deribit_basis_zscore_fear_gated_long_v3

not live
52
closed trades
38%
win rate
-151.46
total pnl ($)
0.830
weight
7d window — n=14 wr=43% pnl=-65.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:21BTCBuy59818→58346.9-12.74stop_loss
06-25 13:48BTCBuy61013.1→59507.3-12.74stop_loss
06-25 13:44BTCBuy61539.1→60023-12.76stop_loss
06-24 14:19BTCBuy62525.1→60966.5-12.90stop_loss
06-24 14:17BTCBuy62557.1→61017.4-12.75stop_loss
06-24 09:59BTCBuy62340.1→62676.9+2.19timeout
06-23 08:17BTCBuy64016.2→62441.6-12.77stop_loss
06-23 06:21BTCBuy64296.2→62714.5-12.78stop_loss
06-22 19:40BTCBuy64189.2→64396.8+1.13timeout
06-22 07:24BTCBuy64196.2→64209.8-0.37timeout
06-21 17:44BTCBuy63842.2→64084.8+1.53timeout
06-21 03:47BTCBuy63440.2→64390.8+7.05timeout
06-20 15:39BTCBuy63111.2→64084.8+7.20timeout
06-20 01:40BTCBuy62852.1→63571.8+5.26timeout
06-18 15:57BTCBuy63941.2→62365.7-12.75stop_loss
06-18 15:37BTCBuy64485.2→62877.4-12.71stop_loss
06-18 08:49BTCBuy64922.2→64465.8-4.03timeout
06-17 19:42BTCBuy65718.3→64101.7-12.75stop_loss
06-17 08:42BTCBuy66524.3→65021.7-11.78timeout
06-16 20:20BTCBuy66514.3→65787.7-6.00timeout
06-16 07:47BTCBuy65710.3→66303.7+4.13timeout
06-15 13:00BTCBuy63788.2→66592.7+21.55take_profit
06-15 03:10BTCBuy64495.2→65603.7+8.11timeout
06-14 15:07BTCBuy64203.2→64082.8-1.40timeout
06-14 03:04BTCBuy63663.2→64459.8+5.83timeout
06-13 15:06BTCBuy64010.2→64236.8+1.28timeout
06-13 03:03BTCBuy63583.2→63660.8+0.15timeout
06-12 10:36BTCBuy62890.1→63676.8+5.72timeout
06-11 19:30BTCBuy61197.1→63884.8+21.39take_profit
06-11 08:50BTCBuy61209.1→62933.9+13.53timeout
06-09 15:56BTCBuy62564.1→61025.4-12.75stop_loss
06-09 15:55BTCBuy62607.1→61066.4-12.77stop_loss
06-09 12:30BTCBuy63164.2→62600.9-4.86timeout
06-08 22:09BTCBuy61835.1→63447.8+12.55timeout
06-08 09:58BTCBuy62536.1→63431.8+6.71timeout
06-07 21:49BTCBuy60822→61696.9+6.76timeout
06-07 05:12BTCBuy60005→61773.9+14.31timeout
06-05 18:44BTCBuy61268.1→59761.1-12.75stop_loss
06-05 06:18BTCBuy63361.2→61803-12.74stop_loss
06-05 03:05BTCBuy63972.2→62391.7-12.78stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-03 20:55BTCBuy66564.3→64920.3-12.85stop_loss
06-03 19:54BTCBuy67042.4→65381-12.87stop_loss
06-02 14:10BTCBuy69976.5→68253.4-12.77stop_loss
06-02 09:02BTCBuy71331.6→69577.7-12.80stop_loss
06-01 22:37BTCBuy72889.6→71094.9-12.85stop_loss
06-01 03:37BTCBuy74144.7→73941.3-1.90timeout
05-31 14:57BTCBuy73900.7→73653.3-2.15timeout
05-31 04:55BTCBuy73328.7→74167.3+5.21timeout
05-30 08:06BTCBuy73602.7→73501.3-1.18timeout
05-29 20:43BTCBuy73666.7→73668.3-0.47timeout
05-29 07:49BTCBuy73388.7→73371.3-0.60timeout

Paper vs Live

Paper (trades.jsonl)
52
closed
38%
win rate
-151.46
total pnl ($)
-58.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5238%-58.0-151.46

Recent bounces (last 20 of 1)

timesymsidereason
06-24 10:51BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems