deribit_basis_zscore_fear_gate_long_v80 · strategy

closed trades

40%

win rate

-380.58

total pnl ($)

0.250

weight

7d window — n=22 wr=18% pnl=-147.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:56	BTC	Buy	60361→58513.8	-15.73	stop_loss
06-30 11:40	BTC	Buy	59803→59172	-5.71	timeout
06-30 04:51	BTC	Buy	59803→59519	-2.76	timeout
06-29 22:16	BTC	Buy	59558→60447	+6.97	timeout
06-29 11:35	BTC	Buy	60296→59944	-3.52	timeout
06-29 05:14	BTC	Buy	59981→59502	-4.45	timeout
06-28 20:35	BTC	Buy	60243→59645	-5.39	timeout
06-28 14:27	BTC	Buy	60607→60129	-4.43	timeout
06-28 07:49	BTC	Buy	60476→60202	-2.75	timeout
06-27 19:34	BTC	Buy	60037→60156	+0.59	timeout
06-27 03:41	BTC	Buy	59411→60282	+6.89	timeout
06-26 21:16	BTC	Buy	59566→59715	+0.74	timeout
06-26 14:56	BTC	Buy	59680→59369	-3.16	timeout
06-25 13:53	BTC	Buy	60724→58866.6	-15.70	stop_loss
06-25 13:53	BTC	Buy	60927→59063.5	-15.67	stop_loss
06-25 13:45	BTC	Buy	61725.1→59837.1	-15.73	stop_loss
06-24 17:47	BTC	Buy	60941→59072.5	-15.76	stop_loss
06-24 15:44	BTC	Buy	62401.1→60491.7	-15.54	stop_loss
06-24 15:31	BTC	Buy	62609.1→60691.6	-15.65	stop_loss
06-24 15:30	BTC	Buy	62670.1→60751.6	-15.71	stop_loss
06-24 11:18	BTC	Buy	62379.1→62365.9	-0.56	timeout
06-24 05:47	BTC	Buy	63358.2→62904.9	-4.08	timeout
06-23 08:27	BTC	Buy	64011.2→62051.9	-15.72	stop_loss
06-23 08:24	BTC	Buy	64178.2→62199.8	-15.81	stop_loss
06-23 06:21	BTC	Buy	64754.2→62772.5	-15.77	stop_loss
06-23 04:10	BTC	Buy	63933.2→64031.8	+0.31	timeout
06-22 22:13	BTC	Buy	63547.2→64324.8	+5.66	timeout
06-22 16:07	BTC	Buy	64161.2→64653.8	+3.39	timeout
06-22 09:47	BTC	Buy	64095.2→64080.8	-0.66	timeout
06-22 03:36	BTC	Buy	64297.2→64203.8	-1.22	timeout
06-21 17:42	BTC	Buy	63871.2→64062.8	+1.14	timeout
06-21 01:30	BTC	Buy	63490.2→64217.8	+5.22	timeout
06-20 19:30	BTC	Buy	62960.1→63811.8	+6.34	timeout
06-20 13:28	BTC	Buy	62743.1→63262.8	+3.64	timeout
06-20 07:24	BTC	Buy	62752.1→63740.8	+7.42	timeout
06-20 01:20	BTC	Buy	63016.2→63450.8	+3.00	timeout
06-19 19:17	BTC	Buy	62675.1→63020.8	+2.28	timeout
06-18 15:58	BTC	Buy	64207.2→62238.8	-15.64	stop_loss
06-18 15:57	BTC	Buy	64245.2→62278.7	-15.71	stop_loss
06-18 15:51	BTC	Buy	64497.2→62521.6	-15.45	stop_loss
06-18 15:40	BTC	Buy	64619.2→62639.5	-15.59	stop_loss
06-18 13:22	BTC	Buy	65015.3→64338.8	-5.65	timeout
06-18 05:05	BTC	Buy	65671.3→63662	-15.77	stop_loss
06-18 01:02	BTC	Buy	65778.3→64552.8	-9.87	timeout
06-17 19:10	BTC	Buy	65734.3→65061.7	-5.61	timeout
06-17 13:03	BTC	Buy	66427.3→65019.7	-11.10	timeout
06-17 07:00	BTC	Buy	66399.3→65578.7	-6.66	timeout
06-16 16:17	BTC	Buy	67159.4→65729.7	-11.18	timeout
06-16 10:13	BTC	Buy	65729.3→66503.7	+5.41	timeout
06-16 04:02	BTC	Buy	65857.3→66143.7	+1.77	timeout
06-15 21:20	BTC	Buy	64757.2→66496.7	+12.92	timeout
06-15 14:04	BTC	Buy	64278.2→66323.7	+15.48	timeout
06-15 07:52	BTC	Buy	64394.2→65693.7	+9.57	timeout
06-15 01:51	BTC	Buy	64615.2→65526.7	+6.58	timeout
06-14 19:50	BTC	Buy	64299.2→63746.8	-4.79	timeout
06-14 13:45	BTC	Buy	64111.2→64342.8	+1.36	timeout
06-14 07:43	BTC	Buy	63798.2→64285.8	+3.36	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 19:38	BTC	Buy	63739.2→64228.8	+3.39	timeout
06-13 11:26	BTC	Buy	63833.2→63919.8	+0.14	timeout
06-13 05:18	BTC	Buy	63491.2→63529.8	-0.13	timeout
06-12 22:04	BTC	Buy	63625.2→63504.8	-1.45	timeout
06-12 14:00	BTC	Buy	63025.2→63197.8	+0.85	timeout
06-12 07:05	BTC	Buy	62642.1→63083.8	+3.03	timeout
06-11 16:02	BTC	Buy	62497.1→62716.9	+1.16	timeout
06-11 08:18	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 15:10	BTC	Buy	61638.1→61933.9	+1.90	timeout
06-09 14:46	BTC	Buy	63153.2→61217.3	-15.78	stop_loss
06-09 14:43	BTC	Buy	63236.2→61299.3	-15.78	stop_loss
06-09 14:18	BTC	Buy	63731.2→61782	-15.76	stop_loss
06-09 08:13	BTC	Buy	63132.2→62906.9	-2.23	timeout
06-09 02:08	BTC	Buy	63084.2→62788.9	-2.77	timeout
06-08 13:54	BTC	Buy	61761.1→63770.8	+15.78	timeout
06-08 07:49	BTC	Buy	62212.1→63320.8	+8.43	timeout
06-07 22:15	BTC	Buy	61484.1→64183.8	+21.51	take_profit
06-07 22:15	BTC	Buy	61268.1→63957.8	+21.50	take_profit
06-07 19:40	BTC	Buy	60542→61258.9	+5.53	timeout
06-07 13:34	BTC	Buy	60756→61829.9	+8.37	timeout
06-06 15:16	BTC	Buy	60536→60607	+0.14	timeout
06-06 04:34	BTC	Buy	61413.1→59534.2	-15.75	stop_loss
06-05 13:59	BTC	Buy	62568.1→60652.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61074.4	-15.77	stop_loss
06-05 09:40	BTC	Buy	62890.1→62766.9	-1.41	timeout
06-05 06:19	BTC	Buy	63717.2→61766	-15.73	stop_loss
06-05 06:18	BTC	Buy	63752.2→61802	-15.70	stop_loss
06-04 10:30	BTC	Buy	64355.2→62380.7	-15.76	stop_loss
06-04 00:30	BTC	Buy	65258.3→63262.2	-15.74	stop_loss
06-03 23:10	BTC	Buy	66380.3→64348.6	-15.73	stop_loss
06-03 20:55	BTC	Buy	66731.3→64651.4	-16.09	stop_loss
06-03 20:45	BTC	Buy	67158.4→65102.2	-15.78	stop_loss
06-03 15:49	BTC	Buy	67229.4→66211.7	-8.10	timeout
06-02 14:23	BTC	Buy	70174.5→68006.6	-15.91	stop_loss
06-02 13:36	BTC	Buy	70939.5→68762.2	-15.81	stop_loss
05-31 19:45	BTC	Buy	73987.7→73502.3	-3.72	timeout
05-30 14:54	BTC	Buy	72938.6→73889.3	+5.92	timeout
05-30 07:50	BTC	Buy	73373.7→73502.3	+0.39	timeout
05-29 14:41	BTC	Buy	72974.6→72656.4	-2.78	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-380.58

total pnl ($)

-78.3 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	40%	-78.3	-380.58

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…