deribit_basis_zscore_fee_vix_gated

not live
48
closed trades
42%
win rate
+35.54
total pnl ($)
1.368
weight
7d window — n=17 wr=35% pnl=+23.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:48BTCSell60272→60648-3.57timeout
06-27 08:39BTCSell59673→60358-6.18timeout
06-27 02:37BTCSell59647→60229-5.32timeout
06-26 18:28BTCSell59922→59869+0.05timeout
06-26 02:22BTCSell59431→58390.9+8.28timeout
06-25 13:59BTCSell60813→58073.9+22.03take_profit
06-25 09:46BTCSell61091.9→61731.1-5.67timeout
06-25 03:42BTCSell60585→60749-1.81timeout
06-24 16:47BTCSell62794.9→59972+21.94take_profit
06-24 01:01BTCSell62214.9→62936.1-6.23timeout
06-23 18:32BTCSell62731.9→62284.1+3.13timeout
06-23 12:37BTCSell63962.8→62366.1+11.95timeout
06-22 21:33BTCSell64115.8→64277.2-1.71timeout
06-22 14:58BTCSell64231.8→64929.2-5.84timeout
06-22 08:58BTCSell63740.8→64131.2-3.47timeout
06-22 02:36BTCSell63987.8→64467.2-4.15timeout
06-21 19:25BTCSell64162.8→64192.2-0.69timeout
06-20 17:51BTCSell63567.8→63827.2-2.49timeout
06-19 13:18BTCSell63010.8→62651.1+2.36timeout
06-17 20:34BTCSell65140.7→64390.2+5.31timeout
06-17 02:55BTCSell65619.7→65866.3-2.32timeout
06-16 18:59BTCSell66405.7→65812.3+4.05timeout
06-15 15:09BTCSell65540.7→66645.3-8.88timeout
06-15 01:14BTCSell64335.8→65465.3-9.21timeout
06-14 21:40BTCSell63746.8→65383.9-13.29stop_loss
06-14 19:02BTCSell64254.8→63795.2+3.17timeout
06-13 20:20BTCSell63788.8→64237.2-3.96timeout
06-11 14:02BTCSell62213.9→63004.2-6.75timeout
06-10 15:54BTCSell61246.9→62818.5-13.29stop_loss
06-10 02:26BTCSell61785.9→62023.1-2.42timeout
06-09 07:23BTCSell63423.8→63297.2+0.58timeout
06-08 11:00BTCSell62906.9→63100.2-1.99timeout
06-07 22:15BTCSell62611.9→64216.3-13.27stop_loss
06-07 17:50BTCSell61692.9→62194.1-4.53timeout
06-07 07:56BTCSell60803→62370.3-13.37stop_loss
06-06 14:28BTCSell60830→60836-0.50timeout
06-06 08:26BTCSell60914→61130.1-2.18timeout
06-05 18:52BTCSell62274.9→59478+22.02take_profit
06-05 14:04BTCSell63437.8→60586+22.03take_profit
06-04 15:54BTCSell64356.8→63752.2+4.31timeout
06-03 19:54BTCSell67281.6→65382.3+13.69timeout
06-02 14:27BTCSell70909.5→67705.4+22.16take_profit
06-01 18:43BTCSell73035.3→71569.6+9.66timeout
06-01 02:25BTCSell73539.3→73467.7+0.07timeout
05-31 17:14BTCSell74145.3→73496.7+3.95timeout
05-31 03:35BTCSell73878.3→74166.7-2.37timeout
05-29 20:23BTCSell73776.3→73668.7+0.30timeout
05-29 09:42BTCSell73852.3→73797.7-0.05timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
42%
win rate
+35.54
total pnl ($)
+14.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4842%+14.6+35.54

Recent bounces (last 20 of 1)

timesymsidereason
06-27 10:22BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems