deribit_basis_zscore_fear_gated_long_v21 · strategy

closed trades

40%

win rate

-209.68

total pnl ($)

0.635

weight

7d window — n=13 wr=31% pnl=-78.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-28 08:42	BTC	Buy	60371→60380	-0.38	timeout
06-28 07:35	BTC	Buy	60418→60111	-2.97	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-25 13:58	BTC	Buy	59565→58099	-12.69	stop_loss
06-25 13:57	BTC	Buy	59736→58265.9	-12.69	stop_loss
06-24 17:21	BTC	Buy	60837→59336.3	-12.77	stop_loss
06-24 16:46	BTC	Buy	61549.1→60035	-12.73	stop_loss
06-24 13:48	BTC	Buy	62778.1→61232.3	-12.76	stop_loss
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62419.1→62771.9	+2.32	timeout
06-23 08:17	BTC	Buy	63920.2→62345.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-22 22:31	BTC	Buy	63591.2→63981.8	+2.62	timeout
06-22 18:09	BTC	Buy	63974.2→64638.8	+4.70	timeout
06-21 15:50	BTC	Buy	64120.2→64213.8	+0.34	timeout
06-21 14:49	BTC	Buy	63862.2→63997.8	+0.67	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:40	BTC	Buy	64318.2→62734.5	-12.74	stop_loss
06-18 08:58	BTC	Buy	64967.2→64367.8	-5.09	timeout
06-17 18:32	BTC	Buy	65954.3→65544.7	-3.66	timeout
06-17 08:20	BTC	Buy	66818.3→65174.1	-12.73	stop_loss
06-16 18:10	BTC	Buy	66768.3→66071.7	-5.75	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 07:00	BTC	Buy	64261.2→65734.7	+11.00	timeout
06-14 01:54	BTC	Buy	63806.2→64604.8	+5.84	timeout
06-13 07:55	BTC	Buy	63000.1→63797.8	+5.86	timeout
06-12 17:46	BTC	Buy	63332.2→63823.8	+3.42	timeout
06-12 07:40	BTC	Buy	62580.1→63054.8	+3.30	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:16	BTC	Buy	60977→62396.9	+11.16	timeout
06-10 15:15	BTC	Buy	61666.1→61871.9	+1.17	timeout
06-09 14:35	BTC	Buy	62952.1→61404.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 02:41	BTC	Buy	63000.1→62632.9	-3.35	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.37	timeout
06-07 22:14	BTC	Buy	60673→63336.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60583→63242.8	+21.51	take_profit
06-06 19:51	BTC	Buy	60287→60587	+2.10	timeout
06-06 04:14	BTC	Buy	61553.1→60039	-12.76	stop_loss
06-05 18:52	BTC	Buy	60794→59299.4	-12.75	stop_loss
06-05 14:26	BTC	Buy	61869.1→60345.8	-12.76	stop_loss
06-05 14:26	BTC	Buy	61879.1→60356.8	-12.75	stop_loss
06-05 06:22	BTC	Buy	62993.1→61444.2	-12.74	stop_loss
06-05 01:43	BTC	Buy	62843.1→63343.8	+3.55	timeout
06-04 09:30	BTC	Buy	64252.2→62669.5	-12.76	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-03 19:55	BTC	Buy	66817.3→65167.1	-12.83	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-12.80	stop_loss
06-03 03:43	BTC	Buy	67434.4→65775.8	-12.75	stop_loss
06-03 03:35	BTC	Buy	67589.4→65926.7	-12.76	stop_loss
06-02 01:34	BTC	Buy	72706.6→70919	-12.84	stop_loss
06-02 01:34	BTC	Buy	72765.6→70975.9	-12.85	stop_loss
05-31 15:24	BTC	Buy	73858.7→73704.3	-1.53	timeout
05-30 09:53	BTC	Buy	73712.7→73571.3	-1.44	timeout
05-30 08:40	BTC	Buy	73780.7→73496.3	-2.42	timeout
05-30 07:50	BTC	Buy	73372.7→73502.3	+0.39	timeout
05-29 15:26	BTC	Buy	72858.6→73493.3	+3.86	timeout
05-29 14:07	BTC	Buy	72624.6→72955.4	+1.79	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-209.68

total pnl ($)

-67.4 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	62	40%	-67.4	-209.68

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…