deribit_basis_zscore_fear_gate_long_v9 · strategy

105

closed trades

38%

win rate

-411.49

total pnl ($)

0.388

weight

7d window — n=23 wr=26% pnl=-117.69 · 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 03:24	BTC	Buy	60003→59843	-1.72	timeout
06-30 01:10	BTC	Buy	59511→59773	+1.81	timeout
06-28 20:43	BTC	Buy	60239→59649	-5.32	timeout
06-28 19:40	BTC	Buy	60164→59403	-6.76	timeout
06-28 18:37	BTC	Buy	60529→59590	-8.18	timeout
06-27 19:14	BTC	Buy	60022→60572	+4.16	timeout
06-27 16:39	BTC	Buy	60178→60738	+4.19	timeout
06-27 15:37	BTC	Buy	60304→60812	+3.78	timeout
06-26 16:49	BTC	Buy	59299→60130	+6.47	timeout
06-26 15:48	BTC	Buy	59315→60285	+7.68	timeout
06-26 14:41	BTC	Buy	59548→59597	-0.09	timeout
06-25 13:58	BTC	Buy	59562→58097	-12.68	stop_loss
06-25 13:57	BTC	Buy	59785→58294.9	-12.85	stop_loss
06-25 13:57	BTC	Buy	59807→58329.9	-12.74	stop_loss
06-24 17:47	BTC	Buy	60587→59096.5	-12.74	stop_loss
06-24 17:20	BTC	Buy	60865→59368.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61181.1→59676.2	-12.73	stop_loss
06-24 15:33	BTC	Buy	62158.1→60627.6	-12.75	stop_loss
06-24 13:47	BTC	Buy	62812.1→61267.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62830.1→61277.3	-12.81	stop_loss
06-24 07:46	BTC	Buy	62905.1→62657.9	-2.47	timeout
06-24 06:45	BTC	Buy	62914.1→62715.9	-2.08	timeout
06-24 05:46	BTC	Buy	63388.2→62895.9	-4.39	timeout
06-23 06:43	BTC	Buy	64012.2→62862.9	-9.46	timeout
06-23 06:21	BTC	Buy	64136.2→62555.6	-12.80	stop_loss
06-23 05:22	BTC	Buy	65037.3→63424.1	-12.87	stop_loss
06-22 06:13	BTC	Buy	64179.2→64196.8	-0.33	timeout
06-22 05:03	BTC	Buy	64270.2→64063.8	-2.07	timeout
06-22 03:34	BTC	Buy	64331.2→64234.8	-1.28	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:48	BTC	Buy	63440.2→64371.8	+6.90	timeout
06-21 02:06	BTC	Buy	63469.2→64212.8	+5.37	timeout
06-20 00:35	BTC	Buy	62992.1→63730.8	+5.38	timeout
06-19 21:33	BTC	Buy	62959.1→63116.8	+0.75	timeout
06-19 20:24	BTC	Buy	63104.2→62986.9	-1.42	timeout
06-18 15:52	BTC	Buy	64070.2→62493.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64105.2→62526.6	-12.69	stop_loss
06-18 15:17	BTC	Buy	64898.2→63301.2	-12.88	stop_loss
06-18 09:26	BTC	Buy	65052.3→64290.8	-6.38	timeout
06-18 04:11	BTC	Buy	65390.3→63741.9	-13.06	stop_loss
06-17 08:44	BTC	Buy	66514.3→64877.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.76	stop_loss
06-17 08:11	BTC	Buy	66431.3→65357.7	-8.51	timeout
06-16 12:05	BTC	Buy	66112.3→66381.7	+1.50	timeout
06-16 11:02	BTC	Buy	65933.3→66532.7	+4.04	timeout
06-16 07:49	BTC	Buy	65678.3→66290.7	+4.27	timeout
06-15 11:07	BTC	Buy	64470.2→65921.7	+10.80	timeout
06-15 09:35	BTC	Buy	64435.2→65542.7	+8.16	timeout
06-15 06:57	BTC	Buy	64258.2→65834.7	+11.80	timeout
06-14 08:41	BTC	Buy	63854.2→64447.8	+4.16	timeout
06-14 07:37	BTC	Buy	63799.2→64300.8	+3.48	timeout
06-14 01:47	BTC	Buy	63807.2→64583.8	+5.66	timeout
06-13 08:29	BTC	Buy	63494.2→63786.8	+1.75	timeout
06-13 07:29	BTC	Buy	62993.1→63745.8	+5.51	timeout
06-12 17:38	BTC	Buy	63178.2→63797.8	+4.44	timeout
06-12 08:19	BTC	Buy	62810.1→63425.8	+4.35	timeout
06-12 06:50	BTC	Buy	62792.1→62926.9	+0.58	timeout
06-11 16:08	BTC	Buy	62389.1→62774.9	+2.49	timeout
06-10 16:56	BTC	Buy	61300.1→62063.9	+5.72	timeout
06-10 15:54	BTC	Buy	61207.1→62689.9	+11.71	timeout
06-10 14:53	BTC	Buy	61250.1→61864.9	+4.53	timeout
06-09 16:39	BTC	Buy	62306.1→60766.6	-12.82	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 14:18	BTC	Buy	63309.2→61749	-12.78	stop_loss
06-09 13:36	BTC	Buy	63767.2→62195.8	-12.76	stop_loss
06-09 02:23	BTC	Buy	63036.2→62655.9	-3.45	timeout
06-08 22:35	BTC	Buy	63092.2→63317.8	+1.31	timeout
06-08 21:32	BTC	Buy	61784.1→63638.8	+14.52	timeout
06-07 20:00	BTC	Buy	60570→61206.9	+4.85	timeout
06-07 16:39	BTC	Buy	60544→62215.9	+13.29	timeout
06-07 15:35	BTC	Buy	60683→62054.9	+10.84	timeout
06-06 18:57	BTC	Buy	59471→60638	+9.42	timeout
06-06 15:34	BTC	Buy	60554→60633	+0.21	timeout
06-06 14:29	BTC	Buy	60333→60840	+3.76	timeout
06-05 18:52	BTC	Buy	60935→59436.3	-12.75	stop_loss
06-05 16:10	BTC	Buy	61456.1→59945	-12.71	stop_loss
06-05 13:49	BTC	Buy	62769.1→61216.3	-12.82	stop_loss
06-05 13:49	BTC	Buy	63023.2→61469.2	-12.78	stop_loss
06-05 06:23	BTC	Buy	62731.1→61178.3	-12.82	stop_loss
06-05 06:23	BTC	Buy	62741.1→61178.3	-12.89	stop_loss
06-05 06:20	BTC	Buy	63202.2→61636.1	-12.84	stop_loss
06-05 03:11	BTC	Buy	63851.2→62280.7	-12.71	stop_loss
06-05 01:48	BTC	Buy	62625.1→63309.8	+5.04	timeout
06-04 11:10	BTC	Buy	63787.2→62218.8	-12.72	stop_loss
06-04 09:27	BTC	Buy	64385.2→62797.4	-12.77	stop_loss
06-04 01:19	BTC	Buy	64344.2→62761.5	-12.75	stop_loss
06-03 19:54	BTC	Buy	66944.3→65297.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	67023.4→65370	-12.81	stop_loss
06-03 16:25	BTC	Buy	67232.4→65578.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67288.4→65630.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67560.4→65898.7	-12.75	stop_loss
06-03 03:39	BTC	Buy	67587.4→65918.7	-12.80	stop_loss
06-02 14:08	BTC	Buy	70223.5→68495.3	-12.77	stop_loss
06-02 12:34	BTC	Buy	70848.5→69106	-12.81	stop_loss
06-02 12:33	BTC	Buy	70852.5→69110	-12.81	stop_loss
06-01 22:33	BTC	Buy	73991.7→71257.8	-19.07	stop_loss
06-01 04:38	BTC	Buy	74164.7→73426.3	-5.46	timeout
05-31 18:50	BTC	Buy	73997.7→73582.3	-3.32	timeout
05-31 16:54	BTC	Buy	73896.7→73502.3	-3.17	timeout
05-31 14:56	BTC	Buy	73895.7→73659.3	-2.08	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

38%

win rate

-411.49

total pnl ($)

-78.1 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	105	38%	-78.1	-411.49

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…