deribit_basis_zscore_fear_gate_long_v30 · strategy

161

closed trades

45%

win rate

-465.43

total pnl ($)

0.399

weight

7d window — n=38 wr=45% pnl=-133.94 · 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 16:52	BTC	Buy	60782→59605	-10.10	timeout
06-28 02:51	BTC	Buy	60300→60121	-1.94	timeout
06-27 20:52	BTC	Buy	59754→60258	+3.83	timeout
06-27 19:53	BTC	Buy	59875→60167	+2.04	timeout
06-27 18:49	BTC	Buy	59641→60500	+6.77	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-27 02:40	BTC	Buy	58776.9→60280	+12.31	timeout
06-26 20:25	BTC	Buy	59624→59747	+0.47	timeout
06-26 19:22	BTC	Buy	59238→59871	+4.77	timeout
06-26 18:19	BTC	Buy	59648→59988	+2.30	timeout
06-26 14:45	BTC	Buy	59402→59539	+0.65	timeout
06-26 02:13	BTC	Buy	60171→58686.7	-12.78	stop_loss
06-25 17:22	BTC	Buy	59328→59490	+0.98	timeout
06-25 13:57	BTC	Buy	59741→58267.9	-12.72	stop_loss
06-25 13:57	BTC	Buy	59803→58324.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60448→58961.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60656→59147.5	-12.84	stop_loss
06-24 17:21	BTC	Buy	60856→59358.3	-12.74	stop_loss
06-24 14:13	BTC	Buy	62656.1→61108.4	-12.80	stop_loss
06-24 14:02	BTC	Buy	62714.1→61167.3	-12.78	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	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 09:36	BTC	Buy	62469.1→62659.9	+1.00	timeout
06-24 08:35	BTC	Buy	62286.1→62737.9	+3.08	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.38	timeout
06-23 08:17	BTC	Buy	63988.2→62409.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64028.2→62445.6	-12.82	stop_loss
06-23 06:41	BTC	Buy	64030.2→62931.9	-9.06	timeout
06-23 06:21	BTC	Buy	64107.2→62530.6	-12.78	stop_loss
06-23 06:20	BTC	Buy	64436.2→62850.4	-12.77	stop_loss
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:22	BTC	Buy	63713.2→64206.8	+3.42	timeout
06-22 18:10	BTC	Buy	63980.2→64646.8	+4.71	timeout
06-22 07:23	BTC	Buy	64196.2→64220.8	-0.28	timeout
06-22 03:43	BTC	Buy	64388.2→64166.8	-2.24	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 17:47	BTC	Buy	63846.2→64145.8	+1.98	timeout
06-21 05:12	BTC	Buy	63729.2→64211.8	+3.34	timeout
06-21 02:44	BTC	Buy	63346.2→64216.8	+6.41	timeout
06-20 21:59	BTC	Buy	63040.2→63989.8	+7.09	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 17:16	BTC	Buy	62963.1→63863.8	+6.67	timeout
06-20 01:39	BTC	Buy	62856.1→63581.8	+5.31	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.46	timeout
06-19 21:27	BTC	Buy	62924.1→63148.8	+1.28	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.21	timeout
06-18 15:57	BTC	Buy	63870.2→62298.7	-12.59	stop_loss
06-18 15:40	BTC	Buy	64366.2→62780.5	-12.75	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64496.2→62909.4	-12.73	stop_loss
06-18 15:17	BTC	Buy	64830.2→63235.2	-12.74	stop_loss
06-18 04:11	BTC	Buy	65390.3→63743.9	-13.06	stop_loss
06-17 19:50	BTC	Buy	65580.3→63964.8	-12.78	stop_loss
06-17 19:41	BTC	Buy	65789.3→64171.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65880.3→64250.6	-12.82	stop_loss
06-17 17:12	BTC	Buy	65805.3→65924.7	+0.40	timeout
06-17 16:01	BTC	Buy	65902.3→65789.7	-1.24	timeout
06-17 08:04	BTC	Buy	66339.3→65466.7	-6.96	timeout
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-17 02:34	BTC	Buy	65771.3→65898.7	+0.50	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 13:09	BTC	Buy	66666.3→66136.7	-4.50	timeout
06-16 05:50	BTC	Buy	65753.3→66067.7	+1.99	timeout
06-16 04:00	BTC	Buy	65900.3→66124.7	+1.29	timeout
06-16 02:18	BTC	Buy	65699.3→66042.7	+2.16	timeout
06-15 13:16	BTC	Buy	63899.2→66704.7	+21.52	take_profit
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-15 05:38	BTC	Buy	64308.2→65694.7	+10.31	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-14 21:51	BTC	Buy	64449.2→65477.7	+7.49	timeout
06-14 13:42	BTC	Buy	64165.2→64319.8	+0.75	timeout
06-14 01:44	BTC	Buy	63741.2→64566.8	+6.06	timeout
06-13 22:18	BTC	Buy	63488.2→64370.8	+6.47	timeout
06-13 21:12	BTC	Buy	63550.2→64250.8	+5.04	timeout
06-13 19:28	BTC	Buy	63724.2→64135.8	+2.78	timeout
06-13 12:58	BTC	Buy	63430.2→64137.8	+5.05	timeout
06-13 00:15	BTC	Buy	63670.2→63558.8	-1.44	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 17:41	BTC	Buy	63321.2→63812.8	+3.42	timeout
06-12 12:08	BTC	Buy	62998.1→63630.8	+4.50	timeout
06-12 10:50	BTC	Buy	62935.1→63678.8	+5.38	timeout
06-11 19:33	BTC	Buy	61226.1→63915.8	+21.40	take_profit
06-11 16:00	BTC	Buy	62568.1→62756.9	+0.92	timeout
06-11 14:22	BTC	Buy	61992.1→62865.9	+6.49	timeout
06-11 09:21	BTC	Buy	60881→62776.9	+15.00	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 17:07	BTC	Buy	61498.1→62168.9	+4.95	timeout
06-10 15:12	BTC	Buy	61543.1→61898.9	+2.40	timeout
06-10 14:13	BTC	Buy	62074.1→62084.9	-0.39	timeout
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63300.2→61743	-12.75	stop_loss
06-09 14:11	BTC	Buy	63570.2→62006.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63739.2→62166.8	-12.77	stop_loss
06-09 06:11	BTC	Buy	62918.1→63356.8	+2.99	timeout
06-08 23:10	BTC	Buy	62851.1→63469.8	+4.45	timeout
06-08 22:07	BTC	Buy	61769.1→63467.8	+13.26	timeout

Paper vs Live

Paper (trades.jsonl)

161

closed

45%

win rate

-465.43

total pnl ($)

-57.5 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	161	45%	-57.5	-465.43

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…