deribit_basis_zscore_fear_gate_long_v33 · strategy

176

closed trades

37%

win rate

-666.50

total pnl ($)

0.250

weight

7d window — n=36 wr=33% pnl=-187.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:37	BTC	Buy	60250→59870	-3.75	timeout
06-29 06:15	BTC	Buy	59822→60103	+1.89	timeout
06-29 04:06	BTC	Buy	60181→59933	-2.52	timeout
06-28 19:42	BTC	Buy	60141→59399	-6.61	timeout
06-28 18:37	BTC	Buy	60531→59590	-8.20	timeout
06-28 06:36	BTC	Buy	60266→59940	-3.14	timeout
06-28 04:26	BTC	Buy	60430→60202	-2.35	timeout
06-27 22:09	BTC	Buy	59841→60095	+1.73	timeout
06-27 18:44	BTC	Buy	59738→60520	+6.12	timeout
06-27 17:39	BTC	Buy	59987→60582	+4.52	timeout
06-27 04:01	BTC	Buy	59886→60317	+3.16	timeout
06-26 20:26	BTC	Buy	59694→59715	-0.35	timeout
06-26 19:25	BTC	Buy	59220→59910	+5.28	timeout
06-26 16:48	BTC	Buy	59299→60064	+5.90	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 02:16	BTC	Buy	59890→58411.9	-12.78	stop_loss
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60384→58898.6	-12.64	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60808→59312.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:48	BTC	Buy	62803.1→61255.3	-12.77	stop_loss
06-24 12:21	BTC	Buy	62360.1→62771.9	+2.90	timeout
06-24 11:18	BTC	Buy	62375.1→62362.9	-0.54	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-23 06:23	BTC	Buy	64073.2→62497.6	-12.58	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.67	stop_loss
06-23 06:21	BTC	Buy	64228.2→62638.5	-12.64	stop_loss
06-23 06:21	BTC	Buy	64322.2→62734.5	-12.62	stop_loss
06-23 06:20	BTC	Buy	64388.2→62802.4	-12.61	stop_loss
06-22 08:02	BTC	Buy	64182.2→64141.8	-0.86	timeout
06-22 07:03	BTC	Buy	64226.2→64001.8	-2.28	timeout
06-22 06:01	BTC	Buy	64221.2→64196.8	-0.72	timeout
06-22 04:41	BTC	Buy	64489.2→63958.8	-4.59	timeout
06-22 03:33	BTC	Buy	64309.2→64318.8	-0.39	timeout
06-21 04:56	BTC	Buy	63545.2→64291.8	+5.43	timeout
06-21 03:50	BTC	Buy	63452.2→64396.8	+6.99	timeout
06-21 01:59	BTC	Buy	63554.2→64234.8	+4.92	timeout
06-21 00:03	BTC	Buy	63567.2→64212.8	+4.61	timeout
06-20 22:28	BTC	Buy	63282.2→64222.8	+6.92	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 23:25	BTC	Buy	62800.1→63276.8	+3.36	timeout
06-19 22:05	BTC	Buy	62898.1→63054.8	+0.77	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-18 15:57	BTC	Buy	63885.2→62294.7	-12.84	stop_loss
06-18 15:57	BTC	Buy	63937.2→62359.7	-12.67	stop_loss
06-18 15:40	BTC	Buy	64327.2→62736.5	-12.59	stop_loss
06-18 15:38	BTC	Buy	64401.2→62808.4	-12.67	stop_loss
06-18 15:37	BTC	Buy	64485.2→62876.4	-12.76	stop_loss
06-18 09:36	BTC	Buy	64962.2→64240.8	-6.08	timeout
06-18 04:11	BTC	Buy	65446.3→63834.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65471.3→63849.9	-12.83	stop_loss
06-17 19:40	BTC	Buy	65815.3→64196.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	65941.3→64312.6	-12.80	stop_loss
06-17 14:58	BTC	Buy	65709.3→65098.7	-5.06	timeout
06-17 13:54	BTC	Buy	66039.3→65253.7	-6.41	timeout
06-17 07:30	BTC	Buy	66292.3→65512.7	-6.35	timeout
06-17 05:31	BTC	Buy	66019.3→65828.7	-1.92	timeout
06-17 00:30	BTC	Buy	66217.3→65704.7	-4.37	timeout
06-16 13:30	BTC	Buy	66704.3→66091.7	-5.13	timeout
06-16 12:15	BTC	Buy	66283.3→66569.7	+1.63	timeout
06-16 05:46	BTC	Buy	65705.3→66106.7	+2.68	timeout
06-16 04:01	BTC	Buy	65863.3→66138.7	+1.69	timeout
06-15 21:21	BTC	Buy	64659.2→66503.7	+13.76	timeout
06-15 12:25	BTC	Buy	64480.2→66258.7	+13.36	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.06	timeout
06-15 03:00	BTC	Buy	64474.2→65436.7	+6.98	timeout
06-14 21:51	BTC	Buy	64443.2→65433.7	+7.19	timeout
06-14 19:49	BTC	Buy	64293.2→63747.8	-4.74	timeout
06-14 11:35	BTC	Buy	63913.2→64613.8	+5.04	timeout
06-14 10:31	BTC	Buy	63759.2→64566.8	+5.88	timeout
06-14 00:56	BTC	Buy	63613.2→64513.8	+6.68	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 19:28	BTC	Buy	63726.2→64129.8	+2.72	timeout
06-13 10:54	BTC	Buy	63698.2→63809.8	+0.33	timeout
06-13 09:49	BTC	Buy	63822.2→63758.8	-1.02	timeout
06-13 00:31	BTC	Buy	63572.2→63527.8	-0.89	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 19:02	BTC	Buy	63542.2→63688.8	+0.68	timeout
06-12 09:58	BTC	Buy	62876.1→63778.8	+6.64	timeout
06-12 08:58	BTC	Buy	62901.1→63445.8	+3.80	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 17:48	BTC	Buy	61958.1→63500.8	+11.90	timeout
06-11 09:21	BTC	Buy	60758→62770.9	+16.00	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 22:17	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:13	BTC	Buy	61037.1→62336.9	+10.16	timeout
06-10 15:12	BTC	Buy	61526.1→61898.9	+2.53	timeout
06-09 15:56	BTC	Buy	62560.1→61019.4	-12.77	stop_loss
06-09 14:30	BTC	Buy	63029.2→61479.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

176

closed

37%

win rate

-666.50

total pnl ($)

-75.5 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	176	37%	-75.5	-666.50

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…