deribit_basis_zscore_fear_gate_long_v69 · strategy

closed trades

45%

win rate

-240.00

total pnl ($)

0.618

weight

7d window — n=22 wr=36% pnl=-90.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:33	BTC	Buy	60214→59124	-9.49	timeout
06-30 05:23	BTC	Buy	60405→59420	-8.57	timeout
06-29 22:47	BTC	Buy	60085→60369	+1.95	timeout
06-29 16:11	BTC	Buy	59910→59724	-2.07	timeout
06-29 09:39	BTC	Buy	59687→59903	+1.28	timeout
06-29 03:37	BTC	Buy	59900→59922	-0.28	timeout
06-28 20:38	BTC	Buy	60393→59678	-6.36	timeout
06-28 10:55	BTC	Buy	60165→60140	-0.68	timeout
06-28 04:53	BTC	Buy	60785→60140	-5.76	timeout
06-27 07:41	BTC	Buy	59919→60400	+3.56	timeout
06-27 01:13	BTC	Buy	59122→59948	+6.52	timeout
06-26 19:03	BTC	Buy	60282→59669	-5.60	timeout
06-26 12:42	BTC	Buy	59797→59101	-6.29	timeout
06-26 06:20	BTC	Buy	59691→59766	+0.18	timeout
06-25 13:51	BTC	Buy	61292.1→59109.5	-18.25	stop_loss
06-25 13:48	BTC	Buy	61668.1→59473.3	-18.22	stop_loss
06-25 12:22	BTC	Buy	60933→61127.9	+1.15	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 15:43	BTC	Buy	62771.1→60537.7	-18.23	stop_loss
06-24 15:40	BTC	Buy	62803.1→60568.7	-18.23	stop_loss
06-24 00:08	BTC	Buy	62459.1→62796.9	+2.26	timeout
06-23 17:49	BTC	Buy	63363.2→62476.9	-7.45	timeout
06-23 07:35	BTC	Buy	64383.2→62877.9	-12.15	timeout
06-23 01:22	BTC	Buy	65070.3→64217.8	-6.98	timeout
06-22 19:21	BTC	Buy	64266.2→64375.8	+0.38	timeout
06-22 13:09	BTC	Buy	63858.2→65021.7	+8.59	timeout
06-22 07:05	BTC	Buy	64153.2→64074.8	-1.07	timeout
06-22 01:04	BTC	Buy	64078.2→63906.8	-1.82	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:43	BTC	Buy	64283.2→64039.8	-2.31	timeout
06-21 05:43	BTC	Buy	63854.2→64320.8	+3.20	timeout
06-20 12:42	BTC	Buy	63534.2→63580.8	-0.11	timeout
06-20 06:39	BTC	Buy	63054.2→63716.8	+4.80	timeout
06-20 00:37	BTC	Buy	62455.1→63681.8	+9.37	timeout
06-19 18:33	BTC	Buy	62824.1→63101.8	+1.75	timeout
06-19 13:11	BTC	Buy	62942.1→62800.9	-1.52	timeout
06-19 07:04	BTC	Buy	62646.1→62810.9	+0.89	timeout
06-19 02:06	BTC	Buy	63829.2→63079.8	-6.27	timeout
06-18 19:38	BTC	Buy	64387.2→62830.9	-12.45	timeout
06-18 13:20	BTC	Buy	64619.2→64339.8	-2.61	timeout
06-18 07:34	BTC	Buy	64405.2→64248.8	-1.68	timeout
06-18 01:31	BTC	Buy	64924.2→64669.8	-2.43	timeout
06-17 19:41	BTC	Buy	65517.3→64217.8	-10.36	timeout
06-17 13:36	BTC	Buy	65594.3→65033.7	-4.73	timeout
06-17 07:25	BTC	Buy	65662.3→65496.7	-1.72	timeout
06-17 01:07	BTC	Buy	66321.3→65760.7	-4.68	timeout
06-16 19:02	BTC	Buy	66377.3→65719.7	-5.45	timeout
06-16 04:11	BTC	Buy	67190.4→66147.7	-8.19	timeout
06-15 21:59	BTC	Buy	65578.3→66335.7	+5.30	timeout
06-15 15:56	BTC	Buy	65942.3→67148.6	+8.66	timeout
06-15 07:26	BTC	Buy	63787.2→65960.7	+16.57	timeout
06-14 23:42	BTC	Buy	64598.2→65586.7	+7.20	timeout
06-14 17:40	BTC	Buy	64340.2→63778.8	-4.86	timeout
06-14 11:29	BTC	Buy	64456.2→64546.8	+0.26	timeout
06-14 05:13	BTC	Buy	63962.2→64308.8	+2.27	timeout
06-13 23:08	BTC	Buy	63862.2→64437.8	+4.05	timeout
06-13 16:44	BTC	Buy	63607.2→64014.8	+2.75	timeout
06-13 09:08	BTC	Buy	63517.2→63788.8	+1.64	timeout
06-12 20:29	BTC	Buy	63493.2→63504.8	-0.37	timeout
06-12 14:39	BTC	Buy	63573.2→63724.8	+0.70	timeout
06-12 08:32	BTC	Buy	63337.2→63435.8	+0.29	timeout
06-12 01:57	BTC	Buy	63008.2→63372.8	+2.39	timeout
06-11 04:01	BTC	Buy	62479.1→62560.9	+0.13	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:09	BTC	Buy	61614.1→62016.9	+2.87	timeout
06-09 16:05	BTC	Buy	63175.2→60926.5	-18.30	stop_loss
06-09 08:14	BTC	Buy	63220.2→62882.9	-3.13	timeout
06-09 02:11	BTC	Buy	63756.2→62737.9	-8.43	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:01	BTC	Buy	63120.2→63750.8	+4.52	timeout
06-08 08:36	BTC	Buy	61697.1→63113.8	+10.98	timeout
06-08 02:20	BTC	Buy	61908.1→62953.9	+7.97	timeout
06-07 19:51	BTC	Buy	62213.1→61315.9	-7.64	timeout
06-07 13:48	BTC	Buy	61512.1→61703.9	+1.10	timeout
06-07 07:40	BTC	Buy	60552→62221.9	+13.35	timeout
06-07 01:33	BTC	Buy	60712→61497.9	+5.99	timeout
06-06 10:16	BTC	Buy	61504.1→60677	-7.19	timeout
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 14:04	BTC	Buy	62785.1→60549.7	-18.25	stop_loss
06-05 13:57	BTC	Buy	63040.2→60795.5	-18.25	stop_loss
06-05 06:22	BTC	Buy	63717.2→61449.2	-18.22	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62864.1→63451.8	+4.23	timeout
06-04 16:58	BTC	Buy	64324.2→63532.8	-6.65	timeout
06-04 01:22	BTC	Buy	64998.2→62685.5	-18.24	stop_loss
06-03 20:55	BTC	Buy	67092.4→64652.4	-18.65	stop_loss
06-03 16:39	BTC	Buy	66341.3→65890.7	-3.88	timeout
06-03 11:52	BTC	Buy	66693.3→67061.6	+2.25	timeout
06-03 04:07	BTC	Buy	67481.4→66349.7	-8.84	timeout
06-02 14:27	BTC	Buy	70120.5→67624.8	-18.26	stop_loss
06-02 14:10	BTC	Buy	70886.5→68362.4	-18.27	stop_loss
05-31 07:49	BTC	Buy	74030.7→73847.3	-1.76	timeout
05-30 02:53	BTC	Buy	73082.7→73729.3	+3.95	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 02:39	BTC	Buy	72912.6→73429.3	+3.03	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-240.00

total pnl ($)

-50.3 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	95	45%	-50.3	-240.00

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…