deribit_basis_zscore_fear_gate_long_v82 · strategy

closed trades

45%

win rate

-198.04

total pnl ($)

0.707

weight

7d window — n=13 wr=31% pnl=-88.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 11:38	BTC	Buy	60248→59875	-3.70	timeout
06-28 14:26	BTC	Buy	60620→60090	-4.85	timeout
06-28 07:48	BTC	Buy	60466→60219	-2.52	timeout
06-27 01:05	BTC	Buy	59468→59946	+3.55	timeout
06-26 18:59	BTC	Buy	59461→59598	+0.59	timeout
06-25 18:47	BTC	Buy	59541→59342	-2.09	timeout
06-25 13:53	BTC	Buy	60882→58714.7	-18.21	stop_loss
06-24 16:43	BTC	Buy	62348.1→60124.9	-18.10	stop_loss
06-24 15:41	BTC	Buy	62786.1→60551.7	-18.23	stop_loss
06-24 12:08	BTC	Buy	62442.1→62780.9	+2.26	timeout
06-23 08:27	BTC	Buy	64363.2→62072.8	-18.21	stop_loss
06-23 07:09	BTC	Buy	64072.2→62988.9	-8.93	timeout
06-22 19:02	BTC	Buy	64247.2→64348.8	+0.29	timeout
06-22 07:00	BTC	Buy	64268.2→63936.8	-3.05	timeout
06-21 17:42	BTC	Buy	63829.2→64050.8	+1.37	timeout
06-21 00:46	BTC	Buy	63536.2→64247.8	+5.10	timeout
06-20 01:15	BTC	Buy	62963.1→63421.8	+3.19	timeout
06-19 18:52	BTC	Buy	62780.1→63039.8	+1.60	timeout
06-18 15:37	BTC	Buy	65180.3→62859.4	-17.95	stop_loss
06-18 13:18	BTC	Buy	65061.3→64377.8	-5.69	timeout
06-17 13:10	BTC	Buy	66120.3→64973.8	-9.14	timeout
06-17 07:00	BTC	Buy	66419.3→65591.7	-6.62	timeout
06-16 10:54	BTC	Buy	65847.3→66539.7	+4.72	timeout
06-16 04:03	BTC	Buy	65827.3→66176.7	+2.25	timeout
06-15 07:00	BTC	Buy	64265.2→65780.7	+11.32	timeout
06-15 00:55	BTC	Buy	64534.2→65575.7	+7.59	timeout
06-14 04:50	BTC	Buy	63634.2→64322.8	+5.00	timeout
06-13 21:14	BTC	Buy	63574.2→64224.8	+4.64	timeout
06-12 23:44	BTC	Buy	63615.2→63508.8	-1.33	timeout
06-12 17:43	BTC	Buy	63298.2→63818.8	+3.65	timeout
06-11 16:03	BTC	Buy	62477.1→62710.9	+1.27	timeout
06-11 08:18	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-10 15:09	BTC	Buy	61627.1→61964.9	+2.25	timeout
06-09 16:05	BTC	Buy	63169.2→60914.5	-18.35	stop_loss
06-09 02:01	BTC	Buy	63130.2→62769.9	-3.29	timeout
06-08 20:16	BTC	Buy	61458.1→63245.8	+14.06	timeout
06-08 01:48	BTC	Buy	61544.1→63105.8	+12.16	timeout
06-07 19:40	BTC	Buy	60540→61259.9	+5.54	timeout
06-06 22:17	BTC	Buy	61522.1→60681	-7.21	timeout
06-06 15:20	BTC	Buy	60656→60456	-2.09	timeout
06-05 13:57	BTC	Buy	63040.2→60795.5	-18.25	stop_loss
06-05 09:44	BTC	Buy	62864.1→62802.9	-0.91	timeout
06-05 04:55	BTC	Buy	64407.2→63224.8	-9.58	timeout
06-04 00:24	BTC	Buy	66345.3→63984.8	-18.23	stop_loss
06-03 23:27	BTC	Buy	66357.3→64404.8	-15.16	timeout
06-02 14:27	BTC	Buy	70105.5→67610.8	-18.26	stop_loss
06-02 12:59	BTC	Buy	71524.6→68979	-18.35	stop_loss
06-02 02:06	BTC	Buy	72959.6→70361.3	-18.36	stop_loss
06-02 01:36	BTC	Buy	73484.7→70868	-18.40	stop_loss
05-30 14:53	BTC	Buy	73067.7→73889.3	+5.02	timeout
05-30 07:50	BTC	Buy	73373.7→73502.3	+0.39	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-198.04

total pnl ($)

-77.4 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	51	45%	-77.4	-198.04

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 18:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…