deribit_basis_zscore_fear_gate_long_v46

not live
91
closed trades
44%
win rate
-237.79
total pnl ($)
0.787
weight
7d window — n=25 wr=40% pnl=-74.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:08BTCBuy60003→59767-2.40timeout
06-28 08:32BTCBuy60238→60184-0.90timeout
06-28 02:26BTCBuy60620→60055-5.11timeout
06-27 19:48BTCBuy60466→60123-3.26timeout
06-27 00:09BTCBuy59414→60100+5.31timeout
06-26 17:56BTCBuy59921→59948-0.27timeout
06-26 11:47BTCBuy59889→59399-4.57timeout
06-26 05:42BTCBuy59592→59876+1.94timeout
06-25 13:48BTCBuy61233.1→59359.3-15.75stop_loss
06-25 13:46BTCBuy61533.1→59651.2-15.72stop_loss
06-25 11:35BTCBuy61031.1→61232.9+1.20timeout
06-25 05:29BTCBuy59713→61588.9+15.27timeout
06-24 15:44BTCBuy62428.1→60518.7-15.73stop_loss
06-24 14:19BTCBuy62869.1→60942.5-15.76stop_loss
06-24 11:32BTCBuy62639.1→62443.9-2.02timeout
06-24 05:35BTCBuy62618.1→62931.9+2.02timeout
06-23 23:18BTCBuy62378.1→62546.9+0.91timeout
06-23 17:22BTCBuy63537.2→62552.9-8.20timeout
06-23 08:27BTCBuy63982.2→62021.9-15.75stop_loss
06-23 03:39BTCBuy64995.2→63944.8-8.53timeout
06-22 21:10BTCBuy64146.2→64374.8+1.33timeout
06-22 15:03BTCBuy64083.2→65072.7+7.22timeout
06-22 09:00BTCBuy63833.2→64117.8+1.74timeout
06-22 02:35BTCBuy63972.2→64458.8+3.31timeout
06-21 19:44BTCBuy64186.2→64190.8-0.41timeout
06-21 09:25BTCBuy63955.2→63982.8-0.31timeout
06-21 02:50BTCBuy63883.2→64251.8+2.43timeout
06-20 17:25BTCBuy63703.2→63873.8+0.88timeout
06-20 00:48BTCBuy62326.1→63514.8+9.09timeout
06-19 18:38BTCBuy62709.1→63047.8+2.24timeout
06-19 13:15BTCBuy62963.1→62749.9-2.10timeout
06-19 06:51BTCBuy62803.1→62764.9-0.74timeout
06-18 19:11BTCBuy64022.2→62614.9-11.34timeout
06-18 15:57BTCBuy64316.2→62347.7-15.72stop_loss
06-18 13:02BTCBuy64559.2→64314.8-2.34timeout
06-18 07:16BTCBuy65180.3→64146.8-8.40timeout
06-18 01:17BTCBuy65036.3→64679.8-3.23timeout
06-17 19:21BTCBuy65477.3→64606.8-7.11timeout
06-17 13:14BTCBuy65746.3→65076.7-5.55timeout
06-17 07:19BTCBuy65629.3→65596.7-0.69timeout
06-17 01:10BTCBuy66120.3→65730.7-3.42timeout
06-16 19:00BTCBuy66419.3→65807.7-5.10timeout
06-16 09:21BTCBuy66509.3→66615.7+0.34timeout
06-16 00:00BTCBuy66220.3→66271.7-0.05timeout
06-15 17:50BTCBuy65753.3→66881.7+8.07timeout
06-15 09:23BTCBuy64641.2→65689.7+7.66timeout
06-14 21:14BTCBuy64408.2→64067.8-3.11timeout
06-14 14:47BTCBuy64466.2→63904.8-4.81timeout
06-14 08:26BTCBuy64226.2→64445.8+1.25timeout
06-14 02:15BTCBuy64164.2→64596.8+2.93timeout
06-13 20:09BTCBuy63810.2→64244.8+2.96timeout
06-13 09:28BTCBuy63513.2→63787.8+1.67timeout
06-12 23:59BTCBuy63727.2→63556.8-1.85timeout
06-12 17:49BTCBuy63343.2→63826.8+3.36timeout
06-12 11:52BTCBuy63527.2→63784.8+1.54timeout
06-12 05:41BTCBuy63323.2→63335.8-0.38timeout
06-11 23:01BTCBuy63048.2→63406.8+2.33timeout
06-11 03:59BTCBuy62609.1→62660.9-0.11timeout
06-10 20:18BTCBuy61677.1→61769.9+0.27timeout
06-10 03:08BTCBuy61567.1→62016.9+3.26timeout
06-09 14:46BTCBuy63167.2→61235.3-15.75stop_loss
06-09 08:13BTCBuy63187.2→62882.9-2.87timeout
06-09 02:18BTCBuy63679.2→62653.9-8.49timeout
06-08 20:06BTCBuy63165.2→63375.8+1.20timeout
06-08 14:03BTCBuy63113.2→63650.8+3.79timeout
06-08 07:57BTCBuy61298.1→63281.8+15.72timeout
06-08 01:53BTCBuy61804.1→63113.8+10.11timeout
06-07 19:49BTCBuy62212.1→61213.9-8.45timeout
06-07 13:47BTCBuy61423.1→61739.9+2.12timeout
06-07 07:39BTCBuy60543→62201.9+13.27timeout
06-07 01:33BTCBuy60711→61497.9+6.00timeout
06-06 04:34BTCBuy61439.1→59558.2-15.76stop_loss
06-06 03:20BTCBuy60656→60830+0.98timeout
06-05 13:59BTCBuy62585.1→60670.6-15.75stop_loss
06-05 13:51BTCBuy63040.2→61106.4-15.79stop_loss
06-05 06:19BTCBuy63717.2→61766-15.73stop_loss
06-05 03:47BTCBuy63765.2→62734.9-8.50timeout
06-04 21:44BTCBuy62864.1→63462.8+4.32timeout
06-04 10:29BTCBuy64407.2→62436.6-15.72stop_loss
06-04 00:39BTCBuy64997.2→63009.3-15.74stop_loss
06-03 20:55BTCBuy66858.3→64810.3-15.78stop_loss
06-03 16:38BTCBuy66353.3→65825.7-4.46timeout
06-03 11:33BTCBuy66500.3→67227.6+4.95timeout
06-03 03:50BTCBuy67479.4→65413-15.77stop_loss
06-02 14:23BTCBuy70035.5→67889.6-15.78stop_loss
06-02 13:13BTCBuy71005.6→68832.1-15.82stop_loss
06-01 03:44BTCBuy73615.7→73822.3+0.92timeout
05-31 19:07BTCBuy73972.7→73571.3-3.19timeout
05-30 02:52BTCBuy73004.7→73700.3+4.29timeout
05-29 19:49BTCBuy73378.7→73619.3+1.16timeout
05-29 02:37BTCBuy72924.6→73425.3+2.92timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
44%
win rate
-237.79
total pnl ($)
-52.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9144%-52.1-237.79

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems