deribit_basis_zscore_fear_gate_long_v20 · strategy

141

closed trades

41%

win rate

-541.38

total pnl ($)

0.250

weight

7d window — n=40 wr=38% pnl=-187.64 · 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 21:09	BTC	Buy	60331→59662	-6.00	timeout
06-28 20:08	BTC	Buy	60234→59512	-6.42	timeout
06-28 19:04	BTC	Buy	60566→59433	-9.79	timeout
06-28 09:18	BTC	Buy	60296→60342	-0.10	timeout
06-27 21:45	BTC	Buy	59987→60229	+1.63	timeout
06-27 20:22	BTC	Buy	59703→60272	+4.37	timeout
06-27 19:15	BTC	Buy	59949→60564	+4.72	timeout
06-27 15:43	BTC	Buy	60417→60765	+2.44	timeout
06-26 19:19	BTC	Buy	59211→59959	+5.74	timeout
06-26 17:53	BTC	Buy	59502→59993	+3.58	timeout
06-26 16:38	BTC	Buy	59330→60173	+6.55	timeout
06-26 15:07	BTC	Buy	59242→59696	+3.33	timeout
06-26 14:25	BTC	Buy	59360→60076	+5.53	timeout
06-25 17:57	BTC	Buy	59376→59554	+1.08	timeout
06-25 13:58	BTC	Buy	59586→58109	-12.77	stop_loss
06-25 13:57	BTC	Buy	59753→58275.9	-12.73	stop_loss
06-25 13:54	BTC	Buy	60026→58540.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60384→58896.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61053.1→59542.2	-12.81	stop_loss
06-24 16:51	BTC	Buy	61300.1→59747.1	-13.09	stop_loss
06-24 15:08	BTC	Buy	62341.1→60807.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62526.1→60966.5	-12.92	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62688.1→61145.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62931.1→61376.2	-12.80	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-24 06:45	BTC	Buy	62891.1→62715.9	-1.89	timeout
06-23 06:21	BTC	Buy	64118.2→62535.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64157.2→62555.6	-12.96	stop_loss
06-23 06:21	BTC	Buy	64245.2→62665.5	-12.77	stop_loss
06-23 06:08	BTC	Buy	64718.2→63121.3	-12.81	stop_loss
06-23 05:19	BTC	Buy	65089.3→63488.1	-12.77	stop_loss
06-22 11:48	BTC	Buy	64219.2→64594.8	+2.32	timeout
06-22 10:39	BTC	Buy	64358.2→64091.8	-2.62	timeout
06-22 09:33	BTC	Buy	64065.2→64110.8	-0.17	timeout
06-22 08:30	BTC	Buy	64029.2→64139.8	+0.36	timeout
06-22 07:25	BTC	Buy	64169.2→64217.8	-0.10	timeout
06-21 05:50	BTC	Buy	63595.2→64213.8	+4.41	timeout
06-21 04:50	BTC	Buy	63565.2→64429.8	+6.36	timeout
06-21 03:48	BTC	Buy	63438.2→64371.8	+6.91	timeout
06-21 01:59	BTC	Buy	63537.2→64235.8	+5.00	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 05:00	BTC	Buy	62441.1→63560.8	+8.53	timeout
06-20 03:57	BTC	Buy	62774.1→63404.8	+4.59	timeout
06-20 02:55	BTC	Buy	62953.1→63345.8	+2.68	timeout
06-20 01:51	BTC	Buy	62914.1→63536.8	+4.49	timeout
06-20 00:41	BTC	Buy	63007.2→63536.8	+3.73	timeout
06-18 15:51	BTC	Buy	64096.2→62519.6	-12.44	stop_loss
06-18 09:11	BTC	Buy	64986.2→64296.8	-5.82	timeout
06-18 05:04	BTC	Buy	65302.3→63695.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65660.3→64038.8	-12.81	stop_loss
06-17 19:29	BTC	Buy	65885.3→64246.6	-12.89	stop_loss
06-17 18:35	BTC	Buy	65898.3→65303.7	-5.07	timeout
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.41	timeout
06-17 08:20	BTC	Buy	66818.3→65173.1	-12.76	stop_loss
06-17 08:05	BTC	Buy	66342.3→65446.7	-7.15	timeout
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 18:05	BTC	Buy	66788.3→66091.7	-5.74	timeout
06-16 15:42	BTC	Buy	66848.3→65851.7	-7.98	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-16 05:49	BTC	Buy	65753.3→66035.7	+1.75	timeout
06-15 23:03	BTC	Buy	65341.3→66158.7	+5.76	timeout
06-15 13:35	BTC	Buy	64228.2→66843.7	+19.93	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-15 07:01	BTC	Buy	64260.2→65717.7	+10.88	timeout
06-15 03:35	BTC	Buy	64514.2→65705.7	+8.75	timeout
06-14 21:51	BTC	Buy	64442.2→65435.7	+7.21	timeout
06-14 13:01	BTC	Buy	64122.2→64342.8	+1.27	timeout
06-14 08:19	BTC	Buy	63793.2→64464.8	+4.79	timeout
06-14 04:48	BTC	Buy	63603.2→64338.8	+5.38	timeout
06-12 22:00	BTC	Buy	63510.2→63519.8	-0.43	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.09	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 13:55	BTC	Buy	63080.2→63107.8	-0.30	timeout
06-12 10:04	BTC	Buy	62829.1→63678.8	+6.21	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-11 10:39	BTC	Buy	61267.1→62866.9	+12.46	timeout
06-11 09:29	BTC	Buy	61190.1→62788.9	+12.48	timeout
06-10 16:30	BTC	Buy	61016.1→62247.9	+9.55	timeout
06-10 15:28	BTC	Buy	61340.1→62306.9	+7.38	timeout
06-10 14:31	BTC	Buy	61499.1→61965.9	+3.32	timeout
06-09 16:40	BTC	Buy	62278.1→60734.6	-12.86	stop_loss
06-09 14:21	BTC	Buy	63178.2→61622.1	-12.77	stop_loss
06-09 14:16	BTC	Buy	63431.2→61868	-12.77	stop_loss
06-09 13:23	BTC	Buy	63837.2→62266.7	-12.73	stop_loss
06-09 06:12	BTC	Buy	62928.1→63379.8	+3.09	timeout
06-09 00:46	BTC	Buy	64056.2→62480.6	-12.76	stop_loss
06-08 22:49	BTC	Buy	63197.2→63265.8	+0.06	timeout
06-07 22:15	BTC	Buy	61464.1→64162.8	+21.51	take_profit
06-07 22:00	BTC	Buy	60706→61811.9	+8.68	timeout
06-07 17:41	BTC	Buy	60607→62216.9	+12.86	timeout
06-07 16:12	BTC	Buy	60748→61961.9	+9.41	timeout
06-07 15:07	BTC	Buy	60582→61667.9	+8.50	timeout
06-06 23:57	BTC	Buy	60920→60862	-1.03	timeout
06-06 15:49	BTC	Buy	60322→60788	+3.42	timeout
06-06 04:31	BTC	Buy	61220.1→59714.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

141

closed

41%

win rate

-541.38

total pnl ($)

-76.5 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	141	41%	-76.5	-541.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 02:59	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…