deribit_basis_zscore_fear_gate_long_v74

not live
80
closed trades
48%
win rate
-160.52
total pnl ($)
0.509
weight
7d window — n=23 wr=30% pnl=-123.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 12:13BTCBuy60273→60718+3.11timeout
06-29 05:32BTCBuy59839→59680-1.80timeout
06-28 21:13BTCBuy60373→59646-6.49timeout
06-28 14:28BTCBuy60596→60129-4.34timeout
06-28 07:54BTCBuy60474→60175-2.94timeout
06-27 19:47BTCBuy59890→60176+1.99timeout
06-27 02:29BTCBuy58844.9→60306+11.95timeout
06-26 19:58BTCBuy59302→59813+3.74timeout
06-26 14:17BTCBuy58983.9→60003+8.14timeout
06-25 19:47BTCBuy59759→59187-5.22timeout
06-25 13:53BTCBuy60804→58937.6-15.75stop_loss
06-25 13:45BTCBuy61748.1→59854.1-15.77stop_loss
06-24 17:20BTCBuy61265.1→59373.3-15.86stop_loss
06-24 15:56BTCBuy62201.1→60294.8-15.90stop_loss
06-24 15:28BTCBuy62691.1→60773.6-15.72stop_loss
06-24 14:17BTCBuy62934.1→61009.4-15.73stop_loss
06-24 12:50BTCBuy62247.1→62730.9+3.43timeout
06-24 06:39BTCBuy62857.1→62808.9-0.89timeout
06-23 08:27BTCBuy63984.2→62023.9-15.75stop_loss
06-23 08:24BTCBuy64225.2→62257.7-15.72stop_loss
06-23 06:21BTCBuy64712.2→62730.5-15.78stop_loss
06-23 03:03BTCBuy64097.2→64048.8-0.83timeout
06-22 21:01BTCBuy63814.2→64435.8+4.40timeout
06-22 14:50BTCBuy64033.2→64989.8+6.92timeout
06-22 07:44BTCBuy64186.2→64230.8-0.13timeout
06-21 21:57BTCBuy64008.2→63748.8-2.48timeout
06-21 12:50BTCBuy63567.2→64011.8+3.11timeout
06-21 06:48BTCBuy63714.2→64280.8+4.00timeout
06-21 00:44BTCBuy63583.2→64283.8+5.01timeout
06-20 18:25BTCBuy63120.2→63832.8+5.19timeout
06-20 08:22BTCBuy62661.1→63506.8+6.24timeout
06-20 02:47BTCBuy62914.1→63396.8+3.39timeout
06-19 20:23BTCBuy63085.2→62969.9-1.40timeout
06-19 06:27BTCBuy63926.2→62809.9-9.14timeout
06-18 14:26BTCBuy65157.3→63953.8-9.66timeout
06-18 08:17BTCBuy65260.3→64535.8-6.04timeout
06-18 02:08BTCBuy65852.3→64565.8-10.26timeout
06-17 20:00BTCBuy65638.3→64180.8-11.54timeout
06-17 13:28BTCBuy66039.3→64870.8-9.32timeout
06-17 07:00BTCBuy66420.3→65600.7-6.65timeout
06-16 21:23BTCBuy66510.3→65711.7-6.55timeout
06-16 11:58BTCBuy66201.3→66440.7+1.27timeout
06-16 05:49BTCBuy65758.3→66023.7+1.62timeout
06-15 22:15BTCBuy65078.3→66378.7+9.50timeout
06-15 08:41BTCBuy64455.2→65702.7+9.24timeout
06-15 02:25BTCBuy64538.2→65651.7+8.13timeout
06-14 20:22BTCBuy64243.2→63867.8-3.42timeout
06-14 13:16BTCBuy64126.2→64346.8+1.27timeout
06-14 07:16BTCBuy63668.2→64264.8+4.24timeout
06-14 01:47BTCBuy63804.2→64590.8+5.74timeout
06-13 11:56BTCBuy63782.2→63896.8+0.37timeout
06-13 05:23BTCBuy63457.2→63537.8+0.20timeout
06-12 17:43BTCBuy63298.2→63806.8+3.55timeout
06-12 10:07BTCBuy62930.1→63677.8+5.40timeout
06-12 02:03BTCBuy62175.1→63466.8+9.83timeout
06-11 14:51BTCBuy61935.1→62917.9+7.39timeout
06-11 08:23BTCBuy61567.1→62862.9+9.93timeout
06-10 14:02BTCBuy62256.1→62071.9-1.95timeout
06-09 14:46BTCBuy63166.2→61234.3-15.75stop_loss
06-09 13:37BTCBuy64061.2→62101.8-15.73stop_loss
06-09 09:25BTCBuy63388.2→62825.9-4.88timeout
06-09 03:21BTCBuy63241.2→62872.9-3.35timeout
06-08 19:54BTCBuy61287.1→63396.8+16.72timeout
06-08 13:46BTCBuy61748.1→63635.8+14.79timeout
06-08 07:41BTCBuy62202.1→63174.8+7.33timeout
06-08 01:43BTCBuy61402.1→63063.8+13.01timeout
06-07 08:08BTCBuy60992→62282.9+10.22timeout
06-07 02:03BTCBuy60976→61490.9+3.69timeout
06-06 19:57BTCBuy60229→60630+2.94timeout
06-05 13:56BTCBuy62843.1→60920.5-15.75stop_loss
06-05 06:24BTCBuy63056.2→61120.4-15.79stop_loss
06-05 01:59BTCBuy62116.1→63359.8+9.57timeout
06-03 20:45BTCBuy67134.4→65055.2-15.97stop_loss
06-02 14:23BTCBuy70109.5→67962.6-15.77stop_loss
06-02 13:15BTCBuy70998.5→68805.1-15.90stop_loss
06-01 22:29BTCBuy73505.7→71256.8-15.89stop_loss
06-01 05:15BTCBuy74154.7→73483.3-5.02timeout
05-31 15:28BTCBuy73915.7→73727.3-1.76timeout
05-30 07:48BTCBuy73375.7→73479.3+0.21timeout
05-29 21:43BTCBuy73882.7→73560.3-2.68timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
48%
win rate
-160.52
total pnl ($)
-39.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8048%-39.7-160.52

Recent bounces (last 20 of 1)

timesymsidereason
06-29 12:12BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems