deribit_basis_zscore_fear_gate_long_x203 · strategy

134

closed trades

40%

win rate

-432.53

total pnl ($)

0.250

weight

7d window — n=39 wr=36% pnl=-209.66 · 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 02:58	BTC	Buy	59727→59920	+1.24	timeout
06-30 01:02	BTC	Buy	59517→59789	+1.90	timeout
06-29 23:42	BTC	Buy	59769→60231	+3.44	timeout
06-29 14:08	BTC	Buy	60641→59149.5	-12.76	stop_loss
06-29 09:05	BTC	Buy	60318→59814	-4.78	timeout
06-29 05:20	BTC	Buy	59975→59596	-3.63	timeout
06-28 21:10	BTC	Buy	60331→59663	-6.00	timeout
06-28 20:09	BTC	Buy	60249→59516	-6.53	timeout
06-28 19:05	BTC	Buy	60570→59477	-9.46	timeout
06-28 07:39	BTC	Buy	60407→60187	-2.31	timeout
06-27 21:31	BTC	Buy	59871→60446	+4.42	timeout
06-27 20:21	BTC	Buy	59719→60254	+4.09	timeout
06-27 19:16	BTC	Buy	59968→60559	+4.52	timeout
06-27 15:43	BTC	Buy	60462→60768	+2.10	timeout
06-26 18:31	BTC	Buy	59555→59774	+1.27	timeout
06-26 17:29	BTC	Buy	59536→60152	+4.63	timeout
06-26 16:27	BTC	Buy	59704→60028	+2.16	timeout
06-26 15:26	BTC	Buy	59260→60324	+8.44	timeout
06-26 13:18	BTC	Buy	60270→58787.7	-12.76	stop_loss
06-26 02:21	BTC	Buy	59798→58324.9	-12.75	stop_loss
06-25 13:58	BTC	Buy	59565→58096	-12.70	stop_loss
06-25 13:58	BTC	Buy	59615→58146	-12.70	stop_loss
06-25 13:55	BTC	Buy	59845→58372.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.68	stop_loss
06-25 13:51	BTC	Buy	60673→59179.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60894→59370.3	-12.95	stop_loss
06-24 16:51	BTC	Buy	61222.1→59715.1	-12.74	stop_loss
06-24 15:30	BTC	Buy	62297.1→60763.6	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62611.1→61071.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62708.1→61166.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62827.1→61281.3	-12.75	stop_loss
06-24 10:42	BTC	Buy	62218.1→62597.9	+2.55	timeout
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.31	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:28	BTC	Buy	63431.2→61871	-12.74	stop_loss
06-23 08:17	BTC	Buy	63987.2→62369.7	-13.10	stop_loss
06-23 06:21	BTC	Buy	64119.2→62540.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64113.2→62533.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64199.2→62619.5	-12.78	stop_loss
06-23 05:15	BTC	Buy	65134.3→63532	-12.77	stop_loss
06-22 11:45	BTC	Buy	64247.2→64596.8	+2.12	timeout
06-22 10:35	BTC	Buy	64297.2→64137.8	-1.79	timeout
06-22 09:32	BTC	Buy	64059.2→64076.8	-0.39	timeout
06-22 08:27	BTC	Buy	64028.2→64233.8	+1.10	timeout
06-22 07:23	BTC	Buy	64197.2→64217.8	-0.32	timeout
06-21 08:00	BTC	Buy	63625.2→64156.8	+3.67	timeout
06-21 04:49	BTC	Buy	63560.2→64442.8	+6.51	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 01:58	BTC	Buy	63542.2→64232.8	+4.93	timeout
06-21 00:46	BTC	Buy	63543.2→64254.8	+5.10	timeout
06-20 07:41	BTC	Buy	62501.1→63729.8	+9.38	timeout
06-20 03:58	BTC	Buy	62801.1→63404.8	+4.37	timeout
06-20 02:52	BTC	Buy	62960.1→63336.8	+2.55	timeout
06-20 01:47	BTC	Buy	62907.1→63548.8	+4.64	timeout
06-20 00:40	BTC	Buy	63012.2→63513.8	+3.52	timeout
06-18 15:40	BTC	Buy	64305.2→62723.5	-12.45	stop_loss
06-18 09:32	BTC	Buy	64990.2→64222.8	-6.43	timeout
06-17 20:06	BTC	Buy	65574.3→64350.8	-9.79	timeout
06-17 19:39	BTC	Buy	65843.3→64221.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65896.3→64257.6	-12.92	stop_loss
06-17 19:05	BTC	Buy	65701.3→65420.7	-2.66	timeout
06-17 15:54	BTC	Buy	65918.3→65673.7	-2.21	timeout
06-17 08:33	BTC	Buy	66581.3→65149.7	-11.19	timeout
06-16 20:21	BTC	Buy	66537.3→65781.7	-6.23	timeout
06-16 19:20	BTC	Buy	66468.3→65643.7	-6.74	timeout
06-16 18:00	BTC	Buy	66814.3→65941.7	-7.06	timeout
06-16 15:44	BTC	Buy	66875.3→65807.7	-8.51	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-15 13:45	BTC	Buy	64360.2→66488.7	+16.10	timeout
06-15 13:20	BTC	Buy	64009.2→66819.7	+21.52	take_profit
06-15 13:08	BTC	Buy	63865.2→66670.7	+21.53	take_profit
06-15 12:30	BTC	Buy	64448.2→66254.7	+13.58	timeout
06-15 07:11	BTC	Buy	64221.2→65842.7	+12.16	timeout
06-14 13:41	BTC	Buy	64210.2→64255.8	-0.10	timeout
06-14 12:36	BTC	Buy	64010.2→64329.8	+2.05	timeout
06-14 08:18	BTC	Buy	63785.2→64480.8	+4.94	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.01	timeout
06-14 01:53	BTC	Buy	63816.2→64603.8	+5.75	timeout
06-12 23:01	BTC	Buy	63413.2→63475.8	-0.01	timeout
06-12 21:58	BTC	Buy	63469.2→63469.8	-0.49	timeout
06-12 20:55	BTC	Buy	63371.2→63386.8	-0.35	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 14:00	BTC	Buy	63015.2→63319.8	+1.90	timeout
06-11 17:35	BTC	Buy	61792.1→63112.8	+10.14	timeout
06-11 14:49	BTC	Buy	61914.1→62892.9	+7.36	timeout
06-10 18:19	BTC	Buy	61912.1→61901.9	-0.57	timeout
06-10 17:03	BTC	Buy	61593.1→62284.9	+5.11	timeout
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.69	timeout
06-10 15:00	BTC	Buy	61469.1→62145.9	+5.01	timeout
06-10 14:07	BTC	Buy	62123.1→62190.9	+0.07	timeout
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.75	stop_loss
06-09 14:30	BTC	Buy	62977.1→61428.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63183.2→61625.1	-12.78	stop_loss
06-09 14:20	BTC	Buy	63242.2→61685.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63677.2→62107.8	-12.76	stop_loss
06-09 12:31	BTC	Buy	63234.2→62601.9	-5.40	timeout
06-09 05:22	BTC	Buy	62640.1→63290.8	+4.73	timeout

Paper vs Live

Paper (trades.jsonl)

134

closed

40%

win rate

-432.53

total pnl ($)

-64.3 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	134	40%	-64.3	-432.53

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…