deribit_basis_zscore_fear_gate_long_v50 · strategy

closed trades

47%

win rate

-225.15

total pnl ($)

0.735

weight

7d window — n=22 wr=41% pnl=-82.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:14	BTC	Buy	59607→60204	+4.48	timeout
06-28 23:52	BTC	Buy	60255→59653	-5.48	timeout
06-28 17:15	BTC	Buy	59982→59639	-3.29	timeout
06-28 08:40	BTC	Buy	60250→60437	+1.10	timeout
06-28 02:28	BTC	Buy	60596→60088	-4.65	timeout
06-27 19:37	BTC	Buy	60390→60118	-2.68	timeout
06-27 01:01	BTC	Buy	59143→59984	+6.64	timeout
06-26 18:50	BTC	Buy	60296→59629	-6.04	timeout
06-26 12:31	BTC	Buy	59752→59669	-1.17	timeout
06-26 06:24	BTC	Buy	59593→60021	+3.14	timeout
06-25 13:51	BTC	Buy	61368.1→59183.4	-18.25	stop_loss
06-25 13:48	BTC	Buy	61652.1→59452.3	-18.27	stop_loss
06-25 12:15	BTC	Buy	61003.1→61178.9	+0.99	timeout
06-25 06:12	BTC	Buy	59534→61710.9	+17.85	timeout
06-24 15:37	BTC	Buy	62841.1→60603.7	-18.24	stop_loss
06-24 15:37	BTC	Buy	62840.1→60603.7	-18.21	stop_loss
06-24 06:20	BTC	Buy	62353.1→62765.9	+2.83	timeout
06-24 00:08	BTC	Buy	62459.1→62796.9	+2.26	timeout
06-23 17:51	BTC	Buy	63399.2→62462.9	-7.83	timeout
06-23 07:21	BTC	Buy	64418.2→63033.8	-11.21	timeout
06-23 01:17	BTC	Buy	65079.3→64191.8	-7.26	timeout
06-22 19:17	BTC	Buy	64183.2→64331.8	+0.68	timeout
06-22 13:12	BTC	Buy	63849.2→65117.7	+9.41	timeout
06-22 07:08	BTC	Buy	64143.2→64064.8	-1.07	timeout
06-22 01:08	BTC	Buy	64132.2→63908.8	-2.23	timeout
06-21 19:01	BTC	Buy	64276.2→64195.8	-1.05	timeout
06-21 12:43	BTC	Buy	64283.2→64030.8	-2.38	timeout
06-21 05:43	BTC	Buy	63853.2→64319.8	+3.20	timeout
06-20 13:28	BTC	Buy	63453.2→63271.8	-1.90	timeout
06-20 07:28	BTC	Buy	62963.1→63718.8	+5.55	timeout
06-20 01:27	BTC	Buy	62728.1→63396.8	+4.88	timeout
06-19 19:23	BTC	Buy	62730.1→62964.9	+1.41	timeout
06-19 13:20	BTC	Buy	63017.2→62690.9	-2.99	timeout
06-19 07:17	BTC	Buy	62686.1→62765.9	+0.21	timeout
06-19 01:20	BTC	Buy	64355.2→63018.8	-10.78	timeout
06-18 19:16	BTC	Buy	64144.2→62662.9	-11.89	timeout
06-18 13:18	BTC	Buy	64642.2→64357.8	-2.66	timeout
06-18 07:11	BTC	Buy	65100.3→64015.8	-8.78	timeout
06-18 01:09	BTC	Buy	64984.2→64690.8	-2.76	timeout
06-17 19:09	BTC	Buy	65583.3→65276.7	-2.83	timeout
06-17 13:02	BTC	Buy	65762.3→65026.7	-6.07	timeout
06-17 07:02	BTC	Buy	65726.3→65587.7	-1.52	timeout
06-17 01:00	BTC	Buy	66397.3→65688.7	-5.82	timeout
06-16 18:59	BTC	Buy	66411.3→65810.7	-5.01	timeout
06-15 23:56	BTC	Buy	66190.3→66319.7	+0.45	timeout
06-15 17:50	BTC	Buy	65753.3→66881.7	+8.07	timeout
06-15 09:20	BTC	Buy	64769.2→65729.7	+6.97	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64348.2→63943.8	-3.63	timeout
06-14 11:14	BTC	Buy	64435.2→64539.8	+0.36	timeout
06-14 05:13	BTC	Buy	63957.2→64315.8	+2.37	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 16:50	BTC	Buy	63625.2→63901.8	+1.72	timeout
06-13 09:41	BTC	Buy	63528.2→63786.8	+1.54	timeout
06-12 21:31	BTC	Buy	63779.2→63529.8	-2.43	timeout
06-12 15:26	BTC	Buy	63384.2→64260.8	+6.42	timeout
06-12 08:57	BTC	Buy	63374.2→63444.8	+0.07	timeout
06-12 01:57	BTC	Buy	62964.1→63353.8	+2.59	timeout
06-11 04:09	BTC	Buy	62421.1→62566.9	+0.65	timeout
06-10 20:19	BTC	Buy	61596.1→61808.9	+1.25	timeout
06-10 03:09	BTC	Buy	61614.1→62016.9	+2.87	timeout
06-09 16:05	BTC	Buy	63175.2→60926.5	-18.30	stop_loss
06-09 08:14	BTC	Buy	63220.2→62882.9	-3.13	timeout
06-09 02:11	BTC	Buy	63756.2→62737.9	-8.43	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:01	BTC	Buy	63120.2→63750.8	+4.52	timeout
06-08 07:59	BTC	Buy	61275.1→63267.8	+15.78	timeout
06-08 01:53	BTC	Buy	61762.1→63025.8	+9.75	timeout
06-07 19:48	BTC	Buy	62223.1→61228.9	-8.41	timeout
06-07 13:49	BTC	Buy	61452.1→61679.9	+1.39	timeout
06-07 07:42	BTC	Buy	60560→62191.9	+13.04	timeout
06-07 01:34	BTC	Buy	60756→61523.9	+5.84	timeout
06-06 10:16	BTC	Buy	61415.1→60650	-6.70	timeout
06-06 03:22	BTC	Buy	60685→60820	+0.66	timeout
06-05 14:26	BTC	Buy	62616.1→60387.8	-18.24	stop_loss
06-05 14:04	BTC	Buy	62751.1→60513.7	-18.28	stop_loss
06-05 06:22	BTC	Buy	63730.2→61462.2	-18.22	stop_loss
06-05 03:50	BTC	Buy	63708.2→62791.9	-7.61	timeout
06-04 21:42	BTC	Buy	62875.1→63220.8	+2.31	timeout
06-04 16:59	BTC	Buy	64363.2→63525.8	-7.00	timeout
06-04 01:16	BTC	Buy	65235.3→62913.4	-18.25	stop_loss
06-03 23:10	BTC	Buy	66755.3→64379.6	-18.25	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:47	BTC	Buy	66747.3→67030.6	+1.61	timeout
06-03 04:09	BTC	Buy	67548.4→66356.7	-9.28	timeout
06-02 14:27	BTC	Buy	70111.5→67614.8	-18.27	stop_loss
06-02 14:09	BTC	Buy	70939.5→68403.4	-18.35	stop_loss
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:48	BTC	Buy	73376.7→73619.3	+1.17	timeout
05-29 02:52	BTC	Buy	72881.6→73306.3	+2.40	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-225.15

total pnl ($)

-49.2 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	91	47%	-49.2	-225.15

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…