deribit_basis_zscore_long_fear_gate_v17

not live
28
closed trades
39%
win rate
-79.75
total pnl ($)
0.959
weight
7d window — n=8 wr=38% pnl=-43.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:24BTCBuy59774→58303.9-12.75stop_loss
06-25 13:48BTCBuy60896→59395.3-12.75stop_loss
06-24 13:43BTCBuy62977.1→61428.2-12.75stop_loss
06-23 08:17BTCBuy63988.2→62409.7-12.80stop_loss
06-22 21:43BTCBuy63855.2→64163.8+1.96timeout
06-21 21:40BTCBuy63938.2→63894.8-0.79timeout
06-20 21:38BTCBuy63132.2→63916.8+5.78timeout
06-19 21:49BTCBuy62904.1→63098.8+1.05timeout
06-18 15:51BTCBuy64161.2→62574.6-12.53stop_loss
06-17 19:42BTCBuy65724.3→64105.7-12.79stop_loss
06-16 21:23BTCBuy66510.3→65711.7-6.54timeout
06-15 13:16BTCBuy63904.2→66711.7+21.53take_profit
06-14 20:25BTCBuy64224.2→63892.8-3.08timeout
06-13 20:28BTCBuy63493.2→64225.8+5.31timeout
06-12 17:41BTCBuy63316.2→63808.8+3.42timeout
06-11 17:33BTCBuy61765.1→63328.8+12.12timeout
06-10 16:16BTCBuy60968→62401.9+11.26timeout
06-09 13:19BTCBuy63928.2→62355.7-12.72stop_loss
06-08 16:14BTCBuy62146.1→63819.8+12.91timeout
06-07 16:06BTCBuy60755→61947.9+9.27timeout
06-05 18:52BTCBuy60941→59442.3-12.76stop_loss
06-05 03:06BTCBuy63920.2→62345.7-12.73stop_loss
06-03 20:55BTCBuy66291.3→64652.4-12.82stop_loss
06-02 19:33BTCBuy68125.4→66439.4-12.83stop_loss
06-02 09:28BTCBuy71062.6→69314.9-12.82stop_loss
05-31 10:06BTCBuy73578.7→73815.3+1.02timeout
05-30 08:07BTCBuy73628.7→73504.3-1.34timeout
05-29 07:49BTCBuy73388.7→73371.3-0.58timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
39%
win rate
-79.75
total pnl ($)
-56.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2839%-56.6-79.75

Recent bounces (last 20 of 1)

timesymsidereason
06-26 00:45BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems