deribit_basis_zscore_fear_gate_long_v70 · strategy

closed trades

44%

win rate

-290.05

total pnl ($)

0.250

weight

7d window — n=25 wr=28% pnl=-166.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:09	BTC	Buy	60248→59516	-6.50	timeout
06-28 13:58	BTC	Buy	60523→60043	-4.45	timeout
06-28 07:38	BTC	Buy	60409→60168	-2.48	timeout
06-27 10:49	BTC	Buy	59325→60381	+8.42	timeout
06-27 03:57	BTC	Buy	59857→60267	+2.98	timeout
06-26 21:27	BTC	Buy	59642→59755	+0.46	timeout
06-26 15:23	BTC	Buy	59250→60042	+6.13	timeout
06-25 13:54	BTC	Buy	60445→58595.8	-15.64	stop_loss
06-25 13:53	BTC	Buy	60823→58961.6	-15.71	stop_loss
06-25 13:51	BTC	Buy	61024.1→59157.4	-15.67	stop_loss
06-25 13:48	BTC	Buy	61284.1→59408.3	-15.74	stop_loss
06-24 15:45	BTC	Buy	62376.1→60467.7	-15.72	stop_loss
06-24 15:39	BTC	Buy	62312.1→60628	-13.79	timeout
06-24 15:33	BTC	Buy	62549.1→60633.6	-15.64	stop_loss
06-24 14:19	BTC	Buy	62764.1→60841.5	-15.68	stop_loss
06-24 09:43	BTC	Buy	62351.1→62630.9	+1.79	timeout
06-24 05:04	BTC	Buy	63661.2→62751.9	-7.66	timeout
06-23 08:24	BTC	Buy	64190.2→62226.8	-15.55	stop_loss
06-23 08:20	BTC	Buy	64266.2→62299.7	-15.65	stop_loss
06-23 06:18	BTC	Buy	64949.2→62961.4	-15.64	stop_loss
06-23 04:24	BTC	Buy	63976.2→63924.8	-0.88	timeout
06-22 21:56	BTC	Buy	63751.2→64246.8	+3.50	timeout
06-22 15:55	BTC	Buy	64195.2→64789.8	+4.15	timeout
06-22 09:35	BTC	Buy	64096.2→64086.8	-0.67	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.27	timeout
06-21 19:05	BTC	Buy	63817.2→64145.8	+2.12	timeout
06-21 12:45	BTC	Buy	63595.2→64029.8	+3.02	timeout
06-21 04:53	BTC	Buy	63551.2→64296.8	+5.43	timeout
06-20 12:53	BTC	Buy	62749.1→63536.8	+5.76	timeout
06-20 05:24	BTC	Buy	62590.1→63696.8	+8.38	timeout
06-19 23:14	BTC	Buy	62759.1→63248.8	+3.43	timeout
06-19 17:03	BTC	Buy	62538.1→62964.9	+2.96	timeout
06-19 11:11	BTC	Buy	63979.2→62453.9	-12.29	timeout
06-19 05:04	BTC	Buy	63752.2→62566.9	-9.69	timeout
06-18 15:57	BTC	Buy	64302.2→62315.7	-15.63	stop_loss
06-18 11:12	BTC	Buy	64666.2→63993.8	-5.73	timeout
06-18 04:11	BTC	Buy	65784.3→63743.9	-15.98	stop_loss
06-17 23:00	BTC	Buy	65802.3→64289.8	-11.94	timeout
06-17 22:03	BTC	Buy	65872.3→63856.9	-15.74	stop_loss
06-17 16:51	BTC	Buy	65724.3→65890.7	+0.76	timeout
06-17 10:43	BTC	Buy	66574.3→64879.8	-13.26	timeout
06-17 04:40	BTC	Buy	65858.3→65900.7	-0.17	timeout
06-16 22:44	BTC	Buy	66245.3→65684.7	-4.77	timeout
06-16 15:48	BTC	Buy	67162.4→65741.7	-11.18	timeout
06-16 09:41	BTC	Buy	65564.3→66664.7	+7.94	timeout
06-16 03:35	BTC	Buy	65712.3→66022.7	+1.94	timeout
06-15 15:46	BTC	Buy	63778.2→66965.7	+24.55	take_profit
06-15 13:53	BTC	Buy	64282.2→66576.7	+17.41	timeout
06-15 07:51	BTC	Buy	64393.2→65694.7	+9.62	timeout
06-15 01:51	BTC	Buy	64614.2→65510.7	+6.46	timeout
06-14 19:50	BTC	Buy	64304.2→63749.8	-4.81	timeout
06-14 13:51	BTC	Buy	64106.2→64271.8	+0.84	timeout
06-14 07:49	BTC	Buy	63833.2→64385.8	+3.87	timeout
06-14 01:46	BTC	Buy	63781.2→64582.8	+5.86	timeout
06-13 19:23	BTC	Buy	63670.2→64141.8	+3.25	timeout
06-13 11:45	BTC	Buy	63827.2→63875.8	-0.16	timeout
06-13 05:44	BTC	Buy	63372.2→63560.8	+1.04	timeout
06-12 23:44	BTC	Buy	63615.2→63508.8	-1.33	timeout
06-12 17:36	BTC	Buy	63129.2→63794.8	+4.81	timeout
06-12 10:59	BTC	Buy	63122.2→63687.8	+3.96	timeout
06-12 04:53	BTC	Buy	62775.1→63687.8	+6.75	timeout
06-11 21:54	BTC	Buy	61222.1→63496.8	+17.99	timeout
06-11 14:50	BTC	Buy	61875.1→62848.9	+7.32	timeout
06-11 08:18	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-10 19:46	BTC	Buy	61794.1→61940.9	+0.66	timeout
06-10 13:45	BTC	Buy	62402.1→62366.9	-0.75	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 14:30	BTC	Buy	63394.2→61425.2	-15.99	stop_loss
06-09 12:32	BTC	Buy	63178.2→62615.9	-4.85	timeout
06-09 06:25	BTC	Buy	62980.1→63421.8	+3.00	timeout
06-08 22:28	BTC	Buy	62942.1→63306.8	+2.41	timeout
06-08 16:22	BTC	Buy	62265.1→63937.8	+12.87	timeout
06-08 10:21	BTC	Buy	62432.1→63264.8	+6.23	timeout
06-08 04:22	BTC	Buy	61551.1→62836.9	+9.98	timeout
06-07 22:14	BTC	Buy	60489→63507.8	+24.51	take_profit
06-07 16:14	BTC	Buy	60764→62137.9	+10.73	timeout
06-07 06:08	BTC	Buy	61085.1→61687.9	+4.53	timeout
06-06 15:22	BTC	Buy	60679→60557	-1.45	timeout
06-06 04:33	BTC	Buy	61473.1→59592.2	-15.75	stop_loss
06-05 13:59	BTC	Buy	62622.1→60704.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	62978.1→61049.4	-15.76	stop_loss
06-05 09:42	BTC	Buy	62820.1→62781.9	-0.73	timeout
06-05 06:20	BTC	Buy	63614.2→61666.1	-15.74	stop_loss
06-05 06:18	BTC	Buy	63750.2→61800	-15.70	stop_loss
06-04 10:29	BTC	Buy	64407.2→62436.6	-15.72	stop_loss
06-04 00:30	BTC	Buy	65253.3→63257.2	-15.74	stop_loss
06-03 23:24	BTC	Buy	66345.3→64315.6	-15.73	stop_loss
06-03 20:55	BTC	Buy	66731.3→64649.4	-16.10	stop_loss
06-03 20:55	BTC	Buy	66912.3→64864.3	-15.77	stop_loss
06-03 15:48	BTC	Buy	67322.4→66183.7	-8.98	timeout
06-02 14:23	BTC	Buy	70109.5→67962.6	-15.78	stop_loss
06-02 13:58	BTC	Buy	70880.5→68712.2	-15.77	stop_loss
05-31 19:31	BTC	Buy	73950.7→73494.3	-3.61	timeout
05-30 14:53	BTC	Buy	73082.7→73888.3	+4.91	timeout
05-30 07:48	BTC	Buy	73375.7→73479.3	+0.21	timeout
05-29 21:43	BTC	Buy	73882.7→73560.3	-2.68	timeout
05-29 14:35	BTC	Buy	72897.6→72819.4	-1.12	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-290.05

total pnl ($)

-59.6 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	97	44%	-59.6	-290.05

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 15:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…