deribit_basis_zscore_fear_gate_long_v31 · strategy

163

closed trades

45%

win rate

-433.02

total pnl ($)

0.283

weight

7d window — n=42 wr=50% pnl=-151.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:02	BTC	Buy	59834→60199	+2.65	timeout
06-27 19:00	BTC	Buy	59615→60525	+7.20	timeout
06-27 17:41	BTC	Buy	59949→60576	+4.78	timeout
06-27 16:36	BTC	Buy	60255→60657	+2.90	timeout
06-27 15:34	BTC	Buy	60129→60778	+4.96	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 16:07	BTC	Buy	59555→60293	+5.67	timeout
06-26 15:06	BTC	Buy	59167→59581	+3.00	timeout
06-26 14:12	BTC	Buy	59380→59976	+4.52	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58046.1	-12.71	stop_loss
06-25 13:57	BTC	Buy	59760→58277.9	-12.79	stop_loss
06-25 13:53	BTC	Buy	60301→58772.7	-13.07	stop_loss
06-25 13:48	BTC	Buy	60919→59420.3	-12.72	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61281.1→59749.1	-12.93	stop_loss
06-24 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60883.5	-12.91	stop_loss
06-24 14:13	BTC	Buy	62656.1→61108.4	-12.80	stop_loss
06-24 13:57	BTC	Buy	62744.1→61200.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62827.1→61276.3	-12.79	stop_loss
06-24 12:11	BTC	Buy	62404.1→62792.9	+2.66	timeout
06-24 10:33	BTC	Buy	62304.1→62539.9	+1.38	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 08:17	BTC	Buy	63973.2→62369.7	-13.00	stop_loss
06-23 08:15	BTC	Buy	64067.2→62490.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64311.2→62728.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64329.2→62747.5	-12.76	stop_loss
06-23 00:20	BTC	Buy	63606.2→63876.8	+1.74	timeout
06-22 23:19	BTC	Buy	63676.2→63912.8	+1.40	timeout
06-22 22:15	BTC	Buy	63666.2→64285.8	+4.41	timeout
06-22 21:04	BTC	Buy	63800.2→64413.8	+4.34	timeout
06-22 18:10	BTC	Buy	63980.2→64646.8	+4.71	timeout
06-21 23:28	BTC	Buy	64243.2→63651.8	-5.03	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 18:43	BTC	Buy	63814.2→64130.8	+2.08	timeout
06-21 17:41	BTC	Buy	63789.2→64033.8	+1.55	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-20 21:25	BTC	Buy	63167.2→63949.8	+5.76	timeout
06-20 19:38	BTC	Buy	62955.1→63858.8	+6.75	timeout
06-20 18:28	BTC	Buy	63101.2→63825.8	+5.29	timeout
06-20 17:15	BTC	Buy	62979.1→63917.8	+6.97	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 18:42	BTC	Buy	62706.1→63027.8	+2.10	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.93	timeout
06-19 15:54	BTC	Buy	62506.1→63207.8	+5.01	timeout
06-18 15:57	BTC	Buy	63933.2→62355.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64161.2→62574.6	-12.53	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64553.2→62965.4	-12.52	stop_loss
06-18 15:10	BTC	Buy	65038.3→63674.8	-10.90	timeout
06-18 11:11	BTC	Buy	64639.2→63992.8	-5.52	timeout
06-17 19:41	BTC	Buy	65759.3→64139.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65803.3→64182.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65797.3→64176.7	-12.79	stop_loss
06-17 14:22	BTC	Buy	65700.3→65175.7	-4.46	timeout
06-17 11:05	BTC	Buy	66228.3→64599.5	-12.83	stop_loss
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-17 02:34	BTC	Buy	65815.3→65900.7	+0.19	timeout
06-17 00:16	BTC	Buy	66375.3→65730.7	-5.37	timeout
06-16 14:09	BTC	Buy	66347.3→66021.7	-2.98	timeout
06-16 13:08	BTC	Buy	66670.3→66146.7	-4.45	timeout
06-16 03:45	BTC	Buy	65826.3→66101.7	+1.67	timeout
06-16 00:49	BTC	Buy	65549.3→66368.7	+5.84	timeout
06-15 21:29	BTC	Buy	64629.2→66355.7	+12.85	timeout
06-15 13:35	BTC	Buy	64228.2→66843.7	+19.93	timeout
06-15 12:25	BTC	Buy	64479.2→66267.7	+13.43	timeout
06-15 02:06	BTC	Buy	64587.2→65588.7	+7.27	timeout
06-15 00:43	BTC	Buy	64543.2→65466.7	+6.69	timeout
06-14 20:43	BTC	Buy	64223.2→64016.8	-2.09	timeout
06-14 12:49	BTC	Buy	64066.2→64299.8	+1.38	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 00:55	BTC	Buy	63591.2→64527.8	+6.95	timeout
06-13 21:59	BTC	Buy	63464.2→64443.8	+7.24	timeout
06-13 19:31	BTC	Buy	63652.2→64139.8	+3.38	timeout
06-13 10:43	BTC	Buy	63641.2→63840.8	+1.03	timeout
06-13 09:28	BTC	Buy	63742.2→63787.8	-0.18	timeout
06-12 23:41	BTC	Buy	63651.2→63511.8	-1.59	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.16	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 10:04	BTC	Buy	62860.1→63699.8	+6.13	timeout
06-12 09:04	BTC	Buy	62904.1→63408.8	+3.49	timeout
06-11 23:01	BTC	Buy	61312.1→63407.8	+16.51	timeout
06-11 20:38	BTC	Buy	61883.1→63300.8	+10.87	timeout
06-11 17:33	BTC	Buy	61765.1→63328.8	+12.12	timeout
06-11 09:21	BTC	Buy	60910→62775.9	+14.75	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 18:55	BTC	Buy	61706.1→61736.9	-0.25	timeout
06-10 16:10	BTC	Buy	60976→62418.9	+11.34	timeout
06-10 15:08	BTC	Buy	61566.1→61940.9	+2.55	timeout
06-09 14:47	BTC	Buy	62664.1→61118.4	-12.79	stop_loss
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-09 14:46	BTC	Buy	62782.1→61238.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

163

closed

45%

win rate

-433.02

total pnl ($)

-52.8 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	163	45%	-52.8	-433.02

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…