deribit_basis_zscore_fear_gate_long_v23 · strategy

166

closed trades

39%

win rate

-533.78

total pnl ($)

0.250

weight

7d window — n=38 wr=34% pnl=-177.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:59	BTC	Buy	59429→59911	+3.67	timeout
06-30 00:50	BTC	Buy	59284→59827	+4.16	timeout
06-29 23:43	BTC	Buy	59720→60236	+3.90	timeout
06-29 14:05	BTC	Buy	60727→59231.4	-12.77	stop_loss
06-29 07:15	BTC	Buy	60121→60117	-0.46	timeout
06-29 05:09	BTC	Buy	59992→59539	-4.23	timeout
06-28 22:04	BTC	Buy	60060→59799	-2.64	timeout
06-28 21:02	BTC	Buy	60312→59620	-6.18	timeout
06-28 16:52	BTC	Buy	60782→59605	-10.10	timeout
06-28 06:49	BTC	Buy	60429→59960	-4.32	timeout
06-28 04:41	BTC	Buy	60353→60113	-2.45	timeout
06-27 21:14	BTC	Buy	59734→60362	+4.87	timeout
06-27 20:12	BTC	Buy	59680→60247	+4.36	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-27 02:35	BTC	Buy	58902.9→60267	+11.10	timeout
06-26 21:22	BTC	Buy	59588→59787	+1.13	timeout
06-26 20:22	BTC	Buy	59601→59697	+0.23	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.45	timeout
06-26 14:44	BTC	Buy	59469→59565	+0.31	timeout
06-26 02:23	BTC	Buy	59792→58318.9	-12.76	stop_loss
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:58	BTC	Buy	59658→58191	-12.69	stop_loss
06-25 13:57	BTC	Buy	59831→58344.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60209→58725.7	-12.71	stop_loss
06-25 13:51	BTC	Buy	60647→59147.5	-12.77	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62594.1→61054.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62749.1→61206.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62911.1→61364.2	-12.74	stop_loss
06-24 13:12	BTC	Buy	62059.1→61938.9	-1.43	timeout
06-24 12:11	BTC	Buy	62404.1→62792.9	+2.66	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.91	timeout
06-24 06:51	BTC	Buy	62895.1→62727.9	-1.84	timeout
06-23 08:17	BTC	Buy	63988.2→62369.7	-13.11	stop_loss
06-23 08:15	BTC	Buy	64067.2→62490.6	-12.77	stop_loss
06-23 06:40	BTC	Buy	64043.2→62886.9	-9.51	timeout
06-23 06:21	BTC	Buy	64219.2→62636.5	-12.80	stop_loss
06-23 06:08	BTC	Buy	64659.2→63068.3	-12.78	stop_loss
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63678.2→64177.8	+3.47	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 04:41	BTC	Buy	64489.2→63954.8	-4.62	timeout
06-22 03:37	BTC	Buy	64360.2→64170.8	-2.00	timeout
06-21 23:13	BTC	Buy	64246.2→63723.8	-4.49	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 03:45	BTC	Buy	63448.2→64411.8	+7.15	timeout
06-21 01:59	BTC	Buy	63537.2→64234.8	+4.99	timeout
06-21 00:49	BTC	Buy	63526.2→64235.8	+5.09	timeout
06-20 21:49	BTC	Buy	63099.2→64027.8	+6.92	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-20 01:38	BTC	Buy	62885.1→63566.8	+4.96	timeout
06-20 00:32	BTC	Buy	63014.2→63616.8	+4.29	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.93	timeout
06-18 15:56	BTC	Buy	63968.2→62394.7	-12.60	stop_loss
06-18 15:40	BTC	Buy	64269.2→62687.5	-12.58	stop_loss
06-18 15:40	BTC	Buy	64318.2→62736.5	-12.46	stop_loss
06-18 15:37	BTC	Buy	64485.2→62894.4	-12.57	stop_loss
06-18 15:37	BTC	Buy	64571.2→62982.3	-12.56	stop_loss
06-18 05:05	BTC	Buy	65256.3→63651	-12.77	stop_loss
06-17 19:42	BTC	Buy	65735.3→64114.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65748.3→64131.7	-12.77	stop_loss
06-17 19:41	BTC	Buy	65783.3→64165.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-16 21:23	BTC	Buy	66510.3→65711.7	-6.54	timeout
06-16 18:22	BTC	Buy	66794.3→65941.7	-6.90	timeout
06-16 15:42	BTC	Buy	66848.3→65851.7	-7.98	timeout
06-16 05:49	BTC	Buy	65753.3→66035.7	+1.75	timeout
06-16 03:58	BTC	Buy	65887.3→66112.7	+1.30	timeout
06-15 13:35	BTC	Buy	64228.2→66843.7	+19.93	timeout
06-15 13:16	BTC	Buy	63895.2→66702.7	+21.54	take_profit
06-15 12:30	BTC	Buy	64447.2→66264.7	+13.66	timeout
06-15 05:37	BTC	Buy	64287.2→65687.7	+10.43	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 13:42	BTC	Buy	64203.2→64281.8	+0.16	timeout
06-14 12:38	BTC	Buy	63991.2→64310.8	+2.06	timeout
06-14 08:19	BTC	Buy	63793.2→64480.8	+4.91	timeout
06-14 04:41	BTC	Buy	63583.2→64403.8	+6.05	timeout
06-14 01:49	BTC	Buy	63800.2→64612.8	+5.95	timeout
06-13 11:03	BTC	Buy	63847.2→63814.8	-0.80	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-13 07:49	BTC	Buy	63012.2→63831.8	+6.04	timeout
06-13 02:16	BTC	Buy	63620.2→63757.8	+0.62	timeout
06-12 23:41	BTC	Buy	63651.2→63511.8	-1.59	timeout
06-12 09:57	BTC	Buy	62875.1→63778.8	+6.65	timeout
06-12 08:58	BTC	Buy	62900.1→63445.8	+3.81	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-12 00:08	BTC	Buy	61602.1→63760.8	+16.96	timeout
06-11 19:30	BTC	Buy	61177.1→63866.8	+21.42	take_profit
06-11 09:21	BTC	Buy	60910→62775.9	+14.75	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.54	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 16:44	BTC	Buy	61154.1→62209.9	+8.11	timeout
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.66	timeout
06-10 14:31	BTC	Buy	61530.1→61964.9	+3.05	timeout

Paper vs Live

Paper (trades.jsonl)

166

closed

39%

win rate

-533.78

total pnl ($)

-64.1 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	166	39%	-64.1	-533.78

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…