deribit_basis_zscore_fear_gate_long_v57

not live
92
closed trades
45%
win rate
-301.84
total pnl ($)
0.318
weight
7d window — n=22 wr=23% pnl=-146.80  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 92 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 10:47BTCBuy60369→60109-2.65timeout
06-28 04:41BTCBuy60363→60125-2.43timeout
06-27 19:10BTCBuy59990→60547+4.23timeout
06-27 07:01BTCBuy60277→60323-0.07timeout
06-27 00:41BTCBuy59767→59938+0.96timeout
06-26 18:37BTCBuy59465→59755+1.88timeout
06-25 18:24BTCBuy59821→59538-2.78timeout
06-25 13:53BTCBuy60917→59053.5-15.70stop_loss
06-25 13:48BTCBuy61285.1→59397.3-15.85stop_loss
06-25 13:45BTCBuy61700.1→59812.1-15.73stop_loss
06-24 15:38BTCBuy62509.1→60596.7-15.69stop_loss
06-24 14:19BTCBuy62778.1→60841.5-15.87stop_loss
06-24 14:19BTCBuy62832.1→60888.5-15.91stop_loss
06-24 13:45BTCBuy62370.1→61491.9-7.48timeout
06-23 08:24BTCBuy64083.2→62116.8-15.77stop_loss
06-23 08:24BTCBuy64093.2→62125.8-15.75stop_loss
06-23 06:21BTCBuy64762.2→62776.5-15.80stop_loss
06-23 03:49BTCBuy64163.2→63986.8-1.82timeout
06-22 21:44BTCBuy63836.2→64159.8+2.08timeout
06-22 15:44BTCBuy64271.2→65038.7+5.45timeout
06-22 09:37BTCBuy64135.2→64082.8-0.94timeout
06-22 03:33BTCBuy64317.2→64234.8-1.17timeout
06-21 16:00BTCBuy64054.2→64174.8+0.51timeout
06-21 08:08BTCBuy63532.2→64098.8+3.94timeout
06-21 02:05BTCBuy63463.2→64212.8+5.41timeout
06-20 19:16BTCBuy63025.2→63882.8+6.37timeout
06-20 05:24BTCBuy62590.1→63696.8+8.40timeout
06-19 23:15BTCBuy62736.1→63258.8+3.68timeout
06-19 17:03BTCBuy62538.1→62964.9+2.96timeout
06-19 11:11BTCBuy63979.2→62453.9-12.29timeout
06-19 05:04BTCBuy63752.2→62566.9-9.69timeout
06-18 15:57BTCBuy64302.2→62315.7-15.63stop_loss
06-18 11:12BTCBuy64666.2→63993.8-5.73timeout
06-18 04:11BTCBuy65784.3→63743.9-15.98stop_loss
06-17 23:00BTCBuy65802.3→64289.8-11.94timeout
06-17 22:03BTCBuy65872.3→63856.9-15.74stop_loss
06-17 16:51BTCBuy65724.3→65890.7+0.76timeout
06-17 10:43BTCBuy66574.3→64879.8-13.26timeout
06-17 04:40BTCBuy65858.3→65900.7-0.17timeout
06-16 16:04BTCBuy67146.4→65872.7-9.94timeout
06-16 10:01BTCBuy65599.3→66485.7+6.30timeout
06-16 03:57BTCBuy65925.3→66091.7+0.85timeout
06-15 15:46BTCBuy63788.2→66972.7+24.53take_profit
06-15 07:51BTCBuy64393.2→65694.7+9.62timeout
06-15 01:52BTCBuy64615.2→65511.7+6.46timeout
06-14 19:51BTCBuy64306.2→63746.8-4.85timeout
06-14 13:51BTCBuy64106.2→64271.8+0.84timeout
06-14 07:50BTCBuy63799.2→64406.8+4.30timeout
06-14 01:46BTCBuy63784.2→64581.8+5.83timeout
06-13 11:25BTCBuy63845.2→63922.8+0.07timeout
06-13 05:23BTCBuy63473.2→63537.8+0.07timeout
06-12 20:55BTCBuy63372.2→63386.8-0.36timeout
06-12 13:59BTCBuy63041.2→63207.8+0.80timeout
06-12 07:07BTCBuy62632.1→63061.8+2.93timeout
06-11 22:20BTCBuy61098.1→63608.8+19.96timeout
06-11 14:52BTCBuy61881.1→62935.9+7.98timeout
06-11 08:19BTCBuy61601.1→62803.9+9.19timeout
06-10 19:46BTCBuy61816.1→61965.9+0.69timeout
06-10 13:45BTCBuy62346.1→62220.9-1.47timeout
06-09 14:46BTCBuy63169.2→61237.3-15.75stop_loss
06-09 14:16BTCBuy63799.2→61848-15.74stop_loss
06-09 09:36BTCBuy63382.2→62692.9-5.87timeout
06-09 03:33BTCBuy63163.2→62710.9-4.02timeout
06-08 22:12BTCBuy62151.1→63363.8+9.27timeout
06-08 15:59BTCBuy62048.1→63724.8+12.91timeout
06-08 09:37BTCBuy62508.1→63295.8+5.84timeout
06-08 03:21BTCBuy61662.1→63224.8+12.19timeout
06-07 21:12BTCBuy60857→61842.9+7.67timeout
06-07 15:08BTCBuy60611→61792.9+9.29timeout
06-07 09:04BTCBuy61138.1→62822.9+13.37timeout
06-07 02:58BTCBuy60940→61510.9+4.17timeout
06-05 18:52BTCBuy61346.1→59469.3-15.75stop_loss
06-05 14:04BTCBuy62466.1→60549.7-15.79stop_loss
06-05 09:42BTCBuy62875.1→62789.9-1.11timeout
06-05 06:22BTCBuy63228.2→61292.3-15.75stop_loss
06-05 06:21BTCBuy63436.2→61496.2-15.70stop_loss
06-05 06:20BTCBuy63599.2→61653.1-15.73stop_loss
06-04 10:30BTCBuy64363.2→62392.7-15.73stop_loss
06-04 00:30BTCBuy65235.3→63240.2-15.74stop_loss
06-03 23:10BTCBuy66373.3→64336.6-15.80stop_loss
06-03 20:55BTCBuy66755.3→64652.4-16.22stop_loss
06-03 20:55BTCBuy66796.3→64734.4-15.94stop_loss
06-03 03:44BTCBuy67785.4→65711.8-15.75stop_loss
06-02 14:23BTCBuy70175.5→68007.6-15.91stop_loss
06-02 13:38BTCBuy70939.5→68769.2-15.77stop_loss
06-01 00:38BTCBuy73939.7→73900.3-0.71timeout
05-31 15:02BTCBuy73907.7→73598.3-2.57timeout
05-30 14:53BTCBuy73053.7→73885.3+5.09timeout
05-30 07:48BTCBuy73376.7→73479.3+0.21timeout
05-30 02:39BTCBuy73451.7→73689.3+1.13timeout
05-29 20:15BTCBuy73416.7→73622.3+0.89timeout
05-29 13:29BTCBuy73135.7→73036.3-1.15timeout

Paper vs Live

Paper (trades.jsonl)
92
closed
45%
win rate
-301.84
total pnl ($)
-65.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9245%-65.3-301.84

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems