Buy	66732.3→65088.2	-12.84	stop_loss
06-17 04:00	BTC	Buy	65876.3→65833.7	-0.84	timeout
06-16 11:17	BTC	Buy	64529.2→66510.7	+14.73	timeout
06-15 22:44	BTC	Buy	64491.2→66246.7	+13.07	timeout
06-15 15:47	BTC	Buy	64284.2→67106.6	+21.43	take_profit
06-15 15:47	BTC	Buy	64181.2→66998.6	+21.38	take_profit
06-15 01:51	BTC	Buy	63784.2→65520.7	+13.09	timeout
06-14 11:29	BTC	Buy	63824.2→64556.8	+5.31	timeout
06-14 09:28	BTC	Buy	63716.2→64318.8	+4.19	timeout
06-13 20:56	BTC	Buy	63367.2→64249.8	+6.47	timeout
06-13 17:41	BTC	Buy	63316.2→64087.8	+5.61	timeout
06-12 12:40	BTC	Buy	61659.1→63383.8	+13.39	timeout
06-12 10:39	BTC	Buy	61280.1→63703.8	+19.16	timeout
06-12 08:23	BTC	Buy	61567.1→63508.8	+15.13	timeout
06-11 18:59	BTC	Buy	61766.1→63426.8	+12.74	timeout
06-11 15:25	BTC	Buy	61461.1→62698.9	+9.43	timeout
06-10 09:21	BTC	Buy	62260.1→60724.6	-12.69	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:20	BTC	Buy	63214.2→61654.1	-12.80	stop_loss
06-09 14:20	BTC	Buy	63244.2→61689.1	-12.75	stop_loss
06-09 07:25	BTC	Buy	62228.1→63231.8	+7.50	timeout
06-09 05:28	BTC	Buy	61810.1→63297.8	+11.56	timeout
06-09 03:19	BTC	Buy	61633.1→62932.9	+10.13	timeout
06-07 22:15	BTC	Buy	61492.1→64191.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60584→63243.8	+21.51	take_profit
06-07 05:18	BTC	Buy	59471→62096.9	+21.67	take_profit
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 18:52	BTC	Buy	60706→59213.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61401.1→59891	-12.75	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-12.77	stop_loss
06-05 14:06	BTC	Buy	61983.1→60450.7	-12.81	stop_loss
06-05 13:57	BTC	Buy	62402.1→60866.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62593.1→61052.4	-12.77	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:19	BTC	Buy	63287.2→61731	-12.66	stop_loss
06-05 06:01	BTC	Buy	63669.2→62100.8	-12.70	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 01:16	BTC	Buy	64412.2→62827.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-03 23:03	BTC	Buy	66069.3→64441.5	-12.75	stop_loss
06-03 20:55	BTC	Buy	66433.3→64797.3	-12.80	stop_loss
06-03 20:45	BTC	Buy	66694.3→65054.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66952.3→65297.1	-12.87	stop_loss
06-03 16:27	BTC	Buy	67198.4→65545.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67204.4→65551.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67464.4→65804.8	-12.76	stop_loss
06-02 19:33	BTC	Buy	68114.4→66437.4	-12.76	stop_loss
06-02 14:27	BTC	Buy	69434.5→67726.7	-12.76	stop_loss
06-02 14:01	BTC	Buy	70333.5→68598.3	-12.80	stop_loss
06-02 12:56	BTC	Buy	70721.5→68982	-12.80	stop_loss
06-02 12:30	BTC	Buy	70910.5→69163.9	-12.83	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

33%

win rate

-416.98

total pnl ($)

-91.1 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	92	33%	-91.1	-416.98

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…