deribit_basis_zscore_fear_gate_long_v98 · strategy

145

closed trades

43%

win rate

-463.59

total pnl ($)

0.346

weight

7d window — n=31 wr=35% pnl=-124.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:41	BTC	Buy	59793→60223	+3.17	timeout
06-29 14:05	BTC	Buy	60721→59226.4	-12.77	stop_loss
06-29 08:35	BTC	Buy	60204→59817	-3.74	timeout
06-29 04:06	BTC	Buy	60186→59904	-2.81	timeout
06-29 02:48	BTC	Buy	60095→59691	-3.85	timeout
06-29 01:30	BTC	Buy	60161→59279	-7.81	timeout
06-28 20:01	BTC	Buy	60198→59468	-6.49	timeout
06-28 08:12	BTC	Buy	60461→60132	-3.21	timeout
06-28 02:51	BTC	Buy	60283→60117	-1.83	timeout
06-27 23:30	BTC	Buy	59926→59952	-0.18	timeout
06-27 21:07	BTC	Buy	59683→60327	+5.01	timeout
06-27 19:00	BTC	Buy	59637→60524	+7.01	timeout
06-27 06:06	BTC	Buy	59772→60166	+2.78	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:17	BTC	Buy	59213→59926	+5.47	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:57	BTC	Buy	59536→60271	+5.62	timeout
06-26 02:13	BTC	Buy	60182→58692.7	-12.81	stop_loss
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60494→59006.5	-12.64	stop_loss
06-25 13:48	BTC	Buy	60952→59452.3	-12.68	stop_loss
06-24 17:47	BTC	Buy	60596→59100.5	-12.77	stop_loss
06-24 14:13	BTC	Buy	62610.1→61070.4	-12.73	stop_loss
06-24 13:48	BTC	Buy	62794.1→61250.3	-12.68	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.74	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-24 07:35	BTC	Buy	62873.1→62627.9	-2.45	timeout
06-23 06:21	BTC	Buy	64144.2→62555.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64218.2→62638.5	-12.57	stop_loss
06-23 06:08	BTC	Buy	64671.2→63077.3	-12.66	stop_loss
06-23 04:59	BTC	Buy	65167.3→63565	-12.76	stop_loss
06-23 04:27	BTC	Buy	63911.2→63929.8	-0.33	timeout
06-22 22:28	BTC	Buy	65495.3→63857.9	-12.94	stop_loss
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-22 04:40	BTC	Buy	64495.2→63950.8	-4.70	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 21:54	BTC	Buy	63999.2→63800.8	-2.04	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.14	timeout
06-21 00:48	BTC	Buy	63528.2→64237.8	+5.14	timeout
06-20 22:09	BTC	Buy	63038.2→63986.8	+7.02	timeout
06-20 20:59	BTC	Buy	63238.2→63880.8	+4.62	timeout
06-20 17:15	BTC	Buy	62961.1→63900.8	+7.02	timeout
06-20 00:03	BTC	Buy	62883.1→63540.8	+4.78	timeout
06-19 21:27	BTC	Buy	62923.1→63145.8	+1.27	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 17:58	BTC	Buy	62550.1→63195.8	+4.69	timeout
06-19 15:13	BTC	Buy	63567.2→63140.8	-3.76	timeout
06-18 15:57	BTC	Buy	63878.2→62301.7	-12.77	stop_loss
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.51	stop_loss
06-18 15:39	BTC	Buy	64379.2→62793.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64481.2→62876.4	-12.72	stop_loss
06-18 11:16	BTC	Buy	64600.2→64007.8	-5.07	timeout
06-18 10:10	BTC	Buy	64847.2→64016.8	-6.92	timeout
06-18 09:13	BTC	Buy	64970.2→64342.8	-5.38	timeout
06-17 19:50	BTC	Buy	65665.3→64044.8	-12.78	stop_loss
06-17 17:08	BTC	Buy	65777.3→65902.7	+0.40	timeout
06-17 08:39	BTC	Buy	66591.3→64946.3	-12.87	stop_loss
06-17 08:38	BTC	Buy	66664.3→65022.2	-12.84	stop_loss
06-17 06:59	BTC	Buy	66411.3→65592.7	-6.60	timeout
06-17 04:40	BTC	Buy	65849.3→65897.7	-0.11	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.42	timeout
06-16 08:09	BTC	Buy	65680.3→66338.7	+4.58	timeout
06-16 07:03	BTC	Buy	65739.3→66342.7	+4.18	timeout
06-16 05:43	BTC	Buy	65722.3→66047.7	+2.10	timeout
06-16 02:18	BTC	Buy	65692.3→66030.7	+2.13	timeout
06-15 13:16	BTC	Buy	63914.2→66721.7	+21.53	take_profit
06-15 06:30	BTC	Buy	64332.2→65920.7	+11.88	timeout
06-15 03:35	BTC	Buy	64518.2→65693.7	+8.63	timeout
06-14 23:03	BTC	Buy	64444.2→65334.7	+6.42	timeout
06-14 21:50	BTC	Buy	64462.2→65520.7	+7.71	timeout
06-14 16:30	BTC	Buy	63983.2→64103.8	+0.43	timeout
06-14 00:36	BTC	Buy	63551.2→64529.8	+7.29	timeout
06-13 21:33	BTC	Buy	63555.2→64245.8	+4.96	timeout
06-13 20:29	BTC	Buy	63510.2→64225.8	+5.17	timeout
06-13 19:07	BTC	Buy	63668.2→64136.8	+3.23	timeout
06-13 13:40	BTC	Buy	63208.2→64190.8	+7.27	timeout
06-12 20:58	BTC	Buy	63383.2→63434.8	-0.09	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 15:02	BTC	Buy	62610.1→64124.8	+11.55	timeout
06-12 13:34	BTC	Buy	62759.1→63201.8	+3.01	timeout
06-12 12:27	BTC	Buy	62709.1→63467.8	+5.52	timeout
06-11 19:18	BTC	Buy	61708.1→63646.8	+15.13	timeout
06-11 16:01	BTC	Buy	62498.1→62730.9	+1.26	timeout
06-11 14:48	BTC	Buy	61939.1→62906.9	+7.27	timeout
06-11 09:28	BTC	Buy	61176.1→62793.9	+12.64	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 17:10	BTC	Buy	61401.1→61989.9	+4.29	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 14:47	BTC	Buy	62722.1→61179.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:18	BTC	Buy	63309.2→61749	-12.77	stop_loss
06-09 13:36	BTC	Buy	63731.2→62163.8	-12.73	stop_loss
06-09 12:29	BTC	Buy	63077.2→62628.9	-3.95	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

43%

win rate

-463.59

total pnl ($)

-63.8 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	145	43%	-63.8	-463.59

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…