deribit_basis_zscore_fear_gate_long_v83

not live
72
closed trades
43%
win rate
-247.32
total pnl ($)
0.552
weight
7d window — n=19 wr=32% pnl=-118.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:30BTCBuy60237→59697-4.91timeout
06-28 14:27BTCBuy60608→60122-4.49timeout
06-28 07:49BTCBuy60475→60210-2.67timeout
06-27 06:38BTCBuy60143→60260+0.53timeout
06-27 00:34BTCBuy59739→59870+0.62timeout
06-26 18:30BTCBuy59649→59786+0.60timeout
06-25 18:20BTCBuy59747→59662-1.13timeout
06-25 13:51BTCBuy60954→59089.5-15.71stop_loss
06-25 13:46BTCBuy61662.1→59776.1-15.73stop_loss
06-24 15:45BTCBuy62326.1→60418.8-15.68stop_loss
06-24 14:19BTCBuy62786.1→60847.5-15.89stop_loss
06-24 14:19BTCBuy62772.1→60847.5-15.77stop_loss
06-24 12:07BTCBuy62442.1→62791.9+2.35timeout
06-24 05:51BTCBuy63400.2→62861.9-4.75timeout
06-23 08:17BTCBuy64401.2→62430.6-15.77stop_loss
06-23 07:15BTCBuy64225.2→62981.9-10.16timeout
06-23 01:13BTCBuy63858.2→64207.8+2.30timeout
06-22 19:08BTCBuy64143.2→64342.8+1.06timeout
06-22 07:00BTCBuy64275.2→63954.8-2.96timeout
06-22 00:42BTCBuy64280.2→63917.8-3.28timeout
06-21 17:42BTCBuy63828.2→64049.8+1.37timeout
06-21 01:28BTCBuy63453.2→64217.8+5.52timeout
06-20 19:27BTCBuy62918.1→63862.8+7.08timeout
06-20 07:23BTCBuy62731.1→63730.8+7.51timeout
06-20 01:20BTCBuy63027.2→63466.8+3.04timeout
06-19 19:18BTCBuy62666.1→63012.8+2.29timeout
06-19 07:19BTCBuy64124.2→62716.9-11.38timeout
06-18 15:18BTCBuy65193.3→63199.2-15.73stop_loss
06-18 13:15BTCBuy65071.3→64360.8-5.92timeout
06-18 05:08BTCBuy65627.3→63620-15.76stop_loss
06-17 19:03BTCBuy65689.3→65489.7-2.05timeout
06-17 13:02BTCBuy66374.3→65026.7-10.66timeout
06-17 07:00BTCBuy66404.3→65587.7-6.63timeout
06-16 16:16BTCBuy67206.4→65764.7-11.24timeout
06-16 10:13BTCBuy65730.3→66503.7+5.41timeout
06-16 04:01BTCBuy65876.3→66132.7+1.54timeout
06-15 11:18BTCBuy64528.2→65996.7+10.92timeout
06-15 05:16BTCBuy64341.2→65677.7+9.91timeout
06-14 23:13BTCBuy64426.2→65558.7+8.29timeout
06-14 10:44BTCBuy63848.2→64586.8+5.31timeout
06-14 04:43BTCBuy63593.2→64367.8+5.69timeout
06-13 21:35BTCBuy63516.2→64255.8+5.35timeout
06-13 03:28BTCBuy63392.2→63442.8-0.05timeout
06-12 20:16BTCBuy63476.2→63522.8-0.09timeout
06-12 12:31BTCBuy62593.1→63462.8+6.43timeout
06-11 16:03BTCBuy62495.1→62720.9+1.21timeout
06-11 08:19BTCBuy61623.1→62803.9+9.01timeout
06-10 15:09BTCBuy61644.1→61970.9+2.16timeout
06-09 14:46BTCBuy63188.2→61251.3-15.78stop_loss
06-09 14:43BTCBuy63220.2→61286.3-15.76stop_loss
06-09 14:17BTCBuy63779.2→61827-15.76stop_loss
06-09 02:05BTCBuy63052.2→62783.9-2.56timeout
06-08 19:59BTCBuy61276.1→63363.8+16.55timeout
06-08 13:53BTCBuy61762.1→63815.8+16.13timeout
06-08 01:48BTCBuy61488.1→63107.8+12.64timeout
06-07 19:40BTCBuy60548→61236.9+5.29timeout
06-07 13:34BTCBuy60756→61829.9+8.37timeout
06-06 15:33BTCBuy60560→60543-0.58timeout
06-06 04:33BTCBuy61466.1→59586.2-15.74stop_loss
06-05 13:51BTCBuy63044.2→61114.4-15.76stop_loss
06-05 06:23BTCBuy63158.2→61213.3-15.79stop_loss
06-05 06:18BTCBuy63746.2→61796-15.70stop_loss
06-05 05:24BTCBuy63801.2→63347.8-3.95timeout
06-04 00:29BTCBuy65340.3→63341.1-15.75stop_loss
06-03 23:10BTCBuy66382.3→64350.6-15.76stop_loss
06-03 20:55BTCBuy66731.3→64649.4-16.10stop_loss
06-03 15:49BTCBuy67229.4→66211.7-8.09timeout
06-02 14:23BTCBuy70174.5→68006.6-15.91stop_loss
06-02 13:36BTCBuy70939.5→68762.2-15.81stop_loss
05-31 19:47BTCBuy74028.7→73494.3-4.05timeout
05-30 14:53BTCBuy73053.7→73885.3+5.09timeout
05-30 07:50BTCBuy73372.7→73502.3+0.39timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
43%
win rate
-247.32
total pnl ($)
-68.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7243%-68.4-247.32

Recent bounces (last 20 of 1)

timesymsidereason
06-28 22:20BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems