deribit_basis_zscore_fear_gate_long_v37

not live
75
closed trades
48%
win rate
-142.09
total pnl ($)
0.967
weight
7d window — n=13 wr=38% pnl=-48.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:54BTCBuy59931→59563-3.50timeout
06-28 04:55BTCBuy60788→60121-5.94timeout
06-27 16:28BTCBuy60399→60681+1.90timeout
06-27 03:44BTCBuy60415→60289-1.49timeout
06-26 14:43BTCBuy58854.9→59577+5.66timeout
06-26 02:21BTCBuy59517→58463.1-9.29timeout
06-25 13:42BTCBuy61753.1→60234.9-12.72stop_loss
06-25 03:51BTCBuy60445→60739+1.99timeout
06-24 14:02BTCBuy62714.1→61166.3-12.79stop_loss
06-24 09:05BTCBuy62543.1→62718.9+0.93timeout
06-23 19:35BTCBuy62884.1→62379.9-4.47timeout
06-23 06:20BTCBuy64404.2→62818.4-12.78stop_loss
06-22 15:20BTCBuy64274.2→64913.8+4.48timeout
06-22 00:35BTCBuy63984.2→63724.8-2.51timeout
06-21 10:27BTCBuy64230.2→64290.8-0.01timeout
06-20 21:39BTCBuy63625.2→63924.8+1.91timeout
06-20 08:59BTCBuy63235.2→63393.8+0.75timeout
06-19 19:04BTCBuy62816.1→63066.8+1.53timeout
06-19 05:59BTCBuy62582.1→62701.9+0.53timeout
06-18 15:53BTCBuy64005.2→62430.6-12.72stop_loss
06-18 12:40BTCBuy64487.2→64146.8-3.11timeout
06-17 18:10BTCBuy65823.3→65469.7-3.19timeout
06-17 05:07BTCBuy65776.3→65844.7+0.05timeout
06-16 16:38BTCBuy65858.3→65757.7-1.26timeout
06-16 03:40BTCBuy66784.3→66022.7-6.14timeout
06-15 14:18BTCBuy65726.3→66486.7+5.34timeout
06-14 23:04BTCBuy64465.2→65287.7+5.91timeout
06-14 09:06BTCBuy64289.2→64434.8+0.66timeout
06-13 20:19BTCBuy63792.2→64250.8+3.14timeout
06-13 07:28BTCBuy63726.2→63748.8-0.28timeout
06-12 15:05BTCBuy63540.2→63928.8+2.57timeout
06-11 22:50BTCBuy62935.1→63500.8+3.98timeout
06-11 09:58BTCBuy61180.1→62883.9+13.41timeout
06-10 20:15BTCBuy61610.1→61820.9+1.23timeout
06-10 03:12BTCBuy61541.1→62016.9+3.48timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 00:46BTCBuy64057.2→62479.6-12.77stop_loss
06-08 13:53BTCBuy63103.2→63739.8+4.57timeout
06-08 00:22BTCBuy61958.1→63189.8+9.46timeout
06-07 09:50BTCBuy60837→62460.9+12.90timeout
06-06 20:38BTCBuy61345.1→60637-6.19timeout
06-06 07:10BTCBuy59417→61024.9+13.06timeout
06-05 18:52BTCBuy60924→59425.3-12.76stop_loss
06-05 15:39BTCBuy61584.1→60069.9-12.73stop_loss
06-05 06:21BTCBuy63061.2→61508.2-12.75stop_loss
06-05 01:09BTCBuy63641.2→63098.8-4.69timeout
06-04 10:49BTCBuy63809.2→62239.8-12.72stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 18:58BTCBuy66943.3→66056.7-7.11timeout
06-03 03:43BTCBuy67524.4→65863.8-12.75stop_loss
06-02 14:27BTCBuy69476.5→67758.7-12.82stop_loss
06-01 22:51BTCBuy72731.6→71346.4-10.05timeout
06-01 02:11BTCBuy73829.7→73485.3-2.82timeout
06-01 00:42BTCBuy73943.7→73927.3-0.56timeout
05-31 19:31BTCBuy73872.7→73479.3-3.12timeout
05-31 17:56BTCBuy74035.7→73674.3-2.92timeout
05-31 15:38BTCBuy74133.7→73688.3-3.48timeout
05-31 04:59BTCBuy73896.7→74173.3+1.39timeout
05-31 02:58BTCBuy73895.7→74062.3+0.65timeout
05-30 22:16BTCBuy73620.7→73862.3+1.13timeout
05-30 17:04BTCBuy73365.7→73888.3+3.05timeout
05-30 15:12BTCBuy73743.7→73916.3+0.65timeout
05-30 04:43BTCBuy74040.7→73216.3-6.04timeout
05-30 02:57BTCBuy73128.7→73745.3+3.75timeout
05-30 00:52BTCBuy73306.7→73481.3+0.72timeout
05-29 20:41BTCBuy73780.7→73658.3-1.30timeout
05-29 19:46BTCBuy73367.7→73618.3+1.23timeout
05-29 14:02BTCBuy73568.7→73116.3-3.54timeout
05-29 10:05BTCBuy73752.7→73656.3-1.14timeout
05-29 08:48BTCBuy73664.7→73718.3-0.10timeout
05-29 02:17BTCBuy73481.7→73579.3+0.14timeout
05-29 01:07BTCBuy73373.7→73796.3+2.36timeout
05-28 21:57BTCBuy73536.7→73827.3+1.45timeout
05-28 20:52BTCBuy73316.7→73669.3+1.88timeout
05-28 19:49BTCBuy73388.7→73481.3+0.11timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
48%
win rate
-142.09
total pnl ($)
-37.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7548%-37.5-142.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems