deribit_basis_zscore_long_fear_gate_v23 · strategy

105

closed trades

43%

win rate

-309.15

total pnl ($)

0.250

weight

7d window — n=24 wr=21% pnl=-163.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:58	BTC	Buy	59822→58346.9	-12.77	stop_loss
06-30 12:22	BTC	Buy	60361→58868.6	-12.79	stop_loss
06-30 11:40	BTC	Buy	59803→59172	-5.71	timeout
06-30 04:51	BTC	Buy	59803→59519	-2.76	timeout
06-29 22:16	BTC	Buy	59558→60447	+6.97	timeout
06-29 15:24	BTC	Buy	60029→59186	-7.60	timeout
06-29 02:52	BTC	Buy	60128→59687	-4.16	timeout
06-28 22:53	BTC	Buy	60333→58849.6	-12.75	stop_loss
06-28 20:29	BTC	Buy	60237→59704	-4.85	timeout
06-28 14:20	BTC	Buy	60612→60192	-3.95	timeout
06-28 07:38	BTC	Buy	60407→60204	-2.19	timeout
06-27 12:20	BTC	Buy	59545→60259	+5.52	timeout
06-27 06:13	BTC	Buy	59704→60082	+2.63	timeout
06-26 17:29	BTC	Buy	59541→60157	+4.61	timeout
06-26 02:16	BTC	Buy	59860→58387.9	-12.74	stop_loss
06-25 13:55	BTC	Buy	59897→58423.9	-12.65	stop_loss
06-25 13:48	BTC	Buy	60871→59374.3	-12.68	stop_loss
06-25 13:46	BTC	Buy	61221.1→59715.1	-12.74	stop_loss
06-25 13:44	BTC	Buy	61613.1→60097.9	-12.71	stop_loss
06-24 14:17	BTC	Buy	62550.1→61010.4	-12.71	stop_loss
06-24 14:17	BTC	Buy	62589.1→61047.4	-12.73	stop_loss
06-24 14:17	BTC	Buy	62591.1→61051.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.73	stop_loss
06-24 10:26	BTC	Buy	62330.1→62537.9	+1.20	timeout
06-23 08:27	BTC	Buy	63636.2→62070.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	64011.2→62435.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64178.2→62592.6	-12.83	stop_loss
06-23 06:08	BTC	Buy	64754.2→63161.2	-12.77	stop_loss
06-23 04:10	BTC	Buy	63933.2→64031.8	+0.31	timeout
06-22 22:13	BTC	Buy	63547.2→64324.8	+5.66	timeout
06-22 16:07	BTC	Buy	64161.2→64653.8	+3.39	timeout
06-22 09:46	BTC	Buy	64092.2→64072.8	-0.70	timeout
06-22 03:36	BTC	Buy	64297.2→64203.8	-1.22	timeout
06-21 17:42	BTC	Buy	63871.2→64062.8	+1.14	timeout
06-21 11:25	BTC	Buy	63686.2→64281.8	+4.28	timeout
06-21 03:56	BTC	Buy	63411.2→64391.8	+7.29	timeout
06-20 12:43	BTC	Buy	62536.1→63575.8	+7.82	timeout
06-20 06:05	BTC	Buy	62807.1→63648.8	+6.25	timeout
06-20 00:01	BTC	Buy	62905.1→63541.8	+4.61	timeout
06-19 17:57	BTC	Buy	62503.1→63169.8	+4.89	timeout
06-18 15:57	BTC	Buy	63939.2→62365.7	-12.59	stop_loss
06-18 15:56	BTC	Buy	63960.2→62386.7	-12.69	stop_loss
06-18 15:37	BTC	Buy	64508.2→62888.4	-12.81	stop_loss
06-18 11:55	BTC	Buy	64837.2→63932.8	-7.49	timeout
06-18 05:04	BTC	Buy	65281.3→63675	-12.76	stop_loss
06-17 19:50	BTC	Buy	65658.3→64032.8	-12.84	stop_loss
06-17 19:40	BTC	Buy	65821.3→64201.7	-12.77	stop_loss
06-17 17:46	BTC	Buy	65742.3→65847.7	+0.26	timeout
06-17 10:56	BTC	Buy	66365.3→64732.4	-12.84	stop_loss
06-17 05:33	BTC	Buy	65990.3→65808.7	-1.86	timeout
06-16 23:28	BTC	Buy	66238.3→65697.7	-4.61	timeout
06-16 15:24	BTC	Buy	66646.3→65708.7	-7.56	timeout
06-16 09:19	BTC	Buy	65741.3→66611.7	+6.17	timeout
06-16 03:19	BTC	Buy	65680.3→65724.7	-0.10	timeout
06-15 13:48	BTC	Buy	64303.2→66508.7	+16.72	timeout
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-15 07:34	BTC	Buy	64321.2→65753.7	+10.67	timeout
06-15 01:32	BTC	Buy	64588.2→65428.7	+6.03	timeout
06-14 19:31	BTC	Buy	64144.2→63781.8	-3.33	timeout
06-14 13:26	BTC	Buy	64217.2→64304.8	+0.23	timeout
06-14 07:24	BTC	Buy	63711.2→64312.8	+4.27	timeout
06-14 01:19	BTC	Buy	63612.2→64631.8	+7.61	timeout
06-13 19:14	BTC	Buy	63685.2→64164.8	+3.31	timeout
06-13 11:46	BTC	Buy	63818.2→63874.8	-0.09	timeout
06-13 05:44	BTC	Buy	63372.2→63559.8	+1.03	timeout
06-12 23:44	BTC	Buy	63616.2→63508.8	-1.33	timeout
06-12 17:37	BTC	Buy	63156.2→63821.8	+4.81	timeout
06-12 10:59	BTC	Buy	63122.2→63687.8	+3.96	timeout
06-12 04:53	BTC	Buy	62778.1→63686.8	+6.72	timeout
06-11 21:54	BTC	Buy	61237.1→63497.8	+17.87	timeout
06-11 14:50	BTC	Buy	61927.1→62904.9	+7.35	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 19:46	BTC	Buy	61823.1→61909.9	+0.18	timeout
06-09 16:20	BTC	Buy	62347.1→60810.5	-12.79	stop_loss
06-09 14:21	BTC	Buy	63175.2→61621.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63372.2→61813	-12.75	stop_loss
06-09 12:33	BTC	Buy	63186.2→62584.9	-5.16	timeout
06-09 06:25	BTC	Buy	62986.1→63425.8	+2.99	timeout
06-08 22:29	BTC	Buy	62948.1→63337.8	+2.61	timeout
06-08 16:29	BTC	Buy	62173.1→63868.8	+13.10	timeout
06-08 10:27	BTC	Buy	62481.1→63092.8	+4.45	timeout
06-08 04:21	BTC	Buy	61566.1→62825.9	+9.76	timeout
06-07 22:14	BTC	Buy	60705→63369.8	+21.51	take_profit
06-07 16:13	BTC	Buy	60776→62046.9	+9.90	timeout
06-07 06:08	BTC	Buy	61086.1→61687.9	+4.53	timeout
06-06 15:16	BTC	Buy	60536→60607	+0.14	timeout
06-06 04:21	BTC	Buy	61413.1→59903	-12.75	stop_loss
06-05 13:55	BTC	Buy	62568.1→61027.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	63004.2→61454.2	-12.75	stop_loss
06-05 06:22	BTC	Buy	62890.1→61343.2	-12.69	stop_loss
06-05 06:01	BTC	Buy	63717.2→62148.8	-12.73	stop_loss
06-05 06:00	BTC	Buy	63752.2→62182.8	-12.72	stop_loss
06-04 09:29	BTC	Buy	64357.2→62774.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65236.3→63632	-12.74	stop_loss
06-03 20:55	BTC	Buy	66380.3→64735.4	-12.88	stop_loss
06-03 20:45	BTC	Buy	66731.3→65090.2	-12.80	stop_loss
06-03 19:53	BTC	Buy	67089.4→65438	-12.77	stop_loss
06-03 03:49	BTC	Buy	67322.4→65663.9	-12.77	stop_loss
06-02 14:09	BTC	Buy	70174.5→68448.3	-12.76	stop_loss
06-02 12:18	BTC	Buy	70925.5→69180.9	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

43%

win rate

-309.15

total pnl ($)

-58.6 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	105	43%	-58.6	-309.15

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…