deribit_basis_zscore_fear_gate_long_v5 · strategy

155

closed trades

38%

win rate

-570.18

total pnl ($)

0.540

weight

7d window — n=30 wr=37% pnl=-93.55 · 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 07:04	BTC	Buy	60035→59588	-4.15	timeout
06-29 13:21	BTC	Buy	60096→60122	-0.35	timeout
06-29 10:23	BTC	Buy	60138→60220	+0.08	timeout
06-29 09:05	BTC	Buy	60317→59811	-4.79	timeout
06-29 05:18	BTC	Buy	59980→59600	-3.64	timeout
06-28 21:17	BTC	Buy	60353→59630	-6.46	timeout
06-28 09:49	BTC	Buy	60381→60270	-1.40	timeout
06-28 08:36	BTC	Buy	60394→60237	-1.76	timeout
06-28 07:23	BTC	Buy	60405→60115	-2.88	timeout
06-27 20:53	BTC	Buy	59746→60251	+3.84	timeout
06-27 19:44	BTC	Buy	59904→60165	+1.78	timeout
06-27 03:44	BTC	Buy	59463→60283	+6.45	timeout
06-27 02:37	BTC	Buy	58842.9→60223	+11.28	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.34	timeout
06-26 16:49	BTC	Buy	59245→60136	+6.98	timeout
06-26 15:18	BTC	Buy	58941.9→59900	+7.58	timeout
06-26 02:13	BTC	Buy	60130→58650.7	-12.74	stop_loss
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59842→58369.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60495→59007.5	-12.65	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 10:19	BTC	Buy	62404.1→62516.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-24 06:43	BTC	Buy	62927.1→62794.9	-1.52	timeout
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64360.2→62777.5	-12.77	stop_loss
06-23 05:25	BTC	Buy	64940.2→63343.1	-12.77	stop_loss
06-23 05:15	BTC	Buy	65134.3→63530	-12.79	stop_loss
06-22 08:23	BTC	Buy	64035.2→64264.8	+1.26	timeout
06-22 07:17	BTC	Buy	64241.2→64178.8	-0.96	timeout
06-22 06:11	BTC	Buy	64179.2→64215.8	-0.18	timeout
06-22 04:38	BTC	Buy	64492.2→63986.8	-4.39	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 07:27	BTC	Buy	63743.2→64161.8	+2.84	timeout
06-21 06:19	BTC	Buy	63636.2→64207.8	+4.03	timeout
06-21 05:01	BTC	Buy	63559.2→64254.8	+5.03	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 02:10	BTC	Buy	63474.2→64221.8	+5.41	timeout
06-20 02:42	BTC	Buy	62895.1→63360.8	+3.26	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:57	BTC	Buy	63934.2→62352.7	-12.76	stop_loss
06-18 15:57	BTC	Buy	63916.2→62344.7	-12.59	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.70	stop_loss
06-18 15:51	BTC	Buy	64151.2→62573.6	-12.48	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 11:25	BTC	Buy	64684.2→63886.8	-6.69	timeout
06-18 09:18	BTC	Buy	64936.2→64422.8	-4.44	timeout
06-18 05:04	BTC	Buy	65291.3→63686	-12.75	stop_loss
06-17 19:40	BTC	Buy	65800.3→64180.7	-12.78	stop_loss
06-17 18:36	BTC	Buy	65842.3→65445.7	-3.56	timeout
06-17 08:44	BTC	Buy	66521.3→64885.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66577.3→64929.3	-12.83	stop_loss
06-17 06:57	BTC	Buy	66418.3→65576.7	-6.81	timeout
06-16 20:19	BTC	Buy	66509.3→65743.7	-6.30	timeout
06-16 18:01	BTC	Buy	66823.3→65942.7	-7.11	timeout
06-16 12:02	BTC	Buy	66170.3→66408.7	+1.26	timeout
06-16 09:16	BTC	Buy	65685.3→66663.7	+7.00	timeout
06-16 05:49	BTC	Buy	65760.3→66034.7	+1.69	timeout
06-15 13:35	BTC	Buy	64261.2→66855.7	+19.76	timeout
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-15 08:09	BTC	Buy	64416.2→65671.7	+9.31	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-14 13:48	BTC	Buy	64045.2→64300.8	+1.55	timeout
06-14 12:43	BTC	Buy	63999.2→64315.8	+2.03	timeout
06-14 09:08	BTC	Buy	63795.2→64430.8	+4.48	timeout
06-14 08:05	BTC	Buy	63788.2→64374.8	+4.04	timeout
06-14 01:50	BTC	Buy	63778.2→64611.8	+6.12	timeout
06-13 10:36	BTC	Buy	63723.2→63810.8	+0.15	timeout
06-13 09:27	BTC	Buy	63713.2→63783.8	+0.01	timeout
06-13 08:25	BTC	Buy	63467.2→63733.8	+1.55	timeout
06-13 07:25	BTC	Buy	62984.1→63704.8	+5.26	timeout
06-12 11:16	BTC	Buy	63151.2→63782.8	+4.48	timeout
06-12 10:04	BTC	Buy	62854.1→63686.8	+6.08	timeout
06-12 09:04	BTC	Buy	62894.1→63407.8	+3.56	timeout
06-12 07:53	BTC	Buy	62687.1→62983.9	+1.97	timeout
06-12 06:48	BTC	Buy	62824.1→62974.9	+0.70	timeout
06-11 09:29	BTC	Buy	61180.1→62788.9	+12.57	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 22:17	BTC	Buy	62614.1→61070.4	-12.78	stop_loss
06-10 19:00	BTC	Buy	61726.1→61860.9	+0.58	timeout
06-10 16:13	BTC	Buy	61058.1→62352.9	+10.11	timeout
06-10 15:12	BTC	Buy	61543.1→61895.9	+2.37	timeout
06-09 15:55	BTC	Buy	62608.1→61066.4	-12.77	stop_loss
06-09 15:55	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62798.1→61251.3	-12.77	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63176.2→62599.9	-4.96	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

38%

win rate

-570.18

total pnl ($)

-73.2 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	155	38%	-73.2	-570.18

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…