deribit_basis_zscore_fear_gate_long_v56 · strategy

closed trades

48%

win rate

-162.76

total pnl ($)

0.740

weight

7d window — n=16 wr=44% pnl=-61.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 20:04	BTC	Buy	60022→60471	+3.22	timeout
06-28 11:44	BTC	Buy	60032→60272	+1.52	timeout
06-28 05:42	BTC	Buy	60590→59889	-6.23	timeout
06-27 00:57	BTC	Buy	59220→60005	+6.18	timeout
06-26 13:19	BTC	Buy	60318→58472.8	-15.76	stop_loss
06-26 12:30	BTC	Buy	59744→59708	-0.77	timeout
06-26 06:14	BTC	Buy	59390→59699	+2.15	timeout
06-25 13:48	BTC	Buy	61200.1→59318.4	-15.82	stop_loss
06-25 13:46	BTC	Buy	61611.1→59721.1	-15.76	stop_loss
06-25 11:45	BTC	Buy	61022.1→61281.9	+1.67	timeout
06-25 05:40	BTC	Buy	59396→61525.9	+17.49	timeout
06-24 14:20	BTC	Buy	62743.1→60822.5	-15.74	stop_loss
06-24 14:19	BTC	Buy	62875.1→60950.5	-15.75	stop_loss
06-24 11:24	BTC	Buy	62597.1→62331.9	-2.58	timeout
06-24 00:07	BTC	Buy	62443.1→62796.9	+2.39	timeout
06-23 17:51	BTC	Buy	63402.2→62452.9	-7.94	timeout
06-19 20:46	BTC	Buy	62631.1→63144.8	+3.63	timeout
06-16 23:03	BTC	Buy	66615.3→65775.7	-6.79	timeout
06-16 16:40	BTC	Buy	65845.3→65832.7	-0.59	timeout
06-16 04:28	BTC	Buy	67132.4→66000.7	-8.86	timeout
06-15 22:21	BTC	Buy	65693.3→66354.7	+4.56	timeout
06-15 16:03	BTC	Buy	65827.3→67120.6	+9.34	timeout
06-15 09:51	BTC	Buy	65497.3→65550.7	-0.04	timeout
06-14 19:00	BTC	Buy	64265.2→63792.8	-4.16	timeout
06-14 12:55	BTC	Buy	64534.2→64281.8	-2.41	timeout
06-14 06:31	BTC	Buy	64188.2→64321.8	+0.59	timeout
06-13 23:08	BTC	Buy	63861.2→64437.8	+4.05	timeout
06-13 16:50	BTC	Buy	63634.2→63912.8	+1.74	timeout
06-12 19:44	BTC	Buy	63037.2→63621.8	+4.19	timeout
06-12 05:37	BTC	Buy	63120.2→63399.8	+1.74	timeout
06-11 23:00	BTC	Buy	63101.2→63444.8	+2.21	timeout
06-11 16:53	BTC	Buy	62775.1→62595.9	-1.91	timeout
06-11 10:20	BTC	Buy	61093.1→62796.9	+13.42	timeout
06-11 03:50	BTC	Buy	62259.1→62410.9	+0.70	timeout
06-10 20:20	BTC	Buy	61597.1→61776.9	+0.98	timeout
06-09 14:46	BTC	Buy	63188.2→61251.3	-15.78	stop_loss
06-09 07:04	BTC	Buy	63506.2→63356.8	-1.65	timeout
06-09 01:04	BTC	Buy	63714.2→62612.9	-9.09	timeout
06-08 19:00	BTC	Buy	62975.1→63422.8	+3.08	timeout
06-08 12:58	BTC	Buy	63624.2→63841.8	+1.25	timeout
06-08 07:00	BTC	Buy	61997.1→62972.9	+7.41	timeout
06-08 00:58	BTC	Buy	61984.1→63600.8	+12.56	timeout
06-07 18:48	BTC	Buy	62112.1→62195.9	+0.25	timeout
06-07 12:42	BTC	Buy	60782→61741.9	+7.44	timeout
06-07 06:39	BTC	Buy	60629→62126.9	+11.93	timeout
06-07 00:30	BTC	Buy	60626→60816	+1.11	timeout
06-06 18:08	BTC	Buy	61016.1→60476	-4.85	timeout
06-05 18:51	BTC	Buy	61396.1→59518.2	-15.75	stop_loss
06-05 14:04	BTC	Buy	62520.1→60607.6	-15.75	stop_loss
06-05 06:23	BTC	Buy	63210.2→61276.3	-15.74	stop_loss
06-05 06:21	BTC	Buy	63436.2→61490.2	-15.77	stop_loss
06-05 04:37	BTC	Buy	63551.2→63078.8	-4.14	timeout
06-04 22:02	BTC	Buy	63149.2→63336.8	+1.05	timeout
06-04 17:12	BTC	Buy	63772.2→63688.8	-1.14	timeout
06-04 00:29	BTC	Buy	65479.3→63476.1	-15.74	stop_loss
06-04 00:24	BTC	Buy	66038.3→64017.8	-15.74	stop_loss
06-03 19:00	BTC	Buy	66883.3→66030.7	-6.85	timeout
06-03 14:02	BTC	Buy	66710.3→66810.7	+0.28	timeout
06-03 03:50	BTC	Buy	67559.4→65473	-15.90	stop_loss
06-02 13:36	BTC	Buy	70944.5→68761.2	-15.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-162.76

total pnl ($)

-54.0 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	60	48%	-54.0	-162.76

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…