deribit_basis_zscore_fear_gated_long_v12 · strategy

closed trades

40%

win rate

-339.29

total pnl ($)

0.708

weight

7d window — n=17 wr=47% pnl=-78.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59738→58267.9	-12.75	stop_loss
06-30 12:06	BTC	Buy	60454→58967.6	-12.73	stop_loss
06-29 23:43	BTC	Buy	59720→60236	+3.90	timeout
06-29 18:16	BTC	Buy	59621→60379	+5.76	timeout
06-28 19:02	BTC	Buy	60563→59548	-8.80	timeout
06-28 16:53	BTC	Buy	60785→59639	-9.85	timeout
06-27 18:49	BTC	Buy	59632→60500	+6.85	timeout
06-27 15:43	BTC	Buy	60436→60765	+2.29	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.74	timeout
06-26 14:44	BTC	Buy	59481→59557	+0.14	timeout
06-25 13:57	BTC	Buy	59801→58327.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60416→58928.6	-12.70	stop_loss
06-24 16:51	BTC	Buy	61395.1→59870.1	-12.85	stop_loss
06-24 14:02	BTC	Buy	62713.1→61159.3	-12.84	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.93	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.10	timeout
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.77	stop_loss
06-22 23:32	BTC	Buy	63449.2→63989.8	+3.80	timeout
06-22 22:22	BTC	Buy	63718.2→64224.8	+3.52	timeout
06-21 22:32	BTC	Buy	64269.2→63669.8	-5.10	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 21:00	BTC	Buy	63191.2→63892.8	+5.11	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:37	BTC	Buy	64428.2→62843.4	-12.44	stop_loss
06-18 15:37	BTC	Buy	64532.2→62941.4	-12.55	stop_loss
06-17 22:03	BTC	Buy	65508.3→63896.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65673.3→64048.8	-12.83	stop_loss
06-17 06:59	BTC	Buy	66412.3→65591.7	-6.66	timeout
06-17 00:30	BTC	Buy	66243.3→65699.7	-4.61	timeout
06-16 05:44	BTC	Buy	65709.3→66047.7	+2.18	timeout
06-15 21:19	BTC	Buy	64790.2→66492.7	+12.63	timeout
06-15 05:38	BTC	Buy	64307.2→65694.7	+10.32	timeout
06-14 21:07	BTC	Buy	64288.2→63993.8	-2.76	timeout
06-14 04:42	BTC	Buy	63598.2→64388.8	+5.81	timeout
06-13 19:44	BTC	Buy	63631.2→64259.8	+4.49	timeout
06-13 02:18	BTC	Buy	63578.2→63774.8	+1.07	timeout
06-12 17:42	BTC	Buy	63287.2→63783.8	+3.46	timeout
06-11 22:31	BTC	Buy	61360.1→63608.8	+17.74	timeout
06-11 14:52	BTC	Buy	61881.1→62935.9	+7.98	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 15:12	BTC	Buy	61543.1→61888.9	+2.31	timeout
06-10 14:13	BTC	Buy	62074.1→62086.9	-0.37	timeout
06-09 14:21	BTC	Buy	63160.2→61606.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63743.2→62173.8	-12.75	stop_loss
06-08 22:49	BTC	Buy	63100.2→63250.8	+0.71	timeout
06-08 20:47	BTC	Buy	61779.1→63359.8	+12.30	timeout
06-07 21:50	BTC	Buy	60832→61629.9	+6.13	timeout
06-07 19:19	BTC	Buy	62770.1→61224.3	-12.74	stop_loss
06-07 05:25	BTC	Buy	60732→61895.9	+9.16	timeout
06-06 19:33	BTC	Buy	59621→60615	+7.94	timeout
06-06 04:34	BTC	Buy	61063.1→59560.2	-12.76	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60992→59492.3	-12.76	stop_loss
06-05 13:58	BTC	Buy	62281.1→60744.6	-12.79	stop_loss
06-05 13:49	BTC	Buy	62895.1→61348.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62670.1→61122.4	-12.79	stop_loss
06-05 06:23	BTC	Buy	62801.1→61252.3	-12.72	stop_loss
06-05 03:02	BTC	Buy	63985.2→62411.7	-12.72	stop_loss
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 00:29	BTC	Buy	65107.3→63506.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.75	stop_loss
06-03 19:54	BTC	Buy	66997.3→65324.1	-12.97	stop_loss
06-03 19:54	BTC	Buy	67044.4→65396	-12.77	stop_loss
06-03 03:43	BTC	Buy	67382.4→65723.8	-12.76	stop_loss
06-02 23:04	BTC	Buy	67815.4→66147.6	-12.75	stop_loss
06-02 14:26	BTC	Buy	69553.5→67830.7	-12.84	stop_loss
06-02 12:34	BTC	Buy	70837.5→69095	-12.88	stop_loss
06-02 01:34	BTC	Buy	72723.6→70932	-12.86	stop_loss
06-01 05:19	BTC	Buy	74167.7→73440.3	-5.39	timeout
06-01 02:46	BTC	Buy	73918.7→73768.3	-1.56	timeout
05-31 12:08	BTC	Buy	73571.7→73876.3	+1.49	timeout
05-31 10:18	BTC	Buy	73630.7→73781.3	+0.44	timeout
05-30 18:31	BTC	Buy	73763.7→73930.3	+0.57	timeout
05-30 16:46	BTC	Buy	74025.7→73891.3	-1.47	timeout
05-30 15:01	BTC	Buy	72987.6→73906.3	+5.69	timeout
05-30 09:56	BTC	Buy	73700.7→73567.3	-1.38	timeout
05-30 08:43	BTC	Buy	73761.7→73493.3	-2.31	timeout
05-29 14:20	BTC	Buy	73389.7→72800.4	-4.56	timeout
05-29 13:08	BTC	Buy	73369.7→73171.3	-1.82	timeout
05-29 10:02	BTC	Buy	73512.7→73681.3	+0.62	timeout
05-29 08:57	BTC	Buy	73282.7→73614.3	+1.75	timeout
05-29 07:53	BTC	Buy	73364.7→73389.3	-0.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-339.29

total pnl ($)

-78.6 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	86	40%	-78.6	-339.29

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…