deribit_basis_zscore_fear_gate_long_v91 · strategy

135

closed trades

43%

win rate

-423.22

total pnl ($)

0.348

weight

7d window — n=39 wr=41% pnl=-152.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:06	BTC	Buy	60113→59780	-3.24	timeout
06-28 21:02	BTC	Buy	60311→59619	-6.20	timeout
06-28 18:50	BTC	Buy	60505→59505	-8.69	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:22	BTC	Buy	60369→60108	-2.64	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.93	timeout
06-27 19:43	BTC	Buy	59904→60165	+1.78	timeout
06-27 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-27 06:18	BTC	Buy	59739→60135	+2.87	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 16:48	BTC	Buy	59276→60065	+6.11	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.74	timeout
06-26 13:51	BTC	Buy	59349→59546	+1.16	timeout
06-26 02:13	BTC	Buy	60198→58717.7	-12.74	stop_loss
06-25 18:50	BTC	Buy	59395→59441	-0.03	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:55	BTC	Buy	59874→58392.9	-12.75	stop_loss
06-25 13:54	BTC	Buy	60073→58543.8	-13.10	stop_loss
06-25 13:53	BTC	Buy	60469→58967.6	-12.78	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61461.1→59950	-12.72	stop_loss
06-24 13:57	BTC	Buy	62745.1→61200.3	-12.76	stop_loss
06-24 13:43	BTC	Buy	63005.2→61453.2	-12.77	stop_loss
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-1.93	timeout
06-23 06:22	BTC	Buy	64082.2→62504.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64123.2→62533.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64149.2→62565.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64278.2→62696.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64618.2→63029.3	-12.77	stop_loss
06-22 09:34	BTC	Buy	64074.2→64155.8	+0.11	timeout
06-22 08:31	BTC	Buy	64024.2→64157.8	+0.54	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.38	timeout
06-21 05:55	BTC	Buy	63642.2→64217.8	+4.07	timeout
06-21 04:54	BTC	Buy	63574.2→64297.8	+5.26	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 02:41	BTC	Buy	62895.1→63355.8	+3.22	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+4.87	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-19 21:27	BTC	Buy	62924.1→63148.8	+1.28	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-18 15:57	BTC	Buy	63898.2→62315.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64094.2→62516.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.49	stop_loss
06-18 15:38	BTC	Buy	64409.2→62824.4	-12.74	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.76	stop_loss
06-18 09:27	BTC	Buy	65023.3→64264.8	-6.31	timeout
06-18 04:11	BTC	Buy	65376.3→63743.9	-12.94	stop_loss
06-17 19:40	BTC	Buy	65807.3→64184.7	-12.81	stop_loss
06-17 19:38	BTC	Buy	65657.3→64454.8	-9.65	timeout
06-17 18:38	BTC	Buy	65809.3→65442.7	-3.34	timeout
06-17 15:30	BTC	Buy	65804.3→65298.7	-4.30	timeout
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.63	timeout
06-16 20:21	BTC	Buy	66521.3→65796.7	-5.99	timeout
06-16 19:22	BTC	Buy	66531.3→65666.7	-7.03	timeout
06-16 18:03	BTC	Buy	66840.3→66185.7	-5.43	timeout
06-16 15:24	BTC	Buy	66645.3→65741.7	-7.31	timeout
06-16 08:05	BTC	Buy	65724.3→66342.7	+4.29	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:25	BTC	Buy	64075.2→66888.7	+21.53	take_profit
06-15 13:19	BTC	Buy	63993.2→66803.7	+21.53	take_profit
06-15 12:24	BTC	Buy	64475.2→66254.7	+13.36	timeout
06-15 06:59	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.30	timeout
06-14 08:43	BTC	Buy	63889.2→64448.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-14 06:09	BTC	Buy	63569.2→64438.8	+6.40	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 09:25	BTC	Buy	63662.2→63777.8	+0.37	timeout
06-13 08:23	BTC	Buy	63474.2→63736.8	+1.52	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-13 05:22	BTC	Buy	63453.2→63538.8	+0.24	timeout
06-12 10:47	BTC	Buy	62930.1→63653.8	+5.22	timeout
06-12 09:22	BTC	Buy	62773.1→63615.8	+6.18	timeout
06-12 08:18	BTC	Buy	62810.1→63412.8	+4.24	timeout
06-12 07:04	BTC	Buy	62663.1→63067.8	+2.73	timeout
06-12 01:11	BTC	Buy	61958.1→63456.8	+11.52	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61069.4	-12.77	stop_loss
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.08	timeout
06-10 16:09	BTC	Buy	60912→62402.9	+11.75	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.27	timeout
06-10 14:06	BTC	Buy	62120.1→62186.9	+0.06	timeout
06-09 14:47	BTC	Buy	62662.1→61120.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62814.1→61269.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62823.1→61275.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 12:28	BTC	Buy	63036.2→62619.9	-3.70	timeout
06-09 02:58	BTC	Buy	63097.2→62808.9	-2.72	timeout
06-09 01:51	BTC	Buy	63010.2→62710.9	-2.82	timeout
06-08 22:37	BTC	Buy	63304.2→63315.8	-0.39	timeout
06-08 21:32	BTC	Buy	61774.1→63648.8	+14.69	timeout

Paper vs Live

Paper (trades.jsonl)

135

closed

43%

win rate

-423.22

total pnl ($)

-62.4 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	135	43%	-62.4	-423.22

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…