deribit_basis_zscore_fear_gated_long_v19

not live
27
closed trades
48%
win rate
-74.42
total pnl ($)
1.083
weight
7d window — n=7 wr=57% pnl=-23.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:42BTCBuy59296→59905+4.58timeout
06-25 13:57BTCBuy59682→58214-12.66stop_loss
06-24 14:19BTCBuy62385.1→60841.5-12.78stop_loss
06-23 06:21BTCBuy64345.2→62755.5-12.82stop_loss
06-22 18:47BTCBuy64159.2→64412.8+1.48timeout
06-21 17:20BTCBuy63888.2→64137.8+1.58timeout
06-20 15:36BTCBuy63157.2→64084.8+6.83timeout
06-18 15:57BTCBuy63899.2→62326.7-12.72stop_loss
06-18 13:37BTCBuy65215.3→64047.8-9.40timeout
06-17 11:05BTCBuy66135.3→64482.5-13.02stop_loss
06-16 08:29BTCBuy65658.3→66513.7+6.12timeout
06-15 08:27BTCBuy64457.2→65669.7+8.95timeout
06-14 08:26BTCBuy63786.2→64445.8+4.70timeout
06-13 08:26BTCBuy63465.2→63784.8+1.96timeout
06-12 08:33BTCBuy62921.1→63461.8+3.76timeout
06-11 08:17BTCBuy61659.1→62766.9+8.39timeout
06-09 14:04BTCBuy63643.2→62075.8-12.76stop_loss
06-08 21:50BTCBuy61635.1→63747.8+16.65timeout
06-07 21:04BTCBuy60708→61756.9+8.21timeout
06-06 04:14BTCBuy61588.1→60072.9-12.76stop_loss
06-05 06:03BTCBuy63506.2→61934.9-12.79stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-03 19:36BTCBuy66657.3→65688.7-7.78timeout
06-02 12:06BTCBuy71003.6→69256.9-12.81stop_loss
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-30 09:44BTCBuy73805.7→73521.3-2.41timeout
05-29 09:33BTCBuy73366.7→73795.3+2.40timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
48%
win rate
-74.42
total pnl ($)
-54.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2748%-54.7-74.42

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems