deribit_basis_zscore_fear_gated_long_v13 · strategy

102

closed trades

28%

win rate

-505.74

total pnl ($)

0.250

weight

7d window — n=19 wr=16% pnl=-161.30 · 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 13:34	BTC	Buy	59640→58173	-12.74	stop_loss
06-30 13:34	BTC	Buy	59714→58238	-12.80	stop_loss
06-30 12:59	BTC	Buy	59808→58336.9	-12.73	stop_loss
06-30 12:56	BTC	Buy	59987→58511.8	-12.73	stop_loss
06-28 22:52	BTC	Buy	60485→58997.5	-12.85	stop_loss
06-28 20:19	BTC	Buy	59603→59646	-0.09	timeout
06-28 19:18	BTC	Buy	59202→59444	+1.68	timeout
06-28 18:20	BTC	Buy	59675→59592	-1.10	timeout
06-28 15:21	BTC	Buy	59178→59993	+6.38	timeout
06-27 17:23	BTC	Buy	59379→60548	+9.39	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	60504→59015.5	-12.65	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-24 15:40	BTC	Buy	62097.1→60568.7	-12.57	stop_loss
06-24 14:19	BTC	Buy	62445.1→60892.5	-12.62	stop_loss
06-24 14:19	BTC	Buy	62395.1→60844.5	-12.59	stop_loss
06-24 14:19	BTC	Buy	62451.1→60892.5	-12.64	stop_loss
06-24 13:48	BTC	Buy	62794.1→61248.3	-12.67	stop_loss
06-23 08:27	BTC	Buy	63531.2→61965.9	-12.46	stop_loss
06-23 08:15	BTC	Buy	64067.2→62491.6	-12.52	stop_loss
06-23 06:22	BTC	Buy	64078.2→62502.6	-12.57	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64567.2→62966.4	-12.64	stop_loss
06-22 01:09	BTC	Buy	63003.2→63889.8	+6.45	timeout
06-22 00:04	BTC	Buy	62898.1→63367.8	+3.05	timeout
06-21 21:27	BTC	Buy	62923.1→63693.8	+5.59	timeout
06-21 20:23	BTC	Buy	63085.2→64083.8	+7.54	timeout
06-21 17:57	BTC	Buy	62504.1→64125.8	+12.51	timeout
06-18 15:52	BTC	Buy	64079.2→62500.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64236.2→62655.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64396.2→62808.4	-12.50	stop_loss
06-18 15:37	BTC	Buy	64523.2→62936.4	-12.54	stop_loss
06-18 15:17	BTC	Buy	64944.2→63346.1	-12.28	stop_loss
06-18 05:04	BTC	Buy	65277.3→63672	-12.76	stop_loss
06-17 21:18	BTC	Buy	64497.2→64246.8	-2.33	timeout
06-17 19:50	BTC	Buy	65641.3→64026.8	-12.75	stop_loss
06-17 19:29	BTC	Buy	65876.3→64250.6	-12.81	stop_loss
06-17 10:56	BTC	Buy	66367.3→64735.4	-12.92	stop_loss
06-17 08:39	BTC	Buy	66635.3→64995.2	-12.82	stop_loss
06-16 14:33	BTC	Buy	66938.3→65289.1	-12.84	stop_loss
06-15 12:42	BTC	Buy	63636.2→66434.7	+21.59	take_profit
06-15 11:19	BTC	Buy	63512.2→66301.7	+21.53	take_profit
06-15 11:19	BTC	Buy	63457.2→66259.7	+21.65	take_profit
06-14 22:03	BTC	Buy	63558.2→65450.7	+14.29	timeout
06-14 20:59	BTC	Buy	63372.2→63991.8	+4.37	timeout
06-12 19:00	BTC	Buy	61758.1→63670.8	+14.99	timeout
06-12 15:13	BTC	Buy	61659.1→64369.8	+21.34	take_profit
06-12 15:00	BTC	Buy	61425.1→64121.8	+21.26	take_profit
06-11 19:30	BTC	Buy	61177.1→63864.8	+21.40	take_profit
06-11 17:49	BTC	Buy	60909→63594.8	+21.40	take_profit
06-10 20:46	BTC	Buy	61755.1→61736.9	-0.73	timeout
06-09 14:35	BTC	Buy	62968.1→61416.2	-12.81	stop_loss
06-09 14:29	BTC	Buy	63078.2→61525.1	-12.79	stop_loss
06-09 14:29	BTC	Buy	63117.2→61562.1	-12.80	stop_loss
06-09 14:29	BTC	Buy	63136.2→61582.1	-12.80	stop_loss
06-07 22:15	BTC	Buy	61408.1→64104.8	+21.52	take_profit
06-07 22:14	BTC	Buy	61018.1→63696.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60752→63418.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60394→63045.8	+21.53	take_profit
06-07 19:18	BTC	Buy	62835.1→61290.3	-12.72	stop_loss
06-07 08:28	BTC	Buy	59885→62513.9	+21.57	take_profit
06-06 04:32	BTC	Buy	61196.1→59691.2	-12.75	stop_loss
06-06 04:27	BTC	Buy	61293.1→59770.1	-12.88	stop_loss
06-06 04:12	BTC	Buy	61751.1→60232.9	-12.75	stop_loss
06-05 21:15	BTC	Buy	59386→61992.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60738→59244.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 13:58	BTC	Buy	62273.1→60741.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62308.1→60773.6	-12.77	stop_loss
06-05 13:56	BTC	Buy	62484.1→60937.5	-12.83	stop_loss
06-05 13:49	BTC	Buy	62798.1→61252.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62805.1→61260.3	-12.66	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:03	BTC	Buy	63612.2→62046.9	-12.70	stop_loss
06-05 05:59	BTC	Buy	63788.2→62215.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.72	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:43	BTC	Buy	66806.3→65163.1	-12.77	stop_loss
06-03 19:54	BTC	Buy	66988.3→65324.1	-12.90	stop_loss
06-03 19:54	BTC	Buy	66997.3→65324.1	-12.98	stop_loss
06-03 19:54	BTC	Buy	67048.4→65396	-12.81	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67105.4→65452	-12.77	stop_loss
06-03 03:49	BTC	Buy	67279.4→65624.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65818.8	-12.76	stop_loss
06-03 03:32	BTC	Buy	67693.4→66028.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67788.4→66120.6	-12.76	stop_loss
06-02 14:27	BTC	Buy	69496.5→67787.7	-12.75	stop_loss
06-02 14:08	BTC	Buy	70241.5→68513.3	-12.77	stop_loss
06-02 12:52	BTC	Buy	70743.5→69004	-12.81	stop_loss
06-02 12:35	BTC	Buy	70825.5→69078	-12.83	stop_loss
06-02 12:18	BTC	Buy	70934.5→69187.9	-12.81	stop_loss
05-31 14:16	BTC	Buy	73336.7→73628.3	+1.39	timeout
05-31 13:07	BTC	Buy	73379.7→73849.3	+2.40	timeout
05-31 10:09	BTC	Buy	73504.7→73825.3	+1.28	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

28%

win rate

-505.74

total pnl ($)

-99.2 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	102	28%	-99.2	-505.74

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…