deribit_basis_zscore_fear_gate_long_v34 · strategy

112

closed trades

43%

win rate

-327.10

total pnl ($)

0.578

weight

7d window — n=23 wr=48% pnl=-87.60 · 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 07:02	BTC	Buy	59916→59604	-3.03	timeout
06-29 21:16	BTC	Buy	59645→60352	+5.33	timeout
06-29 18:04	BTC	Buy	59624→60384	+5.77	timeout
06-28 21:03	BTC	Buy	60298→59620	-6.07	timeout
06-28 20:03	BTC	Buy	60218→59491	-6.46	timeout
06-28 16:52	BTC	Buy	60782→59605	-10.10	timeout
06-27 20:02	BTC	Buy	59834→60199	+2.65	timeout
06-27 19:00	BTC	Buy	59615→60525	+7.20	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.45	timeout
06-26 16:48	BTC	Buy	59307→60066	+5.87	timeout
06-26 14:45	BTC	Buy	59402→59539	+0.65	timeout
06-25 17:52	BTC	Buy	59427→59487	+0.09	timeout
06-25 13:57	BTC	Buy	59837→58340.9	-12.89	stop_loss
06-25 13:53	BTC	Buy	60443→58954.6	-12.70	stop_loss
06-24 16:51	BTC	Buy	61366.1→59855.1	-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 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 06:20	BTC	Buy	64124.2→62909.9	-9.95	timeout
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 02:08	BTC	Buy	64213.2→64525.8	+1.90	timeout
06-21 23:13	BTC	Buy	64246.2→63723.8	-4.49	timeout
06-21 21:23	BTC	Buy	63918.2→63727.8	-1.94	timeout
06-20 23:02	BTC	Buy	63275.2→64242.8	+7.19	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
06-19 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 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:51	BTC	Buy	64137.2→62549.6	-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 08:40	BTC	Buy	64945.2→64545.8	-3.54	timeout
06-17 22:03	BTC	Buy	65520.3→63905.8	-12.76	stop_loss
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
06-16 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
06-15 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 01:44	BTC	Buy	63741.2→64566.8	+6.06	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 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 00:09	BTC	Buy	61598.1→63730.8	+16.75	timeout
06-11 19:30	BTC	Buy	61193.1→63880.8	+21.40	take_profit
06-11 14:49	BTC	Buy	61854.1→62890.9	+7.83	timeout
06-10 16:20	BTC	Buy	60851→62302.9	+11.43	timeout
06-10 15:18	BTC	Buy	61581.1→61903.9	+2.12	timeout
06-10 14:20	BTC	Buy	61704.1→61931.9	+1.37	timeout
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 13:36	BTC	Buy	63739.2→62166.8	-12.77	stop_loss
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
06-08 20:50	BTC	Buy	61801.1→63383.8	+12.31	timeout
06-07 22:14	BTC	Buy	60646→63308.8	+21.51	take_profit
06-07 21:50	BTC	Buy	60836→61652.9	+6.28	timeout
06-07 19:18	BTC	Buy	62806.1→61261.3	-12.73	stop_loss
06-07 05:28	BTC	Buy	60697→61798.9	+8.66	timeout
06-06 19:32	BTC	Buy	59477→60586	+8.93	timeout
06-06 18:32	BTC	Buy	60141→60533	+2.86	timeout
06-06 04:34	BTC	Buy	61045.1→59543.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60994→59494.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61876.1→60354.8	-12.74	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62796.1→61251.3	-12.75	stop_loss
06-05 11:34	BTC	Buy	62492.1→62326.9	-1.81	timeout
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63697.2→62130.8	-12.70	stop_loss
06-05 03:06	BTC	Buy	63920.2→62345.7	-12.73	stop_loss
06-04 09:27	BTC	Buy	64409.2→62825.4	-12.74	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 20:45	BTC	Buy	66702.3→65060.2	-12.79	stop_loss
06-03 16:27	BTC	Buy	67200.4→65546.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67301.4→65643.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67473.4→65813.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67734.4→66068.6	-12.75	stop_loss
06-02 23:01	BTC	Buy	67836.4→66163.6	-12.78	stop_loss
06-02 14:27	BTC	Buy	69467.5→67758.7	-12.76	stop_loss
06-02 12:34	BTC	Buy	70842.5→69100	-12.81	stop_loss
06-02 12:06	BTC	Buy	70978.5→69232.9	-12.80	stop_loss
06-01 22:26	BTC	Buy	73795.7→71239.8	-17.91	stop_loss
06-01 03:39	BTC	Buy	74112.7→73864.3	-2.20	timeout
05-31 23:59	BTC	Buy	73839.7→73647.3	-1.74	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

43%

win rate

-327.10

total pnl ($)

-58.0 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	112	43%	-58.0	-327.10

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…