deribit_basis_zscore_fear_gate_long_v32 · strategy

163

closed trades

39%

win rate

-546.36

total pnl ($)

0.250

weight

7d window — n=36 wr=33% pnl=-139.91 · 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 00:41	BTC	Buy	59267→59684	+3.10	timeout
06-29 23:33	BTC	Buy	59594→60208	+4.73	timeout
06-29 22:17	BTC	Buy	59579→60435	+6.58	timeout
06-29 10:44	BTC	Buy	60097→60098	-0.59	timeout
06-29 08:33	BTC	Buy	60189→59726	-4.32	timeout
06-28 22:53	BTC	Buy	60343→58851.6	-12.82	stop_loss
06-28 21:16	BTC	Buy	60359→59638	-6.41	timeout
06-28 20:14	BTC	Buy	60258→59640	-5.56	timeout
06-28 09:30	BTC	Buy	60343→60274	-1.04	timeout
06-28 08:32	BTC	Buy	60421→60184	-2.43	timeout
06-28 07:24	BTC	Buy	60403→60106	-2.89	timeout
06-27 20:33	BTC	Buy	59585→60233	+5.05	timeout
06-27 19:35	BTC	Buy	59983→60191	+1.33	timeout
06-27 03:10	BTC	Buy	58703.9→60175	+12.07	timeout
06-26 18:39	BTC	Buy	59407→59730	+2.16	timeout
06-26 17:38	BTC	Buy	59695→59963	+1.70	timeout
06-26 16:37	BTC	Buy	59418→60215	+6.18	timeout
06-26 15:34	BTC	Buy	59241→60110	+6.84	timeout
06-26 02:13	BTC	Buy	60213→58731.7	-12.74	stop_loss
06-25 17:41	BTC	Buy	59409→59605	+1.25	timeout
06-25 13:59	BTC	Buy	59509→58033.1	-12.79	stop_loss
06-25 13:57	BTC	Buy	59755→58275.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60296→58775.7	-13.00	stop_loss
06-25 13:48	BTC	Buy	60949→59450.3	-12.71	stop_loss
06-24 17:47	BTC	Buy	60623→59131.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61132.1→59626.2	-12.75	stop_loss
06-24 14:19	BTC	Buy	62383.1→60846.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62510.1→60966.5	-12.79	stop_loss
06-24 14:02	BTC	Buy	62687.1→61145.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62690.1→61148.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 11:12	BTC	Buy	62348.1→62369.9	-0.31	timeout
06-24 10:06	BTC	Buy	62530.1→62589.9	-0.04	timeout
06-24 09:04	BTC	Buy	62383.1→62716.9	+2.17	timeout
06-24 08:05	BTC	Buy	62801.1→62647.9	-1.71	timeout
06-24 07:05	BTC	Buy	62922.1→62777.9	-1.65	timeout
06-23 06:55	BTC	Buy	63971.2→62915.9	-8.73	timeout
06-23 06:21	BTC	Buy	64160.2→62565.6	-12.91	stop_loss
06-23 06:21	BTC	Buy	64155.2→62565.6	-12.87	stop_loss
06-23 06:08	BTC	Buy	64656.2→63066.3	-12.76	stop_loss
06-23 06:08	BTC	Buy	64752.2→63155.2	-12.80	stop_loss
06-22 16:47	BTC	Buy	64114.2→64602.8	+3.36	timeout
06-22 15:42	BTC	Buy	64232.2→65042.7	+5.79	timeout
06-22 08:08	BTC	Buy	64089.2→64124.8	-0.21	timeout
06-22 07:04	BTC	Buy	64230.2→64073.8	-1.69	timeout
06-22 06:00	BTC	Buy	64228.2→64208.8	-0.62	timeout
06-21 15:51	BTC	Buy	64109.2→64225.8	+0.52	timeout
06-21 14:49	BTC	Buy	63857.2→63996.8	+0.70	timeout
06-21 07:29	BTC	Buy	63743.2→64136.8	+2.65	timeout
06-21 06:16	BTC	Buy	63615.2→64171.8	+3.92	timeout
