deribit_basis_zscore_fear_gated_long_v11

not live
27
closed trades
48%
win rate
-70.43
total pnl ($)
1.012
weight
7d window — n=8 wr=38% pnl=-40.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:41BTCBuy60582→59092.5-12.76stop_loss
06-28 03:09BTCBuy59783→60158+2.68timeout
06-27 02:53BTCBuy59643→60315+5.19timeout
06-25 13:53BTCBuy60384→58898.6-12.64stop_loss
06-24 14:17BTCBuy62551.1→61000.4-12.61stop_loss
06-23 05:23BTCBuy64975.2→63375.1-12.80stop_loss
06-23 03:58BTCBuy64194.2→64021.8-1.83timeout
06-22 02:49BTCBuy63831.2→64377.8+3.81timeout
06-20 20:42BTCBuy62557.1→63863.8+9.98timeout
06-18 15:40BTCBuy64325.2→62736.5-12.72stop_loss
06-18 15:17BTCBuy64870.2→63270.2-12.38stop_loss
06-16 21:01BTCBuy65655.3→65846.7+0.87timeout
06-15 16:10BTCBuy64440.2→67271.6+21.43take_profit
06-14 20:32BTCBuy63811.2→63895.8+0.18timeout
06-13 20:25BTCBuy63459.2→64214.8+5.48timeout
06-12 20:22BTCBuy62838.1→63505.8+4.84timeout
06-11 20:17BTCBuy61657.1→63499.8+14.30timeout
06-09 13:36BTCBuy63682.2→62115.8-12.74stop_loss
06-09 09:14BTCBuy61917.1→62776.9+6.49timeout
06-07 22:14BTCBuy60921→63595.8+21.51take_profit
06-06 04:14BTCBuy61572.1→60058-12.75stop_loss
06-05 06:03BTCBuy63504.2→61937.9-12.75stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 03:50BTCBuy67064.4→65412-12.77stop_loss
06-02 12:31BTCBuy70874.5→69132-12.80stop_loss
06-01 22:25BTCBuy73549.7→71210.8-16.55stop_loss
05-30 19:51BTCBuy73399.7→74025.3+3.64timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
48%
win rate
-70.43
total pnl ($)
-52.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2748%-52.0-70.43

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems