deribit_basis_zscore_fear_gated_long_v6

not live
76
closed trades
37%
win rate
-307.00
total pnl ($)
0.809
weight
7d window — n=16 wr=31% pnl=-75.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:53BTCBuy60500→59549-8.29timeout
06-28 16:52BTCBuy60782→59605-10.10timeout
06-27 15:40BTCBuy60422→60787+2.58timeout
06-27 02:35BTCBuy58902.9→60267+11.10timeout
06-26 14:14BTCBuy59263→59951+5.31timeout
06-26 02:13BTCBuy60178→58687.7-12.83stop_loss
06-25 17:55BTCBuy59433→59549+0.56timeout
06-25 13:53BTCBuy60375→58890.6-12.69stop_loss
06-24 16:51BTCBuy61316.1→59804.1-12.75stop_loss
06-24 13:44BTCBuy62911.1→61364.2-12.74stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.63timeout
06-24 06:43BTCBuy62855.1→62787.9-1.04timeout
06-23 06:26BTCBuy64065.2→62613.9-11.81timeout
06-23 06:21BTCBuy64161.2→62565.6-12.92stop_loss
06-22 06:11BTCBuy64183.2→64235.8-0.06timeout
06-22 03:37BTCBuy64360.2→64170.8-2.00timeout
06-21 04:50BTCBuy63567.2→64389.8+6.03timeout
06-21 02:10BTCBuy63473.2→64222.8+5.42timeout
06-20 00:32BTCBuy63014.2→63616.8+4.29timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-18 15:56BTCBuy63962.2→62388.7-12.61stop_loss
06-18 15:51BTCBuy64106.2→62525.6-12.68stop_loss
06-18 04:11BTCBuy65412.3→63803.9-12.75stop_loss
06-18 04:11BTCBuy65416.3→63806.9-12.77stop_loss
06-17 17:19BTCBuy65801.3→65904.7+0.27timeout
06-17 06:58BTCBuy66434.3→65588.7-6.84timeout
06-16 15:42BTCBuy66848.3→65851.7-7.98timeout
06-16 06:11BTCBuy65844.3→66111.7+1.64timeout
06-15 11:04BTCBuy64444.2→65886.7+10.74timeout
06-15 03:35BTCBuy64514.2→65705.7+8.75timeout
06-14 08:05BTCBuy63788.2→64373.8+4.01timeout
06-14 01:55BTCBuy63789.2→64589.8+5.85timeout
06-13 07:56BTCBuy63051.2→63778.8+5.17timeout
06-12 20:56BTCBuy63367.2→63406.8-0.16timeout
06-12 06:46BTCBuy62855.1→62952.9+0.28timeout
06-11 19:30BTCBuy61177.1→63866.8+21.42take_profit
06-10 19:00BTCBuy61764.1→61847.9+0.17timeout
06-10 15:12BTCBuy61541.1→61889.9+2.34timeout
06-09 15:56BTCBuy62601.1→61060.4-12.76stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 00:49BTCBuy63946.2→62372.7-12.76stop_loss
06-08 09:32BTCBuy62590.1→63308.8+5.27timeout
06-08 07:26BTCBuy62216.1→63164.8+7.14timeout
06-07 07:24BTCBuy60887→62143.9+9.91timeout
06-07 05:22BTCBuy60416→61808.9+11.11timeout
06-06 04:32BTCBuy61188.1→59681.2-12.77stop_loss
06-06 04:11BTCBuy61762.1→60242.8-12.75stop_loss
06-05 21:03BTCBuy59244→61844.9+21.50take_profit
06-05 18:52BTCBuy60707→59214.4-12.75stop_loss
06-05 18:51BTCBuy61063.1→59561.2-12.75stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 14:06BTCBuy61972.1→60445.7-12.76stop_loss
06-05 12:02BTCBuy63215.2→61658.1-12.77stop_loss
06-05 06:24BTCBuy62677.1→61122.4-12.85stop_loss
06-05 06:17BTCBuy63386.2→61813-12.86stop_loss
06-05 03:06BTCBuy63920.2→62345.7-12.73stop_loss
06-05 02:41BTCBuy63287.2→62830.9-4.02timeout
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 16:27BTCBuy67198.4→65545.9-12.77stop_loss
06-03 03:43BTCBuy67479.4→65819.8-12.75stop_loss
06-02 22:59BTCBuy67920.4→66245.5-12.78stop_loss
06-02 12:31BTCBuy70897.5→69148.9-12.85stop_loss
06-02 12:18BTCBuy70943.5→69198.9-12.79stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout
05-31 19:16BTCBuy74016.7→73554.3-3.60timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-30 21:07BTCBuy73734.7→73946.3+0.87timeout
05-30 15:07BTCBuy73473.7→73857.3+2.01timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-29 23:35BTCBuy73656.7→73271.3-3.09timeout
05-29 18:56BTCBuy73690.7→73363.3-2.70timeout
05-29 15:46BTCBuy73035.7→73802.3+4.75timeout
05-29 13:27BTCBuy73164.7→73005.3-1.56timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
37%
win rate
-307.00
total pnl ($)
-80.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7637%-80.4-307.00

Recent bounces (last 20 of 1)

timesymsidereason
06-29 01:10BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems