deribit_basis_zscore_fear_gated_long_v4 · strategy

151

closed trades

40%

win rate

-273.28

total pnl ($)

0.522

weight

7d window — n=34 wr=29% pnl=-113.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:10	BTC	Buy	59519→58054.1	-6.41	stop_loss
06-30 14:36	BTC	Buy	59530→58860.1	-3.06	timeout
06-30 13:34	BTC	Buy	59672→58204	-6.37	stop_loss
06-30 12:58	BTC	Buy	59880→58404.9	-6.38	stop_loss
06-30 11:35	BTC	Buy	59949→59145	-3.57	timeout
06-30 01:28	BTC	Buy	59304→60005	+2.76	timeout
06-29 01:53	BTC	Buy	60239→59471	-3.43	timeout
06-28 21:42	BTC	Buy	60265→59677	-2.67	timeout
06-28 20:43	BTC	Buy	60243→59649	-2.68	timeout
06-28 19:43	BTC	Buy	60172→59411	-3.38	timeout
06-28 18:39	BTC	Buy	60531→59566	-4.20	timeout
06-27 17:43	BTC	Buy	60082→60585	+1.87	timeout
06-27 16:39	BTC	Buy	60189→60744	+2.08	timeout
06-27 15:31	BTC	Buy	60195→60745	+2.06	timeout
06-27 13:59	BTC	Buy	60146→60566	+1.52	timeout
06-27 03:18	BTC	Buy	58809.9→60207	+5.72	timeout
06-26 14:42	BTC	Buy	59421→59639	+0.67	timeout
06-26 13:19	BTC	Buy	59976→58498.8	-6.39	stop_loss
06-26 13:19	BTC	Buy	60017→58540.8	-6.38	stop_loss
06-26 12:40	BTC	Buy	60644→59143.5	-6.42	stop_loss
06-26 02:13	BTC	Buy	60182→58687.7	-6.43	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+0.61	timeout
06-25 13:59	BTC	Buy	59506→58035.1	-6.37	stop_loss
06-25 13:57	BTC	Buy	59748→58277.9	-6.34	stop_loss
06-25 13:53	BTC	Buy	60270→58772.7	-6.40	stop_loss
06-25 13:53	BTC	Buy	60412→58925.6	-6.33	stop_loss
06-24 16:51	BTC	Buy	61218.1→59709.1	-6.38	stop_loss
06-24 14:19	BTC	Buy	62491.1→60939.5	-6.43	stop_loss
06-24 14:19	BTC	Buy	62535.1→60966.5	-6.49	stop_loss
06-24 14:13	BTC	Buy	62614.1→61072.4	-6.38	stop_loss
06-24 14:13	BTC	Buy	62656.1→61107.4	-6.40	stop_loss
06-24 14:02	BTC	Buy	62697.1→61150.4	-6.39	stop_loss
06-24 10:27	BTC	Buy	62343.1→62548.9	+0.58	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+0.64	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+0.96	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-1.09	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-0.97	timeout
06-23 08:17	BTC	Buy	63986.2→62408.7	-6.40	stop_loss
06-23 08:15	BTC	Buy	64067.2→62478.6	-6.43	stop_loss
06-23 06:21	BTC	Buy	64194.2→62613.5	-6.38	stop_loss
06-23 06:21	BTC	Buy	64227.2→62642.5	-6.41	stop_loss
06-23 05:20	BTC	Buy	64235.2→63556.8	-2.88	timeout
06-22 22:31	BTC	Buy	63563.2→63998.8	+1.49	timeout
06-22 21:27	BTC	Buy	63700.2→64286.8	+2.07	timeout
06-22 15:41	BTC	Buy	64230.2→65018.7	+2.85	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.03	timeout
06-22 03:32	BTC	Buy	64309.2→64351.8	-0.09	timeout
06-21 17:43	BTC	Buy	63842.2→64085.8	+0.77	timeout
06-21 15:58	BTC	Buy	64104.2→64197.8	+0.15	timeout
06-21 14:49	BTC	Buy	63858.2→63996.8	+0.35	timeout
06-21 05:20	BTC	Buy	63724.2→64198.8	+1.64	timeout
06-21 02:10	BTC	Buy	63468.2→64224.8	+2.74	timeout
06-20 02:41	BTC	Buy	62895.1→63355.8	+1.61	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+2.43	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+2.74	timeout
06-19 21:27	BTC	Buy	62924.1→63148.8	+0.64	timeout
06-19 20:21	BTC	Buy	63130.2→62968.9	-0.88	timeout
06-18 15:54	BTC	Buy	64001.2→62427.6	-6.35	stop_loss
06-18 15:51	BTC	Buy	64099.2→62520.6	-6.24	stop_loss
06-18 11:13	BTC	Buy	64642.2→63997.8	-2.76	timeout
06-18 09:10	BTC	Buy	64933.2→64303.8	-2.66	timeout
06-17 19:38	BTC	Buy	65854.3→64224.7	-6.41	stop_loss
06-17 19:33	BTC	Buy	65703.3→64423.8	-5.12	timeout
06-17 19:29	BTC	Buy	66050.3→64414.6	-6.42	stop_loss
06-17 18:32	BTC	Buy	65912.3→65426.7	-2.12	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+1.69	timeout
06-17 11:05	BTC	Buy	66219.3→64590.5	-6.41	stop_loss
06-17 08:31	BTC	Buy	66801.3→65157.1	-6.38	stop_loss
06-16 19:23	BTC	Buy	66513.3→65665.7	-3.45	timeout
06-16 18:04	BTC	Buy	66780.3→66088.7	-2.85	timeout
06-16 15:43	BTC	Buy	66827.3→65838.7	-3.96	timeout
06-16 12:55	BTC	Buy	66589.3→66381.7	-1.04	timeout
06-16 08:06	BTC	Buy	65719.3→66313.7	+2.05	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+9.83	timeout
06-15 13:20	BTC	Buy	64010.2→66820.7	+10.76	take_profit
06-15 13:16	BTC	Buy	63899.2→66704.7	+10.76	take_profit
06-15 12:30	BTC	Buy	64447.2→66251.7	+6.78	timeout
06-15 06:59	BTC	Buy	64263.2→65796.7	+5.73	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+1.05	timeout
06-14 11:33	BTC	Buy	63906.2→64585.8	+2.43	timeout
06-14 08:50	BTC	Buy	63817.2→64446.8	+2.22	timeout
06-14 04:47	BTC	Buy	63599.2→64306.8	+2.58	timeout
06-14 01:57	BTC	Buy	63780.2→64566.8	+2.87	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+2.52	timeout
06-12 20:58	BTC	Buy	63354.2→63434.8	+0.08	timeout
06-12 17:39	BTC	Buy	63167.2→63810.8	+2.31	timeout
06-12 14:01	BTC	Buy	62984.1→63389.8	+1.35	timeout
06-12 11:01	BTC	Buy	63120.2→63677.8	+1.95	timeout
06-12 07:05	BTC	Buy	62632.1→63069.8	+1.50	timeout
06-11 16:12	BTC	Buy	62413.1→62727.9	+0.98	timeout
06-11 11:41	BTC	Buy	60961→63116.8	+8.55	timeout
06-10 19:07	BTC	Buy	61851.1→61857.9	-0.23	timeout
06-10 16:29	BTC	Buy	61025.1→62244.9	+4.73	timeout
06-10 15:28	BTC	Buy	61343.1→62317.9	+3.72	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+1.71	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-6.38	stop_loss
06-09 14:47	BTC	Buy	62724.1→61179.3	-6.38	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-6.37	stop_loss
06-09 14:18	BTC	Buy	63307.2→61750	-6.38	stop_loss
06-09 13:31	BTC	Buy	63450.2→62392.9	-4.38	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

40%

win rate

-273.28

total pnl ($)

-72.2 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	151	40%	-72.2	-273.28

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:29	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…