deribit_basis_zscore_fear_gated_long_v15 · strategy

155

closed trades

39%

win rate

-531.46

total pnl ($)

0.250

weight

7d window — n=35 wr=29% pnl=-162.99 · 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 15:06	BTC	Buy	59621→58154	-12.79	stop_loss
06-30 14:33	BTC	Buy	59434→58920.1	-4.80	timeout
06-30 09:54	BTC	Buy	59979→59365	-5.55	timeout
06-30 08:41	BTC	Buy	59853→59219	-5.72	timeout
06-29 23:43	BTC	Buy	59730→60232	+3.78	timeout
06-29 12:11	BTC	Buy	60304→60462	+0.71	timeout
06-29 10:46	BTC	Buy	60116→60114	-0.62	timeout
06-29 07:51	BTC	Buy	60192→60068	-1.51	timeout
06-29 02:13	BTC	Buy	60325→58841.6	-12.77	stop_loss
06-28 20:10	BTC	Buy	60250→59548	-6.27	timeout
06-28 10:26	BTC	Buy	60450→60034	-3.92	timeout
06-28 09:20	BTC	Buy	60326→60311	-0.60	timeout
06-28 08:11	BTC	Buy	60466→60126	-3.27	timeout
06-28 07:08	BTC	Buy	60295→60094	-2.10	timeout
06-27 19:39	BTC	Buy	59862→60121	+1.76	timeout
06-27 06:16	BTC	Buy	59728→60106	+2.71	timeout
06-27 03:47	BTC	Buy	59767→60290	+3.93	timeout
06-26 19:49	BTC	Buy	59212→59839	+4.73	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:19	BTC	Buy	59238→59878	+4.86	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-26 02:13	BTC	Buy	60124→58642.7	-12.76	stop_loss
06-25 13:59	BTC	Buy	59483→58019.1	-12.67	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:47	BTC	Buy	63342.2→62906.9	-3.94	timeout
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.93	stop_loss
06-23 06:21	BTC	Buy	64275.2→62694.5	-12.77	stop_loss
06-23 05:23	BTC	Buy	65012.3→63412.1	-12.78	stop_loss
06-23 05:15	BTC	Buy	65111.3→63510.1	-12.77	stop_loss
06-22 08:27	BTC	Buy	64025.2→64232.8	+1.12	timeout
06-22 07:23	BTC	Buy	64198.2→64232.8	-0.21	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 05:55	BTC	Buy	63650.2→64213.8	+3.97	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 02:39	BTC	Buy	63375.2→64230.8	+6.29	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 02:41	BTC	Buy	62895.1→63368.8	+3.32	timeout
06-20 01:38	BTC	Buy	62891.1→63561.8	+4.87	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-18 15:40	BTC	Buy	64245.2→62665.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64461.2→62874.4	-12.58	stop_loss
06-18 15:37	BTC	Buy	64567.2→62975.3	-12.48	stop_loss
06-18 15:16	BTC	Buy	65057.3→63450.1	-12.45	stop_loss
06-17 19:40	BTC	Buy	65829.3→64209.7	-12.76	stop_loss
06-17 18:51	BTC	Buy	65893.3→65912.7	-0.35	timeout
06-17 16:37	BTC	Buy	65719.3→65915.7	+0.98	timeout
06-17 13:26	BTC	Buy	66077.3→64876.8	-9.56	timeout
06-17 08:31	BTC	Buy	66731.3→65086.2	-12.81	stop_loss
06-16 19:22	BTC	Buy	66530.3→65665.7	-7.04	timeout
06-16 18:05	BTC	Buy	66780.3→66078.7	-5.78	timeout
06-16 15:21	BTC	Buy	66669.3→65733.7	-7.54	timeout
06-16 12:03	BTC	Buy	66181.3→66392.7	+1.06	timeout
06-16 08:09	BTC	Buy	65702.3→66358.7	+4.63	timeout
06-15 13:46	BTC	Buy	64323.2→66548.7	+16.86	timeout
06-15 13:16	BTC	Buy	63907.2→66713.7	+21.53	take_profit
06-15 12:43	BTC	Buy	64317.2→66419.7	+15.91	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-15 07:00	BTC	Buy	64264.2→65781.7	+11.34	timeout
06-14 11:08	BTC	Buy	63867.2→64470.8	+4.27	timeout
06-14 09:47	BTC	Buy	63772.2→64537.8	+5.50	timeout
06-14 08:41	BTC	Buy	63885.2→64448.8	+3.93	timeout
06-14 07:33	BTC	Buy	63733.2→64308.8	+4.07	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 10:34	BTC	Buy	63667.2→63807.8	+0.57	timeout
06-13 09:28	BTC	Buy	63772.2→63788.8	-0.41	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-13 06:17	BTC	Buy	63143.2→63529.8	+2.60	timeout
06-12 17:41	BTC	Buy	63321.2→63811.8	+3.41	timeout
06-12 10:03	BTC	Buy	62860.1→63672.8	+5.92	timeout
06-12 09:04	BTC	Buy	62903.1→63408.8	+3.50	timeout
06-12 06:47	BTC	Buy	62845.1→62957.9	+0.40	timeout
06-12 01:11	BTC	Buy	61944.1→63498.8	+11.97	timeout
06-11 16:00	BTC	Buy	62568.1→62755.9	+0.91	timeout
06-11 09:29	BTC	Buy	61183.1→62788.9	+12.54	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:12	BTC	Buy	61061.1→62366.9	+10.19	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 15:56	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62791.1→61247.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

155

closed

39%

win rate

-531.46

total pnl ($)

-68.4 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	155	39%	-68.4	-531.46

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…