deribit_basis_zscore_fear_gate_long_v71

not live
75
closed trades
39%
win rate
-276.93
total pnl ($)
0.400
weight
7d window — n=24 wr=33% pnl=-124.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:58BTCBuy59901→58367.9-13.24stop_loss
06-30 12:49BTCBuy60149→58609.7-13.23stop_loss
06-30 10:22BTCBuy60248→59307-8.24timeout
06-30 02:32BTCBuy59492→59887+2.94timeout
06-29 19:21BTCBuy59418→60289+6.73timeout
06-29 12:52BTCBuy60248→59805-4.25timeout
06-29 06:24BTCBuy59900→60243+2.39timeout
06-28 23:51BTCBuy60046→59721-3.23timeout
06-28 17:52BTCBuy60580→59547-8.94timeout
06-28 11:40BTCBuy60190→60276+0.21timeout
06-28 05:39BTCBuy60178→59889-2.85timeout
06-27 22:39BTCBuy59918→60201+1.97timeout
06-27 16:43BTCBuy60188→60750+4.21timeout
06-27 10:38BTCBuy59662→60410+5.78timeout
06-27 03:26BTCBuy58837.9→60269+11.70timeout
06-25 13:51BTCBuy60718→59162.4-13.23stop_loss
06-25 13:48BTCBuy60989→59422.3-13.25stop_loss
06-25 13:46BTCBuy61324.1→59754.1-13.24stop_loss
06-24 16:51BTCBuy61105.1→59537.2-13.26stop_loss
06-24 15:08BTCBuy62417.1→60819.5-13.20stop_loss
06-24 14:17BTCBuy62627.1→61017.4-13.30stop_loss
06-24 14:13BTCBuy62742.1→61136.4-13.24stop_loss
06-24 14:04BTCBuy62530.1→61262.9-10.57timeout
06-24 07:58BTCBuy62899.1→62597.9-2.84timeout
06-23 08:17BTCBuy64096.2→62451.6-13.28stop_loss
06-23 08:17BTCBuy64097.2→62451.6-13.29stop_loss
06-23 06:21BTCBuy64396.2→62748.5-13.26stop_loss
06-23 03:03BTCBuy64083.2→63996.8-1.12timeout
06-22 21:00BTCBuy63833.2→64421.8+4.14timeout
06-22 14:35BTCBuy63972.2→64994.8+7.42timeout
06-22 07:44BTCBuy64186.2→64230.8-0.13timeout
06-21 23:14BTCBuy64247.2→63662.8-4.98timeout
06-21 13:47BTCBuy63435.2→64024.8+4.27timeout
06-21 07:09BTCBuy63624.2→64228.8+4.31timeout
06-21 00:46BTCBuy63536.2→64247.8+5.10timeout
06-20 17:38BTCBuy63020.2→63799.8+5.73timeout
06-20 08:12BTCBuy62609.1→63503.8+6.62timeout
06-20 01:19BTCBuy63028.2→63434.8+2.78timeout
06-18 15:51BTCBuy64164.2→62521.6-13.20stop_loss
06-18 09:30BTCBuy65024.3→64232.8-6.64timeout
06-17 19:41BTCBuy65835.3→64150.7-13.25stop_loss
06-17 19:40BTCBuy65878.3→64191.7-13.26stop_loss
06-17 13:29BTCBuy66037.3→64887.8-9.17timeout
06-17 07:00BTCBuy66419.3→65591.7-6.62timeout
06-17 00:44BTCBuy66391.3→65801.7-4.95timeout
06-16 09:32BTCBuy65619.3→66653.7+7.40timeout
06-16 03:10BTCBuy65607.3→65756.7+0.73timeout
06-15 12:50BTCBuy63763.2→66562.7+21.52take_profit
06-15 07:00BTCBuy64265.2→65780.7+11.32timeout
06-14 13:33BTCBuy64171.2→64226.8-0.02timeout
06-14 07:33BTCBuy63734.2→64309.8+4.06timeout
06-13 11:10BTCBuy63740.2→63903.8+0.74timeout
06-13 05:18BTCBuy63491.2→63529.8-0.13timeout
06-11 14:26BTCBuy62034.1→62850.9+6.03timeout
06-10 15:53BTCBuy61279.1→62407.9+8.73timeout
06-09 14:47BTCBuy62783.1→61176.3-13.26stop_loss
06-09 14:46BTCBuy62851.1→61241.3-13.26stop_loss
06-09 14:16BTCBuy63483.2→61858-13.25stop_loss
06-09 12:46BTCBuy63588.2→62496.9-8.99timeout
06-09 05:01BTCBuy62743.1→63213.8+3.30timeout
06-08 23:01BTCBuy62945.1→63411.8+3.23timeout
06-08 05:50BTCBuy61725.1→62547.9+6.21timeout
06-07 10:44BTCBuy60389→62332.9+15.66timeout
06-07 04:34BTCBuy59503→61596.9+17.15timeout
06-06 04:14BTCBuy61602.1→60023-13.27stop_loss
06-05 13:59BTCBuy62280.1→60686.6-13.24stop_loss
06-05 06:18BTCBuy63427.2→61800-13.27stop_loss
06-04 09:30BTCBuy64366.2→62716.5-13.26stop_loss
06-03 16:26BTCBuy67287.4→65564.9-13.27stop_loss
06-02 14:10BTCBuy70161.5→68362.4-13.28stop_loss
06-02 09:04BTCBuy71377.6→69542.7-13.40stop_loss
06-02 09:02BTCBuy71424.6→69596.7-13.30stop_loss
06-02 01:34BTCBuy72833.6→70969.9-13.35stop_loss
06-01 18:12BTCBuy73585.7→71404.7-15.39stop_loss
05-30 08:20BTCBuy73700.7→73467.3-2.07timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
39%
win rate
-276.93
total pnl ($)
-73.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7539%-73.6-276.93

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems