deribit_basis_zscore_fear_gate_long_v40 · strategy

113

closed trades

35%

win rate

-405.91

total pnl ($)

0.513

weight

7d window — n=24 wr=33% pnl=-107.12 · 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 12:58	BTC	Buy	59865→58392.9	-12.73	stop_loss
06-30 12:56	BTC	Buy	59999→58522.8	-12.74	stop_loss
06-30 07:19	BTC	Buy	60068→59456	-5.53	timeout
06-29 23:13	BTC	Buy	59336→60304	+7.73	timeout
06-29 22:01	BTC	Buy	59598→60442	+6.71	timeout
06-29 05:46	BTC	Buy	59904→59902	-0.49	timeout
06-28 21:19	BTC	Buy	60338→59655	-6.13	timeout
06-28 20:17	BTC	Buy	60258→59652	-5.47	timeout
06-28 04:40	BTC	Buy	60362→60119	-2.47	timeout
06-27 20:50	BTC	Buy	59742→60249	+3.85	timeout
06-27 19:36	BTC	Buy	59954→60169	+1.39	timeout
06-26 16:16	BTC	Buy	59707→60179	+3.42	timeout
06-26 15:07	BTC	Buy	59242→59695	+3.32	timeout
06-26 14:25	BTC	Buy	59360→60076	+5.53	timeout
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58293.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60465→58965.6	-12.77	stop_loss
06-24 17:21	BTC	Buy	60844→59344.3	-12.76	stop_loss
06-24 14:17	BTC	Buy	62554.1→61013.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62623.1→61080.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62670.1→61127.4	-12.76	stop_loss
06-24 08:52	BTC	Buy	62389.1→62770.9	+2.54	timeout
06-24 07:51	BTC	Buy	62898.1→62640.9	-2.60	timeout
06-24 06:16	BTC	Buy	63227.2→62770.9	-4.11	timeout
06-23 08:17	BTC	Buy	63979.2→62401.7	-12.79	stop_loss
06-23 06:53	BTC	Buy	63935.2→62916.9	-8.44	timeout
06-23 04:52	BTC	Buy	64034.2→63674.8	-3.29	timeout
06-23 02:37	BTC	Buy	64516.2→64183.8	-3.03	timeout
06-22 06:00	BTC	Buy	64227.2→64204.8	-0.64	timeout
06-22 04:37	BTC	Buy	64479.2→63992.8	-4.25	timeout
06-22 02:10	BTC	Buy	64227.2→64515.8	+1.71	timeout
06-21 04:48	BTC	Buy	63544.2→64441.8	+6.63	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 01:58	BTC	Buy	63543.2→64233.8	+4.93	timeout
06-19 18:58	BTC	Buy	62670.1→63036.8	+2.45	timeout
06-19 17:55	BTC	Buy	62583.1→63153.8	+4.11	timeout
06-19 17:04	BTC	Buy	62508.1→62881.9	+2.54	timeout
06-18 15:40	BTC	Buy	64280.2→62698.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64351.2→62768.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64437.2→62852.4	-12.46	stop_loss
06-17 19:42	BTC	Buy	65703.3→64086.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65834.3→64215.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	65912.3→64264.6	-12.95	stop_loss
06-17 16:12	BTC	Buy	65798.3→65763.7	-0.76	timeout
06-17 15:11	BTC	Buy	65822.3→65041.7	-6.32	timeout
06-17 00:44	BTC	Buy	66388.3→65800.7	-4.92	timeout
06-16 15:21	BTC	Buy	66668.3→65739.7	-7.49	timeout
06-16 14:22	BTC	Buy	66457.3→65649.7	-6.61	timeout
06-16 00:03	BTC	Buy	65676.3→66246.7	+3.92	timeout
06-15 13:19	BTC	Buy	63999.2→66810.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63894.2→66699.7	+21.52	take_profit
06-14 22:17	BTC	Buy	64373.2→65103.7	+5.18	timeout
06-14 20:08	BTC	Buy	64223.2→63788.8	-3.88	timeout
06-14 15:51	BTC	Buy	64223.2→64015.8	-2.10	timeout
06-13 21:17	BTC	Buy	63621.2→64232.8	+4.34	timeout
06-13 19:27	BTC	Buy	63735.2→64117.8	+2.55	timeout
06-13 15:10	BTC	Buy	64061.2→64205.8	+0.64	timeout
06-12 20:25	BTC	Buy	63461.2→63505.8	-0.11	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.28	timeout
06-12 15:01	BTC	Buy	62627.1→64144.8	+11.59	timeout
06-11 18:37	BTC	Buy	61791.1→63489.8	+13.17	timeout
06-11 16:03	BTC	Buy	62467.1→62677.9	+1.09	timeout
06-11 14:35	BTC	Buy	61947.1→62888.9	+7.05	timeout
06-10 17:59	BTC	Buy	61674.1→61934.9	+1.63	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:31	BTC	Buy	61475.1→61997.9	+3.77	timeout
06-09 16:40	BTC	Buy	62270.1→60734.6	-12.79	stop_loss
06-09 14:11	BTC	Buy	63514.2→61939.9	-12.84	stop_loss
06-09 14:11	BTC	Buy	63556.2→61990.9	-12.76	stop_loss
06-09 12:37	BTC	Buy	63456.2→62555.9	-7.50	timeout
06-08 16:53	BTC	Buy	62191.1→63536.8	+10.27	timeout
06-08 15:50	BTC	Buy	62045.1→63811.8	+13.73	timeout
06-08 11:37	BTC	Buy	62610.1→63776.8	+8.84	timeout
06-07 16:30	BTC	Buy	60569→62143.9	+12.49	timeout
06-07 15:26	BTC	Buy	60624→61852.9	+9.67	timeout
06-07 10:44	BTC	Buy	60365→62316.9	+15.73	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-04 11:10	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-04 09:27	BTC	Buy	64373.2→62788.4	-12.75	stop_loss
06-04 01:16	BTC	Buy	64516.2→62929.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65468.3→63857.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66447.3→64809.3	-12.82	stop_loss
06-03 16:27	BTC	Buy	67177.4→65514.9	-12.85	stop_loss
06-03 16:23	BTC	Buy	67354.4→65697.8	-12.78	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67549.4→65886.7	-12.76	stop_loss
06-03 03:34	BTC	Buy	67590.4→65927.7	-12.76	stop_loss
06-02 12:52	BTC	Buy	70749.5→69009	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

35%

win rate

-405.91

total pnl ($)

-71.6 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	113	35%	-71.6	-405.91

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…