06-21 05:03	BTC	Buy	63544.2→64262.8	+5.21	timeout
06-19 20:28	BTC	Buy	63136.2→63044.8	-1.21	timeout
06-19 19:25	BTC	Buy	62720.1→62984.9	+1.63	timeout
06-19 18:22	BTC	Buy	62891.1→63138.8	+1.51	timeout
06-19 17:20	BTC	Buy	62576.1→63047.8	+3.31	timeout
06-19 16:18	BTC	Buy	62598.1→63319.8	+5.31	timeout
06-18 15:57	BTC	Buy	63845.2→62274.7	-12.60	stop_loss
06-18 15:53	BTC	Buy	64054.2→62472.6	-12.71	stop_loss
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.73	stop_loss
06-18 15:40	BTC	Buy	64365.2→62780.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64446.2→62847.4	-12.82	stop_loss
06-18 09:10	BTC	Buy	64928.2→64303.8	-5.29	timeout
06-18 04:11	BTC	Buy	65355.3→63744.9	-12.79	stop_loss
06-17 22:03	BTC	Buy	65566.3→63942.8	-12.82	stop_loss
06-17 19:40	BTC	Buy	65794.3→64175.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65810.3→64191.7	-12.78	stop_loss
06-17 08:39	BTC	Buy	66596.3→64957.3	-12.75	stop_loss
06-17 08:05	BTC	Buy	66348.3→65448.7	-7.16	timeout
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-17 05:30	BTC	Buy	66076.3→65825.7	-2.38	timeout
06-17 00:16	BTC	Buy	66376.3→65727.7	-5.40	timeout
06-16 11:15	BTC	Buy	65930.3→66482.7	+3.68	timeout
06-16 05:27	BTC	Buy	65804.3→66027.7	+1.30	timeout
06-16 03:59	BTC	Buy	65881.3→66113.7	+1.35	timeout
06-16 00:49	BTC	Buy	65555.3→66369.7	+5.80	timeout
06-15 22:18	BTC	Buy	64995.2→66353.7	+9.95	timeout
06-15 11:04	BTC	Buy	64465.2→65927.7	+10.89	timeout
06-15 03:41	BTC	Buy	64469.2→65750.7	+9.45	timeout
06-15 02:35	BTC	Buy	64535.2→65588.7	+7.67	timeout
06-14 22:20	BTC	Buy	64428.2→65138.7	+5.02	timeout
06-14 20:06	BTC	Buy	64232.2→63795.8	-3.89	timeout
06-14 10:25	BTC	Buy	63754.2→64593.8	+6.10	timeout
06-14 02:44	BTC	Buy	63609.2→64483.8	+6.45	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-13 21:42	BTC	Buy	63537.2→64594.8	+7.85	timeout
06-13 19:40	BTC	Buy	63688.2→64167.8	+3.31	timeout
06-13 09:41	BTC	Buy	63813.2→63787.8	-0.74	timeout
06-12 22:00	BTC	Buy	63510.2→63519.8	-0.43	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.09	timeout
06-12 17:35	BTC	Buy	63258.2→63805.8	+3.87	timeout
06-12 14:59	BTC	Buy	62730.1→63938.8	+9.11	timeout
06-12 08:58	BTC	Buy	62901.1→63444.8	+3.80	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.40	take_profit
06-11 17:33	BTC	Buy	61782.1→63341.8	+12.08	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-11 08:23	BTC	Buy	61567.1→62841.9	+9.77	timeout
06-10 18:55	BTC	Buy	61692.1→61765.9	+0.10	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.36	timeout
06-10 15:18	BTC	Buy	61583.1→61940.9	+2.41	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

39%

win rate

-546.36

total pnl ($)

-66.7 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	39%	-66.7	-546.36

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…