deribit_basis_zscore_fear_gate_long_v97 · strategy

133

closed trades

41%

win rate

-419.87

total pnl ($)

0.295

weight

7d window — n=33 wr=30% pnl=-166.20 · 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 22:53	BTC	Buy	60338→58851.6	-12.82	stop_loss
06-28 22:06	BTC	Buy	60113→59780	-3.24	timeout
06-28 21:02	BTC	Buy	60311→59619	-6.20	timeout
06-28 09:48	BTC	Buy	60396→60279	-1.45	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:22	BTC	Buy	60370→60108	-2.66	timeout
06-27 20:52	BTC	Buy	59757→60259	+3.82	timeout
06-27 19:43	BTC	Buy	59921→60154	+1.55	timeout
06-27 03:43	BTC	Buy	59413→60289	+6.93	timeout
06-27 02:36	BTC	Buy	58839.9→60254	+11.57	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.34	timeout
06-26 16:49	BTC	Buy	59245→60136	+6.98	timeout
06-26 15:18	BTC	Buy	58941.9→59901	+7.60	timeout
06-26 02:13	BTC	Buy	60180→58687.7	-12.84	stop_loss
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59842→58369.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.66	stop_loss
06-24 16:51	BTC	Buy	61067.1→59564.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 15:46	BTC	Buy	61864.1→60342.8	-12.72	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 11:26	BTC	Buy	62499.1→62341.9	-1.71	timeout
06-24 10:19	BTC	Buy	62404.1→62515.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.46	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 06:22	BTC	Buy	64089.2→62508.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64146.2→62559.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64163.2→62559.6	-12.97	stop_loss
06-23 06:21	BTC	Buy	64278.2→62697.5	-12.77	stop_loss
06-23 06:08	BTC	Buy	64695.2→63083.3	-12.93	stop_loss
06-22 08:32	BTC	Buy	64020.2→64158.8	+0.55	timeout
06-22 07:26	BTC	Buy	64169.2→64246.8	+0.18	timeout
06-22 06:10	BTC	Buy	64183.2→64242.8	-0.00	timeout
06-22 05:07	BTC	Buy	64239.2→64125.8	-1.35	timeout
06-22 03:33	BTC	Buy	64309.2→64306.8	-0.53	timeout
06-21 06:59	BTC	Buy	63727.2→64259.8	+3.73	timeout
06-21 05:57	BTC	Buy	63641.2→64217.8	+4.08	timeout
06-21 04:54	BTC	Buy	63542.2→64296.8	+5.50	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 02:42	BTC	Buy	62895.1→63360.8	+3.26	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.99	timeout
06-19 20:24	BTC	Buy	63103.2→62987.9	-1.40	timeout
06-18 15:57	BTC	Buy	63922.2→62349.7	-12.59	stop_loss
06-18 15:51	BTC	Buy	64090.2→62506.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.73	stop_loss
06-18 15:38	BTC	Buy	64414.2→62829.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.78	stop_loss
06-18 09:22	BTC	Buy	64953.2→64423.8	-4.56	timeout
06-18 04:11	BTC	Buy	65387.3→63741.9	-13.04	stop_loss
06-17 19:40	BTC	Buy	65816.3→64197.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65601.3→64271.8	-10.61	timeout
06-17 18:41	BTC	Buy	65794.3→65640.7	-1.71	timeout
06-17 16:31	BTC	Buy	65762.3→66070.7	+1.91	timeout
06-17 08:37	BTC	Buy	66674.3→65032.2	-12.75	stop_loss
06-16 20:24	BTC	Buy	66527.3→65762.7	-6.29	timeout
06-16 19:24	BTC	Buy	66525.3→65690.7	-6.81	timeout
06-16 18:06	BTC	Buy	66821.3→66105.7	-5.88	timeout
06-16 15:44	BTC	Buy	66874.3→65806.7	-8.51	timeout
06-16 08:05	BTC	Buy	65723.3→66339.7	+4.29	timeout
06-15 13:28	BTC	Buy	64291.2→66818.7	+19.23	timeout
06-15 13:25	BTC	Buy	64070.2→66882.7	+21.52	take_profit
06-15 13:19	BTC	Buy	63994.2→66803.7	+21.52	take_profit
06-15 12:24	BTC	Buy	64476.2→66259.7	+13.39	timeout
06-15 06:59	BTC	Buy	64263.2→65797.7	+11.47	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.30	timeout
06-14 08:43	BTC	Buy	63870.2→64447.8	+4.04	timeout
06-14 07:32	BTC	Buy	63754.2→64291.8	+3.77	timeout
06-14 06:11	BTC	Buy	63572.2→64422.8	+6.25	timeout
06-14 01:48	BTC	Buy	63815.2→64598.8	+5.72	timeout
06-13 09:26	BTC	Buy	63672.2→63784.8	+0.34	timeout
06-13 08:23	BTC	Buy	63511.2→63756.8	+1.41	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-13 05:22	BTC	Buy	63478.2→63548.8	+0.12	timeout
06-12 17:38	BTC	Buy	63189.2→63875.8	+4.97	timeout
06-12 09:01	BTC	Buy	62898.1→63441.8	+3.80	timeout
06-12 07:54	BTC	Buy	62675.1→62972.9	+2.00	timeout
06-12 06:46	BTC	Buy	62849.1→62952.9	+0.33	timeout
06-12 01:11	BTC	Buy	61948.1→63457.8	+11.62	timeout
06-11 16:02	BTC	Buy	62494.1→62712.9	+1.20	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.01	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.58	timeout
06-10 15:07	BTC	Buy	61494.1→61965.9	+3.34	timeout
06-10 14:05	BTC	Buy	62195.1→62142.9	-0.89	timeout
06-09 15:56	BTC	Buy	62563.1→61024.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62807.1→61262.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62823.1→61274.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss
06-09 13:30	BTC	Buy	63607.2→62294.9	-10.74	timeout
06-09 12:28	BTC	Buy	63036.2→62619.9	-3.70	timeout
06-09 01:51	BTC	Buy	63003.2→62699.9	-2.85	timeout
06-08 22:36	BTC	Buy	63274.2→63317.8	-0.14	timeout
06-08 21:29	BTC	Buy	61757.1→63683.8	+15.11	timeout
06-08 06:23	BTC	Buy	61828.1→63021.8	+9.19	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

41%

win rate

-419.87

total pnl ($)

-62.9 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	133	41%	-62.9	-419.87

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…