deribit_basis_zscore_fear_gate_long_v63

not live
76
closed trades
50%
win rate
-203.06
total pnl ($)
0.616
weight
7d window — n=19 wr=37% pnl=-107.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:46BTCBuy60520→59569-8.29timeout
06-27 21:55BTCBuy59943→60146+1.30timeout
06-27 06:27BTCBuy59936→60185+1.63timeout
06-27 00:20BTCBuy59747→60039+1.99timeout
06-26 18:16BTCBuy59421→60034+4.61timeout
06-25 17:59BTCBuy59376→59648+1.87timeout
06-25 13:51BTCBuy61050.1→59180.4-15.72stop_loss
06-25 13:45BTCBuy61743.1→59846.1-15.80stop_loss
06-24 15:45BTCBuy62351.1→60442.7-15.68stop_loss
06-24 14:19BTCBuy62833.1→60890.5-15.91stop_loss
06-24 14:19BTCBuy62801.1→60880.5-15.74stop_loss
06-24 11:49BTCBuy62436.1→63119.8+5.01timeout
06-24 05:38BTCBuy63435.2→63047.8-3.57timeout
06-23 08:24BTCBuy64092.2→62116.8-15.81stop_loss
06-23 08:17BTCBuy64308.2→62340.7-15.76stop_loss
06-23 03:47BTCBuy64087.2→63969.8-1.37timeout
06-22 21:44BTCBuy63863.2→64164.8+1.90timeout
06-22 09:36BTCBuy64142.2→64100.8-0.85timeout
06-22 03:33BTCBuy64318.2→64233.8-1.19timeout
06-21 21:02BTCBuy63927.2→63789.8-1.53timeout
06-21 06:16BTCBuy63627.2→64183.8+3.92timeout
06-21 00:03BTCBuy63552.2→64225.8+4.75timeout
06-20 17:45BTCBuy63049.2→63792.8+5.43timeout
06-20 05:34BTCBuy62564.1→63628.8+8.06timeout
06-19 23:27BTCBuy62799.1→63291.8+3.44timeout
06-19 16:46BTCBuy62786.1→63205.8+2.93timeout
06-18 15:57BTCBuy64250.2→62280.7-15.67stop_loss
06-18 15:57BTCBuy64327.2→62345.7-15.55stop_loss
06-18 14:53BTCBuy65189.3→63560.8-12.93timeout
06-18 07:57BTCBuy65433.3→64424.8-8.20timeout
06-17 02:58BTCBuy65711.3→65881.7+0.83timeout
06-16 14:46BTCBuy66590.3→65677.7-7.39timeout
06-16 08:45BTCBuy65750.3→66576.7+5.87timeout
06-16 02:42BTCBuy65597.3→65822.7+1.25timeout
06-15 14:36BTCBuy63963.2→66477.7+19.21timeout
06-15 08:35BTCBuy64452.2→65691.7+9.15timeout
06-15 02:31BTCBuy64509.2→65643.7+8.30timeout
06-14 14:27BTCBuy64129.2→64215.8+0.23timeout
06-14 08:21BTCBuy63764.2→64475.8+5.10timeout
06-13 20:45BTCBuy63491.2→64221.8+5.29timeout
06-13 14:13BTCBuy63355.2→64149.8+5.78timeout
06-13 06:40BTCBuy62930.1→63659.8+5.34timeout
06-12 17:36BTCBuy63113.2→63812.8+5.08timeout
06-12 10:26BTCBuy62802.1→63613.8+5.93timeout
06-11 22:19BTCBuy61130.1→63614.8+19.74timeout
06-11 15:53BTCBuy62488.1→62549.9-0.11timeout
06-11 08:18BTCBuy61682.1→62779.9+8.33timeout
06-10 16:38BTCBuy60934→62262.9+10.37timeout
06-09 15:55BTCBuy63015.2→61087.4-15.85stop_loss
06-09 14:35BTCBuy63319.2→61382.2-15.75stop_loss
06-09 11:45BTCBuy63621.2→62615.9-8.30timeout
06-09 05:42BTCBuy62391.1→63413.8+7.72timeout
06-08 23:35BTCBuy63164.2→63070.8-1.21timeout
06-08 11:40BTCBuy62637.1→63711.8+8.10timeout
06-08 05:32BTCBuy61684.1→62587.9+6.88timeout
06-07 17:31BTCBuy60678→62227.9+12.35timeout
06-07 11:13BTCBuy60626→62424.9+14.41timeout
06-07 05:08BTCBuy59936→61766.9+14.85timeout
06-06 04:27BTCBuy61724.1→59832.1-15.78stop_loss
06-05 18:54BTCBuy60988→59122.5-15.75stop_loss
06-05 13:51BTCBuy63072.2→61139.4-15.77stop_loss
06-05 09:45BTCBuy62939.1→62808.9-1.46timeout
06-05 06:20BTCBuy63616.2→61670.1-15.72stop_loss
06-05 06:17BTCBuy63799.2→61847-15.71stop_loss
06-04 10:29BTCBuy64407.2→62436.6-15.72stop_loss
06-04 00:30BTCBuy65253.3→63257.2-15.74stop_loss
06-03 23:24BTCBuy66345.3→64315.6-15.73stop_loss
06-03 23:03BTCBuy66591.3→64554.5-15.74stop_loss
06-03 20:55BTCBuy66912.3→64864.3-15.77stop_loss
06-03 03:50BTCBuy67441.4→65364-15.86stop_loss
06-02 15:26BTCBuy69489.5→67362.9-15.76stop_loss
06-02 14:00BTCBuy70852.5→68685.2-15.77stop_loss
05-31 03:10BTCBuy73743.7→74061.3+1.64timeout
05-30 14:53BTCBuy73067.7→73889.3+5.02timeout
05-30 07:50BTCBuy73373.7→73502.3+0.39timeout
05-29 21:43BTCBuy73874.7→73561.3-2.62timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
50%
win rate
-203.06
total pnl ($)
-53.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7650%-53.2-203.06

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:50BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems