deribit_basis_zscore_fear_gate_short_v3 · strategy

closed trades

49%

win rate

+82.27

total pnl ($)

1.638

weight

7d window — n=19 wr=53% pnl=+59.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 76 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:26	BTC	Sell	60590→60061	+3.92	timeout
06-27 19:48	BTC	Sell	60462→60138	+2.21	timeout
06-27 00:57	BTC	Sell	59214→60011	-7.18	timeout
06-26 12:11	BTC	Sell	59858→59397	+3.43	timeout
06-26 05:57	BTC	Sell	59563→59933	-3.56	timeout
06-25 13:58	BTC	Sell	61226.9→58170.9	+24.50	take_profit
06-25 13:55	BTC	Sell	61485.9→58414.9	+24.49	take_profit
06-25 11:23	BTC	Sell	60971→61258.1	-2.80	timeout
06-25 04:56	BTC	Sell	59505→61328.7	-15.78	stop_loss
06-24 16:51	BTC	Sell	62817.9→59682	+24.42	take_profit
06-24 12:06	BTC	Sell	62752.9→62893.1	-1.57	timeout
06-23 23:18	BTC	Sell	62372.9→62554.1	-1.91	timeout
06-23 17:40	BTC	Sell	63434.8→62574.1	+6.34	timeout
06-23 10:36	BTC	Sell	64060.8→62278.1	+13.36	timeout
06-23 04:12	BTC	Sell	64690.8→63996.2	+4.92	timeout
06-22 15:45	BTC	Sell	64149.8→65010.3	-7.17	timeout
06-22 09:46	BTC	Sell	63815.8→64070.2	-2.40	timeout
06-21 21:41	BTC	Sell	64142.8→63893.2	+1.50	timeout
06-21 15:35	BTC	Sell	64325.8→64170.2	+0.73	timeout
06-21 05:47	BTC	Sell	63831.8→64226.2	-3.54	timeout
06-20 13:28	BTC	Sell	63408.8→63265.2	+0.71	timeout
06-20 01:28	BTC	Sell	62758.9→63416.2	-5.68	timeout
06-19 19:23	BTC	Sell	62755.9→62988.1	-2.29	timeout
06-19 07:39	BTC	Sell	62844.9→62507.1	+2.21	timeout
06-19 02:27	BTC	Sell	63919.8→62996.1	+6.73	timeout
06-18 13:54	BTC	Sell	64485.8→64071.2	+2.76	timeout
06-18 07:55	BTC	Sell	64192.8→64418.2	-2.20	timeout
06-17 19:45	BTC	Sell	65482.7→64233.2	+9.09	timeout
06-17 13:29	BTC	Sell	65550.7→64894.2	+4.57	timeout
06-17 01:09	BTC	Sell	66132.7→65785.3	+2.21	timeout
06-16 19:00	BTC	Sell	66413.7→65814.3	+4.11	timeout
06-15 22:06	BTC	Sell	65665.7→66413.3	-6.12	timeout
06-15 15:46	BTC	Sell	65888.7→66980.3	-8.73	timeout
06-15 09:20	BTC	Sell	64735.8→65705.3	-7.94	timeout
06-15 02:26	BTC	Sell	64238.8→65643.3	-11.36	timeout
06-14 20:17	BTC	Sell	64475.8→63809.2	+4.74	timeout
06-14 14:02	BTC	Sell	64550.8→64255.2	+1.84	timeout
06-14 02:00	BTC	Sell	64080.8→64558.2	-4.18	timeout
06-13 20:00	BTC	Sell	63814.8→64272.2	-4.03	timeout
06-13 13:46	BTC	Sell	63774.8→64081.2	-2.83	timeout
06-13 07:45	BTC	Sell	63635.8→63818.2	-1.87	timeout
06-12 21:30	BTC	Sell	63763.8→63528.2	+1.42	timeout
06-12 15:26	BTC	Sell	63377.8→64266.2	-7.42	timeout
06-12 08:57	BTC	Sell	63367.8→63451.2	-1.07	timeout
06-12 01:44	BTC	Sell	62877.9→63385.2	-4.43	timeout
06-11 18:49	BTC	Sell	62813.9→63502.2	-5.86	timeout
06-11 06:21	BTC	Sell	61115.9→62987.6	-15.71	stop_loss
06-11 02:51	BTC	Sell	61928.9→62059.1	-1.47	timeout
06-10 20:19	BTC	Sell	61589.9→61815.1	-2.25	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.05	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 07:59	BTC	Sell	63345.8→63181.2	+0.92	timeout
06-09 01:56	BTC	Sell	63766.8→62750.1	+7.52	timeout
06-08 19:51	BTC	Sell	63231.8→63464.2	-2.26	timeout
06-08 13:48	BTC	Sell	63106.8→63480.2	-3.39	timeout
06-07 22:14	BTC	Sell	61161.9→63034.7	-15.76	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 13:50	BTC	Sell	61398.9→61770.1	-3.46	timeout
06-07 07:43	BTC	Sell	60569→62186.1	-13.82	timeout
06-07 01:34	BTC	Sell	60734→61540.1	-7.05	timeout
06-06 10:16	BTC	Sell	61482.9→60706	+5.89	timeout
06-06 03:19	BTC	Sell	60793→60860	-0.99	timeout
06-05 16:09	BTC	Sell	62837.9→60104	+21.29	timeout
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-04 21:44	BTC	Sell	62872.9→63442.2	-4.99	timeout
06-04 16:55	BTC	Sell	64400.8→63590.2	+5.89	timeout
06-04 02:01	BTC	Sell	65246.7→61990.1	+24.51	take_profit
06-03 16:40	BTC	Sell	66338.7→65855.3	+3.22	timeout
06-03 11:33	BTC	Sell	66502.7→67232.4	-5.87	timeout
06-03 03:57	BTC	Sell	67276.6→65903.3	+9.76	timeout
06-02 15:26	BTC	Sell	70950.5→67407.4	+24.54	take_profit
06-02 08:06	BTC	Sell	71542.4→70056.5	+10.01	timeout
06-01 03:21	BTC	Sell	73666.3→73913.7	-2.09	timeout
05-31 19:07	BTC	Sell	73965.3→73585.7	+2.15	timeout
05-29 19:48	BTC	Sell	73368.3→73625.7	-2.18	timeout
05-29 02:40	BTC	Sell	72906.4→73437.7	-4.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+82.27

total pnl ($)

+21.5 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	76	49%	+21.5	+82.27

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…