deribit_basis_zscore_fear_gate_long_v45 · strategy

101

closed trades

49%

win rate

-188.72

total pnl ($)

0.792

weight

7d window — n=23 wr=48% pnl=-62.72 · 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 23:42	BTC	Buy	59833→60231	+2.89	timeout
06-29 16:54	BTC	Buy	59850→59838	-0.63	timeout
06-29 10:18	BTC	Buy	59365→60280	+7.18	timeout
06-28 23:37	BTC	Buy	60245→59690	-5.08	timeout
06-28 17:12	BTC	Buy	60001→59607	-3.72	timeout
06-28 07:01	BTC	Buy	60552→60063	-4.52	timeout
06-27 23:15	BTC	Buy	60343→60049	-2.86	timeout
06-27 17:11	BTC	Buy	60245→60528	+1.90	timeout
06-27 08:21	BTC	Buy	59718→60423	+5.44	timeout
06-27 02:27	BTC	Buy	60042→60320	+1.85	timeout
06-26 14:02	BTC	Buy	59353→59909	+4.21	timeout
06-26 13:19	BTC	Buy	60223→58672.7	-13.33	stop_loss
06-26 05:59	BTC	Buy	59655→59916	+1.74	timeout
06-25 13:46	BTC	Buy	61211.1→59643.2	-13.25	stop_loss
06-25 13:44	BTC	Buy	61593.1→60013	-13.26	stop_loss
06-25 11:53	BTC	Buy	60920→61171.9	+1.61	timeout
06-25 05:47	BTC	Buy	59175→61484.9	+19.08	timeout
06-24 14:17	BTC	Buy	62620.1→61017.4	-13.24	stop_loss
06-24 13:43	BTC	Buy	63050.2→61436.2	-13.25	stop_loss
06-24 08:54	BTC	Buy	62378.1→62770.9	+2.67	timeout
06-24 02:49	BTC	Buy	62553.1→62685.9	+0.59	timeout
06-23 20:45	BTC	Buy	62306.1→62445.9	+0.67	timeout
06-23 06:22	BTC	Buy	64152.2→62509.6	-13.26	stop_loss
06-23 06:20	BTC	Buy	64479.2→62828.4	-13.26	stop_loss
06-22 21:05	BTC	Buy	64225.2→64406.8	+0.95	timeout
06-22 15:01	BTC	Buy	63933.2→65021.7	+8.01	timeout
06-22 08:59	BTC	Buy	63796.2→64134.8	+2.16	timeout
06-22 02:27	BTC	Buy	64013.2→64506.8	+3.36	timeout
06-21 19:23	BTC	Buy	64196.2→64176.8	-0.58	timeout
06-21 09:56	BTC	Buy	63997.2→64182.8	+0.94	timeout
06-21 00:50	BTC	Buy	63566.2→64272.8	+5.08	timeout
06-20 18:48	BTC	Buy	63714.2→63789.8	+0.15	timeout
06-20 12:44	BTC	Buy	63583.2→63589.8	-0.42	timeout
06-20 05:17	BTC	Buy	63036.2→63709.8	+4.90	timeout
06-19 19:38	BTC	Buy	62516.1→62978.9	+3.24	timeout
06-19 12:33	BTC	Buy	63004.2→62472.9	-4.62	timeout
06-19 05:18	BTC	Buy	62517.1→62592.9	+0.18	timeout
06-18 15:40	BTC	Buy	64417.2→62768.5	-13.15	stop_loss
06-18 13:45	BTC	Buy	64546.2→63892.8	-5.51	timeout
06-17 22:48	BTC	Buy	64866.2→64369.8	-4.27	timeout
06-17 19:41	BTC	Buy	65852.3→64166.7	-13.25	stop_loss
06-17 16:47	BTC	Buy	65963.3→65977.7	-0.36	timeout
06-17 10:44	BTC	Buy	65693.3→64896.8	-6.56	timeout
06-17 04:46	BTC	Buy	65754.3→65929.7	+0.86	timeout
06-16 22:48	BTC	Buy	66513.3→65665.7	-6.87	timeout
06-16 16:37	BTC	Buy	65832.3→65712.7	-1.40	timeout
06-16 03:42	BTC	Buy	66830.3→66049.7	-6.27	timeout
06-15 17:52	BTC	Buy	65764.3→66906.7	+8.18	timeout
06-15 11:39	BTC	Buy	65598.3→66181.7	+4.00	timeout
06-15 05:32	BTC	Buy	63885.2→65794.7	+14.49	timeout
06-14 22:49	BTC	Buy	64535.2→65382.7	+6.09	timeout
06-14 13:57	BTC	Buy	64573.2→64295.8	-2.60	timeout
06-14 07:49	BTC	Buy	64293.2→64384.8	+0.26	timeout
06-14 01:50	BTC	Buy	64103.2→64611.8	+3.53	timeout
06-13 19:49	BTC	Buy	63827.2→64291.8	+3.19	timeout
06-13 13:46	BTC	Buy	63781.2→64077.8	+1.85	timeout
06-13 07:30	BTC	Buy	63669.2→63758.8	+0.25	timeout
06-12 18:38	BTC	Buy	62835.1→63787.8	+7.12	timeout
06-12 12:37	BTC	Buy	63673.2→63473.8	-2.05	timeout
06-12 06:36	BTC	Buy	63430.2→62914.9	-4.54	timeout
06-12 00:30	BTC	Buy	62621.1→63608.8	+7.38	timeout
06-11 17:56	BTC	Buy	62669.1→63404.8	+5.37	timeout
06-11 11:45	BTC	Buy	61494.1→63079.8	+12.38	timeout
06-11 05:40	BTC	Buy	61824.1→62598.9	+5.74	timeout
06-10 23:38	BTC	Buy	60959→61501.9	+4.01	timeout
06-10 04:10	BTC	Buy	61005.1→62016.9	+7.90	timeout
06-09 15:56	BTC	Buy	62654.1→61048.4	-13.30	stop_loss
06-09 14:39	BTC	Buy	62935.1→61316.3	-13.32	stop_loss
06-09 10:11	BTC	Buy	63406.2→62669.9	-6.24	timeout
06-09 04:04	BTC	Buy	63820.2→62774.9	-8.64	timeout
06-08 22:02	BTC	Buy	63457.2→63562.8	+0.36	timeout
06-08 10:33	BTC	Buy	62795.1→63131.8	+2.24	timeout
06-08 04:28	BTC	Buy	62173.1→62924.9	+5.59	timeout
06-07 22:21	BTC	Buy	62432.1→63140.8	+5.23	timeout
06-07 16:21	BTC	Buy	61578.1→62216.9	+4.68	timeout
06-07 10:20	BTC	Buy	60712→62406.9	+13.51	timeout
06-07 04:13	BTC	Buy	60776→61499.9	+5.50	timeout
06-06 19:02	BTC	Buy	60746→60605	-1.58	timeout
06-06 04:12	BTC	Buy	61754.1→60171.9	-13.26	stop_loss
06-05 18:43	BTC	Buy	61434.1→59862.1	-13.25	stop_loss
06-05 13:57	BTC	Buy	62374.1→60777.6	-13.25	stop_loss
06-05 06:20	BTC	Buy	63230.2→61607.1	-13.28	stop_loss
06-05 06:19	BTC	Buy	63383.2→61760	-13.23	stop_loss
06-05 01:44	BTC	Buy	63754.2→63362.8	-3.51	timeout
06-04 10:49	BTC	Buy	63926.2→62289.7	-13.22	stop_loss
06-04 00:26	BTC	Buy	65462.3→63786.9	-13.24	stop_loss
06-03 23:48	BTC	Buy	65879.3→64190.7	-13.27	stop_loss
06-03 16:27	BTC	Buy	67229.4→65506	-13.29	stop_loss
06-03 12:18	BTC	Buy	67044.4→66818.7	-2.18	timeout
06-03 03:28	BTC	Buy	67791.4→66056.7	-13.25	stop_loss
06-02 14:10	BTC	Buy	70120.5→68326.4	-13.26	stop_loss
06-02 12:59	BTC	Buy	70767.5→68956.1	-13.31	stop_loss
06-01 02:26	BTC	Buy	73561.7→73491.3	-0.96	timeout
05-31 18:22	BTC	Buy	74003.7→73595.3	-3.24	timeout
05-31 12:33	BTC	Buy	74004.7→73897.3	-1.24	timeout
05-31 03:01	BTC	Buy	73925.7→74075.3	+0.53	timeout
05-29 19:48	BTC	Buy	73376.7→73614.3	+1.15	timeout
05-29 11:33	BTC	Buy	73675.7→73498.3	-1.67	timeout
05-29 04:46	BTC	Buy	73393.7→73387.3	-0.55	timeout
05-29 04:46	BTC	Buy	73393.7→73218.3	-1.71	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

49%

win rate

-188.72

total pnl ($)

-37.1 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	101	49%	-37.1	-188.72

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…