deribit_basis_zscore_fear_gated_long_v7

not live
67
closed trades
40%
win rate
-233.57
total pnl ($)
0.604
weight
7d window — n=12 wr=17% pnl=-83.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:51BTCBuy60264→59625-5.73timeout
06-28 18:48BTCBuy60511→59533-8.51timeout
06-26 16:55BTCBuy59280→60074+6.14timeout
06-26 14:51BTCBuy59689→59721-0.23timeout
06-25 13:55BTCBuy59845→58371.9-12.68stop_loss
06-25 13:53BTCBuy60476→58987.5-12.67stop_loss
06-24 16:51BTCBuy61350.1→59814.1-12.95stop_loss
06-24 14:19BTCBuy62531.1→60991.4-12.76stop_loss
06-24 14:13BTCBuy62674.1→61130.4-12.76stop_loss
06-24 08:59BTCBuy62340.1→62777.9+3.01timeout
06-24 06:59BTCBuy62903.1→62743.9-1.77timeout
06-23 06:23BTCBuy64074.2→62498.6-12.78stop_loss
06-23 06:20BTCBuy64410.2→62822.4-12.80stop_loss
06-22 09:27BTCBuy64055.2→64065.8-0.45timeout
06-22 07:24BTCBuy64188.2→64208.8-0.32timeout
06-21 08:01BTCBuy63585.2→64171.8+4.11timeout
06-21 05:24BTCBuy63703.2→64252.8+3.87timeout
06-19 18:24BTCBuy62906.1→63100.8+1.09timeout
06-19 16:36BTCBuy62594.1→63259.8+4.88timeout
06-18 15:56BTCBuy63953.2→62379.7-12.61stop_loss
06-18 15:55BTCBuy63977.2→62400.7-12.69stop_loss
06-18 09:50BTCBuy64953.2→64217.8-6.21timeout
06-18 04:11BTCBuy65415.3→63803.9-12.78stop_loss
06-17 08:49BTCBuy66453.3→64817.3-12.77stop_loss
06-17 06:58BTCBuy66412.3→65577.7-6.76timeout
06-16 10:59BTCBuy65893.3→66470.7+3.88timeout
06-16 05:50BTCBuy65752.3→66066.7+1.99timeout
06-15 09:14BTCBuy64407.2→65662.7+9.31timeout
06-15 02:00BTCBuy64558.2→65456.7+6.48timeout
06-14 08:06BTCBuy63765.2→64383.8+4.33timeout
06-14 01:51BTCBuy63784.2→64608.8+6.04timeout
06-13 05:22BTCBuy63482.2→63551.8+0.11timeout
06-12 20:55BTCBuy63373.2→63404.8-0.22timeout
06-12 01:12BTCBuy61949.1→63456.8+11.59timeout
06-11 19:30BTCBuy61163.1→63849.8+21.40take_profit
06-10 17:01BTCBuy61422.1→62214.9+5.94timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-09 14:16BTCBuy63460.2→61899.9-12.76stop_loss
06-09 14:11BTCBuy63565.2→62001.9-12.76stop_loss
06-08 17:01BTCBuy62051.1→63453.8+10.75timeout
06-08 15:00BTCBuy61863.1→63924.8+16.17timeout
06-07 15:57BTCBuy60758→62028.9+9.91timeout
06-07 13:55BTCBuy60752→61726.9+7.55timeout
06-06 04:27BTCBuy61373.1→59855.1-12.82stop_loss
06-05 21:04BTCBuy59367→61973.9+21.51take_profit
06-05 18:54BTCBuy60650→59158.4-12.75stop_loss
06-05 18:44BTCBuy61223.1→59717.1-12.75stop_loss
06-05 15:39BTCBuy61695.1→60177.9-12.73stop_loss
06-05 13:49BTCBuy62740.1→61191.3-12.80stop_loss
06-05 06:24BTCBuy62602.1→61059.4-12.76stop_loss
06-05 06:01BTCBuy63655.2→62087.8-12.71stop_loss
06-05 02:18BTCBuy62418.1→63084.8+4.90timeout
06-04 10:49BTCBuy63809.2→62239.8-12.72stop_loss
06-04 00:39BTCBuy64596.2→63007.3-12.75stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 20:55BTCBuy66375.3→64739.4-12.81stop_loss
06-03 19:45BTCBuy66923.3→65745.7-9.31timeout
06-03 03:43BTCBuy67499.4→65838.8-12.76stop_loss
06-02 14:27BTCBuy69447.5→67739.7-12.75stop_loss
06-02 12:30BTCBuy70913.5→69169.9-12.80stop_loss
06-01 22:26BTCBuy73780.7→71242.8-17.79stop_loss
05-31 15:24BTCBuy73856.7→73692.3-1.60timeout
05-30 18:47BTCBuy73591.7→74011.3+2.29timeout
05-30 15:08BTCBuy73529.7→73858.3+1.63timeout
05-30 12:08BTCBuy73349.7→73564.3+0.97timeout
05-30 09:50BTCBuy73724.7→73528.3-1.81timeout
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
40%
win rate
-233.57
total pnl ($)
-69.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6740%-69.3-233.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems