deribit_basis_zscore_feargate_long_v5 · strategy

closed trades

47%

win rate

-209.80

total pnl ($)

0.636

weight

7d window — n=24 wr=29% pnl=-95.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 16:52	BTC	Buy	59861→59835	-0.74	timeout
06-29 10:12	BTC	Buy	59610→60205	+4.47	timeout
06-29 03:34	BTC	Buy	60019→60014	-0.51	timeout
06-28 21:07	BTC	Buy	60364→59664	-6.25	timeout
06-28 14:52	BTC	Buy	60128→60050	-1.12	timeout
06-28 08:25	BTC	Buy	60238→60183	-0.91	timeout
06-28 02:19	BTC	Buy	60612→60237	-3.55	timeout
06-27 19:38	BTC	Buy	60406→60077	-3.15	timeout
06-27 00:09	BTC	Buy	59414→60100	+5.31	timeout
06-26 17:56	BTC	Buy	59921→59948	-0.27	timeout
06-26 11:47	BTC	Buy	59889→59399	-4.57	timeout
06-26 05:42	BTC	Buy	59592→59876	+1.94	timeout
06-25 13:53	BTC	Buy	61233.1→59053.5	-18.24	stop_loss
06-25 13:48	BTC	Buy	61533.1→59343.3	-18.22	stop_loss
06-25 11:35	BTC	Buy	61031.1→61232.9	+1.20	timeout
06-25 05:29	BTC	Buy	59713→61588.9	+15.27	timeout
06-24 15:58	BTC	Buy	62428.1→60203.9	-18.26	stop_loss
06-24 15:33	BTC	Buy	62869.1→60630.6	-18.22	stop_loss
06-24 11:32	BTC	Buy	62639.1→62443.9	-2.02	timeout
06-24 05:35	BTC	Buy	62618.1→62931.9	+2.02	timeout
06-23 23:18	BTC	Buy	62378.1→62546.9	+0.91	timeout
06-23 17:04	BTC	Buy	63646.2→62440.9	-9.91	timeout
06-23 10:34	BTC	Buy	64096.2→62283.9	-14.49	timeout
06-23 04:34	BTC	Buy	64652.2→63871.8	-6.49	timeout
06-22 22:20	BTC	Buy	64144.2→64207.8	+0.05	timeout
06-22 16:16	BTC	Buy	63984.2→64657.8	+4.82	timeout
06-22 10:06	BTC	Buy	63707.2→64189.8	+3.29	timeout
06-22 04:01	BTC	Buy	64155.2→63870.8	-2.69	timeout
06-21 21:46	BTC	Buy	64094.2→63805.8	-2.70	timeout
06-21 15:44	BTC	Buy	64421.2→64268.8	-1.61	timeout
06-21 05:42	BTC	Buy	63829.2→64299.8	+3.24	timeout
06-20 20:08	BTC	Buy	63533.2→63939.8	+2.77	timeout
06-20 14:05	BTC	Buy	63464.2→63254.8	-2.13	timeout
06-20 07:15	BTC	Buy	63041.2→63644.8	+4.33	timeout
06-19 23:33	BTC	Buy	62604.1→63311.8	+5.19	timeout
06-19 18:21	BTC	Buy	62757.1→63138.8	+2.59	timeout
06-19 12:04	BTC	Buy	62950.1→62645.9	-2.82	timeout
06-19 05:16	BTC	Buy	62473.1→62599.9	+0.59	timeout
06-18 21:54	BTC	Buy	64235.2→62869.9	-11.03	timeout
06-18 15:21	BTC	Buy	64445.2→63271.8	-9.36	timeout
06-18 08:36	BTC	Buy	64414.2→64501.8	+0.21	timeout
06-18 02:52	BTC	Buy	65111.3→64691.8	-3.68	timeout
06-17 19:58	BTC	Buy	65559.3→64204.8	-10.78	timeout
06-17 12:32	BTC	Buy	65756.3→64742.8	-8.18	timeout
06-16 16:58	BTC	Buy	65846.3→65752.7	-1.20	timeout
06-16 10:41	BTC	Buy	66330.3→66559.7	+1.24	timeout
06-16 02:59	BTC	Buy	66571.3→65675.7	-7.16	timeout
06-15 21:03	BTC	Buy	65670.3→66481.7	+5.70	timeout
06-15 14:46	BTC	Buy	65548.3→66574.7	+7.39	timeout
06-15 08:28	BTC	Buy	63918.2→65646.7	+13.08	timeout
06-15 01:58	BTC	Buy	64302.2→65452.7	+8.48	timeout
06-14 19:54	BTC	Buy	64402.2→63750.8	-5.53	timeout
06-14 13:53	BTC	Buy	64610.2→64275.8	-3.04	timeout
06-14 07:50	BTC	Buy	64318.2→64406.8	+0.16	timeout
06-14 01:51	BTC	Buy	64106.2→64607.8	+3.47	timeout
06-13 19:51	BTC	Buy	63838.2→64297.8	+3.15	timeout
06-13 13:46	BTC	Buy	63784.2→64069.8	+1.76	timeout
06-13 07:30	BTC	Buy	63702.2→63751.8	-0.07	timeout
06-12 23:03	BTC	Buy	63801.2→63429.8	-3.39	timeout
06-12 17:23	BTC	Buy	63463.2→63759.8	+1.87	timeout
06-12 01:43	BTC	Buy	62795.1→63382.8	+4.18	timeout
06-11 19:10	BTC	Buy	62624.1→63399.8	+5.68	timeout
06-11 12:03	BTC	Buy	61588.1→62985.9	+10.84	timeout
06-11 04:00	BTC	Buy	62609.1→62630.9	-0.35	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61561.1→62016.9	+3.31	timeout
06-09 16:05	BTC	Buy	63174.2→60926.5	-18.29	stop_loss
06-09 07:01	BTC	Buy	63459.2→63314.8	-1.62	timeout
06-09 01:00	BTC	Buy	63841.2→62536.9	-10.66	timeout
06-08 18:56	BTC	Buy	62963.1→63463.8	+3.49	timeout
06-08 12:55	BTC	Buy	63709.2→63546.8	-1.73	timeout
06-08 07:04	BTC	Buy	61773.1→62859.9	+8.33	timeout
06-08 01:00	BTC	Buy	61881.1→63615.8	+13.53	timeout
06-07 18:47	BTC	Buy	62116.1→62193.9	+0.20	timeout
06-07 12:40	BTC	Buy	60807→61839.9	+8.03	timeout
06-07 06:36	BTC	Buy	60546→62211.9	+13.33	timeout
06-07 00:33	BTC	Buy	60750→60907	+0.82	timeout
06-06 10:17	BTC	Buy	61522.1→60650	-7.56	timeout
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 14:26	BTC	Buy	62585.1→60357.8	-18.24	stop_loss
06-05 13:57	BTC	Buy	63040.2→60795.5	-18.25	stop_loss
06-05 06:22	BTC	Buy	63717.2→61450.2	-18.21	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62864.1→63451.8	+4.23	timeout
06-04 17:00	BTC	Buy	64263.2→63458.8	-6.75	timeout
06-04 01:16	BTC	Buy	65223.3→62902.4	-18.24	stop_loss
06-03 23:03	BTC	Buy	66925.3→64541.5	-18.26	stop_loss
06-03 16:40	BTC	Buy	66353.3→65872.7	-4.10	timeout
06-03 11:52	BTC	Buy	66693.3→67061.6	+2.25	timeout
06-03 04:07	BTC	Buy	67481.4→66349.7	-8.84	timeout
06-02 14:27	BTC	Buy	70120.5→67624.8	-18.26	stop_loss
06-02 14:10	BTC	Buy	70886.5→68362.4	-18.27	stop_loss
05-31 03:25	BTC	Buy	73857.7→74157.3	+1.55	timeout
05-29 19:48	BTC	Buy	73375.7→73618.3	+1.18	timeout
05-29 11:32	BTC	Buy	73666.7→73482.3	-1.72	timeout
05-29 02:34	BTC	Buy	72946.6→73446.3	+2.90	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-209.80

total pnl ($)

-43.5 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	96	47%	-43.5	-209.80

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 12:15	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…