deribit_basis_zscore_fg_dom_gated_long · strategy

closed trades

46%

win rate

-252.22

total pnl ($)

0.576

weight

7d window — n=22 wr=32% pnl=-110.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 11:41	BTC	Buy	59779→59801	-0.34	timeout
06-29 00:27	BTC	Buy	60212→59264	-8.36	timeout
06-28 17:31	BTC	Buy	59844→59582	-2.62	timeout
06-28 09:16	BTC	Buy	60359→60352	-0.51	timeout
06-28 03:11	BTC	Buy	60816→60223	-5.33	timeout
06-27 19:55	BTC	Buy	60518→60116	-3.75	timeout
06-27 07:39	BTC	Buy	59872→60401	+3.95	timeout
06-26 15:41	BTC	Buy	59411→60353	+7.43	timeout
06-26 09:16	BTC	Buy	59566→60115	+4.13	timeout
06-26 02:56	BTC	Buy	59680→58405.1	-11.10	timeout
06-25 13:53	BTC	Buy	60724→58866.6	-15.70	stop_loss
06-25 13:45	BTC	Buy	61725.1→59837.1	-15.73	stop_loss
06-25 08:48	BTC	Buy	60927→61738.9	+6.20	timeout
06-24 17:47	BTC	Buy	60941→59072.5	-15.76	stop_loss
06-24 15:30	BTC	Buy	62670.1→60751.6	-15.71	stop_loss
06-24 14:59	BTC	Buy	62609.1→61078.9	-12.63	timeout
06-24 06:01	BTC	Buy	62407.1→62786.9	+2.57	timeout
06-23 23:18	BTC	Buy	62379.1→62548.9	+0.92	timeout
06-23 17:47	BTC	Buy	63358.2→62477.9	-7.40	timeout
06-23 07:51	BTC	Buy	64391.2→62914.9	-11.92	timeout
06-23 01:41	BTC	Buy	65220.3→64062.8	-9.31	timeout
06-22 19:39	BTC	Buy	64306.2→64427.8	+0.48	timeout
06-22 13:32	BTC	Buy	64623.2→65042.7	+2.72	timeout
06-22 07:35	BTC	Buy	64159.2→64270.8	+0.38	timeout
06-22 01:28	BTC	Buy	64129.2→64618.8	+3.33	timeout
06-21 18:58	BTC	Buy	64270.2→64134.8	-1.49	timeout
06-21 12:44	BTC	Buy	64276.2→64013.8	-2.46	timeout
06-21 05:42	BTC	Buy	63871.2→64310.8	+2.99	timeout
06-20 13:29	BTC	Buy	63492.2→63301.8	-1.97	timeout
06-20 07:30	BTC	Buy	62960.1→63770.8	+5.99	timeout
06-20 01:28	BTC	Buy	62743.1→63409.8	+4.86	timeout
06-19 19:24	BTC	Buy	62752.1→62980.9	+1.36	timeout
06-19 13:21	BTC	Buy	63053.2→62667.9	-3.46	timeout
06-19 07:23	BTC	Buy	62754.1→62756.9	-0.41	timeout
06-18 19:17	BTC	Buy	64155.2→62648.9	-12.08	timeout
06-18 15:57	BTC	Buy	64311.2→62343.7	-15.72	stop_loss
06-18 13:19	BTC	Buy	64646.2→64354.8	-2.71	timeout
06-18 07:15	BTC	Buy	65274.3→64048.8	-9.84	timeout
06-18 01:15	BTC	Buy	65047.3→64703.8	-3.13	timeout
06-17 19:09	BTC	Buy	65611.3→65172.7	-3.83	timeout
06-17 13:02	BTC	Buy	65714.3→65025.7	-5.72	timeout
06-17 07:02	BTC	Buy	65691.3→65588.7	-1.24	timeout
06-17 01:01	BTC	Buy	66401.3→65705.7	-5.72	timeout
06-16 18:59	BTC	Buy	66412.3→65817.7	-4.96	timeout
06-15 22:59	BTC	Buy	65873.3→66187.7	+1.91	timeout
06-15 16:02	BTC	Buy	65853.3→67119.6	+9.17	timeout
06-15 09:20	BTC	Buy	64755.2→65721.7	+7.02	timeout
06-14 23:17	BTC	Buy	64529.2→65574.7	+7.63	timeout
06-14 17:16	BTC	Buy	64342.2→63938.8	-3.62	timeout
06-14 11:13	BTC	Buy	64426.2→64519.8	+0.27	timeout
06-14 05:12	BTC	Buy	63940.2→64324.8	+2.57	timeout
06-13 22:45	BTC	Buy	63840.2→64486.8	+4.60	timeout
06-13 16:43	BTC	Buy	63594.2→64032.8	+3.00	timeout
06-13 09:34	BTC	Buy	63514.2→63801.8	+1.77	timeout
06-12 23:44	BTC	Buy	63763.2→63495.8	-2.57	timeout
06-12 17:45	BTC	Buy	63386.2→63801.8	+2.82	timeout
06-12 11:36	BTC	Buy	63481.2→63677.8	+1.06	timeout
06-12 05:36	BTC	Buy	63113.2→63411.8	+1.89	timeout
06-11 19:07	BTC	Buy	62632.1→63451.8	+6.03	timeout
06-11 03:59	BTC	Buy	62608.1→62661.9	-0.09	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.27	timeout
06-10 03:09	BTC	Buy	61637.1→62016.9	+2.68	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:11	BTC	Buy	63771.2→62740.9	-8.52	timeout
06-08 20:05	BTC	Buy	63132.2→63390.8	+1.58	timeout
06-08 14:01	BTC	Buy	63107.2→63737.8	+4.52	timeout
06-08 07:59	BTC	Buy	61276.1→63272.8	+15.81	timeout
06-08 01:53	BTC	Buy	61762.1→63025.8	+9.74	timeout
06-07 19:48	BTC	Buy	62214.1→61206.9	-8.52	timeout
06-07 13:48	BTC	Buy	61484.1→61726.9	+1.51	timeout
06-07 07:40	BTC	Buy	60542→62219.9	+13.42	timeout
06-07 01:34	BTC	Buy	60756→61515.9	+5.77	timeout
06-06 04:34	BTC	Buy	61413.1→59534.2	-15.75	stop_loss
06-06 03:16	BTC	Buy	60536→60827	+1.95	timeout
06-05 13:59	BTC	Buy	62588.1→60672.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61074.4	-15.77	stop_loss
06-05 06:19	BTC	Buy	63717.2→61766	-15.73	stop_loss
06-05 03:46	BTC	Buy	63752.2→62710.9	-8.59	timeout
06-04 21:40	BTC	Buy	62890.1→63218.8	+2.17	timeout
06-04 10:30	BTC	Buy	64363.2→62392.7	-15.73	stop_loss
06-04 00:30	BTC	Buy	65235.3→63240.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66755.3→64652.4	-16.22	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:16	BTC	Buy	66731.3→67302.6	+3.76	timeout
06-03 03:48	BTC	Buy	67322.4→65794.7	-11.80	timeout
06-02 14:23	BTC	Buy	70109.5→67962.6	-15.78	stop_loss
06-02 13:15	BTC	Buy	70986.5→68804.1	-15.88	stop_loss
05-31 07:49	BTC	Buy	74030.7→73847.3	-1.76	timeout
05-30 02:53	BTC	Buy	73082.7→73724.3	+3.92	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 02:37	BTC	Buy	72923.6→73436.3	+3.00	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-252.22

total pnl ($)

-54.6 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	92	46%	-54.6	-252.22

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…