deribit_basis_zscore_fear_gated_long_v9

not live
67
closed trades
45%
win rate
-229.43
total pnl ($)
0.874
weight
7d window — n=17 wr=47% pnl=-59.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 16:53BTCBuy60785→59634-9.89timeout
06-27 20:12BTCBuy59680→60247+4.36timeout
06-27 15:39BTCBuy60435→60812+2.68timeout
06-26 19:18BTCBuy59218→59931+5.45timeout
06-26 14:44BTCBuy59469→59565+0.31timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-25 13:53BTCBuy60249→58767.7-12.69stop_loss
06-24 16:51BTCBuy61296.1→59749.1-13.05stop_loss
06-24 15:38BTCBuy62103.1→60572.7-12.77stop_loss
06-24 13:12BTCBuy62059.1→61938.9-1.43timeout
06-24 12:11BTCBuy62404.1→62792.9+2.66timeout
06-23 08:17BTCBuy63958.2→62369.7-12.88stop_loss
06-23 06:22BTCBuy64079.2→62502.6-12.76stop_loss
06-22 23:31BTCBuy63580.2→63993.8+2.80timeout
06-22 22:21BTCBuy63678.2→64177.8+3.47timeout
06-21 23:13BTCBuy64246.2→63723.8-4.49timeout
06-21 21:22BTCBuy63917.2→63660.8-2.46timeout
06-20 21:54BTCBuy63057.2→63991.8+6.97timeout
06-20 19:18BTCBuy63026.2→63845.8+6.06timeout
06-19 19:58BTCBuy62952.1→62998.8-0.11timeout
06-19 17:18BTCBuy62510.1→63058.8+3.93timeout
06-18 15:38BTCBuy64423.2→62838.4-12.46stop_loss
06-18 15:37BTCBuy64485.2→62894.4-12.58stop_loss
06-17 22:03BTCBuy65489.3→63849.9-12.95stop_loss
06-17 19:46BTCBuy65687.3→64071.7-12.76stop_loss
06-17 06:57BTCBuy66423.3→65575.7-6.86timeout
06-17 04:41BTCBuy65857.3→65900.7-0.17timeout
06-16 05:49BTCBuy65753.3→66035.7+1.75timeout
06-16 00:19BTCBuy65718.3→66347.7+4.41timeout
06-15 02:52BTCBuy64464.2→65463.7+7.27timeout
06-14 22:20BTCBuy64449.2→65089.7+4.47timeout
06-13 22:17BTCBuy63498.2→64366.8+6.36timeout
06-13 21:10BTCBuy63552.2→64247.8+5.00timeout
06-12 21:00BTCBuy63378.2→63434.8-0.02timeout
06-12 17:40BTCBuy63214.2→63808.8+4.24timeout
06-11 19:30BTCBuy61199.1→63885.8+21.39take_profit
06-11 16:10BTCBuy62376.1→62736.9+2.34timeout
06-10 15:28BTCBuy61395.1→62273.9+6.66timeout
06-10 14:31BTCBuy61530.1→61964.9+3.05timeout
06-09 14:46BTCBuy62782.1→61238.3-12.75stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 23:04BTCBuy62842.1→63427.8+4.18timeout
06-08 20:51BTCBuy61912.1→63371.8+11.30timeout
06-07 22:00BTCBuy60682→61823.9+8.98timeout
06-07 15:26BTCBuy60621→61852.9+9.70timeout
06-06 19:39BTCBuy59748→60570+6.49timeout
06-06 14:26BTCBuy60440→60801+2.54timeout
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 13:49BTCBuy62749.1→61206.3-12.75stop_loss
06-05 06:20BTCBuy63180.2→61616.1-12.78stop_loss
06-05 05:59BTCBuy63819.2→62248.7-12.71stop_loss
06-04 09:30BTCBuy64302.2→62717.5-12.76stop_loss
06-04 00:29BTCBuy65012.3→63413.1-12.75stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 19:54BTCBuy66943.3→65297.1-12.78stop_loss
06-03 19:54BTCBuy67001.3→65354-12.78stop_loss
06-03 03:49BTCBuy67272.4→65617.9-12.75stop_loss
06-02 22:59BTCBuy67920.4→66245.5-12.78stop_loss
06-02 12:17BTCBuy70956.5→69211.9-12.79stop_loss
06-02 12:06BTCBuy71005.6→69256.9-12.82stop_loss
06-01 15:32BTCBuy73967.7→71299.8-18.58stop_loss
06-01 15:32BTCBuy73605.7→71299.8-16.24stop_loss
05-31 16:47BTCBuy73867.7→73432.3-3.46timeout
05-31 14:58BTCBuy73894.7→73582.3-2.58timeout
05-29 16:36BTCBuy73187.7→74030.3+5.27timeout
05-29 10:34BTCBuy73394.7→73566.3+0.67timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
45%
win rate
-229.43
total pnl ($)
-68.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6745%-68.4-229.43

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems