deribit_basis_zscore_fear_gate_long_v17 · strategy

110

closed trades

46%

win rate

-374.52

total pnl ($)

0.617

weight

7d window — n=27 wr=44% pnl=-99.58 · 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 17:26	BTC	Buy	60547→59574	-8.46	timeout
06-28 16:22	BTC	Buy	60717→59799	-8.03	timeout
06-27 20:12	BTC	Buy	59680→60252	+4.40	timeout
06-27 16:06	BTC	Buy	60391→60777	+2.81	timeout
06-27 15:04	BTC	Buy	59721→60555	+6.54	timeout
06-26 19:19	BTC	Buy	59204→59945	+5.69	timeout
06-26 15:42	BTC	Buy	59154→60409	+10.11	timeout
06-26 14:39	BTC	Buy	59739→59615	-1.54	timeout
06-25 18:04	BTC	Buy	59447→59607	+0.93	timeout
06-25 13:54	BTC	Buy	60004→58527.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60290→58775.7	-12.95	stop_loss
06-24 17:20	BTC	Buy	60912→59414.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61376.1→59866.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62714.1→61166.3	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61360.2	-12.75	stop_loss
06-24 10:33	BTC	Buy	62309.1→62565.9	+1.55	timeout
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.72	timeout
06-24 06:48	BTC	Buy	62947.1→62716.9	-2.34	timeout
06-23 08:17	BTC	Buy	63988.2→62404.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	64008.2→62431.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64303.2→62715.5	-12.81	stop_loss
06-22 23:07	BTC	Buy	63670.2→63945.8	+1.71	timeout
06-22 22:04	BTC	Buy	63764.2→64352.8	+4.16	timeout
06-22 21:05	BTC	Buy	63791.2→64406.8	+4.36	timeout
06-21 22:27	BTC	Buy	64230.2→63710.8	-4.48	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 18:43	BTC	Buy	63815.2→64130.8	+2.07	timeout
06-20 21:28	BTC	Buy	63143.2→63927.8	+5.78	timeout
06-20 19:25	BTC	Buy	62999.1→63872.8	+6.50	timeout
06-20 18:24	BTC	Buy	63107.2→63818.8	+5.18	timeout
06-19 19:57	BTC	Buy	62931.1→63009.8	+0.14	timeout
06-19 18:42	BTC	Buy	62667.1→63007.8	+2.25	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.49	stop_loss
06-18 15:37	BTC	Buy	64446.2→62847.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64543.2→62943.4	-12.82	stop_loss
06-17 19:41	BTC	Buy	65767.3→64147.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65794.3→64175.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65813.3→64194.7	-12.77	stop_loss
06-17 05:30	BTC	Buy	66076.3→65825.7	-2.38	timeout
06-17 02:34	BTC	Buy	65814.3→65902.7	+0.21	timeout
06-17 00:16	BTC	Buy	66376.3→65727.7	-5.40	timeout
06-16 03:45	BTC	Buy	65842.3→66101.7	+1.55	timeout
06-16 00:12	BTC	Buy	65737.3→66353.7	+4.33	timeout
06-15 21:52	BTC	Buy	65508.3→66395.7	+6.27	timeout
06-15 00:42	BTC	Buy	64543.2→65485.7	+6.83	timeout
06-14 21:51	BTC	Buy	64455.2→65492.7	+7.55	timeout
06-14 20:49	BTC	Buy	64233.2→64009.8	-2.22	timeout
06-13 22:38	BTC	Buy	63507.2→64472.8	+7.12	timeout
06-13 20:31	BTC	Buy	63531.2→64225.8	+5.01	timeout
06-13 19:17	BTC	Buy	63656.2→64135.8	+3.32	timeout
06-12 21:22	BTC	Buy	63499.2→63563.8	+0.01	timeout
06-12 19:05	BTC	Buy	63472.2→63731.8	+1.59	timeout
06-12 17:35	BTC	Buy	63258.2→63805.8	+3.87	timeout
06-11 20:38	BTC	Buy	61892.1→63306.8	+10.84	timeout
06-11 17:33	BTC	Buy	61782.1→63341.8	+12.08	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-10 17:11	BTC	Buy	61445.1→62020.9	+4.18	timeout
06-10 16:09	BTC	Buy	60970→62427.9	+11.47	timeout
06-10 15:08	BTC	Buy	61561.1→61953.9	+2.70	timeout
06-09 14:46	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63515.2→61948.9	-12.78	stop_loss
06-09 05:52	BTC	Buy	62639.1→63356.8	+5.24	timeout
06-08 22:10	BTC	Buy	61858.1→63400.8	+11.98	timeout
06-08 18:16	BTC	Buy	62208.1→63556.8	+10.31	timeout
06-08 05:23	BTC	Buy	61842.1→62608.9	+5.75	timeout
06-07 21:50	BTC	Buy	60837→61657.9	+6.32	timeout
06-07 16:45	BTC	Buy	60738→62141.9	+11.07	timeout
06-07 04:41	BTC	Buy	59719→61745.9	+16.53	timeout
06-06 19:33	BTC	Buy	59612→60616	+8.03	timeout
06-06 15:40	BTC	Buy	60171→60767	+4.51	timeout
06-06 04:34	BTC	Buy	61055.1→59553.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60885→59387.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60938→59438.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss
06-05 15:39	BTC	Buy	61707.1→60186.9	-12.76	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 11:15	BTC	Buy	62245.1→62256.9	-0.39	timeout
06-05 06:24	BTC	Buy	62694.1→61150.4	-12.75	stop_loss
06-05 06:03	BTC	Buy	63526.2→61952.9	-12.78	stop_loss
06-05 02:33	BTC	Buy	63390.2→62760.9	-5.39	timeout
06-04 10:49	BTC	Buy	63825.2→62255.7	-12.72	stop_loss
06-04 09:26	BTC	Buy	64445.2→62857.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64281.2→62700.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65037.3→63438.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65509.3→63897.8	-12.75	stop_loss
06-03 19:53	BTC	Buy	67087.4→65434	-12.81	stop_loss
06-03 19:52	BTC	Buy	67106.4→65456	-12.78	stop_loss
06-03 19:51	BTC	Buy	67149.4→65495	-12.81	stop_loss
06-03 03:33	BTC	Buy	67620.4→65956.7	-12.76	stop_loss
06-03 03:28	BTC	Buy	67792.4→66121.6	-12.78	stop_loss
06-02 22:52	BTC	Buy	67963.4→66288.5	-12.78	stop_loss
06-02 12:56	BTC	Buy	70731.5→68992	-12.81	stop_loss
06-02 12:38	BTC	Buy	70808.5→69067	-12.82	stop_loss
06-02 12:30	BTC	Buy	70919.5→69175.9	-12.80	stop_loss
06-01 15:32	BTC	Buy	73627.7→71299.8	-16.36	stop_loss
06-01 15:32	BTC	Buy	73539.7→71299.8	-15.82	stop_loss
06-01 15:32	BTC	Buy	73714.7→71299.8	-16.98	stop_loss

Paper vs Live

Paper (trades.jsonl)

110

closed

46%

win rate

-374.52

total pnl ($)

-67.7 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	110	46%	-67.7	-374.52

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…