deribit_basis_zscore_fear_gate_long_v77 · strategy

closed trades

49%

win rate

-198.83

total pnl ($)

0.891

weight

7d window — n=19 wr=53% pnl=-43.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 18:14	BTC	Buy	60150→60484	+2.25	timeout
06-29 11:48	BTC	Buy	59733→59838	+0.35	timeout
06-29 03:40	BTC	Buy	59902→59899	-0.49	timeout
06-28 20:40	BTC	Buy	60421→59671	-6.65	timeout
06-28 11:43	BTC	Buy	60051→60254	+1.22	timeout
06-28 05:40	BTC	Buy	60581→59901	-6.06	timeout
06-27 07:44	BTC	Buy	59903→60422	+3.87	timeout
06-27 00:58	BTC	Buy	59231→60009	+6.11	timeout
06-26 18:27	BTC	Buy	59936→59871	-1.06	timeout
06-26 11:49	BTC	Buy	59862→59375	-4.54	timeout
06-26 05:21	BTC	Buy	59460→59909	+3.33	timeout
06-25 13:48	BTC	Buy	61149.1→59278.4	-15.74	stop_loss
06-25 13:46	BTC	Buy	61637.1→59751.1	-15.71	stop_loss
06-25 12:11	BTC	Buy	61053.1→61203.9	+0.83	timeout
06-25 05:47	BTC	Buy	59213→61486.9	+18.76	timeout
06-24 15:56	BTC	Buy	62158.1→60256.8	-15.73	stop_loss
06-24 15:08	BTC	Buy	62721.1→60802.5	-15.68	stop_loss
06-24 08:31	BTC	Buy	62461.1→62675.9	+1.26	timeout
06-23 20:20	BTC	Buy	62376.1→62463.9	+0.26	timeout
06-23 03:43	BTC	Buy	65044.3→63949.8	-8.88	timeout
06-22 22:42	BTC	Buy	64077.2→63884.8	-1.95	timeout
06-22 16:50	BTC	Buy	64047.2→64613.8	+3.94	timeout
06-22 10:28	BTC	Buy	63714.2→64148.8	+2.89	timeout
06-22 04:23	BTC	Buy	64207.2→63970.8	-2.30	timeout
06-21 22:17	BTC	Buy	64242.2→63667.8	-4.96	timeout
06-21 16:22	BTC	Buy	64469.2→64175.8	-2.70	timeout
06-21 09:51	BTC	Buy	64063.2→64141.8	+0.20	timeout
06-21 03:25	BTC	Buy	64192.2→64393.8	+1.12	timeout
06-20 21:11	BTC	Buy	63471.2→63915.8	+3.05	timeout
06-20 14:57	BTC	Buy	63329.2→63883.8	+3.90	timeout
06-20 08:35	BTC	Buy	63033.2→63439.8	+2.74	timeout
06-20 02:11	BTC	Buy	63040.2→63469.8	+2.97	timeout
06-19 19:24	BTC	Buy	62751.1→62980.9	+1.36	timeout
06-19 13:31	BTC	Buy	62931.1→62787.9	-1.54	timeout
06-19 07:20	BTC	Buy	62664.1→62692.9	-0.20	timeout
06-19 01:34	BTC	Buy	64119.2→62826.9	-10.47	timeout
06-18 15:57	BTC	Buy	64228.2→62262.7	-15.61	stop_loss
06-18 13:24	BTC	Buy	64656.2→64291.8	-3.27	timeout
06-18 07:30	BTC	Buy	64412.2→64260.8	-1.62	timeout
06-18 01:30	BTC	Buy	64843.2→64685.8	-1.70	timeout
06-17 19:29	BTC	Buy	65524.3→64496.8	-8.31	timeout
06-17 13:15	BTC	Buy	65740.3→65039.7	-5.80	timeout
06-17 07:09	BTC	Buy	65733.3→65627.7	-1.27	timeout
06-17 01:02	BTC	Buy	66396.3→65771.7	-5.18	timeout
06-16 19:00	BTC	Buy	66413.3→65817.7	-4.97	timeout
06-16 04:19	BTC	Buy	67075.4→66078.7	-7.85	timeout
06-15 22:14	BTC	Buy	65727.3→66349.7	+4.26	timeout
06-15 16:12	BTC	Buy	65744.3→67167.6	+10.37	timeout
06-15 07:28	BTC	Buy	63788.2→65955.7	+16.53	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64349.2→63944.8	-3.63	timeout
06-14 11:16	BTC	Buy	64453.2→64524.8	+0.10	timeout
06-14 05:12	BTC	Buy	63952.2→64316.8	+2.41	timeout
06-13 22:45	BTC	Buy	63841.2→64485.8	+4.58	timeout
06-13 16:43	BTC	Buy	63593.2→64030.8	+2.99	timeout
06-13 09:33	BTC	Buy	63535.2→63789.8	+1.51	timeout
06-12 23:25	BTC	Buy	63861.2→63435.8	-3.80	timeout
06-12 17:49	BTC	Buy	63364.2→63828.8	+3.21	timeout
06-12 11:41	BTC	Buy	63652.2→63694.8	-0.15	timeout
06-12 05:36	BTC	Buy	63184.2→63431.8	+1.48	timeout
06-11 19:06	BTC	Buy	62649.1→63452.8	+5.90	timeout
06-11 04:01	BTC	Buy	62525.1→62597.9	+0.06	timeout
06-10 20:18	BTC	Buy	61596.1→61810.9	+1.26	timeout
06-10 03:10	BTC	Buy	61678.1→62016.9	+2.35	timeout
06-09 14:46	BTC	Buy	63172.2→61239.3	-15.76	stop_loss
06-09 08:29	BTC	Buy	63159.2→62860.9	-2.81	timeout
06-09 02:27	BTC	Buy	63747.2→62652.9	-9.03	timeout
06-08 20:06	BTC	Buy	63133.2→63397.8	+1.63	timeout
06-08 14:01	BTC	Buy	63136.2→63734.8	+4.27	timeout
06-08 07:59	BTC	Buy	61276.1→63272.8	+15.81	timeout
06-08 01:53	BTC	Buy	61762.1→63025.8	+9.75	timeout
06-07 19:48	BTC	Buy	62214.1→61206.9	-8.52	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.90	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 04:33	BTC	Buy	61473.1→59592.2	-15.75	stop_loss
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
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 06:20	BTC	Buy	63614.2→61666.1	-15.74	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:42	BTC	Buy	62820.1→63200.8	+2.59	timeout
06-04 10:28	BTC	Buy	64416.2→62443.6	-15.73	stop_loss
06-04 00:30	BTC	Buy	65236.3→63241.2	-15.74	stop_loss
06-03 20:46	BTC	Buy	67089.4→65037.2	-15.76	stop_loss
06-03 16:39	BTC	Buy	66340.3→65885.7	-3.91	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 03:50	BTC	Buy	67496.4→65421	-15.83	stop_loss
06-02 14:23	BTC	Buy	70120.5→67972.6	-15.78	stop_loss
06-02 13:40	BTC	Buy	70889.5→68758.6	-15.50	timeout
06-02 04:54	BTC	Buy	71402.6→70877.5	-4.20	timeout
06-01 03:52	BTC	Buy	73635.7→73801.3	+0.64	timeout
05-31 19:27	BTC	Buy	73881.7→73442.3	-3.43	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 02:52	BTC	Buy	72959.6→73709.3	+4.67	timeout
05-29 19:48	BTC	Buy	73376.7→73619.3	+1.17	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+3.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-198.83

total pnl ($)

-40.8 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	49%	-40.8	-198.83

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:30	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…