deribit_basis_zscore_fear_gate_long_v61 · strategy

closed trades

41%

win rate

-314.03

total pnl ($)

0.404

weight

7d window — n=23 wr=30% pnl=-142.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 82 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:14	BTC	Buy	59982→59492	-4.53	timeout
06-28 20:29	BTC	Buy	60235→59722	-4.69	timeout
06-28 14:26	BTC	Buy	60596→60090	-4.66	timeout
06-28 07:48	BTC	Buy	60468→60219	-2.52	timeout
06-27 13:45	BTC	Buy	59456→60567	+8.88	timeout
06-27 07:36	BTC	Buy	60535→60403	-1.55	timeout
06-27 01:22	BTC	Buy	59525→59947	+3.06	timeout
06-26 19:06	BTC	Buy	59342→59657	+2.08	timeout
06-25 18:30	BTC	Buy	59652→59645	-0.48	timeout
06-25 13:53	BTC	Buy	60944→58767.7	-18.26	stop_loss
06-25 13:53	BTC	Buy	61231.1→59052.5	-18.24	stop_loss
06-25 13:46	BTC	Buy	61793.1→59594.2	-18.22	stop_loss
06-24 16:47	BTC	Buy	62188.1→59970	-18.10	stop_loss
06-24 15:45	BTC	Buy	62699.1→60467.7	-18.22	stop_loss
06-24 15:38	BTC	Buy	62825.1→60583.7	-18.28	stop_loss
06-24 12:09	BTC	Buy	62463.1→62874.9	+2.84	timeout
06-24 06:28	BTC	Buy	62739.1→62812.9	+0.09	timeout
06-24 00:31	BTC	Buy	63958.2→62783.9	-9.64	timeout
06-23 08:28	BTC	Buy	64182.2→61895.9	-18.19	stop_loss
06-23 08:20	BTC	Buy	64610.2→62304.7	-18.27	stop_loss
06-23 02:59	BTC	Buy	64243.2→64172.8	-1.00	timeout
06-22 21:03	BTC	Buy	63790.2→64441.8	+4.65	timeout
06-22 14:24	BTC	Buy	64055.2→65012.7	+6.92	timeout
06-22 07:46	BTC	Buy	64214.2→64230.8	-0.31	timeout
06-21 21:24	BTC	Buy	63921.2→63657.8	-2.51	timeout
06-21 14:47	BTC	Buy	63852.2→63997.8	+0.75	timeout
06-21 05:22	BTC	Buy	63695.2→64215.8	+3.64	timeout
06-20 13:14	BTC	Buy	62774.1→63557.8	+5.75	timeout
06-20 07:07	BTC	Buy	62788.1→63586.8	+5.90	timeout
06-20 01:26	BTC	Buy	62963.1→63373.8	+2.80	timeout
06-19 19:19	BTC	Buy	62647.1→62999.8	+2.34	timeout
06-19 07:46	BTC	Buy	64396.2→62504.9	-15.09	timeout
06-18 19:40	BTC	Buy	64228.2→62872.9	-10.82	timeout
06-18 15:55	BTC	Buy	64703.2→62400.7	-18.05	stop_loss
06-18 13:43	BTC	Buy	65226.3→63899.8	-10.61	timeout
06-18 01:19	BTC	Buy	65632.3→64630.8	-8.16	timeout
06-17 19:16	BTC	Buy	65586.3→65142.7	-3.85	timeout
06-17 13:10	BTC	Buy	66120.3→64974.8	-9.14	timeout
06-17 07:13	BTC	Buy	66341.3→65660.7	-5.55	timeout
06-16 21:22	BTC	Buy	66505.3→65713.7	-6.50	timeout
06-16 12:17	BTC	Buy	66188.3→66590.7	+2.51	timeout
06-16 06:10	BTC	Buy	65836.3→66112.7	+1.73	timeout
06-15 21:20	BTC	Buy	64754.2→66495.7	+12.94	timeout
06-15 07:03	BTC	Buy	64262.2→65737.7	+11.01	timeout
06-15 00:58	BTC	Buy	64532.2→65609.7	+7.87	timeout
06-14 18:25	BTC	Buy	64135.2→63698.8	-3.94	timeout
06-14 11:07	BTC	Buy	63853.2→64470.8	+4.38	timeout
06-14 04:50	BTC	Buy	63633.2→64322.8	+5.01	timeout
06-13 21:14	BTC	Buy	63575.2→64225.8	+4.65	timeout
06-13 11:48	BTC	Buy	63805.2→63873.8	-0.00	timeout
06-13 05:40	BTC	Buy	63348.2→63543.8	+1.10	timeout
06-12 23:39	BTC	Buy	63485.2→63445.8	-0.86	timeout
06-12 17:42	BTC	Buy	63336.2→63819.8	+3.36	timeout
06-12 11:04	BTC	Buy	63158.2→63765.8	+4.28	timeout
06-11 16:02	BTC	Buy	62477.1→62704.9	+1.26	timeout
06-11 08:19	BTC	Buy	61601.1→62803.9	+9.17	timeout
06-10 15:09	BTC	Buy	61614.1→61965.9	+2.36	timeout
06-09 16:05	BTC	Buy	63167.2→60919.5	-18.29	stop_loss
06-09 15:57	BTC	Buy	63219.2→60969.4	-18.37	stop_loss
06-09 08:05	BTC	Buy	63148.2→62945.9	-2.11	timeout
06-09 02:01	BTC	Buy	63107.2→62751.9	-3.25	timeout
06-08 20:36	BTC	Buy	61697.1→63258.8	+12.16	timeout
06-08 14:21	BTC	Buy	61973.1→63733.8	+13.72	timeout
06-08 07:51	BTC	Buy	62213.1→63269.8	+8.01	timeout
06-07 22:15	BTC	Buy	61405.1→64101.8	+21.52	take_profit
06-07 19:43	BTC	Buy	60575→61196.9	+4.72	timeout
06-07 13:34	BTC	Buy	60740→61828.9	+8.49	timeout
06-06 22:16	BTC	Buy	61489.1→60649	-7.21	timeout
06-06 15:19	BTC	Buy	60799→60396	-3.76	timeout
06-05 14:04	BTC	Buy	62742.1→60507.7	-18.26	stop_loss
06-05 09:44	BTC	Buy	62879.1→62782.9	-1.19	timeout
06-05 06:22	BTC	Buy	63616.2→61346.2	-18.26	stop_loss
06-05 06:22	BTC	Buy	63712.2→61435.2	-18.28	stop_loss
06-05 04:59	BTC	Buy	64355.2→63567.8	-6.51	timeout
06-04 01:16	BTC	Buy	65258.3→62936.4	-18.24	stop_loss
06-04 00:24	BTC	Buy	66380.3→64017.8	-18.23	stop_loss
06-03 23:07	BTC	Buy	66810.3→64414.6	-18.48	stop_loss
06-03 20:55	BTC	Buy	67158.4→64764.4	-18.29	stop_loss
06-03 18:46	BTC	Buy	67207.4→66088.7	-8.83	timeout
06-02 15:37	BTC	Buy	69501.5→67028.1	-18.25	stop_loss
06-02 14:10	BTC	Buy	70822.5→68299.4	-18.29	stop_loss
05-30 07:49	BTC	Buy	73377.7→73503.3	+0.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-314.03

total pnl ($)

-76.4 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	82	41%	-76.4	-314.03

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 04:51	BTC	Buy	circuit_breaker
06-28 22:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…