deribit_basis_zscore_long_discount_feargate · strategy

107

closed trades

43%

win rate

-328.44

total pnl ($)

0.711

weight

7d window — n=22 wr=41% pnl=-77.77 · 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 02:44	BTC	Buy	59742→59992	+1.71	timeout
06-30 01:04	BTC	Buy	59472→59783	+2.21	timeout
06-29 23:49	BTC	Buy	59694→60217	+3.96	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 19:51	BTC	Buy	60164→59345	-7.24	timeout
06-28 17:43	BTC	Buy	60578→59497	-9.35	timeout
06-27 20:17	BTC	Buy	59724→60235	+3.89	timeout
06-27 19:14	BTC	Buy	60011→60571	+4.25	timeout
06-27 16:53	BTC	Buy	59983→60780	+6.18	timeout
06-26 16:49	BTC	Buy	59245→60136	+6.98	timeout
06-26 15:25	BTC	Buy	59310→60107	+6.18	timeout
06-26 14:45	BTC	Buy	59474→59535	-0.09	timeout
06-25 13:58	BTC	Buy	59629→58162	-12.66	stop_loss
06-25 13:55	BTC	Buy	59866→58393.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60282→58798.6	-12.66	stop_loss
06-24 17:20	BTC	Buy	60904→59406.3	-12.73	stop_loss
06-24 14:13	BTC	Buy	62661.1→61119.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.74	stop_loss
06-24 09:18	BTC	Buy	62437.1→62705.9	+1.64	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 06:43	BTC	Buy	64012.2→62916.9	-9.03	timeout
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-22 21:10	BTC	Buy	63499.2→64373.8	+6.43	timeout
06-22 04:38	BTC	Buy	64492.2→63986.8	-4.39	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 20:12	BTC	Buy	63945.2→64123.8	+0.94	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63280.2→64145.8	+6.39	timeout
06-20 19:14	BTC	Buy	63039.2→63868.8	+6.15	timeout
06-19 21:01	BTC	Buy	63073.2→63183.8	+0.38	timeout
06-19 19:57	BTC	Buy	62932.1→63000.8	+0.07	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.76	timeout
06-18 15:57	BTC	Buy	63922.2→62349.7	-12.58	stop_loss
06-18 15:40	BTC	Buy	64220.2→62640.5	-12.78	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 09:23	BTC	Buy	64941.2→64404.8	-4.62	timeout
06-18 05:03	BTC	Buy	65322.3→63714.9	-12.77	stop_loss
06-17 19:39	BTC	Buy	65843.3→64221.7	-12.78	stop_loss
06-17 08:39	BTC	Buy	66618.3→64980.2	-12.75	stop_loss
06-17 06:57	BTC	Buy	66418.3→65576.7	-6.81	timeout
06-17 03:26	BTC	Buy	65919.3→65725.7	-1.95	timeout
06-16 12:02	BTC	Buy	66170.3→66408.7	+1.26	timeout
06-16 00:20	BTC	Buy	65729.3→66346.7	+4.33	timeout
06-15 21:52	BTC	Buy	65494.3→66388.7	+6.32	timeout
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-14 22:20	BTC	Buy	64403.2→65167.7	+5.44	timeout
06-14 21:06	BTC	Buy	64293.2→63993.8	-2.80	timeout
06-14 08:19	BTC	Buy	63792.2→64465.8	+4.80	timeout
06-13 21:11	BTC	Buy	63552.2→64251.8	+5.03	timeout
06-13 19:42	BTC	Buy	63702.2→64250.8	+3.85	timeout
06-13 04:46	BTC	Buy	63700.2→63593.8	-1.28	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 01:10	BTC	Buy	61944.1→63485.8	+11.86	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.39	take_profit
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-10 16:05	BTC	Buy	61008.1→62420.9	+11.08	timeout
06-10 15:08	BTC	Buy	61566.1→61937.9	+2.53	timeout
06-10 14:20	BTC	Buy	61777.1→61884.9	+0.39	timeout
06-09 14:39	BTC	Buy	62886.1→61339.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 13:35	BTC	Buy	63480.2→62291.9	-9.80	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 21:33	BTC	Buy	61782.1→63647.8	+14.61	timeout
06-08 12:22	BTC	Buy	61959.1→62925.9	+7.34	timeout
06-07 19:43	BTC	Buy	60576→61198.9	+4.75	timeout
06-07 18:39	BTC	Buy	60634→62170.9	+12.27	timeout
06-07 10:43	BTC	Buy	60391→62325.9	+15.59	timeout
06-06 19:34	BTC	Buy	59616→60564	+7.56	timeout
06-06 18:31	BTC	Buy	60188→60528	+2.42	timeout
06-06 04:32	BTC	Buy	61159.1→59655.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60887→59389.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60921→59422.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:56	BTC	Buy	62554.1→61015.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-05 06:01	BTC	Buy	63701.2→62133.8	-12.71	stop_loss
06-05 06:01	BTC	Buy	63723.2→62155.8	-12.70	stop_loss
06-05 01:43	BTC	Buy	62843.1→63343.8	+3.55	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62672.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64273.2→62692.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 19:54	BTC	Buy	66996.3→65331	-12.91	stop_loss
06-03 19:54	BTC	Buy	67009.4→65357	-12.82	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:43	BTC	Buy	67479.4→65818.8	-12.76	stop_loss
06-02 23:25	BTC	Buy	67800.4→66132.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67965.4→66241.5	-13.14	stop_loss
06-02 12:06	BTC	Buy	70971.5→69223.9	-12.81	stop_loss
06-02 09:29	BTC	Buy	71025.6→69271.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	73953.7→71201.8	-19.20	stop_loss
06-01 03:37	BTC	Buy	74143.7→73944.3	-1.87	timeout
05-31 18:40	BTC	Buy	74018.7→73640.3	-3.03	timeout
05-31 16:45	BTC	Buy	73930.7→73451.3	-3.75	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.15	timeout
05-31 04:58	BTC	Buy	73341.7→74182.3	+5.22	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-328.44

total pnl ($)

-61.0 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	107	43%	-61.0	-328.44

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…