deribit_basis_zscore_long_fear_gate_v14

not live
69
closed trades
36%
win rate
-263.73
total pnl ($)
0.908
weight
7d window — n=18 wr=28% pnl=-57.09  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:42BTCBuy60253→59657-5.37timeout
06-28 07:23BTCBuy60373→60107-2.63timeout
06-27 19:44BTCBuy59903→60166+1.79timeout
06-27 03:45BTCBuy59493→60281+6.18timeout
06-26 13:57BTCBuy58481.9→60077+13.14timeout
06-26 02:24BTCBuy59766→58294.9-12.73stop_loss
06-25 13:53BTCBuy60470→58967.6-12.79stop_loss
06-25 05:09BTCBuy59114→61709.9+21.52take_profit
06-24 16:51BTCBuy61070.1→59560.2-12.79stop_loss
06-24 13:57BTCBuy62745.1→61200.3-12.76stop_loss
06-24 13:44BTCBuy62914.1→61367.2-12.74stop_loss
06-24 09:23BTCBuy62455.1→62681.9+1.29timeout
06-24 07:33BTCBuy62888.1→62675.9-2.18timeout
06-23 08:24BTCBuy63684.2→62116.8-12.75stop_loss
06-23 06:22BTCBuy64102.2→62684.9-11.53timeout
06-23 03:52BTCBuy64084.2→64037.8-0.81timeout
06-22 05:05BTCBuy64232.2→64071.8-1.71timeout
06-22 03:32BTCBuy64309.2→64351.8-0.19timeout
06-21 03:47BTCBuy63440.2→64390.8+7.05timeout
06-21 02:04BTCBuy63497.2→64225.8+5.24timeout
06-19 21:24BTCBuy63010.2→63203.8+1.03timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-18 15:54BTCBuy63996.2→62422.7-12.69stop_loss
06-18 15:51BTCBuy64137.2→62549.6-12.76stop_loss
06-18 11:14BTCBuy64603.2→63989.8-5.28timeout
06-18 09:22BTCBuy64923.2→64427.8-4.30timeout
06-17 08:44BTCBuy66504.3→64868.3-12.76stop_loss
06-17 06:57BTCBuy66422.3→65576.7-6.84timeout
06-16 11:59BTCBuy66222.3→66445.7+1.15timeout
06-16 06:11BTCBuy65854.3→66128.7+1.69timeout
06-15 11:04BTCBuy64453.2→65882.7+10.64timeout
06-15 03:34BTCBuy64507.2→65722.7+8.94timeout
06-14 07:35BTCBuy63789.2→64312.8+3.65timeout
06-14 01:50BTCBuy63781.2→64612.8+6.10timeout
06-13 07:25BTCBuy62996.1→63704.8+5.16timeout
06-12 17:39BTCBuy63160.2→63808.8+4.67timeout
06-12 06:50BTCBuy62784.1→62938.9+0.74timeout
06-11 16:10BTCBuy62425.1→62693.9+1.58timeout
06-10 17:01BTCBuy61470.1→62215.9+5.55timeout
06-10 15:59BTCBuy61121.1→62607.9+11.71timeout
06-09 16:39BTCBuy62292.1→60758.6-12.77stop_loss
06-09 15:55BTCBuy62627.1→61087.4-12.75stop_loss
06-09 13:36BTCBuy63723.2→62155.8-12.74stop_loss
06-09 12:26BTCBuy62989.1→62716.9-2.56timeout
06-08 21:33BTCBuy61769.1→63643.8+14.69timeout
06-08 05:32BTCBuy61673.1→62618.9+7.22timeout
06-07 21:06BTCBuy60716→61760.9+8.17timeout
06-07 04:32BTCBuy59691→61542.9+15.07timeout
06-06 20:11BTCBuy60703→60546-1.67timeout
06-06 04:11BTCBuy61792.1→60272.8-12.75stop_loss
06-05 18:52BTCBuy60735→59241.4-12.76stop_loss
06-05 18:52BTCBuy60930→59431.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60075.9-12.74stop_loss
06-05 13:51BTCBuy62698.1→61152.3-12.78stop_loss
06-05 06:24BTCBuy62704.1→61150.4-12.83stop_loss
06-05 06:22BTCBuy62834.1→61282.3-12.79stop_loss
06-05 02:30BTCBuy64157.2→62579.6-12.74stop_loss
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 09:26BTCBuy64445.2→62856.4-12.77stop_loss
06-04 02:04BTCBuy62943.1→61395.2-12.75stop_loss
06-04 01:21BTCBuy64303.2→62721.5-12.75stop_loss
06-03 19:53BTCBuy67073.4→65409-12.89stop_loss
06-03 19:52BTCBuy67112.4→65462-12.78stop_loss
06-03 03:50BTCBuy67166.4→65513.9-12.76stop_loss
06-03 03:33BTCBuy67672.4→66005.7-12.77stop_loss
06-02 12:31BTCBuy70898.5→69151.9-12.83stop_loss
06-02 12:06BTCBuy71006.6→69253.9-12.85stop_loss
05-29 18:51BTCBuy73617.7→73464.3-1.53timeout
05-29 16:55BTCBuy73371.7→73964.3+3.55timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
36%
win rate
-263.73
total pnl ($)
-76.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6936%-76.3-263.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems