deribit_basis_zscore_fear_gated_long_v16 · strategy

102

closed trades

40%

win rate

-377.45

total pnl ($)

0.634

weight

7d window — n=22 wr=36% pnl=-97.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:00	BTC	Buy	60364→60011	-3.36	timeout
06-27 20:49	BTC	Buy	59708→60250	+4.15	timeout
06-27 19:39	BTC	Buy	59881→60123	+1.62	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 15:14	BTC	Buy	59035→59806	+6.00	timeout
06-26 14:32	BTC	Buy	59151→59953	+6.28	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:57	BTC	Buy	59754→58277.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60291→58780.7	-12.89	stop_loss
06-24 16:51	BTC	Buy	61068.1→59560.2	-12.78	stop_loss
06-24 16:51	BTC	Buy	61325.1→59814.1	-12.74	stop_loss
06-24 14:17	BTC	Buy	62577.1→61027.4	-12.83	stop_loss
06-24 13:43	BTC	Buy	63056.2→61504.2	-12.76	stop_loss
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 06:27	BTC	Buy	64068.2→62637.9	-11.65	timeout
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64231.2→62648.5	-12.80	stop_loss
06-22 08:28	BTC	Buy	64024.2→64172.8	+0.66	timeout
06-22 07:24	BTC	Buy	64188.2→64208.8	-0.32	timeout
06-22 03:42	BTC	Buy	64387.2→64154.8	-2.32	timeout
06-21 03:47	BTC	Buy	63440.2→64381.8	+6.98	timeout
06-21 02:05	BTC	Buy	63495.2→64225.8	+5.26	timeout
06-20 22:27	BTC	Buy	63282.2→64217.8	+6.94	timeout
06-20 00:33	BTC	Buy	63010.2→63615.8	+4.33	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-18 15:53	BTC	Buy	64020.2→62445.6	-12.66	stop_loss
06-18 15:51	BTC	Buy	64133.2→62555.6	-12.70	stop_loss
06-18 15:16	BTC	Buy	65046.3→63446.1	-12.72	stop_loss
06-18 11:11	BTC	Buy	64660.2→63966.8	-5.88	timeout
06-18 09:24	BTC	Buy	64946.2→64397.8	-4.74	timeout
06-17 15:31	BTC	Buy	65826.3→65265.7	-4.72	timeout
06-17 08:39	BTC	Buy	66615.3→64972.2	-12.79	stop_loss
06-17 06:58	BTC	Buy	66412.3→65577.7	-6.76	timeout
06-16 15:22	BTC	Buy	66630.3→65713.7	-7.41	timeout
06-16 12:02	BTC	Buy	66169.3→66413.7	+1.31	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 12:31	BTC	Buy	64445.2→66243.7	+13.52	timeout
06-15 11:05	BTC	Buy	64453.2→65913.7	+10.88	timeout
06-15 03:35	BTC	Buy	64517.2→65699.7	+8.68	timeout
06-14 08:51	BTC	Buy	63824.2→64446.8	+4.38	timeout
06-14 07:48	BTC	Buy	63818.2→64397.8	+4.08	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 08:25	BTC	Buy	63459.2→63772.8	+1.92	timeout
06-13 07:26	BTC	Buy	62996.1→63743.8	+5.47	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-12 07:54	BTC	Buy	62663.1→62972.9	+2.06	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-10 16:45	BTC	Buy	61343.1→62141.9	+5.99	timeout
06-10 15:46	BTC	Buy	61238.1→62446.9	+9.37	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 15:56	BTC	Buy	62562.1→60998.4	-12.96	stop_loss
06-09 14:46	BTC	Buy	62755.1→61207.3	-12.79	stop_loss
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.76	stop_loss
06-09 12:30	BTC	Buy	63145.2→62603.9	-4.70	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 21:33	BTC	Buy	61749.1→63660.8	+14.99	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.56	timeout
06-07 19:43	BTC	Buy	62715.1→61170.3	-12.75	stop_loss
06-07 16:30	BTC	Buy	60589→62150.9	+12.36	timeout
06-07 10:43	BTC	Buy	60367→62329.9	+15.82	timeout
06-07 05:57	BTC	Buy	60860→61703.9	+6.53	timeout
06-06 15:49	BTC	Buy	60323→60788	+3.41	timeout
06-06 04:31	BTC	Buy	61230.1→59722.1	-12.77	stop_loss
06-06 04:13	BTC	Buy	61627.1→60111.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59349→61954.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61010.1→59509.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:48	BTC	Buy	63068.2→61510.2	-12.80	stop_loss
06-05 06:23	BTC	Buy	62739.1→61179.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62800.1→61244.3	-12.83	stop_loss
06-05 06:21	BTC	Buy	63119.2→61566.1	-12.75	stop_loss
06-05 01:48	BTC	Buy	62638.1→63342.8	+5.20	timeout
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.74	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 19:54	BTC	Buy	66944.3→65296.1	-12.80	stop_loss
06-03 19:54	BTC	Buy	67055.4→65402	-12.81	stop_loss
06-03 16:24	BTC	Buy	67271.4→65614.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67271.4→65616.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65813.8	-12.80	stop_loss
06-02 23:25	BTC	Buy	67800.4→66132.6	-12.75	stop_loss
06-02 14:27	BTC	Buy	69447.5→67739.7	-12.75	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 12:31	BTC	Buy	70889.5→69146	-12.80	stop_loss
06-02 09:29	BTC	Buy	71012.6→69264.9	-12.80	stop_loss
06-01 22:26	BTC	Buy	73993.7→71242.8	-19.19	stop_loss
06-01 05:17	BTC	Buy	74154.7→73438.3	-5.32	timeout
05-31 18:50	BTC	Buy	73997.7→73581.3	-3.32	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.05	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.57	timeout
05-29 18:55	BTC	Buy	73652.7→73272.3	-3.04	timeout
05-29 16:56	BTC	Buy	73403.7→73945.3	+3.15	timeout
05-29 15:47	BTC	Buy	73034.7→73734.3	+4.29	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

40%

win rate

-377.45

total pnl ($)

-73.6 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	102	40%	-73.6	-377.45

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…