deribit_basis_zscore_fear_gated_long_v26 · strategy

142

closed trades

42%

win rate

-465.45

total pnl ($)

0.250

weight

7d window — n=41 wr=27% pnl=-195.94 · 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 21:14	BTC	Buy	60364→59647	-6.37	timeout
06-28 20:12	BTC	Buy	60254→59547	-6.30	timeout
06-28 09:19	BTC	Buy	60299→60342	-0.09	timeout
06-28 08:15	BTC	Buy	60462→60150	-3.05	timeout
06-28 07:06	BTC	Buy	60315→60073	-2.44	timeout
06-27 20:45	BTC	Buy	59622→60240	+4.79	timeout
06-27 19:39	BTC	Buy	59880→60124	+1.63	timeout
06-27 02:32	BTC	Buy	58764.9→60254	+12.20	timeout
06-26 18:38	BTC	Buy	59407→59752	+2.34	timeout
06-26 17:38	BTC	Buy	59681→59945	+1.67	timeout
06-26 16:38	BTC	Buy	59320→60185	+6.74	timeout
06-26 15:33	BTC	Buy	59192→60155	+7.68	timeout
06-26 02:21	BTC	Buy	59820→58343.9	-12.78	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59824→58334.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.67	stop_loss
06-25 13:48	BTC	Buy	60893→59395.3	-12.69	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59582.2	-13.05	stop_loss
06-24 14:20	BTC	Buy	62363.1→60828.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62560.1→61021.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62697.1→61152.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62757.1→61211.3	-12.77	stop_loss
06-24 11:20	BTC	Buy	62406.1→62320.9	-1.15	timeout
06-24 10:17	BTC	Buy	62390.1→62575.9	+0.98	timeout
06-24 09:15	BTC	Buy	62428.1→62737.9	+1.97	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.46	timeout
06-24 07:11	BTC	Buy	62995.1→62739.9	-2.53	timeout
06-23 08:24	BTC	Buy	63701.2→62122.8	-12.83	stop_loss
06-23 06:52	BTC	Buy	63925.2→62919.9	-8.34	timeout
06-23 06:21	BTC	Buy	64159.2→62565.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64180.2→62601.6	-12.78	stop_loss
06-23 06:08	BTC	Buy	64673.2→63077.3	-12.81	stop_loss
06-23 03:45	BTC	Buy	64132.2→63973.8	-1.69	timeout
06-22 15:41	BTC	Buy	64229.2→65032.7	+5.73	timeout
06-22 08:07	BTC	Buy	64136.2→64122.8	-0.55	timeout
06-22 07:03	BTC	Buy	64226.2→63976.8	-2.41	timeout
06-22 06:00	BTC	Buy	64229.2→64217.8	-0.55	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-21 14:48	BTC	Buy	63920.2→63996.8	+0.21	timeout
06-21 08:05	BTC	Buy	63577.2→64154.8	+4.06	timeout
06-21 06:30	BTC	Buy	63676.2→64238.8	+3.96	timeout
06-21 05:22	BTC	Buy	63697.2→64214.8	+3.62	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-19 19:48	BTC	Buy	62928.1→63019.8	+0.25	timeout
06-19 18:48	BTC	Buy	62742.1→63023.8	+1.77	timeout
06-19 17:45	BTC	Buy	62591.1→63042.8	+3.15	timeout
06-19 16:42	BTC	Buy	62647.1→63248.8	+4.39	timeout
06-19 15:59	BTC	Buy	62334.1→63177.8	+6.38	timeout
06-18 15:56	BTC	Buy	63958.2→62385.7	-12.65	stop_loss
06-18 15:40	BTC	Buy	64306.2→62720.5	-12.88	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.87	stop_loss
06-18 15:40	BTC	Buy	64344.2→62759.5	-12.89	stop_loss
06-18 15:37	BTC	Buy	64428.2→62842.4	-12.80	stop_loss
06-18 09:31	BTC	Buy	65024.3→64220.8	-6.68	timeout
06-18 08:33	BTC	Buy	65156.3→64528.8	-5.27	timeout
06-17 22:03	BTC	Buy	65531.3→63919.8	-12.73	stop_loss
06-17 19:41	BTC	Buy	65761.3→64142.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65783.3→64165.7	-12.76	stop_loss
06-17 08:31	BTC	Buy	66742.3→65101.2	-12.75	stop_loss
06-17 08:12	BTC	Buy	66431.3→65376.7	-8.39	timeout
06-17 07:03	BTC	Buy	66349.3→65563.7	-6.40	timeout
06-17 04:37	BTC	Buy	65828.3→65854.7	-0.29	timeout
06-17 00:44	BTC	Buy	66402.3→65802.7	-5.03	timeout
06-16 09:10	BTC	Buy	65690.3→66742.7	+7.58	timeout
06-16 07:03	BTC	Buy	65747.3→66342.7	+4.16	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.97	timeout
06-16 04:00	BTC	Buy	65876.3→66120.7	+1.45	timeout
06-15 22:36	BTC	Buy	65383.3→66231.7	+5.99	timeout
06-15 08:37	BTC	Buy	64484.2→65700.7	+8.97	timeout
06-15 06:23	BTC	Buy	64352.2→65861.7	+11.26	timeout
06-15 05:20	BTC	Buy	64330.2→65692.7	+10.12	timeout
06-15 02:06	BTC	Buy	64579.2→65551.7	+7.05	timeout
06-14 21:50	BTC	Buy	64463.2→65490.7	+7.48	timeout
06-14 07:52	BTC	Buy	63808.2→64386.8	+4.08	timeout
06-14 06:10	BTC	Buy	63581.2→64428.8	+6.23	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:54	BTC	Buy	63806.2→64604.8	+5.83	timeout
06-13 21:39	BTC	Buy	63551.2→64293.8	+5.37	timeout
06-12 22:25	BTC	Buy	63512.2→63601.8	+0.20	timeout
06-12 21:22	BTC	Buy	63503.2→63556.8	-0.07	timeout
06-12 20:17	BTC	Buy	63517.2→63506.8	-0.55	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-12 15:28	BTC	Buy	62693.1→64164.8	+11.20	timeout
06-11 19:59	BTC	Buy	61933.1→63572.8	+12.66	timeout
06-11 18:55	BTC	Buy	61794.1→63464.8	+12.94	timeout
06-11 17:17	BTC	Buy	62153.1→62460.9	+1.96	timeout
06-11 15:26	BTC	Buy	62266.1→62718.9	+3.09	timeout
06-11 14:23	BTC	Buy	62001.1→62902.9	+6.72	timeout
06-10 18:31	BTC	Buy	61751.1→61966.9	+1.25	timeout
06-10 17:29	BTC	Buy	61733.1→61965.9	+1.39	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:05	BTC	Buy	62152.1→62150.9	-0.48	timeout
06-09 14:47	BTC	Buy	62729.1→61186.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62935.1→61386.2	-12.76	stop_loss
06-09 14:19	BTC	Buy	63276.2→61717	-12.77	stop_loss
06-09 14:18	BTC	Buy	63312.2→61751	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-465.45

total pnl ($)

-65.3 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	142	42%	-65.3	-465.45

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 22:16	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…