deribit_basis_zscore_long_fear_gate_v21 · strategy

101

closed trades

43%

win rate

-324.56

total pnl ($)

0.704

weight

7d window — n=23 wr=43% pnl=-87.91 · 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 04:04	BTC	Buy	60169→59991	-1.93	timeout
06-29 01:42	BTC	Buy	60247→59542	-6.33	timeout
06-28 20:58	BTC	Buy	60247→59630	-5.58	timeout
06-28 02:53	BTC	Buy	60322→60134	-2.01	timeout
06-27 20:52	BTC	Buy	59748→60259	+3.89	timeout
06-27 18:51	BTC	Buy	59633→60500	+6.84	timeout
06-26 20:20	BTC	Buy	59593→59765	+0.89	timeout
06-26 18:17	BTC	Buy	59453→59976	+3.84	timeout
06-26 14:32	BTC	Buy	59437→59908	+3.46	timeout
06-25 17:39	BTC	Buy	59400→59663	+1.80	timeout
06-25 13:55	BTC	Buy	59871→58395.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60456→58965.6	-12.69	stop_loss
06-24 16:47	BTC	Buy	61508.1→59995	-12.72	stop_loss
06-24 14:09	BTC	Buy	62523.1→61331.9	-9.95	timeout
06-24 14:02	BTC	Buy	62713.1→61160.3	-12.83	stop_loss
06-24 12:08	BTC	Buy	62443.1→62793.9	+2.36	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-23 08:24	BTC	Buy	63822.2→62252.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.90	stop_loss
06-23 03:19	BTC	Buy	64302.2→64031.8	-2.56	timeout
06-23 01:10	BTC	Buy	63849.2→64215.8	+2.45	timeout
06-22 23:12	BTC	Buy	63688.2→63979.8	+1.84	timeout
06-22 02:11	BTC	Buy	64227.2→64496.8	+1.56	timeout
06-21 23:24	BTC	Buy	64255.2→63749.8	-4.36	timeout
06-21 21:25	BTC	Buy	63955.2→63623.8	-3.04	timeout
06-21 00:46	BTC	Buy	63528.2→64248.8	+5.17	timeout
06-20 21:49	BTC	Buy	63099.2→64028.8	+6.93	timeout
06-20 18:25	BTC	Buy	63120.2→63833.8	+5.21	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.34	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-18 15:56	BTC	Buy	63950.2→62375.7	-12.60	stop_loss
06-18 15:40	BTC	Buy	64295.2→62708.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.71	stop_loss
06-18 09:11	BTC	Buy	64947.2→64310.8	-5.38	timeout
06-18 05:05	BTC	Buy	65252.3→63644	-12.79	stop_loss
06-17 19:40	BTC	Buy	65612.3→64207.8	-11.18	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 04:39	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 05:24	BTC	Buy	65805.3→66058.7	+1.53	timeout
06-16 02:26	BTC	Buy	65654.3→65995.7	+2.14	timeout
06-15 14:29	BTC	Buy	64160.2→66495.7	+17.76	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 23:02	BTC	Buy	64444.2→65321.7	+6.31	timeout
06-14 12:39	BTC	Buy	64002.2→64306.8	+1.94	timeout
06-14 01:44	BTC	Buy	63755.2→64566.8	+5.94	timeout
06-13 21:32	BTC	Buy	63541.2→64245.8	+5.07	timeout
06-13 10:42	BTC	Buy	63636.2→63791.8	+0.68	timeout
06-12 23:04	BTC	Buy	63394.2→63437.8	-0.16	timeout
06-12 20:57	BTC	Buy	63370.2→63449.8	+0.16	timeout
06-12 08:50	BTC	Buy	62948.1→63386.8	+2.94	timeout
06-11 19:32	BTC	Buy	61213.1→63903.8	+21.41	take_profit
06-11 17:34	BTC	Buy	61815.1→63261.8	+11.16	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:20	BTC	Buy	60845→62299.9	+11.46	timeout
06-10 14:20	BTC	Buy	61724.1→61918.9	+1.10	timeout
06-09 14:35	BTC	Buy	62930.1→61382.2	-12.76	stop_loss
06-09 14:18	BTC	Buy	63307.2→61750	-12.75	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.73	stop_loss
06-08 22:49	BTC	Buy	63194.2→63269.8	+0.12	timeout
06-08 20:52	BTC	Buy	61908.1→63371.8	+11.33	timeout
06-08 12:22	BTC	Buy	61958.1→62924.9	+7.34	timeout
06-07 19:18	BTC	Buy	62836.1→61288.3	-12.74	stop_loss
06-07 16:02	BTC	Buy	60804→62045.9	+9.78	timeout
06-07 09:55	BTC	Buy	60926→62516.9	+12.61	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:14	BTC	Buy	61595.1→60075.9	-12.79	stop_loss
06-06 04:11	BTC	Buy	61785.1→60254.8	-12.84	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:51	BTC	Buy	61008.1→59507.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:26	BTC	Buy	61842.1→60318.8	-12.76	stop_loss
06-05 13:52	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-05 11:34	BTC	Buy	62484.1→62329.9	-1.72	timeout
06-05 06:16	BTC	Buy	63436.2→61874	-12.76	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 02:21	BTC	Buy	62610.1→62887.9	+1.77	timeout
06-04 00:54	BTC	Buy	64565.2→62977.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-03 19:54	BTC	Buy	66965.3→65318.1	-12.79	stop_loss
06-03 19:53	BTC	Buy	67081.4→65408	-12.94	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67132.4→65476	-12.79	stop_loss
06-03 03:50	BTC	Buy	67203.4→65546.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67503.4→65828.8	-12.86	stop_loss
06-02 14:27	BTC	Buy	69434.5→67726.7	-12.76	stop_loss
06-02 13:13	BTC	Buy	70577.5→68842.1	-12.79	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.80	stop_loss
06-02 02:07	BTC	Buy	71992.6→70221.4	-12.83	stop_loss
06-01 15:25	BTC	Buy	73422.7→71111.9	-16.27	stop_loss
06-01 15:25	BTC	Buy	73558.7→71111.9	-17.21	stop_loss
06-01 03:59	BTC	Buy	74121.7→73732.3	-3.15	timeout
05-31 18:12	BTC	Buy	73998.7→73650.3	-2.87	timeout
05-31 14:43	BTC	Buy	73985.7→73644.3	-2.77	timeout
05-30 09:53	BTC	Buy	73704.7→73575.3	-1.36	timeout
05-29 20:17	BTC	Buy	73428.7→73563.3	+0.43	timeout
05-29 09:55	BTC	Buy	73534.7→73699.3	+0.59	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

43%

win rate

-324.56

total pnl ($)

-64.0 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	101	43%	-64.0	-324.56

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 10:09	BTC	Buy	circuit_breaker
06-29 07:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…