deribit_basis_zscore_fear_gate_long_v4 · strategy

165

closed trades

44%

win rate

-503.42

total pnl ($)

0.255

weight

7d window — n=37 wr=43% pnl=-144.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59721→58240	-12.84	stop_loss
06-30 09:53	BTC	Buy	59949→59365	-5.31	timeout
06-30 08:16	BTC	Buy	59960→59393	-5.14	timeout
06-30 02:58	BTC	Buy	59727→59922	+1.25	timeout
06-30 01:02	BTC	Buy	59517→59789	+1.90	timeout
06-29 23:42	BTC	Buy	59769→60231	+3.44	timeout
06-29 07:05	BTC	Buy	60094→59971	-1.49	timeout
06-29 06:03	BTC	Buy	59993→60082	+0.27	timeout
06-28 21:58	BTC	Buy	60168→59373	-7.07	timeout
06-28 20:58	BTC	Buy	60246→59629	-5.58	timeout
06-28 19:56	BTC	Buy	60146→59409	-6.55	timeout
06-28 05:53	BTC	Buy	60230→59920	-3.02	timeout
06-28 04:40	BTC	Buy	60362→60119	-2.47	timeout
06-27 21:34	BTC	Buy	59884→60435	+4.22	timeout
06-27 20:21	BTC	Buy	59704→60264	+4.30	timeout
06-27 19:14	BTC	Buy	60022→60573	+4.17	timeout
06-27 03:45	BTC	Buy	59469→60272	+6.31	timeout
06-26 20:40	BTC	Buy	59423→59627	+1.18	timeout
06-26 19:35	BTC	Buy	59327→59947	+4.66	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-26 02:21	BTC	Buy	59817→58345.9	-12.74	stop_loss
06-25 17:52	BTC	Buy	59408→59480	+0.19	timeout
06-25 13:59	BTC	Buy	59489→58024.1	-12.69	stop_loss
06-25 13:57	BTC	Buy	59815→58328.9	-12.80	stop_loss
06-25 13:57	BTC	Buy	59804→58328.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60447→58957.6	-12.69	stop_loss
06-24 17:20	BTC	Buy	60952→59429.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61350.1→59837.1	-12.75	stop_loss
06-24 14:00	BTC	Buy	62435.1→61300.9	-9.52	timeout
06-24 13:57	BTC	Buy	62751.1→61205.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:32	BTC	Buy	62310.1→62543.9	+1.39	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:17	BTC	Buy	63987.2→62401.7	-12.85	stop_loss
06-23 06:39	BTC	Buy	64034.2→62868.9	-9.58	timeout
06-23 06:21	BTC	Buy	64142.2→62555.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64335.2→62753.5	-12.75	stop_loss
06-22 23:32	BTC	Buy	63425.2→63987.8	+4.04	timeout
06-22 21:11	BTC	Buy	63572.2→64367.8	+5.80	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 04:37	BTC	Buy	64479.2→63992.8	-4.25	timeout
06-22 03:33	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-21 23:15	BTC	Buy	64241.2→63700.8	-4.63	timeout
06-21 18:41	BTC	Buy	63816.2→64169.8	+2.37	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:46	BTC	Buy	63378.2→64206.8	+6.07	timeout
06-21 01:42	BTC	Buy	63510.2→64193.8	+4.88	timeout
06-20 22:26	BTC	Buy	63268.2→64147.8	+6.50	timeout
06-20 18:24	BTC	Buy	63106.2→63824.8	+5.25	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	timeout
06-19 23:23	BTC	Buy	62816.1→63265.8	+3.10	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:57	BTC	Buy	63912.2→62332.7	-12.68	stop_loss
06-18 15:53	BTC	Buy	64004.2→62428.6	-12.69	stop_loss
06-18 15:53	BTC	Buy	64063.2→62482.6	-12.62	stop_loss
06-18 15:37	BTC	Buy	64437.2→62852.4	-12.46	stop_loss
06-18 15:36	BTC	Buy	64613.2→63024.3	-12.55	stop_loss
06-18 09:26	BTC	Buy	65057.3→64260.8	-6.67	timeout
06-18 05:04	BTC	Buy	65308.3→63701.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65561.3→63938.8	-12.81	stop_loss
06-17 22:03	BTC	Buy	65556.3→63938.8	-12.77	stop_loss
06-17 19:42	BTC	Buy	65702.3→64086.7	-12.75	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 05:44	BTC	Buy	66061.3→65890.7	-1.77	timeout
06-16 18:32	BTC	Buy	66815.3→65928.7	-7.16	timeout
06-16 17:25	BTC	Buy	66825.3→65753.7	-8.56	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-15 22:27	BTC	Buy	65130.3→66138.7	+7.25	timeout
06-15 13:54	BTC	Buy	64281.2→66458.7	+16.50	timeout
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 07:07	BTC	Buy	64230.2→65765.7	+11.49	timeout
06-15 03:34	BTC	Buy	64507.2→65722.7	+8.94	timeout
06-14 21:38	BTC	Buy	64294.2→64882.8	+4.08	timeout
06-14 16:30	BTC	Buy	63983.2→64104.8	+0.46	timeout
06-14 13:00	BTC	Buy	64104.2→64312.8	+1.17	timeout
06-14 06:07	BTC	Buy	63546.2→64403.8	+6.31	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.85	timeout
06-13 11:28	BTC	Buy	63823.2→63937.8	+0.36	timeout
06-13 09:20	BTC	Buy	63592.2→63807.8	+1.15	timeout
06-13 04:52	BTC	Buy	63714.2→63598.8	-1.34	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 11:03	BTC	Buy	63171.2→63779.8	+4.29	timeout
06-12 08:57	BTC	Buy	62893.1→63448.8	+3.88	timeout
06-12 00:08	BTC	Buy	61590.1→63734.8	+16.84	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.39	take_profit
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout

Paper vs Live

Paper (trades.jsonl)

165

closed

44%

win rate

-503.42

total pnl ($)

-60.8 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	165	44%	-60.8	-503.42

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:35	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…