deribit_basis_zscore_fear_gate_long_v41 · strategy

151

closed trades

42%

win rate

-498.47

total pnl ($)

0.334

weight

7d window — n=37 wr=38% pnl=-153.72 · 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 07:50	BTC	Buy	60214→60070	-1.64	timeout
06-28 22:53	BTC	Buy	60371→58870.6	-12.89	stop_loss
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-28 09:11	BTC	Buy	60382→60397	-0.32	timeout
06-28 08:09	BTC	Buy	60463→60159	-3.00	timeout
06-28 07:01	BTC	Buy	60348→60073	-2.71	timeout
06-27 19:42	BTC	Buy	59921→60154	+1.54	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-27 02:36	BTC	Buy	58859.9→60228	+11.14	timeout
06-26 19:49	BTC	Buy	59203→59824	+4.67	timeout
06-26 16:48	BTC	Buy	59307→60066	+5.87	timeout
06-26 15:16	BTC	Buy	58862.9→59826	+7.68	timeout
06-26 14:00	BTC	Buy	58348.9→60104	+14.54	timeout
06-26 02:13	BTC	Buy	60171→58686.7	-12.78	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58041.1	-12.75	stop_loss
06-25 13:57	BTC	Buy	59760→58287.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60301→58772.7	-13.07	stop_loss
06-25 13:48	BTC	Buy	60919→59417.3	-12.74	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61281.1→59749.1	-12.93	stop_loss
06-24 15:56	BTC	Buy	61779.1→60259.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62911.1→61364.2	-12.74	stop_loss
06-24 10:49	BTC	Buy	62299.1→62509.9	+1.20	timeout
06-24 09:47	BTC	Buy	62360.1→62646.9	+1.77	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-2.61	timeout
06-24 06:43	BTC	Buy	62855.1→62787.9	-1.04	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 06:27	BTC	Buy	64068.2→62669.9	-11.40	timeout
06-23 06:21	BTC	Buy	64257.2→62675.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64318.2→62736.5	-12.78	stop_loss
06-23 01:11	BTC	Buy	63902.2→64233.8	+2.15	timeout
06-22 23:01	BTC	Buy	63664.2→63927.8	+1.61	timeout
06-22 21:59	BTC	Buy	63782.2→64278.8	+3.44	timeout
06-22 07:13	BTC	Buy	64228.2→64193.8	-0.74	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 00:45	BTC	Buy	64265.2→63879.8	-3.46	timeout
06-21 15:30	BTC	Buy	64109.2→64193.8	+0.27	timeout
06-21 14:26	BTC	Buy	63330.2→64022.8	+5.09	timeout
06-21 06:25	BTC	Buy	63654.2→64220.8	+3.99	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-20 02:42	BTC	Buy	62915.1→63338.8	+2.92	timeout
06-20 01:39	BTC	Buy	62856.1→63581.8	+5.31	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.46	timeout
06-19 21:24	BTC	Buy	63010.2→63203.8	+1.03	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64160.2→62575.6	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 15:17	BTC	Buy	64830.2→63235.2	-12.74	stop_loss
06-18 14:52	BTC	Buy	65180.3→63530	-13.10	stop_loss
06-18 11:14	BTC	Buy	64603.2→63989.8	-5.28	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:34	BTC	Buy	65698.3→64416.8	-10.25	timeout
06-17 18:33	BTC	Buy	65917.3→65280.7	-5.39	timeout
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.42	timeout
06-17 08:39	BTC	Buy	66563.3→64922.3	-12.77	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 19:24	BTC	Buy	66543.3→65696.7	-6.89	timeout
06-16 18:05	BTC	Buy	66801.3→66083.7	-5.90	timeout
06-16 15:44	BTC	Buy	66892.3→65806.7	-8.64	timeout
06-16 09:16	BTC	Buy	65686.3→66663.7	+7.00	timeout
06-16 05:50	BTC	Buy	65753.3→66067.7	+1.99	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.65	timeout
06-15 12:26	BTC	Buy	64480.2→66265.7	+13.41	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-15 08:08	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-14 11:34	BTC	Buy	63904.2→64603.8	+5.02	timeout
06-14 10:19	BTC	Buy	63759.2→64524.8	+5.51	timeout
06-14 08:51	BTC	Buy	63823.2→64446.8	+4.39	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+3.96	timeout
06-14 01:51	BTC	Buy	63776.2→64607.8	+6.10	timeout
06-13 10:37	BTC	Buy	63710.2→63815.8	+0.29	timeout
06-13 09:28	BTC	Buy	63753.2→63787.8	-0.27	timeout
06-13 08:27	BTC	Buy	63473.2→63778.8	+1.85	timeout
06-13 07:26	BTC	Buy	62997.1→63741.8	+5.45	timeout
06-12 17:42	BTC	Buy	63294.2→63783.8	+3.40	timeout
06-12 10:04	BTC	Buy	62832.1→63678.8	+6.19	timeout
06-12 09:04	BTC	Buy	62903.1→63408.8	+3.50	timeout
06-12 07:52	BTC	Buy	62664.1→62981.9	+2.05	timeout
06-12 06:48	BTC	Buy	62818.1→62961.9	+0.65	timeout
06-11 16:00	BTC	Buy	62568.1→62756.9	+0.92	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 19:00	BTC	Buy	61726.1→61860.9	+0.58	timeout
06-10 16:13	BTC	Buy	61058.1→62352.9	+10.10	timeout
06-10 15:12	BTC	Buy	61543.1→61893.9	+2.36	timeout
06-10 14:13	BTC	Buy	62074.1→62084.9	-0.39	timeout
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62608.1→61066.4	-12.77	stop_loss
06-09 14:43	BTC	Buy	62830.1→61283.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:25	BTC	Buy	63662.2→62263.9	-11.41	timeout
06-09 12:24	BTC	Buy	62940.1→62703.9	-2.27	timeout
06-09 01:53	BTC	Buy	63094.2→62763.9	-3.06	timeout
06-08 22:38	BTC	Buy	63230.2→63304.8	+0.11	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

42%

win rate

-498.47

total pnl ($)

-65.7 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	151	42%	-65.7	-498.47

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…