deribit_basis_zscore_long_fear_gate_v18 · strategy

142

closed trades

38%

win rate

-466.75

total pnl ($)

0.602

weight

7d window — n=26 wr=35% pnl=-102.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:15	BTC	Buy	59822→60103	+1.89	timeout
06-29 04:06	BTC	Buy	60181→59933	-2.52	timeout
06-29 01:27	BTC	Buy	60203→59303	-7.96	timeout
06-28 20:20	BTC	Buy	60249→59648	-5.44	timeout
06-28 04:26	BTC	Buy	60430→60202	-2.35	timeout
06-28 02:52	BTC	Buy	60314→60121	-2.05	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.43	timeout
06-27 18:49	BTC	Buy	59636→60500	+6.83	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-25 17:23	BTC	Buy	59379→59488	+0.50	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.65	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 09:40	BTC	Buy	62397.1→62656.9	+1.63	timeout
06-24 07:32	BTC	Buy	62880.1→62632.9	-2.46	timeout
06-23 06:21	BTC	Buy	64242.2→62662.5	-12.57	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 01:41	BTC	Buy	64567.2→64016.8	-4.72	timeout
06-22 07:47	BTC	Buy	64200.2→64230.8	-0.31	timeout
06-22 04:36	BTC	Buy	64548.2→64014.8	-4.61	timeout
06-22 03:33	BTC	Buy	64309.2→64318.8	-0.39	timeout
06-21 21:56	BTC	Buy	63999.2→63744.8	-2.48	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 00:49	BTC	Buy	63540.2→64236.8	+5.04	timeout
06-20 22:10	BTC	Buy	63038.2→63997.8	+7.11	timeout
06-20 17:16	BTC	Buy	62972.1→63879.8	+6.77	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.50	timeout
06-19 21:27	BTC	Buy	62924.1→63148.8	+1.29	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.61	timeout
06-19 16:18	BTC	Buy	62600.1→63313.8	+5.25	timeout
06-18 15:40	BTC	Buy	64304.2→62722.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64597.2→63008.3	-12.73	stop_loss
06-18 15:18	BTC	Buy	64714.2→63122.3	-12.74	stop_loss
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-17 19:50	BTC	Buy	65580.3→63964.8	-12.78	stop_loss
06-17 19:41	BTC	Buy	65766.3→64147.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65880.3→64252.6	-12.81	stop_loss
06-17 16:01	BTC	Buy	65902.3→65789.7	-1.24	timeout
06-17 08:20	BTC	Buy	66818.3→65171.1	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-17 00:16	BTC	Buy	66376.3→65728.7	-5.39	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 08:07	BTC	Buy	65707.3→66340.7	+4.41	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-15 22:18	BTC	Buy	65034.3→66348.7	+9.61	timeout
06-15 13:16	BTC	Buy	63899.2→66704.7	+21.52	take_profit
06-15 05:38	BTC	Buy	64308.2→65694.7	+10.31	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-14 21:51	BTC	Buy	64449.2→65478.7	+7.49	timeout
06-14 13:42	BTC	Buy	64165.2→64319.8	+0.75	timeout
06-14 01:16	BTC	Buy	63663.2→64680.8	+7.59	timeout
06-13 22:18	BTC	Buy	63489.2→64370.8	+6.46	timeout
06-13 19:13	BTC	Buy	63678.2→64157.8	+3.32	timeout
06-13 12:58	BTC	Buy	63429.2→64137.8	+5.06	timeout
06-13 00:16	BTC	Buy	63602.2→63570.8	-0.81	timeout
06-12 22:07	BTC	Buy	63610.2→63517.8	-1.22	timeout
06-12 15:02	BTC	Buy	62591.1→64135.8	+11.81	timeout
06-12 10:52	BTC	Buy	62981.1→63662.8	+4.89	timeout
06-12 00:03	BTC	Buy	61599.1→63525.8	+15.09	timeout
06-11 19:30	BTC	Buy	61108.1→63796.8	+21.44	take_profit
06-11 14:49	BTC	Buy	61891.1→62884.9	+7.48	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 17:08	BTC	Buy	61436.1→62136.9	+5.20	timeout
06-10 15:12	BTC	Buy	61538.1→61898.9	+2.44	timeout
06-10 14:19	BTC	Buy	61819.1→61874.9	-0.02	timeout
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63369.2→61809	-12.76	stop_loss
06-09 14:11	BTC	Buy	63540.2→61977.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 06:11	BTC	Buy	62917.1→63364.8	+3.06	timeout
06-08 22:26	BTC	Buy	63044.2→63297.8	+1.52	timeout
06-08 21:26	BTC	Buy	61768.1→63733.8	+15.43	timeout
06-08 17:06	BTC	Buy	62207.1→63510.8	+9.93	timeout
06-08 05:29	BTC	Buy	61709.1→62663.9	+7.28	timeout
06-07 21:53	BTC	Buy	60828→61653.9	+6.35	timeout
06-07 19:18	BTC	Buy	62825.1→61275.3	-12.76	stop_loss
06-07 15:22	BTC	Buy	60551→61796.9	+9.82	timeout
06-07 06:13	BTC	Buy	61124.1→61695.9	+4.28	timeout
06-07 05:10	BTC	Buy	60173→61776.9	+12.90	timeout
06-06 20:12	BTC	Buy	60752→60539	-2.13	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-06 04:27	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61738.1→60219.9	-12.75	stop_loss
06-05 21:15	BTC	Buy	59386→61992.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60738→59244.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 13:58	BTC	Buy	62273.1→60741.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62308.1→60773.6	-12.77	stop_loss
06-05 13:49	BTC	Buy	62798.1→61251.3	-12.77	stop_loss
06-05 13:49	BTC	Buy	62897.1→61350.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

38%

win rate

-466.75

total pnl ($)

-65.4 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	142	38%	-65.4	-466.75

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:41	BTC	Buy	circuit_breaker
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…