deribit_basis_zscore_fear_gate_long_v54 · strategy

closed trades

41%

win rate

-252.60

total pnl ($)

0.746

weight

7d window — n=12 wr=33% pnl=-60.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:19	BTC	Buy	59249→60421	+9.29	timeout
06-29 11:24	BTC	Buy	60277→59885	-3.85	timeout
06-28 14:27	BTC	Buy	60607→60129	-4.43	timeout
06-28 07:55	BTC	Buy	60543→60177	-3.51	timeout
06-27 05:30	BTC	Buy	59952→60142	+1.14	timeout
06-26 16:50	BTC	Buy	59342→60087	+5.73	timeout
06-26 02:24	BTC	Buy	59824→58292.9	-13.24	stop_loss
06-25 13:53	BTC	Buy	60273→58726.7	-13.20	stop_loss
06-25 13:48	BTC	Buy	60844→59282.4	-13.23	stop_loss
06-24 14:19	BTC	Buy	62472.1→60871.5	-13.26	stop_loss
06-24 14:19	BTC	Buy	62594.1→60966.5	-13.42	stop_loss
06-24 10:26	BTC	Buy	62337.1→62535.9	+1.10	timeout
06-23 06:21	BTC	Buy	64234.2→62588.6	-13.28	stop_loss
06-23 06:18	BTC	Buy	64711.2→63041.3	-13.37	stop_loss
06-22 15:44	BTC	Buy	64269.2→65027.7	+5.51	timeout
06-22 09:37	BTC	Buy	64151.2→64081.8	-1.07	timeout
06-21 14:46	BTC	Buy	63866.2→64008.8	+0.73	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-20 01:21	BTC	Buy	63047.2→63449.8	+2.74	timeout
06-19 19:18	BTC	Buy	62621.1→63013.8	+2.66	timeout
06-18 15:37	BTC	Buy	64610.2→62954.4	-13.07	stop_loss
06-18 13:22	BTC	Buy	65015.3→64338.8	-5.65	timeout
06-17 19:50	BTC	Buy	65671.3→63964.8	-13.45	stop_loss
06-17 10:59	BTC	Buy	66427.3→64727.4	-13.32	stop_loss
06-17 07:00	BTC	Buy	66399.3→65578.7	-6.66	timeout
06-16 11:01	BTC	Buy	65877.3→66507.7	+4.27	timeout
06-16 04:03	BTC	Buy	65827.3→66162.7	+2.14	timeout
06-15 05:19	BTC	Buy	64330.2→65674.7	+9.98	timeout
06-14 23:15	BTC	Buy	64430.2→65612.7	+8.68	timeout
06-14 04:44	BTC	Buy	63606.2→64357.8	+5.50	timeout
06-13 21:28	BTC	Buy	63511.2→64228.8	+5.18	timeout
06-12 23:42	BTC	Buy	63649.2→63493.8	-1.71	timeout
06-12 17:37	BTC	Buy	63197.2→63820.8	+4.47	timeout
06-11 16:02	BTC	Buy	62488.1→62694.9	+1.10	timeout
06-11 08:20	BTC	Buy	61597.1→62795.9	+9.14	timeout
06-10 15:09	BTC	Buy	61639.1→61977.9	+2.25	timeout
06-09 14:29	BTC	Buy	63169.2→61552.1	-13.25	stop_loss
06-09 13:36	BTC	Buy	63841.2→62205.8	-13.24	stop_loss
06-09 02:01	BTC	Buy	63123.2→62774.9	-3.19	timeout
06-08 13:54	BTC	Buy	61723.1→63700.8	+15.53	timeout
06-07 19:54	BTC	Buy	60593→61277.9	+5.25	timeout
06-07 13:35	BTC	Buy	60802→61805.9	+7.79	timeout
06-06 04:20	BTC	Buy	61530.1→59955	-13.25	stop_loss
06-05 18:52	BTC	Buy	60988→59427.3	-13.25	stop_loss
06-05 13:48	BTC	Buy	63110.2→61493.2	-13.26	stop_loss
06-05 06:21	BTC	Buy	63142.2→61516.1	-13.27	stop_loss
06-05 06:00	BTC	Buy	63797.2→62164.8	-13.20	stop_loss
06-04 10:27	BTC	Buy	64258.2→62582.6	-13.46	stop_loss
06-04 00:26	BTC	Buy	65293.3→63622	-13.25	stop_loss
06-03 20:55	BTC	Buy	66354.3→64652.4	-13.31	stop_loss
06-03 20:55	BTC	Buy	66545.3→64831.3	-13.38	stop_loss
06-03 03:50	BTC	Buy	67309.4→65585.9	-13.26	stop_loss
06-02 14:09	BTC	Buy	70218.5→68406.4	-13.37	stop_loss
06-02 12:35	BTC	Buy	70888.5→69070	-13.34	stop_loss
06-01 15:25	BTC	Buy	73638.7→71094.9	-17.82	stop_loss
05-30 07:49	BTC	Buy	73381.7→73502.3	+0.34	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-252.60

total pnl ($)

-89.9 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	56	41%	-89.9	-252.60

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…