deribit_basis_zscore_fear_gated_long_v2 · strategy

102

closed trades

37%

win rate

-396.22

total pnl ($)

0.400

weight

7d window — n=22 wr=27% pnl=-137.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:48	BTC	Buy	60226→60036	-2.02	timeout
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:50	BTC	Buy	60505→59493	-8.78	timeout
06-28 06:49	BTC	Buy	60427→59967	-4.25	timeout
06-27 19:44	BTC	Buy	59904→60168	+1.80	timeout
06-27 15:43	BTC	Buy	60462→60768	+2.10	timeout
06-26 19:49	BTC	Buy	59205→59824	+4.67	timeout
06-26 16:49	BTC	Buy	59296→60115	+6.34	timeout
06-26 14:43	BTC	Buy	59406→59584	+1.00	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	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	-3.31	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 06:22	BTC	Buy	64105.2→62526.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64199.2→62619.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64297.2→62715.5	-12.78	stop_loss
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63274.2→64147.8	+6.45	timeout
06-20 00:32	BTC	Buy	63013.2→63616.8	+4.31	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:51	BTC	Buy	64134.2→62556.6	-12.67	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:05	BTC	Buy	65107.3→63506.1	-12.72	stop_loss
06-18 09:24	BTC	Buy	64946.2→64397.8	-4.74	timeout
06-17 18:38	BTC	Buy	65791.3→65613.7	-1.90	timeout
06-17 16:30	BTC	Buy	65749.3→66103.7	+2.28	timeout
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.77	stop_loss
06-16 18:01	BTC	Buy	66817.3→65954.7	-6.99	timeout
06-16 15:45	BTC	Buy	66897.3→65755.7	-9.06	timeout
06-16 09:17	BTC	Buy	65727.3→66667.7	+6.70	timeout
06-15 13:29	BTC	Buy	64239.2→66817.7	+19.64	timeout
06-15 12:25	BTC	Buy	64479.2→66266.7	+13.42	timeout
06-15 08:08	BTC	Buy	64409.2→65703.7	+9.61	timeout
06-14 09:44	BTC	Buy	63787.2→64517.8	+5.23	timeout
06-14 08:44	BTC	Buy	63865.2→64448.8	+4.08	timeout
06-14 07:33	BTC	Buy	63733.2→64308.8	+4.07	timeout
06-13 09:27	BTC	Buy	63717.2→63784.8	-0.01	timeout
06-13 08:25	BTC	Buy	63458.2→63760.8	+1.83	timeout
06-13 07:24	BTC	Buy	63023.2→63714.8	+5.03	timeout
06-12 09:03	BTC	Buy	62930.1→63442.8	+3.55	timeout
06-12 07:50	BTC	Buy	62696.1→62983.9	+1.80	timeout
06-12 06:45	BTC	Buy	62915.1→62907.9	-0.55	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 17:03	BTC	Buy	61593.1→62284.9	+5.11	timeout
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.67	timeout
06-10 15:00	BTC	Buy	61469.1→62145.9	+5.01	timeout
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.75	stop_loss
06-09 14:39	BTC	Buy	62887.1→61339.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:24	BTC	Buy	62923.1→62641.9	-2.64	timeout
06-08 23:04	BTC	Buy	62837.1→63399.8	+4.00	timeout
06-08 22:05	BTC	Buy	61805.1→63501.8	+13.24	timeout
06-08 06:25	BTC	Buy	61817.1→62981.9	+8.96	timeout
06-07 19:58	BTC	Buy	60602→61260.9	+5.03	timeout
06-07 16:43	BTC	Buy	60689→62179.9	+11.79	timeout
06-07 05:56	BTC	Buy	60910→61716.9	+6.22	timeout
06-06 18:51	BTC	Buy	59540→60510	+7.74	timeout
06-06 15:48	BTC	Buy	60238→60732	+3.66	timeout
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
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→60069.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63007.2→61456.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62717.1→61174.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:19	BTC	Buy	63300.2→61743	-12.72	stop_loss
06-05 03:11	BTC	Buy	63831.2→62261.7	-12.71	stop_loss
06-05 01:47	BTC	Buy	62655.1→63332.8	+4.98	timeout
06-04 10:48	BTC	Buy	63923.2→62350.7	-12.72	stop_loss
06-04 09:26	BTC	Buy	64466.2→62879.4	-12.75	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-03 20:46	BTC	Buy	66676.3→65035.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67049.4→65398	-12.80	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss
06-03 03:50	BTC	Buy	67105.4→65453	-12.77	stop_loss
06-03 03:34	BTC	Buy	67603.4→65927.7	-12.85	stop_loss
06-02 20:22	BTC	Buy	68618.4→66931.2	-12.73	stop_loss
06-02 14:10	BTC	Buy	69976.5→68253.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70898.5→69148.9	-12.86	stop_loss
06-01 22:25	BTC	Buy	73482.7→71118.9	-16.66	stop_loss
06-01 22:25	BTC	Buy	73877.7→71118.9	-19.27	stop_loss
06-01 04:40	BTC	Buy	74168.7→73432.3	-5.44	timeout
05-31 18:57	BTC	Buy	74005.7→73583.3	-3.37	timeout
05-31 16:54	BTC	Buy	73896.7→73495.3	-3.22	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.16	timeout
05-29 18:54	BTC	Buy	73651.7→73275.3	-2.99	timeout
05-29 16:55	BTC	Buy	73395.7→73970.3	+3.38	timeout
05-29 15:50	BTC	Buy	72915.6→73830.3	+5.77	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

37%

win rate

-396.22

total pnl ($)

-77.4 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	102	37%	-77.4	-396.22

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…