deribit_basis_zscore_fear_gate_long_v44 · strategy

136

closed trades

43%

win rate

-212.17

total pnl ($)

0.703

weight

7d window — n=30 wr=30% pnl=-67.95 · 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 01:56	BTC	Buy	59491→59894	+1.51	timeout
06-29 23:46	BTC	Buy	59701→60241	+2.05	timeout
06-29 10:57	BTC	Buy	60145→60058	-0.66	timeout
06-29 07:50	BTC	Buy	60233→60065	-0.93	timeout
06-29 05:22	BTC	Buy	59965→59607	-1.73	timeout
06-28 21:09	BTC	Buy	60331→59663	-3.00	timeout
06-28 19:05	BTC	Buy	60570→59478	-4.73	timeout
06-28 09:07	BTC	Buy	60458→60359	-0.64	timeout
06-27 19:37	BTC	Buy	59875→60065	+0.59	timeout
06-27 05:42	BTC	Buy	59881→60179	+1.02	timeout
06-27 03:35	BTC	Buy	59186→60326	+4.59	timeout
06-26 20:37	BTC	Buy	59579→59577	-0.28	timeout
06-26 18:33	BTC	Buy	59503→59804	+0.98	timeout
06-26 14:25	BTC	Buy	59360→60076	+2.76	timeout
06-26 02:24	BTC	Buy	59746→58276.9	-6.36	stop_loss
06-26 02:16	BTC	Buy	59997→58517.8	-6.39	stop_loss
06-25 17:51	BTC	Buy	59415→59408	-0.24	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-6.36	stop_loss
06-25 13:53	BTC	Buy	60447→58958.6	-6.34	stop_loss
06-25 13:48	BTC	Buy	61006.1→59505.3	-6.35	stop_loss
06-25 13:46	BTC	Buy	61080.1→59578.2	-6.35	stop_loss
06-24 16:51	BTC	Buy	61288.1→59747.1	-6.50	stop_loss
06-24 14:14	BTC	Buy	62565.1→61097.9	-6.08	timeout
06-24 13:44	BTC	Buy	62931.1→61376.2	-6.40	stop_loss
06-24 12:08	BTC	Buy	62458.1→62813.9	+1.20	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+0.66	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-1.47	timeout
06-24 05:38	BTC	Buy	63425.2→63029.8	-1.81	timeout
06-23 08:17	BTC	Buy	63980.2→62403.7	-6.39	stop_loss
06-23 07:01	BTC	Buy	63965.2→62921.9	-4.32	timeout
06-23 06:21	BTC	Buy	64155.2→62555.6	-6.47	stop_loss
06-23 04:59	BTC	Buy	64083.2→63639.8	-1.97	timeout
06-22 22:50	BTC	Buy	63696.2→63909.8	+0.61	timeout
06-22 18:55	BTC	Buy	64157.2→64366.8	+0.57	timeout
06-22 08:15	BTC	Buy	64083.2→64270.8	+0.48	timeout
06-22 06:11	BTC	Buy	64183.2→64215.8	-0.11	timeout
06-22 03:34	BTC	Buy	64332.2→64245.8	-0.60	timeout
06-21 21:22	BTC	Buy	63924.2→63657.8	-1.27	timeout
06-21 17:45	BTC	Buy	63811.2→64123.8	+1.04	timeout
06-21 05:50	BTC	Buy	63595.2→64213.8	+2.21	timeout
06-20 00:53	BTC	Buy	62993.1→63490.8	+1.76	timeout
06-19 22:49	BTC	Buy	62828.1→63327.8	+1.74	timeout
06-19 20:38	BTC	Buy	63104.2→63024.8	-0.56	timeout
06-19 18:34	BTC	Buy	62766.1→63125.8	+1.20	timeout
06-19 16:37	BTC	Buy	62555.1→63274.8	+2.66	timeout
06-18 15:53	BTC	Buy	64011.2→62435.6	-6.34	stop_loss
06-18 15:51	BTC	Buy	64083.2→62506.6	-6.30	stop_loss
06-18 15:40	BTC	Buy	64232.2→62652.5	-6.22	stop_loss
06-18 15:40	BTC	Buy	64284.2→62702.5	-6.35	stop_loss
06-18 15:38	BTC	Buy	64410.2→62824.4	-6.33	stop_loss
06-18 11:48	BTC	Buy	64834.2→63892.8	-3.89	timeout
06-18 09:49	BTC	Buy	64976.2→64222.8	-3.18	timeout
06-18 05:03	BTC	Buy	65319.3→63710.9	-6.39	stop_loss
06-18 04:11	BTC	Buy	65416.3→63803.9	-6.40	stop_loss
06-17 19:42	BTC	Buy	65712.3→64088.7	-6.40	stop_loss
06-17 15:13	BTC	Buy	65835.3→65087.7	-3.07	timeout
06-17 11:05	BTC	Buy	66132.3→64496.5	-6.45	stop_loss
06-17 08:44	BTC	Buy	66507.3→64871.3	-6.38	stop_loss
06-17 08:31	BTC	Buy	66771.3→65129.2	-6.36	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-3.42	timeout
06-16 12:56	BTC	Buy	66566.3→66366.7	-1.01	timeout
06-16 10:56	BTC	Buy	65888.3→66512.7	+2.12	timeout
06-16 08:07	BTC	Buy	65710.3→66339.7	+2.19	timeout
06-16 05:49	BTC	Buy	65753.3→66035.7	+0.88	timeout
06-15 22:17	BTC	Buy	65094.3→66339.7	+4.53	timeout
06-15 11:10	BTC	Buy	64495.2→65969.7	+5.49	timeout
06-15 09:09	BTC	Buy	64437.2→65683.7	+4.62	timeout
06-15 02:42	BTC	Buy	64483.2→65590.7	+4.05	timeout
06-14 13:54	BTC	Buy	64072.2→64263.8	+0.52	timeout
06-14 11:52	BTC	Buy	63892.2→64595.8	+2.53	timeout
06-14 09:51	BTC	Buy	63718.2→64572.8	+3.10	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+1.98	timeout
06-14 01:52	BTC	Buy	63799.2→64607.8	+2.96	timeout
06-13 12:02	BTC	Buy	63717.2→63933.8	+0.59	timeout
06-13 09:42	BTC	Buy	63825.2→63783.8	-0.43	timeout
06-13 07:27	BTC	Buy	62990.1→63754.8	+2.80	timeout
06-13 05:22	BTC	Buy	63473.2→63538.8	+0.04	timeout
06-12 13:43	BTC	Buy	62783.1→63054.8	+0.82	timeout
06-12 11:04	BTC	Buy	63163.2→63827.8	+2.37	timeout
06-12 08:52	BTC	Buy	62917.1→63406.8	+1.69	timeout
06-12 00:44	BTC	Buy	61759.1→63623.8	+7.26	timeout
06-11 22:36	BTC	Buy	61280.1→63548.8	+8.97	timeout
06-11 12:41	BTC	Buy	61646.1→62750.9	+4.20	timeout
06-11 10:39	BTC	Buy	61267.1→62866.9	+6.23	timeout
06-11 08:23	BTC	Buy	61567.1→62841.9	+4.88	timeout
06-10 19:00	BTC	Buy	61735.1→61850.9	+0.21	timeout
06-10 15:25	BTC	Buy	61448.1→62316.9	+3.28	timeout
06-09 16:40	BTC	Buy	62277.1→60734.6	-6.42	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-6.37	stop_loss
06-09 14:16	BTC	Buy	63472.2→61909.9	-6.38	stop_loss
06-09 13:36	BTC	Buy	63697.2→62116.8	-6.42	stop_loss
06-08 22:59	BTC	Buy	62836.1→63413.8	+2.06	timeout
06-08 20:59	BTC	Buy	61875.1→63428.8	+6.03	timeout
06-08 18:54	BTC	Buy	62086.1→63374.8	+4.93	timeout
06-08 16:57	BTC	Buy	61982.1→63473.8	+5.75	timeout
06-08 14:56	BTC	Buy	61912.1→63895.8	+7.77	timeout
06-07 22:06	BTC	Buy	60574→61721.9	+4.52	timeout
06-07 20:02	BTC	Buy	60543→61311.9	+2.97	timeout
06-07 18:05	BTC	Buy	60535→62143.9	+6.44	timeout
06-07 15:57	BTC	Buy	60765→62018.9	+4.93	timeout

Paper vs Live

Paper (trades.jsonl)

136

closed

43%

win rate

-212.17

total pnl ($)

-62.1 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	136	43%	-62.1	-212.17

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…