deribit_basis_zscore_fear_gate_long_v62 · strategy

102

closed trades

44%

win rate

-258.25

total pnl ($)

0.489

weight

7d window — n=25 wr=44% pnl=-101.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:27	BTC	Buy	60400→59583	-8.64	timeout
06-29 23:43	BTC	Buy	59848→60228	+3.29	timeout
06-29 16:50	BTC	Buy	59803→59921	+0.55	timeout
06-29 10:19	BTC	Buy	59266→60257	+9.40	timeout
06-29 03:10	BTC	Buy	59905→60062	+1.01	timeout
06-28 21:01	BTC	Buy	60350→59619	-7.79	timeout
06-28 14:51	BTC	Buy	60128→60051	-1.33	timeout
06-28 08:01	BTC	Buy	60197→60196	-0.57	timeout
06-28 01:57	BTC	Buy	60537→60199	-3.91	timeout
06-27 19:37	BTC	Buy	60389→60130	-3.08	timeout
06-27 00:07	BTC	Buy	59444→60086	+5.92	timeout
06-26 18:01	BTC	Buy	59803→60029	+1.66	timeout
06-26 11:44	BTC	Buy	59954→59418	-5.94	timeout
06-26 05:30	BTC	Buy	59536→59928	+3.42	timeout
06-25 13:51	BTC	Buy	61284.1→59094.5	-21.97	stop_loss
06-25 13:48	BTC	Buy	61614.1→59417.3	-21.90	stop_loss
06-25 11:01	BTC	Buy	60831→61277.9	+3.85	timeout
06-25 04:58	BTC	Buy	59845→61334.9	+14.41	timeout
06-24 16:43	BTC	Buy	62354.1→60133.9	-21.85	stop_loss
06-24 15:33	BTC	Buy	62879.1→60641.6	-21.85	stop_loss
06-24 11:36	BTC	Buy	62650.1→62432.9	-2.63	timeout
06-24 05:26	BTC	Buy	62601.1→62845.9	+1.77	timeout
06-23 22:45	BTC	Buy	62232.1→62515.9	+2.21	timeout
06-23 17:19	BTC	Buy	63587.2→62524.9	-10.56	timeout
06-23 10:36	BTC	Buy	64067.2→62271.9	-17.23	timeout
06-23 04:12	BTC	Buy	64697.2→63989.8	-7.10	timeout
06-22 22:02	BTC	Buy	64128.2→64340.8	+1.45	timeout
06-22 15:45	BTC	Buy	64156.2→65003.7	+7.41	timeout
06-22 09:47	BTC	Buy	63821.2→64084.8	+1.89	timeout
06-22 03:47	BTC	Buy	64248.2→64070.8	-2.24	timeout
06-21 21:41	BTC	Buy	64149.2→63886.8	-3.00	timeout
06-21 15:35	BTC	Buy	64332.2→64163.8	-2.08	timeout
06-21 06:56	BTC	Buy	63761.2→64263.8	+4.19	timeout
06-21 00:45	BTC	Buy	63595.2→64268.8	+5.79	timeout
06-20 16:52	BTC	Buy	63558.2→64006.8	+3.67	timeout
06-20 09:51	BTC	Buy	63101.2→63648.8	+4.61	timeout
06-19 14:57	BTC	Buy	62992.1→63185.8	+1.37	timeout
06-19 08:48	BTC	Buy	63064.2→62625.9	-4.63	timeout
06-19 03:39	BTC	Buy	62873.1→62629.9	-2.83	timeout
06-18 21:31	BTC	Buy	64227.2→62935.9	-12.54	timeout
06-18 15:13	BTC	Buy	64493.2→63568.8	-8.92	timeout
06-18 09:09	BTC	Buy	64304.2→64337.8	-0.28	timeout
06-18 03:07	BTC	Buy	65104.3→64556.8	-5.60	timeout
06-17 20:52	BTC	Buy	64871.2→64271.8	-6.08	timeout
06-17 14:41	BTC	Buy	65812.3→65055.7	-7.44	timeout
06-17 08:21	BTC	Buy	65802.3→65232.7	-5.75	timeout
06-17 02:17	BTC	Buy	65885.3→65888.7	-0.52	timeout
06-16 20:31	BTC	Buy	66544.3→65717.7	-8.05	timeout
06-16 14:17	BTC	Buy	66092.3→65840.7	-2.87	timeout
06-16 08:06	BTC	Buy	66546.3→66341.7	-2.37	timeout
06-16 02:01	BTC	Buy	66360.3→66268.7	-1.38	timeout
06-15 19:59	BTC	Buy	65632.3→66500.7	+7.36	timeout
06-15 13:52	BTC	Buy	65525.3→66581.7	+9.14	timeout
06-15 07:40	BTC	Buy	63789.2→65727.7	+17.70	timeout
06-15 01:25	BTC	Buy	64311.2→65395.7	+9.56	timeout
06-14 19:22	BTC	Buy	64324.2→63788.8	-5.57	timeout
06-14 13:16	BTC	Buy	64649.2→64345.8	-3.36	timeout
06-14 07:16	BTC	Buy	64167.2→64215.8	-0.09	timeout
06-14 01:09	BTC	Buy	64136.2→64578.8	+3.63	timeout
06-13 19:08	BTC	Buy	63672.2→64136.8	+3.84	timeout
06-13 13:44	BTC	Buy	63755.2→64148.8	+3.13	timeout
06-13 07:16	BTC	Buy	63671.2→63653.8	-0.71	timeout
06-12 23:33	BTC	Buy	63707.2→63414.8	-3.36	timeout
06-12 17:41	BTC	Buy	63336.2→63788.8	+3.74	timeout
06-12 11:35	BTC	Buy	63475.2→63647.8	+1.05	timeout
06-12 05:35	BTC	Buy	63201.2→63436.8	+1.67	timeout
06-11 22:59	BTC	Buy	63118.2→63506.8	+3.08	timeout
06-11 16:54	BTC	Buy	62770.1→62608.9	-2.12	timeout
06-11 09:55	BTC	Buy	61248.1→62948.9	+16.04	timeout
06-11 02:51	BTC	Buy	61903.1→62077.9	+1.12	timeout
06-10 20:18	BTC	Buy	61597.1→61812.9	+1.53	timeout
06-10 07:46	BTC	Buy	61794.1→62016.9	+1.69	timeout
06-10 01:46	BTC	Buy	62352.1→62016.9	-3.70	timeout
06-09 16:05	BTC	Buy	63169.2→60914.5	-22.02	stop_loss
06-09 06:48	BTC	Buy	63394.2→63351.8	-0.97	timeout
06-09 00:33	BTC	Buy	63168.2→62605.9	-5.90	timeout
06-08 18:26	BTC	Buy	63016.2→63551.8	+4.51	timeout
06-08 10:28	BTC	Buy	62942.1→63097.8	+0.95	timeout
06-08 04:31	BTC	Buy	62221.1→62852.9	+5.54	timeout
06-07 22:26	BTC	Buy	62503.1→62973.9	+3.98	timeout
06-07 16:22	BTC	Buy	61549.1→62245.9	+6.21	timeout
06-07 10:20	BTC	Buy	60717→62379.9	+15.90	timeout
06-07 04:13	BTC	Buy	60788→61511.9	+6.60	timeout
06-06 18:08	BTC	Buy	61016.1→60476	-5.82	timeout
06-06 10:16	BTC	Buy	61489.1→60708	-8.19	timeout
06-06 03:19	BTC	Buy	60799→60854	-0.01	timeout
06-05 14:04	BTC	Buy	62742.1→60507.7	-21.91	stop_loss
06-05 14:04	BTC	Buy	62844.1→60607.6	-21.89	stop_loss
06-05 06:22	BTC	Buy	63616.2→61346.2	-21.92	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-9.30	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+4.78	timeout
06-04 16:56	BTC	Buy	64357.2→63526.8	-8.33	timeout
06-04 01:16	BTC	Buy	65236.3→62914.4	-21.89	stop_loss
06-03 20:55	BTC	Buy	67089.4→64652.4	-22.36	stop_loss
06-03 16:39	BTC	Buy	66340.3→65885.7	-4.69	timeout
06-03 11:33	BTC	Buy	66509.3→67225.6	+5.84	timeout
06-03 03:57	BTC	Buy	67283.4→65898.7	-12.89	timeout
06-02 14:27	BTC	Buy	70175.5→67666.8	-22.01	stop_loss
06-02 13:47	BTC	Buy	70822.5→68886.6	-16.97	timeout
05-29 19:49	BTC	Buy	73377.7→73619.3	+1.41	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

-258.25

total pnl ($)

-42.1 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	102	44%	-42.1	-258.25

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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