deribit_basis_zscore_fear_gate_long_v79

not live
76
closed trades
51%
win rate
-176.85
total pnl ($)
0.690
weight
7d window — n=21 wr=43% pnl=-69.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 07:03BTCBuy60158→59604-5.05timeout
06-29 23:43BTCBuy59873→60236+2.59timeout
06-29 16:48BTCBuy59776→59882+0.36timeout
06-29 10:14BTCBuy59649→60190+4.01timeout
06-29 00:02BTCBuy60305→59398-8.01timeout
06-28 17:20BTCBuy59975→59636-3.26timeout
06-28 08:29BTCBuy60243→60181-0.96timeout
06-28 02:26BTCBuy60610→60055-5.03timeout
06-27 19:54BTCBuy60474→60177-2.88timeout
06-27 07:46BTCBuy59868→60447+4.37timeout
06-26 13:19BTCBuy60240→58696.7-13.27stop_loss
06-26 12:34BTCBuy59745→59817+0.13timeout
06-26 06:20BTCBuy59629→59826+1.20timeout
06-25 13:45BTCBuy61446.1→59856.1-13.38stop_loss
06-25 13:44BTCBuy61703.1→60123.9-13.22stop_loss
06-25 11:53BTCBuy60926→61170.9+1.55timeout
06-25 05:24BTCBuy59175→61773.9+21.52take_profit
06-24 14:02BTCBuy62770.1→61161.3-13.26stop_loss
06-24 13:44BTCBuy62991.1→61378.2-13.25stop_loss
06-24 08:29BTCBuy62474.1→62665.9+1.04timeout
06-23 17:26BTCBuy63395.2→62602.9-6.70timeout
06-23 08:17BTCBuy64020.2→62374.7-13.30stop_loss
06-23 04:13BTCBuy64693.2→63996.8-5.83timeout
06-22 20:40BTCBuy64076.2→64462.8+2.56timeout
06-22 14:25BTCBuy64501.2→64988.8+3.27timeout
06-22 08:22BTCBuy64083.2→64288.8+1.13timeout
06-22 02:28BTCBuy64012.2→64537.8+3.61timeout
06-21 19:25BTCBuy64169.2→64186.8-0.30timeout
06-21 00:50BTCBuy63566.2→64262.8+5.00timeout
06-20 18:49BTCBuy63722.2→63796.8+0.14timeout
06-20 12:48BTCBuy63528.2→63577.8-0.08timeout
06-20 06:26BTCBuy63120.2→63635.8+3.63timeout
06-19 23:57BTCBuy62606.1→63558.8+7.10timeout
06-19 17:01BTCBuy62513.1→62925.9+2.85timeout
06-19 10:25BTCBuy62822.1→62406.9-3.71timeout
06-18 15:55BTCBuy64042.2→62400.7-13.28stop_loss
06-17 20:36BTCBuy65123.3→64413.8-5.90timeout
06-17 02:56BTCBuy65669.3→65876.7+1.12timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-15 16:01BTCBuy65876.3→67165.6+9.34timeout
06-15 09:20BTCBuy64769.2→65729.7+6.97timeout
06-15 02:25BTCBuy64246.2→65672.7+10.63timeout
06-14 20:22BTCBuy64480.2→63870.8-5.20timeout
06-14 14:20BTCBuy64608.2→64241.8-3.28timeout
06-14 08:15BTCBuy64255.2→64429.8+0.88timeout
06-14 01:50BTCBuy64119.2→64611.8+3.41timeout
06-13 19:49BTCBuy63818.2→64282.8+3.19timeout
06-13 13:46BTCBuy63777.2→64081.8+1.91timeout
06-12 18:26BTCBuy63141.2→63709.8+4.05timeout
06-12 02:01BTCBuy63018.2→63405.8+2.57timeout
06-11 19:11BTCBuy62656.1→63416.8+5.55timeout
06-11 13:14BTCBuy62079.1→62858.9+5.78timeout
06-11 02:50BTCBuy61875.1→62016.9+0.67timeout
06-10 20:18BTCBuy61596.1→61809.9+1.26timeout
06-09 16:40BTCBuy62335.1→60737.6-13.28stop_loss
06-09 14:29BTCBuy63167.2→61550.1-13.25stop_loss
06-09 00:19BTCBuy62902.1→63009.8+0.39timeout
06-08 18:13BTCBuy62902.1→63488.8+4.17timeout
06-08 10:20BTCBuy63168.2→63224.8+0.00timeout
06-08 04:07BTCBuy61956.1→62896.9+7.13timeout
06-07 19:19BTCBuy62817.1→61209.3-13.22stop_loss
06-07 13:30BTCBuy61585.1→61815.9+1.41timeout
06-06 21:28BTCBuy61280.1→60861-3.83timeout
06-06 15:23BTCBuy60815→60488-3.14timeout
06-06 04:11BTCBuy61825.1→60242.8-13.25stop_loss
06-05 18:52BTCBuy60917→59358.3-13.25stop_loss
06-05 13:48BTCBuy63135.2→61516.1-13.27stop_loss
06-05 06:23BTCBuy62812.1→61204.3-13.24stop_loss
06-04 09:30BTCBuy64366.2→62715.5-13.26stop_loss
06-03 19:15BTCBuy67013.4→65970.7-8.26timeout
06-03 13:12BTCBuy66661.3→67079.6+2.68timeout
06-03 03:50BTCBuy67283.4→65557.9-13.28stop_loss
06-02 14:10BTCBuy70109.5→68315.4-13.26stop_loss
06-02 12:18BTCBuy70998.5→69181.9-13.30stop_loss
05-31 03:11BTCBuy73898.7→74071.3+0.69timeout
05-29 20:18BTCBuy73701.7→73557.3-1.45timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
51%
win rate
-176.85
total pnl ($)
-46.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7651%-46.3-176.85

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:33BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems