deribit_basis_zscore_long_fear_gate_v10

not live
79
closed trades
44%
win rate
-215.12
total pnl ($)
0.972
weight
7d window — n=15 wr=47% pnl=-47.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 79 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:04BTCBuy60213→59486-6.46timeout
06-28 19:02BTCBuy60563→59564-8.68timeout
06-27 19:55BTCBuy59843→60125+1.96timeout
06-27 18:51BTCBuy59645→60499+6.73timeout
06-26 16:50BTCBuy59314→60074+5.87timeout
06-26 15:38BTCBuy59312→60340+8.13timeout
06-25 13:59BTCBuy59524→58060.1-12.66stop_loss
06-25 13:53BTCBuy60473→58985.5-12.65stop_loss
06-24 17:47BTCBuy60628→59130.5-12.79stop_loss
06-24 13:09BTCBuy62104.1→62153.9-0.04timeout
06-24 12:08BTCBuy62455.1→62815.9+2.43timeout
06-23 08:17BTCBuy63953.2→62376.7-12.79stop_loss
06-23 08:17BTCBuy63966.2→62386.7-12.81stop_loss
06-22 23:16BTCBuy63689.2→63898.8+1.26timeout
06-22 22:16BTCBuy63643.2→64286.8+4.60timeout
06-21 22:26BTCBuy64155.2→63691.8-4.04timeout
06-21 21:24BTCBuy63926.2→63650.8-2.61timeout
06-20 21:00BTCBuy63190.2→63892.8+5.12timeout
06-20 19:15BTCBuy63042.2→63862.8+6.07timeout
06-19 19:57BTCBuy62932.1→63000.8+0.07timeout
06-19 17:17BTCBuy62503.1→63028.8+3.76timeout
06-18 15:40BTCBuy64330.2→62748.5-12.65stop_loss
06-18 15:37BTCBuy64445.2→62843.4-12.61stop_loss
06-18 08:45BTCBuy64896.2→64480.8-3.68timeout
06-17 19:50BTCBuy65636.3→64020.8-12.77stop_loss
06-17 08:09BTCBuy66353.3→65379.7-7.75timeout
06-16 22:45BTCBuy66264.3→65686.7-4.90timeout
06-16 07:03BTCBuy65747.3→66342.7+4.16timeout
06-15 21:18BTCBuy64485.2→66481.7+14.97timeout
06-15 05:39BTCBuy64328.2→65683.7+10.07timeout
06-14 21:07BTCBuy64288.2→63993.8-2.76timeout
06-14 04:48BTCBuy63603.2→64338.8+5.38timeout
06-13 19:13BTCBuy63689.2→64144.8+3.13timeout
06-13 03:01BTCBuy63601.2→63648.8-0.08timeout
06-12 17:41BTCBuy63292.2→63808.8+3.62timeout
06-12 00:03BTCBuy61587.1→63525.8+15.18timeout
06-11 14:50BTCBuy61887.1→62864.9+7.35timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 15:12BTCBuy61541.1→61889.9+2.34timeout
06-10 14:12BTCBuy62075.1→62156.9+0.18timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 14:11BTCBuy63582.2→62010.9-12.80stop_loss
06-09 06:12BTCBuy62917.1→63377.8+3.16timeout
06-08 17:06BTCBuy62208.1→63511.8+9.94timeout
06-08 05:25BTCBuy61875.1→62614.9+5.53timeout
06-07 15:21BTCBuy60615→61729.9+8.73timeout
06-07 05:10BTCBuy60171→61774.9+12.90timeout
06-06 14:26BTCBuy60440→60801+2.54timeout
06-06 04:11BTCBuy61763.1→60241.9-12.77stop_loss
06-05 21:04BTCBuy59353→61958.9+21.50take_profit
06-05 18:52BTCBuy60887→59389.3-12.76stop_loss
06-05 13:58BTCBuy62264.1→60732.6-12.75stop_loss
06-05 13:49BTCBuy62796.1→61251.3-12.75stop_loss
06-05 11:34BTCBuy62492.1→62326.9-1.81timeout
06-05 06:21BTCBuy63109.2→61555.1-12.71stop_loss
06-04 09:27BTCBuy64409.2→62825.4-12.74stop_loss
06-04 00:29BTCBuy65099.3→63498.1-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 16:27BTCBuy67200.4→65547.9-12.77stop_loss
06-03 16:24BTCBuy67301.4→65645.9-12.78stop_loss
06-03 03:43BTCBuy67382.4→65723.8-12.76stop_loss
06-03 03:43BTCBuy67473.4→65813.8-12.75stop_loss
06-02 15:37BTCBuy68766.4→67075.1-12.75stop_loss
06-02 14:27BTCBuy69333.5→67628.8-12.75stop_loss
06-02 02:05BTCBuy72242.6→70461.2-12.86stop_loss
06-01 22:26BTCBuy73817.7→71239.8-18.06stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 16:55BTCBuy73896.7→73521.3-3.04timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-30 18:30BTCBuy73776.7→73930.3+0.48timeout
05-30 16:44BTCBuy74036.7→73918.3-1.36timeout
05-30 14:58BTCBuy73096.7→73888.3+4.82timeout
05-30 12:52BTCBuy73319.7→73631.3+1.62timeout
05-30 08:42BTCBuy73773.7→73494.3-2.39timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout
05-29 11:01BTCBuy73363.7→73574.3+0.94timeout
05-29 09:58BTCBuy73517.7→73692.3+0.66timeout
05-29 08:52BTCBuy73308.7→73670.3+1.97timeout
05-29 07:49BTCBuy73389.7→73370.3-0.62timeout

Paper vs Live

Paper (trades.jsonl)
79
closed
44%
win rate
-215.12
total pnl ($)
-54.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7944%-54.2-215.12

Recent bounces (last 20 of 1)

timesymsidereason
06-28 20:07BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems