deribit_basis_zscore_fear_gate_long_v67

not live
89
closed trades
48%
win rate
-190.37
total pnl ($)
0.915
weight
7d window — n=22 wr=45% pnl=-51.97  ·  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 05:40BTCBuy60581→59901-6.06timeout
06-27 07:44BTCBuy59903→60422+3.87timeout
06-27 00:58BTCBuy59231→60009+6.11timeout
06-26 18:27BTCBuy59936→59871-1.06timeout
06-26 05:21BTCBuy59460→59909+3.33timeout
06-26 02:21BTCBuy59862→58329.9-13.24stop_loss
06-25 13:46BTCBuy61144.1→59579.2-13.24stop_loss
06-25 13:44BTCBuy61637.1→60060-13.21stop_loss
06-25 12:11BTCBuy61053.1→61203.9+0.83timeout
06-25 05:47BTCBuy59213→61486.9+18.76timeout
06-24 15:40BTCBuy62158.1→60567.7-13.23stop_loss
06-24 14:13BTCBuy62721.1→61107.4-13.24stop_loss
06-24 08:31BTCBuy62461.1→62675.9+1.26timeout
06-23 20:20BTCBuy62376.1→62463.9+0.26timeout
06-23 03:43BTCBuy65044.3→63949.8-8.88timeout
06-22 22:42BTCBuy64077.2→63884.8-1.95timeout
06-22 16:50BTCBuy64047.2→64613.8+3.94timeout
06-22 10:28BTCBuy63714.2→64148.8+2.89timeout
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 21:11BTCBuy63471.2→63915.8+3.05timeout
06-20 14:57BTCBuy63329.2→63883.8+3.90timeout
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
06-18 15:53BTCBuy64119.2→62477.6-13.22stop_loss
06-18 15:51BTCBuy64228.2→62584.6-13.11stop_loss
06-18 13:24BTCBuy64656.2→64291.8-3.27timeout
06-18 07:30BTCBuy64412.2→64260.8-1.62timeout
06-18 01:30BTCBuy64843.2→64685.8-1.70timeout
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 01:02BTCBuy66396.3→65771.7-5.18timeout
06-16 19:00BTCBuy66413.3→65817.7-4.97timeout
06-16 00:09BTCBuy66182.3→66331.7+0.71timeout
06-15 18:09BTCBuy65849.3→66765.7+6.45timeout
06-15 04:39BTCBuy64133.2→65651.7+11.37timeout
06-14 20:41BTCBuy64454.2→64021.8-3.82timeout
06-14 14:32BTCBuy64511.2→64062.8-3.92timeout
06-14 08:27BTCBuy64225.2→64445.8+1.26timeout
06-14 02:15BTCBuy64147.2→64600.8+3.09timeout
06-13 20:08BTCBuy63767.2→64226.8+3.15timeout
06-13 09:13BTCBuy63593.2→63788.8+1.04timeout
06-13 00:10BTCBuy63658.2→63564.8-1.24timeout
06-12 17:45BTCBuy63374.2→63797.8+2.88timeout
06-12 11:43BTCBuy63616.2→63759.8+0.64timeout
06-12 05:43BTCBuy63303.2→63367.8+0.03timeout
06-11 03:59BTCBuy62598.1→62701.9+0.31timeout
06-10 20:18BTCBuy61597.1→61812.9+1.27timeout
06-10 03:08BTCBuy61566.1→62016.9+3.26timeout
06-09 14:29BTCBuy63169.2→61552.1-13.25stop_loss
06-09 08:13BTCBuy63187.2→62916.9-2.60timeout
06-09 02:10BTCBuy63720.2→62782.9-7.80timeout
06-08 20:04BTCBuy63131.2→63343.8+1.22timeout
06-08 14:00BTCBuy63219.2→63710.8+3.42timeout
06-08 01:57BTCBuy61761.1→63212.8+11.27timeout
06-07 22:15BTCBuy61284.1→64035.8+22.00take_profit
06-07 19:49BTCBuy62213.1→61214.9-8.45timeout
06-07 13:58BTCBuy61477.1→61767.9+1.90timeout
06-07 07:44BTCBuy60585→62185.9+12.78timeout
06-07 01:34BTCBuy60756→61516.9+5.78timeout
06-06 04:21BTCBuy61473.1→59900-13.25stop_loss
06-05 18:54BTCBuy60679→59126.5-13.25stop_loss
06-05 13:55BTCBuy62622.1→61019.4-13.25stop_loss
06-05 13:49BTCBuy62978.1→61366.2-13.25stop_loss
06-05 06:03BTCBuy63614.2→61985.9-13.22stop_loss
06-05 03:49BTCBuy63750.2→62764.9-8.15timeout
06-04 21:42BTCBuy62820.1→63200.8+2.59timeout
06-04 09:30BTCBuy64324.2→62677.5-13.24stop_loss
06-04 00:29BTCBuy64998.2→63335.1-13.24stop_loss
06-03 19:54BTCBuy67092.4→65367-13.32stop_loss
06-03 16:39BTCBuy66341.3→65890.7-3.88timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:48BTCBuy67322.4→65794.7-11.80timeout
06-02 14:10BTCBuy70109.5→68315.4-13.26stop_loss
06-02 12:30BTCBuy70986.5→69161.9-13.36stop_loss
06-01 03:48BTCBuy73646.7→73869.3+1.02timeout
05-31 19:30BTCBuy73871.7→73498.3-3.02timeout
05-31 07:49BTCBuy74030.7→73847.3-1.76timeout
05-30 02:53BTCBuy73082.7→73729.3+3.95timeout
05-29 19:48BTCBuy73375.7→73620.3+1.19timeout
05-29 02:41BTCBuy72974.6→73414.3+2.50timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
48%
win rate
-190.37
total pnl ($)
-42.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8948%-42.6-190.37

Recent bounces (last 20 of 1)

timesymsidereason
06-28 15:42BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems