deribit_basis_zscore_fear_gate_long_v27 · strategy

135

closed trades

40%

win rate

-463.49

total pnl ($)

0.527

weight

7d window — n=26 wr=46% pnl=-95.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:17	BTC	Buy	59563→60436	+6.91	timeout
06-29 11:05	BTC	Buy	60187→60009	-2.08	timeout
06-29 08:37	BTC	Buy	60250→59870	-3.75	timeout
06-29 05:10	BTC	Buy	59992→59531	-4.32	timeout
06-28 20:13	BTC	Buy	60253→59565	-6.16	timeout
06-28 08:43	BTC	Buy	60336→60407	+0.12	timeout
06-28 07:36	BTC	Buy	60401→60097	-2.99	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.92	timeout
06-27 19:36	BTC	Buy	59945→60128	+1.13	timeout
06-27 05:02	BTC	Buy	59919→60230	+2.15	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.79	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.04	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.72	stop_loss
06-25 13:58	BTC	Buy	59642→58175	-12.65	stop_loss
06-25 13:57	BTC	Buy	59752→58282.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60214→58732.7	-12.65	stop_loss
06-25 13:49	BTC	Buy	60737→59243.4	-12.66	stop_loss
06-24 16:51	BTC	Buy	61305.1→59736.1	-13.23	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 10:36	BTC	Buy	62312.1→62544.9	+1.42	timeout
06-24 09:47	BTC	Buy	62365.1→62649.9	+1.83	timeout
06-24 09:10	BTC	Buy	62394.1→62710.9	+2.08	timeout
06-24 08:33	BTC	Buy	62217.1→62746.9	+3.79	timeout
06-23 06:21	BTC	Buy	64253.2→62673.5	-12.59	stop_loss
06-23 06:21	BTC	Buy	64322.2→62734.5	-12.62	stop_loss
06-23 06:08	BTC	Buy	64753.2→63154.2	-12.68	stop_loss
06-23 05:46	BTC	Buy	64903.2→63305.2	-12.74	stop_loss
06-22 11:17	BTC	Buy	64177.2→64281.8	+0.21	timeout
06-22 09:15	BTC	Buy	63952.2→64156.8	+1.00	timeout
06-22 08:11	BTC	Buy	64094.2→64223.8	+0.46	timeout
06-22 05:06	BTC	Buy	64238.2→64117.8	-1.48	timeout
06-21 08:01	BTC	Buy	63585.2→64172.8	+4.12	timeout
06-21 06:26	BTC	Buy	63643.2→64220.8	+3.94	timeout
06-21 05:23	BTC	Buy	63704.2→64240.8	+3.76	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-19 20:18	BTC	Buy	63103.2→63009.8	-1.24	timeout
06-19 19:17	BTC	Buy	62686.1→63032.8	+2.28	timeout
06-19 18:14	BTC	Buy	62693.1→63127.8	+2.99	timeout
06-19 17:24	BTC	Buy	62357.1→62947.9	+4.28	timeout
06-18 15:57	BTC	Buy	63903.2→62301.7	-12.96	stop_loss
06-18 15:57	BTC	Buy	63876.2→62301.7	-12.72	stop_loss
06-18 15:55	BTC	Buy	63976.2→62398.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64313.2→62730.5	-12.72	stop_loss
06-18 11:38	BTC	Buy	64751.2→63921.8	-6.86	timeout
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-18 09:36	BTC	Buy	64962.2→64240.8	-6.08	timeout
06-18 08:40	BTC	Buy	64973.2→64516.8	-4.07	timeout
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-17 08:31	BTC	Buy	66732.3→65088.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66382.3→65421.7	-7.72	timeout
06-17 07:01	BTC	Buy	66384.3→65562.7	-6.63	timeout
06-16 08:03	BTC	Buy	65688.3→66316.7	+4.36	timeout
06-16 04:01	BTC	Buy	65863.3→66138.7	+1.69	timeout
06-16 00:49	BTC	Buy	65547.3→66335.7	+5.57	timeout
06-15 21:21	BTC	Buy	64659.2→66503.7	+13.76	timeout
06-15 05:25	BTC	Buy	64313.2→65796.7	+11.07	timeout
06-15 03:12	BTC	Buy	64483.2→65628.7	+8.40	timeout
06-14 22:51	BTC	Buy	64474.2→65446.7	+7.05	timeout
06-14 20:33	BTC	Buy	64228.2→63912.8	-2.93	timeout
06-14 04:42	BTC	Buy	63598.2→64388.8	+5.80	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.03	timeout
06-13 22:23	BTC	Buy	63603.2→64417.8	+5.92	timeout
06-13 19:43	BTC	Buy	63685.2→64240.8	+3.91	timeout
06-13 00:31	BTC	Buy	63572.2→63527.8	-0.89	timeout
06-12 22:02	BTC	Buy	63530.2→63500.8	-0.73	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 15:02	BTC	Buy	62638.1→64089.8	+11.06	timeout
06-12 00:10	BTC	Buy	61596.1→63709.8	+16.62	timeout
06-11 19:30	BTC	Buy	61184.1→63872.8	+21.41	take_profit
06-11 17:36	BTC	Buy	61764.1→63209.8	+11.16	timeout
06-11 14:51	BTC	Buy	61920.1→62904.9	+7.40	timeout
06-10 22:17	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-10 18:56	BTC	Buy	61701.1→61732.9	-0.25	timeout
06-10 16:20	BTC	Buy	60917→62305.9	+10.86	timeout
06-10 15:19	BTC	Buy	61547.1→61970.9	+2.94	timeout
06-10 14:20	BTC	Buy	61711.1→61887.9	+0.95	timeout
06-09 14:17	BTC	Buy	63357.2→61799	-12.75	stop_loss
06-09 13:48	BTC	Buy	63480.2→62405.9	-8.90	timeout
06-09 13:23	BTC	Buy	63824.2→62254.7	-12.72	stop_loss
06-09 13:19	BTC	Buy	63859.2→62285.7	-12.74	stop_loss
06-08 16:53	BTC	Buy	62174.1→63543.8	+10.47	timeout
06-08 14:51	BTC	Buy	61890.1→63902.8	+15.77	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	timeout
06-08 12:49	BTC	Buy	61816.1→63548.8	+13.55	timeout
06-07 16:46	BTC	Buy	60764→62196.9	+11.30	timeout
06-07 14:33	BTC	Buy	60915→62224.9	+10.28	timeout
06-07 13:29	BTC	Buy	60863→61830.9	+7.48	timeout
06-07 12:24	BTC	Buy	60848→61959.9	+8.68	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:58	BTC	Buy	62264.1→60731.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

40%

win rate

-463.49

total pnl ($)

-68.2 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	135	40%	-68.2	-463.49

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…