deribit_basis_zscore_long_fear_gate_v19

not live
48
closed trades
46%
win rate
-120.23
total pnl ($)
0.889
weight
7d window — n=8 wr=38% pnl=-38.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 22:17BTCBuy59562→60435+6.85timeout
06-28 16:52BTCBuy60782→59605-10.10timeout
06-27 15:34BTCBuy60129→60778+4.96timeout
06-26 14:44BTCBuy59469→59565+0.31timeout
06-25 13:57BTCBuy59831→58340.9-12.84stop_loss
06-24 16:51BTCBuy61325.1→59817.1-12.72stop_loss
06-24 14:02BTCBuy62713.1→61167.3-12.77stop_loss
06-24 06:51BTCBuy62895.1→62727.9-1.84timeout
06-23 06:21BTCBuy64257.2→62675.5-12.77stop_loss
06-22 21:10BTCBuy63617.2→64373.8+5.48timeout
06-21 18:43BTCBuy63814.2→64130.8+2.08timeout
06-20 18:28BTCBuy63101.2→63825.8+5.29timeout
06-19 17:17BTCBuy62497.1→63029.8+3.81timeout
06-18 15:37BTCBuy64426.2→62841.4-12.44stop_loss
06-17 19:44BTCBuy65697.3→64080.7-12.77stop_loss
06-17 00:30BTCBuy66243.3→65699.7-4.62timeout
06-15 21:30BTCBuy64816.2→66364.7+11.44timeout
06-14 21:06BTCBuy64292.2→63993.8-2.79timeout
06-13 19:14BTCBuy63695.2→64152.8+3.14timeout
06-12 14:58BTCBuy62809.1→63902.8+8.17timeout
06-11 14:50BTCBuy61870.1→62848.9+7.36timeout
06-10 14:25BTCBuy61747.1→62090.9+2.31timeout
06-09 13:36BTCBuy63695.2→62107.8-12.91stop_loss
06-08 20:48BTCBuy61794.1→63338.8+12.01timeout
06-07 19:44BTCBuy60587→61219.9+4.82timeout
06-06 19:32BTCBuy59477→60586+8.93timeout
06-05 18:51BTCBuy60994→59494.3-12.75stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 06:24BTCBuy62636.1→61071.4-12.93stop_loss
06-05 02:32BTCBuy63170.2→62724.9-3.95timeout
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 16:27BTCBuy67199.4→65546.9-12.77stop_loss
06-02 23:01BTCBuy67836.4→66163.6-12.78stop_loss
06-02 13:00BTCBuy70673.5→68929.1-12.85stop_loss
06-01 03:39BTCBuy74112.7→73864.3-2.20timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-31 12:10BTCBuy73570.7→73880.3+1.52timeout
05-31 10:17BTCBuy73618.7→73809.3+0.71timeout
05-30 18:45BTCBuy73687.7→74063.3+1.99timeout
05-30 17:00BTCBuy74076.7→73876.3-1.91timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-29 14:18BTCBuy73439.7→72848.4-4.53timeout
05-29 13:08BTCBuy73369.7→73171.3-1.82timeout
05-29 10:44BTCBuy73477.7→73584.3+0.23timeout
05-29 09:33BTCBuy73371.7→73798.3+2.39timeout
05-29 08:26BTCBuy73254.7→73793.3+3.22timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
46%
win rate
-120.23
total pnl ($)
-49.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4846%-49.7-120.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems