deribit_basis_zscore_fear_gate_long_v60

not live
89
closed trades
51%
win rate
-201.05
total pnl ($)
0.933
weight
7d window — n=21 wr=52% pnl=-49.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:43BTCBuy60051→60254+1.22timeout
06-28 05:39BTCBuy60594→59882-6.32timeout
06-27 07:43BTCBuy59921→60410+3.62timeout
06-27 00:57BTCBuy59212→60005+6.24timeout
06-26 18:21BTCBuy59817→60001+1.02timeout
06-26 11:43BTCBuy59967→59372-5.43timeout
06-26 05:21BTCBuy59460→59909+3.33timeout
06-25 13:48BTCBuy61144.1→59273.4-15.74stop_loss
06-25 13:46BTCBuy61637.1→59751.1-15.71stop_loss
06-25 12:11BTCBuy61053.1→61203.9+0.83timeout
06-25 05:47BTCBuy59213→61486.9+18.76timeout
06-24 15:56BTCBuy62158.1→60256.8-15.73stop_loss
06-24 15:08BTCBuy62721.1→60802.5-15.68stop_loss
06-24 08:31BTCBuy62461.1→62675.9+1.26timeout
06-23 20:20BTCBuy62376.1→62463.9+0.26timeout
06-23 03:42BTCBuy65064.3→63961.8-8.94timeout
06-22 22:42BTCBuy64077.2→63884.8-1.95timeout
06-22 16:50BTCBuy64047.2→64613.8+3.94timeout
06-22 10:27BTCBuy63743.2→64144.8+2.63timeout
06-22 04:23BTCBuy64207.2→63970.8-2.30timeout
06-21 22:17BTCBuy64242.2→63667.8-4.96timeout
06-21 16:20BTCBuy64495.2→64153.8-3.07timeout
06-21 09:51BTCBuy64063.2→64141.8+0.20timeout
06-21 03:25BTCBuy64192.2→64393.8+1.12timeout
06-20 21:10BTCBuy63460.2→63902.8+3.03timeout
06-20 14:56BTCBuy63327.2→63921.8+4.21timeout
06-20 08:35BTCBuy63033.2→63439.8+2.74timeout
06-20 02:11BTCBuy63040.2→63469.8+2.97timeout
06-19 19:24BTCBuy62751.1→62980.9+1.36timeout
06-19 13:31BTCBuy62931.1→62787.9-1.54timeout
06-19 07:20BTCBuy62664.1→62692.9-0.20timeout
06-19 01:34BTCBuy64119.2→62826.9-10.47timeout
06-18 15:57BTCBuy64228.2→62262.7-15.61stop_loss
06-18 13:24BTCBuy64656.2→64291.8-3.27timeout
06-18 07:30BTCBuy64412.2→64260.8-1.62timeout
06-18 01:29BTCBuy64913.2→64635.8-2.62timeout
06-17 19:29BTCBuy65524.3→64496.8-8.31timeout
06-17 13:14BTCBuy65745.3→65076.7-5.56timeout
06-17 07:08BTCBuy65715.3→65567.7-1.59timeout
06-17 01:01BTCBuy66431.3→65710.7-5.90timeout
06-16 19:00BTCBuy66413.3→65817.7-4.97timeout
06-16 00:57BTCBuy66557.3→66226.7-2.92timeout
06-15 18:09BTCBuy65849.3→66765.7+6.45timeout
06-15 09:20BTCBuy64738.2→65731.7+7.23timeout
06-14 23:18BTCBuy64528.2→65582.7+7.70timeout
06-14 17:16BTCBuy64349.2→63944.8-3.63timeout
06-14 11:15BTCBuy64430.2→64541.8+0.41timeout
06-14 05:12BTCBuy63952.2→64316.8+2.41timeout
06-13 22:45BTCBuy63841.2→64485.8+4.58timeout
06-13 16:42BTCBuy63593.2→64032.8+3.01timeout
06-13 09:33BTCBuy63555.2→63790.8+1.36timeout
06-12 23:24BTCBuy63815.2→63419.8-3.57timeout
06-12 17:48BTCBuy63339.2→63828.8+3.41timeout
06-12 11:40BTCBuy63671.2→63679.8-0.42timeout
06-12 05:36BTCBuy63184.2→63431.8+1.48timeout
06-11 19:06BTCBuy62649.1→63452.8+5.90timeout
06-11 04:01BTCBuy62525.1→62597.9+0.06timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 03:08BTCBuy61567.1→62016.9+3.26timeout
06-09 14:46BTCBuy63168.2→61236.3-15.75stop_loss
06-09 08:14BTCBuy63220.2→62885.9-3.11timeout
06-09 02:11BTCBuy63745.2→62721.9-8.47timeout
06-08 20:05BTCBuy63167.2→63350.8+0.99timeout
06-08 14:00BTCBuy63238.2→63762.8+3.68timeout
06-08 08:04BTCBuy61469.1→63136.8+13.11timeout
06-08 01:59BTCBuy61706.1→63176.8+11.43timeout
06-07 19:48BTCBuy62227.1→61197.9-8.70timeout
06-07 13:58BTCBuy61477.1→61767.9+1.90timeout
06-07 07:43BTCBuy60577→62170.9+12.72timeout
06-07 01:34BTCBuy60756→61516.9+5.78timeout
06-06 04:33BTCBuy61473.1→59592.2-15.75stop_loss
06-06 03:21BTCBuy60650→60828+1.01timeout
06-05 13:59BTCBuy62599.1→60683.6-15.75stop_loss
06-05 13:52BTCBuy62978.1→61049.4-15.76stop_loss
06-05 06:20BTCBuy63662.2→61714-15.72stop_loss
06-05 03:47BTCBuy63728.2→62767.9-7.96timeout
06-04 21:42BTCBuy62820.1→63201.8+2.60timeout
06-04 10:29BTCBuy64407.2→62436.6-15.72stop_loss
06-04 00:39BTCBuy64997.2→63009.3-15.74stop_loss
06-03 20:55BTCBuy66858.3→64810.3-15.78stop_loss
06-03 16:38BTCBuy66353.3→65825.7-4.46timeout
06-03 11:52BTCBuy66693.3→67061.6+2.25timeout
06-03 04:06BTCBuy67409.4→66438.7-7.66timeout
06-02 14:23BTCBuy70036.5→67894.6-15.76stop_loss
06-02 14:09BTCBuy70886.5→68460.3-17.58stop_loss
05-31 23:17BTCBuy73878.7→73919.3-0.16timeout
05-31 03:24BTCBuy73856.7→74144.3+1.47timeout
05-29 19:48BTCBuy73376.7→73616.3+1.16timeout
05-29 02:41BTCBuy72967.6→73400.3+2.45timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
51%
win rate
-201.05
total pnl ($)
-45.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8951%-45.0-201.05

Recent bounces (last 20 of 1)

timesymsidereason
06-28 15:40BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems