deribit_basis_zscore_fear_gate_long_v86 · strategy

152

closed trades

43%

win rate

-467.42

total pnl ($)

0.250

weight

7d window — n=36 wr=36% pnl=-150.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:09	BTC	Buy	59986→59439	-4.99	timeout
06-30 03:09	BTC	Buy	60080→59874	-2.09	timeout
06-29 20:06	BTC	Buy	59510→60467	+7.44	timeout
06-29 18:54	BTC	Buy	59552→60211	+4.93	timeout
06-29 06:16	BTC	Buy	59820→60106	+1.92	timeout
06-29 04:02	BTC	Buy	60118→59978	-1.62	timeout
06-29 01:32	BTC	Buy	60162→59296	-7.68	timeout
06-28 18:58	BTC	Buy	60526→59596	-8.11	timeout
06-28 16:50	BTC	Buy	60795→59664	-9.72	timeout
06-28 05:53	BTC	Buy	60230→59920	-3.02	timeout
06-28 02:53	BTC	Buy	60316→60128	-2.02	timeout
06-27 23:30	BTC	Buy	59934→59947	-0.29	timeout
06-27 18:50	BTC	Buy	59643→60500	+6.75	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:49	BTC	Buy	59638→60317	+5.25	timeout
06-26 20:20	BTC	Buy	59576→59745	+0.87	timeout
06-26 19:17	BTC	Buy	59218→59938	+5.50	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-26 02:13	BTC	Buy	60113→58626.7	-12.80	stop_loss
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:57	BTC	Buy	59741→58271.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59796→58323.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60465→58957.6	-12.84	stop_loss
06-25 13:48	BTC	Buy	60954→59452.3	-12.72	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62700.1→61156.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62780.1→61233.3	-12.77	stop_loss
06-24 13:09	BTC	Buy	62104.1→62138.9	-0.18	timeout
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62727.9	-2.92	timeout
06-23 08:17	BTC	Buy	63996.2→62415.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	63999.2→62425.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64011.2→62436.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64106.2→62529.6	-12.78	stop_loss
06-23 06:20	BTC	Buy	64446.2→62861.4	-12.76	stop_loss
06-23 02:15	BTC	Buy	64495.2→64174.8	-2.93	timeout
06-22 23:32	BTC	Buy	63425.2→63987.8	+4.05	timeout
06-22 22:21	BTC	Buy	63724.2→64202.8	+3.30	timeout
06-22 16:54	BTC	Buy	64132.2→64728.8	+4.20	timeout
06-22 03:37	BTC	Buy	64289.2→64172.8	-1.43	timeout
06-22 01:08	BTC	Buy	64251.2→63926.8	-3.03	timeout
06-21 22:44	BTC	Buy	64243.2→63639.8	-5.12	timeout
06-21 21:26	BTC	Buy	63940.2→63656.8	-2.67	timeout
06-21 16:01	BTC	Buy	63994.2→64151.8	+0.80	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 23:18	BTC	Buy	63272.2→64262.8	+7.37	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:05	BTC	Buy	63146.2→63920.8	+5.69	timeout
06-20 14:49	BTC	Buy	63288.2→63857.8	+3.98	timeout
06-19 23:23	BTC	Buy	62816.1→63265.8	+3.10	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-19 14:14	BTC	Buy	63732.2→63061.8	-5.61	timeout
06-18 15:51	BTC	Buy	64085.2→62509.6	-12.62	stop_loss
06-18 15:40	BTC	Buy	64268.2→62668.5	-12.62	stop_loss
06-18 15:40	BTC	Buy	64350.2→62767.5	-12.71	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 10:28	BTC	Buy	64913.2→63891.8	-8.40	timeout
06-18 09:25	BTC	Buy	65000.2→64298.8	-5.95	timeout
06-18 05:03	BTC	Buy	65335.3→63728.9	-12.77	stop_loss
06-17 19:40	BTC	Buy	65814.3→64195.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.75	stop_loss
06-17 15:59	BTC	Buy	65865.3→65698.7	-1.73	timeout
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 08:08	BTC	Buy	66362.3→65398.7	-7.72	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 02:31	BTC	Buy	65756.3→66009.7	+1.45	timeout
06-16 14:06	BTC	Buy	66433.3→66182.7	-2.42	timeout
06-16 08:09	BTC	Buy	65703.3→66355.7	+4.54	timeout
06-16 07:02	BTC	Buy	65728.3→66371.7	+4.52	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-16 00:51	BTC	Buy	65513.3→66281.7	+5.41	timeout
06-15 13:26	BTC	Buy	64114.2→66931.7	+21.54	take_profit
06-15 05:38	BTC	Buy	64298.2→65686.7	+10.33	timeout
06-15 04:04	BTC	Buy	64505.2→65805.7	+9.60	timeout
06-15 02:52	BTC	Buy	64464.2→65462.7	+7.26	timeout
06-14 21:38	BTC	Buy	64294.2→64882.8	+4.08	timeout
06-14 13:42	BTC	Buy	64202.2→64282.8	+0.18	timeout
06-14 01:14	BTC	Buy	63642.2→64618.8	+7.27	timeout
06-13 22:16	BTC	Buy	63497.2→64354.8	+6.27	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:41	BTC	Buy	63700.2→64279.8	+4.10	timeout
06-13 12:41	BTC	Buy	63407.2→63988.8	+4.05	timeout
06-12 22:04	BTC	Buy	63579.2→63517.8	-0.98	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:39	BTC	Buy	63207.2→63821.8	+4.40	timeout
06-12 15:46	BTC	Buy	62663.1→63844.8	+8.90	timeout
06-12 12:26	BTC	Buy	62744.1→63505.8	+5.55	timeout
06-11 21:57	BTC	Buy	61244.1→63427.8	+17.24	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 14:48	BTC	Buy	61927.1→62876.9	+7.12	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.60	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.79	timeout
06-10 17:11	BTC	Buy	61439.1→61983.9	+3.93	timeout
06-10 15:11	BTC	Buy	61624.1→61852.9	+1.36	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

43%

win rate

-467.42

total pnl ($)

-61.4 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	152	43%	-61.4	-467.42

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…