deribit_basis_zscore_feargate_long_v2 · strategy

167

closed trades

38%

win rate

-452.20

total pnl ($)

0.522

weight

7d window — n=34 wr=44% pnl=-96.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:04	BTC	Buy	60035→59588	-4.15	timeout
06-30 05:37	BTC	Buy	59725→59353	-3.51	timeout
06-30 01:03	BTC	Buy	59461→59810	+2.55	timeout
06-29 23:09	BTC	Buy	59299→60320	+8.19	timeout
06-29 21:07	BTC	Buy	59649→60281	+4.70	timeout
06-29 02:52	BTC	Buy	60127→59692	-4.09	timeout
06-29 01:27	BTC	Buy	60203→59303	-7.96	timeout
06-28 22:00	BTC	Buy	60089→59544	-5.00	timeout
06-28 19:48	BTC	Buy	60130→59275	-7.56	timeout
06-28 18:45	BTC	Buy	60533→59561	-8.46	timeout
06-28 01:05	BTC	Buy	59957→59997	-0.14	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 20:57	BTC	Buy	59707→60241	+4.09	timeout
06-27 18:49	BTC	Buy	59636→60500	+6.83	timeout
06-27 17:21	BTC	Buy	60054→60576	+3.89	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 16:48	BTC	Buy	59299→60064	+5.90	timeout
06-26 15:19	BTC	Buy	59325→59930	+4.56	timeout
06-25 17:41	BTC	Buy	59416→59589	+1.03	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-24 16:51	BTC	Buy	61093.1→59589.2	-12.75	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 14:17	BTC	Buy	62605.1→61062.4	-12.73	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 10:18	BTC	Buy	62390.1→62584.9	+1.10	timeout
06-24 08:53	BTC	Buy	62388.1→62778.9	+2.67	timeout
06-24 08:16	BTC	Buy	62597.1→62624.9	-0.25	timeout
06-24 06:42	BTC	Buy	62963.1→62816.9	-1.68	timeout
06-23 06:21	BTC	Buy	64242.2→62662.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:36	BTC	Buy	64199.2→63431.8	-6.44	timeout
06-23 05:25	BTC	Buy	64957.2→63360.1	-12.78	stop_loss
06-23 02:57	BTC	Buy	64246.2→64231.8	-0.60	timeout
06-22 05:41	BTC	Buy	64304.2→64288.8	-0.62	timeout
06-22 04:41	BTC	Buy	64489.2→63958.8	-4.59	timeout
06-22 03:38	BTC	Buy	64360.2→64180.8	-1.86	timeout
06-22 01:08	BTC	Buy	64251.2→63948.8	-2.85	timeout
06-21 23:14	BTC	Buy	64244.2→63668.8	-5.02	timeout
06-21 00:21	BTC	Buy	63477.2→64211.8	+5.33	timeout
06-20 23:14	BTC	Buy	63262.2→64236.8	+7.20	timeout
06-20 22:10	BTC	Buy	63038.2→63997.8	+7.11	timeout
06-20 21:00	BTC	Buy	63191.2→63893.8	+5.10	timeout
06-20 19:19	BTC	Buy	63009.2→63830.8	+6.08	timeout
06-19 22:05	BTC	Buy	62898.1→63054.8	+0.77	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 18:53	BTC	Buy	62750.1→62992.9	+1.45	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64133.2→62555.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.57	stop_loss
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64503.2→62917.4	-12.56	stop_loss
06-18 09:59	BTC	Buy	64873.2→64159.8	-6.02	timeout
06-18 09:04	BTC	Buy	64975.2→64327.8	-5.55	timeout
06-17 22:03	BTC	Buy	65471.3→63849.9	-12.83	stop_loss
06-17 19:03	BTC	Buy	65703.3→65455.7	-2.35	timeout
06-17 17:02	BTC	Buy	65765.3→65827.7	-0.08	timeout
06-17 07:30	BTC	Buy	66292.3→65512.7	-6.35	timeout
06-17 06:30	BTC	Buy	66309.3→65638.7	-5.46	timeout
06-17 05:31	BTC	Buy	66019.3→65828.7	-1.92	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 05:46	BTC	Buy	65705.3→66106.7	+2.68	timeout
06-16 03:54	BTC	Buy	65917.3→66063.7	+0.71	timeout
06-16 02:26	BTC	Buy	65663.3→65962.7	+1.85	timeout
06-15 14:08	BTC	Buy	64316.2→66324.7	+15.17	timeout
06-15 13:03	BTC	Buy	64335.2→66466.7	+16.13	timeout
06-15 03:00	BTC	Buy	64474.2→65436.7	+6.98	timeout
06-15 00:08	BTC	Buy	64425.2→65750.7	+9.82	timeout
06-14 22:21	BTC	Buy	64446.2→65142.7	+4.91	timeout
06-14 12:51	BTC	Buy	64089.2→64284.8	+1.07	timeout
06-14 11:46	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.03	timeout
06-13 22:57	BTC	Buy	63486.2→64438.8	+7.03	timeout
06-13 21:51	BTC	Buy	63453.2→64455.8	+7.42	timeout
06-13 10:47	BTC	Buy	63654.2→63857.8	+1.05	timeout
06-13 09:40	BTC	Buy	63851.2→63787.8	-1.03	timeout
06-13 00:31	BTC	Buy	63572.2→63527.8	-0.89	timeout
06-12 22:02	BTC	Buy	63530.2→63500.8	-0.73	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 10:11	BTC	Buy	62891.1→63694.8	+5.84	timeout
06-12 09:04	BTC	Buy	62894.1→63407.8	+3.56	timeout
06-11 23:28	BTC	Buy	61478.1→63347.8	+14.63	timeout
06-11 20:39	BTC	Buy	61834.1→63297.8	+11.25	timeout
06-11 17:36	BTC	Buy	61764.1→63202.8	+11.11	timeout
06-11 09:21	BTC	Buy	60758→62770.9	+16.00	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 22:17	BTC	Buy	62614.1→61066.4	-12.81	stop_loss
06-10 18:56	BTC	Buy	61701.1→61732.9	-0.25	timeout
06-10 16:09	BTC	Buy	60925→62357.9	+11.26	timeout
06-10 15:08	BTC	Buy	61567.1→61932.9	+2.48	timeout
06-09 14:46	BTC	Buy	62754.1→61207.3	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

167

closed

38%

win rate

-452.20

total pnl ($)

-53.9 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	167	38%	-53.9	-452.20

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…