deribit_basis_zscore_fear_gate_long_v72

not live
74
closed trades
43%
win rate
-155.68
total pnl ($)
0.839
weight
7d window — n=22 wr=36% pnl=-66.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 06:43BTCBuy60531→59965-5.12timeout
06-27 01:09BTCBuy59015→59935+7.34timeout
06-26 13:18BTCBuy60288→58742.7-13.28stop_loss
06-26 12:41BTCBuy59803→59259-5.02timeout
06-26 06:24BTCBuy59579→59992+3.02timeout
06-25 13:46BTCBuy61293.1→59721.1-13.27stop_loss
06-25 13:44BTCBuy61731.1→60146.9-13.26stop_loss
06-25 12:20BTCBuy60936→61152.9+1.33timeout
06-25 05:24BTCBuy59175→61774.9+21.53take_profit
06-24 14:02BTCBuy62766.1→61158.3-13.25stop_loss
06-24 13:57BTCBuy62827.1→61219.3-13.24stop_loss
06-24 10:52BTCBuy62520.1→62441.9-1.09timeout
06-24 00:12BTCBuy62394.1→62869.9+3.37timeout
06-23 17:49BTCBuy63365.2→62455.9-7.63timeout
06-23 08:24BTCBuy63909.2→62273.7-13.22stop_loss
06-23 04:29BTCBuy64665.2→63941.8-6.05timeout
06-22 22:18BTCBuy64178.2→64243.8+0.06timeout
06-22 15:48BTCBuy64123.2→65007.7+6.46timeout
06-22 09:51BTCBuy63776.2→64083.8+1.92timeout
06-22 03:56BTCBuy64194.2→63908.8-2.70timeout
06-21 21:42BTCBuy64125.2→63850.8-2.59timeout
06-21 15:36BTCBuy64305.2→64158.8-1.63timeout
06-21 02:47BTCBuy63847.2→64214.8+2.42timeout
06-20 17:02BTCBuy63539.2→63937.8+2.67timeout
06-19 15:49BTCBuy62654.1→63173.8+3.74timeout
06-19 09:54BTCBuy62877.1→62357.9-4.52timeout
06-19 03:52BTCBuy62573.1→62740.9+0.92timeout
06-18 15:40BTCBuy64423.2→62773.5-13.24stop_loss
06-18 15:20BTCBuy64467.2→63382.8-8.85timeout
06-18 09:16BTCBuy64306.2→64424.8+0.46timeout
06-18 02:33BTCBuy65212.3→64671.8-4.63timeout
06-17 20:23BTCBuy65346.3→64330.8-8.22timeout
06-17 14:20BTCBuy65900.3→65208.7-5.70timeout
06-17 08:22BTCBuy65823.3→65266.7-4.67timeout
06-17 02:11BTCBuy66095.3→65823.7-2.52timeout
06-16 20:07BTCBuy66336.3→65621.7-5.89timeout
06-16 12:30BTCBuy66213.3→66551.7+2.06timeout
06-16 06:12BTCBuy66704.3→66144.7-4.62timeout
06-15 21:24BTCBuy65646.3→66519.7+6.17timeout
06-15 15:10BTCBuy65603.3→66616.7+7.28timeout
06-15 08:50BTCBuy64015.2→65722.7+12.89timeout
06-15 02:36BTCBuy63927.2→65605.7+12.66timeout
06-14 19:02BTCBuy64268.2→63781.8-4.27timeout
06-13 20:07BTCBuy63756.2→64216.8+3.16timeout
06-13 13:52BTCBuy63792.2→64096.8+1.91timeout
06-12 23:31BTCBuy63756.2→63449.8-2.87timeout
06-12 17:25BTCBuy63463.2→63777.8+2.02timeout
06-12 05:47BTCBuy63390.2→63335.8-0.90timeout
06-11 09:53BTCBuy61197.1→62927.9+13.62timeout
06-11 02:50BTCBuy61872.1→62015.9+0.68timeout
06-10 20:47BTCBuy61169.1→61741.9+4.21timeout
06-10 02:03BTCBuy62300.1→62016.9-2.67timeout
06-09 14:30BTCBuy63080.2→61466.2-13.25stop_loss
06-09 13:29BTCBuy62812.1→62327.9-4.29timeout
06-09 07:24BTCBuy63438.2→63268.8-1.81timeout
06-09 00:32BTCBuy63178.2→62575.9-5.23timeout
06-08 16:49BTCBuy62840.1→63579.8+5.39timeout
06-08 09:30BTCBuy61813.1→63359.8+12.06timeout
06-07 16:47BTCBuy61727.1→62182.9+3.23timeout
06-06 20:18BTCBuy61044.1→60601-4.04timeout
06-06 14:16BTCBuy60840→60901+0.05timeout
06-06 08:10BTCBuy60787→61045.9+1.62timeout
06-05 13:49BTCBuy62799.1→61189.3-13.27stop_loss
06-05 06:22BTCBuy62994.1→61380.2-13.26stop_loss
06-04 13:57BTCBuy62211.1→63881.8+13.01timeout
06-03 19:52BTCBuy67186.4→65465-13.29stop_loss
06-02 14:21BTCBuy69962.5→68172.5-13.26stop_loss
06-02 14:10BTCBuy70168.5→68371.4-13.27stop_loss
06-02 09:02BTCBuy71461.6→69628.7-13.33stop_loss
06-02 02:29BTCBuy71538.6→70775.5-5.86timeout
06-01 15:25BTCBuy73292.7→71098.9-15.47stop_loss
06-01 02:22BTCBuy73576.7→73487.3-1.10timeout
05-31 03:25BTCBuy73857.7→74157.3+1.55timeout
05-29 19:48BTCBuy73375.7→73618.3+1.18timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
43%
win rate
-155.68
total pnl ($)
-41.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7443%-41.9-155.68

Recent bounces (last 20 of 2)

timesymsidereason
06-28 08:46BTCBuycircuit_breaker
06-28 01:52BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems