deribit_basis_zscore_fear_gated_long_v8 · strategy

168

closed trades

42%

win rate

-241.66

total pnl ($)

0.703

weight

7d window — n=40 wr=35% pnl=-79.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:40	BTC	Buy	59436→60404	+3.77	timeout
06-29 15:56	BTC	Buy	59824→59868	-0.12	timeout
06-29 14:05	BTC	Buy	60727→59231.4	-6.39	stop_loss
06-29 06:49	BTC	Buy	59973→60017	-0.05	timeout
06-29 05:51	BTC	Buy	59937→59922	-0.30	timeout
06-29 04:45	BTC	Buy	60147→59765	-1.81	timeout
06-28 16:07	BTC	Buy	60788→59877	-3.99	timeout
06-28 15:02	BTC	Buy	60583→60013	-2.59	timeout
06-28 03:20	BTC	Buy	60248→60231	-0.29	timeout
06-27 21:59	BTC	Buy	59898→60170	+0.94	timeout
06-27 19:57	BTC	Buy	59831→60135	+1.07	timeout
06-27 15:47	BTC	Buy	60280→60727	+1.64	timeout
06-27 14:45	BTC	Buy	59542→60627	+4.33	timeout
06-27 02:45	BTC	Buy	58772.9→60270	+6.13	timeout
06-26 21:11	BTC	Buy	59562→59687	+0.25	timeout
06-26 19:49	BTC	Buy	59203→59824	+2.34	timeout
06-26 15:28	BTC	Buy	59217→60121	+3.57	timeout
06-26 14:27	BTC	Buy	59419→60055	+2.43	timeout
06-26 02:16	BTC	Buy	59871→58398.9	-6.37	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+0.51	timeout
06-25 13:58	BTC	Buy	59612→58146	-6.34	stop_loss
06-25 13:54	BTC	Buy	60003→58524.8	-6.36	stop_loss
06-25 13:53	BTC	Buy	60274→58772.7	-6.42	stop_loss
06-25 13:51	BTC	Buy	60647→59147.5	-6.38	stop_loss
06-24 17:20	BTC	Buy	60975→59473.3	-6.37	stop_loss
06-24 16:51	BTC	Buy	61288.1→59749.1	-6.49	stop_loss
06-24 14:17	BTC	Buy	62594.1→61054.4	-6.37	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-6.37	stop_loss
06-24 13:44	BTC	Buy	62911.1→61364.2	-6.37	stop_loss
06-24 10:49	BTC	Buy	62299.1→62509.9	+0.60	timeout
06-24 09:47	BTC	Buy	62360.1→62646.9	+0.88	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+1.32	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-1.30	timeout
06-24 06:43	BTC	Buy	62855.1→62787.9	-0.52	timeout
06-23 08:24	BTC	Buy	63809.2→62238.8	-6.37	stop_loss
06-23 08:17	BTC	Buy	63957.2→62369.7	-6.43	stop_loss
06-23 07:00	BTC	Buy	63966.2→62882.9	-4.47	timeout
06-23 06:20	BTC	Buy	64478.2→62888.4	-6.40	stop_loss
06-23 06:00	BTC	Buy	64224.2→63336.8	-3.70	timeout
06-23 03:45	BTC	Buy	64157.2→63973.8	-0.94	timeout
06-23 02:41	BTC	Buy	64509.2→64172.8	-1.53	timeout
06-22 19:17	BTC	Buy	64164.2→64345.8	+0.46	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.03	timeout
06-22 05:05	BTC	Buy	64231.2→64069.8	-0.86	timeout
06-22 03:37	BTC	Buy	64360.2→64170.8	-1.00	timeout
06-22 02:08	BTC	Buy	64213.2→64525.8	+0.95	timeout
06-21 18:56	BTC	Buy	63761.2→64141.8	+1.29	timeout
06-21 04:46	BTC	Buy	63530.2→64439.8	+3.36	timeout
06-21 03:36	BTC	Buy	63402.2→64283.8	+3.25	timeout
06-21 01:53	BTC	Buy	63550.2→64250.8	+2.51	timeout
06-21 00:49	BTC	Buy	63526.2→64235.8	+2.54	timeout
06-20 18:17	BTC	Buy	63129.2→63808.8	+2.46	timeout
06-20 01:17	BTC	Buy	63052.2→63421.8	+1.24	timeout
06-20 00:12	BTC	Buy	62827.1→63448.8	+2.27	timeout
06-19 21:30	BTC	Buy	62948.1→63136.8	+0.50	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-0.70	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+1.97	timeout
06-18 15:57	BTC	Buy	63934.2→62355.7	-6.37	stop_loss
06-18 15:53	BTC	Buy	64011.2→62435.6	-6.34	stop_loss
06-18 15:53	BTC	Buy	64024.2→62449.6	-6.30	stop_loss
06-18 15:40	BTC	Buy	64210.2→62631.5	-6.33	stop_loss
06-18 15:38	BTC	Buy	64406.2→62822.4	-6.28	stop_loss
06-18 11:16	BTC	Buy	64570.2→64007.8	-2.44	timeout
06-18 10:16	BTC	Buy	64869.2→64004.8	-3.61	timeout
06-18 09:11	BTC	Buy	64986.2→64296.8	-2.91	timeout
06-18 05:04	BTC	Buy	65302.3→63695.9	-6.39	stop_loss
06-17 19:50	BTC	Buy	65660.3→64038.8	-6.40	stop_loss
06-17 08:49	BTC	Buy	66448.3→64814.3	-6.38	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-6.38	stop_loss
06-17 08:20	BTC	Buy	66818.3→65173.1	-6.38	stop_loss
06-17 08:04	BTC	Buy	66347.3→65465.7	-3.52	timeout
06-17 06:58	BTC	Buy	66434.3→65588.7	-3.42	timeout
06-16 09:09	BTC	Buy	65690.3→66749.7	+3.82	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+2.05	timeout
06-16 07:03	BTC	Buy	65736.3→66333.7	+2.09	timeout
06-16 05:26	BTC	Buy	65804.3→66027.7	+0.65	timeout
06-16 03:45	BTC	Buy	65826.3→66101.7	+0.84	timeout
06-15 07:12	BTC	Buy	64229.2→65807.7	+5.91	timeout
06-15 06:06	BTC	Buy	64410.2→65849.7	+5.35	timeout
06-15 04:46	BTC	Buy	64326.2→65657.7	+4.93	timeout
06-15 03:41	BTC	Buy	64469.2→65750.7	+4.73	timeout
06-15 02:36	BTC	Buy	64533.2→65611.7	+3.93	timeout
06-14 06:10	BTC	Buy	63569.2→64423.8	+3.14	timeout
06-14 05:01	BTC	Buy	63502.2→64347.8	+3.12	timeout
06-14 04:04	BTC	Buy	63513.2→64498.8	+3.67	timeout
06-14 02:54	BTC	Buy	63571.2→64454.8	+3.26	timeout
06-14 01:48	BTC	Buy	63790.2→64598.8	+2.96	timeout
06-12 21:59	BTC	Buy	63451.2→63497.8	-0.07	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.08	timeout
06-12 19:51	BTC	Buy	63664.2→63598.8	-0.48	timeout
06-12 17:35	BTC	Buy	63173.2→63807.8	+2.28	timeout
06-12 15:18	BTC	Buy	62656.1→64314.8	+6.35	timeout
06-11 19:58	BTC	Buy	61975.1→63606.8	+6.29	timeout
06-11 19:33	BTC	Buy	61228.1→63915.8	+10.69	take_profit
06-11 18:55	BTC	Buy	61743.1→63467.8	+6.69	timeout
06-11 17:15	BTC	Buy	62081.1→62436.9	+1.18	timeout
06-11 14:48	BTC	Buy	61939.1→62909.9	+3.64	timeout
06-10 17:45	BTC	Buy	61674.1→61692.9	-0.17	timeout
06-10 16:44	BTC	Buy	61154.1→62209.9	+4.05	timeout
06-10 15:38	BTC	Buy	61205.1→62219.9	+3.89	timeout

Paper vs Live

Paper (trades.jsonl)

168

closed

42%

win rate

-241.66

total pnl ($)

-57.2 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	168	42%	-57.2	-241.66

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…