deribit_basis_zscore_fear_gate_long_v29 · strategy

104

closed trades

42%

win rate

-306.33

total pnl ($)

0.631

weight

7d window — n=24 wr=46% pnl=-79.33 · 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 01:00	BTC	Buy	59612→59808	+1.24	timeout
06-29 23:43	BTC	Buy	59726→60231	+3.80	timeout
06-29 18:17	BTC	Buy	59603→60358	+5.73	timeout
06-28 21:03	BTC	Buy	60298→59620	-6.05	timeout
06-28 20:00	BTC	Buy	60174→59459	-6.37	timeout
06-28 16:48	BTC	Buy	60783→59696	-9.40	timeout
06-27 20:01	BTC	Buy	59856→60195	+2.43	timeout
06-27 18:59	BTC	Buy	59642→60515	+6.89	timeout
06-27 15:05	BTC	Buy	59625→60554	+7.34	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 14:40	BTC	Buy	59651→59577	-1.12	timeout
06-25 17:55	BTC	Buy	59448→59536	+0.33	timeout
06-25 13:55	BTC	Buy	59865→58389.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60434→58947.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61376.1→59866.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62616.1→61070.4	-12.79	stop_loss
06-24 14:02	BTC	Buy	62730.1→61184.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62810.1→61265.3	-12.75	stop_loss
06-24 09:40	BTC	Buy	62397.1→62640.9	+1.43	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.06	timeout
06-24 07:35	BTC	Buy	62883.1→62642.9	-2.41	timeout
06-23 08:17	BTC	Buy	63948.2→62372.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63988.2→62404.7	-12.83	stop_loss
06-23 06:22	BTC	Buy	64097.2→62509.6	-12.87	stop_loss
06-22 23:31	BTC	Buy	63458.2→63994.8	+3.77	timeout
06-22 22:21	BTC	Buy	63711.2→64202.8	+3.41	timeout
06-22 01:07	BTC	Buy	64247.2→63974.8	-2.62	timeout
06-21 22:42	BTC	Buy	64229.2→63644.8	-4.98	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-20 23:03	BTC	Buy	63274.2→64260.8	+7.34	timeout
06-20 22:01	BTC	Buy	63060.2→63961.8	+6.70	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-19 20:59	BTC	Buy	63072.2→63232.8	+0.78	timeout
06-19 19:57	BTC	Buy	62931.1→62993.9	+0.02	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:37	BTC	Buy	64446.2→62840.4	-12.88	stop_loss
06-18 15:37	BTC	Buy	64504.2→62892.4	-12.92	stop_loss
06-18 15:37	BTC	Buy	64514.2→62927.4	-12.73	stop_loss
06-17 22:03	BTC	Buy	65504.3→63891.8	-12.74	stop_loss
06-17 19:41	BTC	Buy	65600.3→64198.8	-11.17	timeout
06-17 19:40	BTC	Buy	65822.3→64198.7	-12.79	stop_loss
06-17 16:02	BTC	Buy	65895.3→65798.7	-1.10	timeout
06-17 06:58	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 13:09	BTC	Buy	66548.3→66183.7	-3.27	timeout
06-16 03:46	BTC	Buy	65896.3→66103.7	+1.16	timeout
06-15 13:35	BTC	Buy	64241.2→66782.7	+19.35	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 03:00	BTC	Buy	64474.2→65408.7	+6.76	timeout
06-14 12:50	BTC	Buy	64063.2→64300.8	+1.41	timeout
06-14 08:20	BTC	Buy	63812.2→64476.8	+4.73	timeout
06-14 01:44	BTC	Buy	63743.2→64542.8	+5.85	timeout
06-13 12:37	BTC	Buy	63500.2→63995.8	+3.37	timeout
06-13 04:52	BTC	Buy	63715.2→63598.8	-1.35	timeout
06-13 00:40	BTC	Buy	63641.2→63597.8	-0.87	timeout
06-12 10:07	BTC	Buy	62943.1→63676.8	+5.28	timeout
06-12 00:04	BTC	Buy	61563.1→63567.8	+15.71	timeout
06-11 22:21	BTC	Buy	61262.1→63590.8	+18.43	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 17:08	BTC	Buy	61463.1→62166.9	+5.22	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63305.2→61748	-12.75	stop_loss
06-09 14:11	BTC	Buy	63520.2→61956.9	-12.76	stop_loss
06-08 23:28	BTC	Buy	63191.2→63122.8	-1.01	timeout
06-08 22:27	BTC	Buy	63044.2→63319.8	+1.70	timeout
06-08 17:07	BTC	Buy	62234.1→63543.8	+9.97	timeout
06-07 22:14	BTC	Buy	60618→63281.8	+21.53	take_profit
06-07 21:50	BTC	Buy	60837→61657.9	+6.31	timeout
06-07 15:27	BTC	Buy	60634→61838.9	+9.47	timeout
06-06 19:35	BTC	Buy	59727→60548	+6.48	timeout
06-06 18:32	BTC	Buy	60141→60533	+2.86	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 13:59	BTC	Buy	62237.1→60704.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62528.1→60988.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62928.1→61379.2	-12.76	stop_loss
06-05 11:16	BTC	Buy	62342.1→62257.9	-1.16	timeout
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 03:06	BTC	Buy	63886.2→62314.7	-12.72	stop_loss
06-04 09:26	BTC	Buy	64436.2→62846.4	-12.78	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 19:54	BTC	Buy	66991.3→65324.1	-12.93	stop_loss
06-03 19:53	BTC	Buy	67102.4→65451	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67477.4→65816.8	-12.76	stop_loss
06-03 03:29	BTC	Buy	67702.4→66037.7	-12.75	stop_loss
06-02 23:04	BTC	Buy	67806.4→66137.6	-12.76	stop_loss
06-02 12:59	BTC	Buy	70674.5→68936.1	-12.80	stop_loss
06-02 12:40	BTC	Buy	70773.5→69031	-12.82	stop_loss
06-02 12:06	BTC	Buy	70995.5→69245.9	-12.82	stop_loss
05-31 16:32	BTC	Buy	73881.7→73531.3	-2.89	timeout
05-31 14:43	BTC	Buy	73985.7→73644.3	-2.77	timeout
05-31 09:45	BTC	Buy	73539.7→73938.3	+2.11	timeout
05-30 09:54	BTC	Buy	73703.7→73575.3	-1.35	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

42%

win rate

-306.33

total pnl ($)

-58.5 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	104	42%	-58.5	-306.33

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…