deribit_basis_zscore_long_fear_gate_v25 · strategy

closed trades

48%

win rate

-218.98

total pnl ($)

0.871

weight

7d window — n=24 wr=50% pnl=-58.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 08:37	BTC	Buy	60238→60231	-0.51	timeout
06-28 02:26	BTC	Buy	60624→60056	-5.14	timeout
06-27 19:49	BTC	Buy	60476→60184	-2.84	timeout
06-27 00:14	BTC	Buy	59457→60092	+4.88	timeout
06-26 17:29	BTC	Buy	59933→60147	+1.28	timeout
06-26 10:52	BTC	Buy	59771→59356	-3.95	timeout
06-26 04:46	BTC	Buy	59163→59873	+5.55	timeout
06-25 13:48	BTC	Buy	61114.1→59244.4	-15.74	stop_loss
06-25 13:45	BTC	Buy	61710.1→59822.1	-15.71	stop_loss
06-25 11:36	BTC	Buy	61012.1→61212.9	+1.24	timeout
06-25 05:23	BTC	Buy	59379→61478.9	+17.27	timeout
06-24 15:30	BTC	Buy	62648.1→60731.6	-15.73	stop_loss
06-24 14:19	BTC	Buy	62840.1→60882.5	-15.95	stop_loss
06-24 11:59	BTC	Buy	62709.1→62877.9	+0.92	timeout
06-24 05:12	BTC	Buy	62508.1→62802.9	+1.86	timeout
06-23 22:46	BTC	Buy	62222.1→62546.9	+2.15	timeout
06-23 18:34	BTC	Buy	62888.1→62254.9	-5.49	timeout
06-23 08:27	BTC	Buy	63989.2→62021.9	-15.74	stop_loss
06-23 03:36	BTC	Buy	65090.3→63971.8	-9.05	timeout
06-22 21:30	BTC	Buy	64082.2→64273.8	+1.04	timeout
06-22 15:34	BTC	Buy	64217.2→65037.7	+5.94	timeout
06-22 09:00	BTC	Buy	63826.2→64120.8	+1.78	timeout
06-22 02:34	BTC	Buy	63980.2→64470.8	+3.38	timeout
06-21 19:44	BTC	Buy	64185.2→64188.8	-0.41	timeout
06-21 09:23	BTC	Buy	63918.2→63981.8	+0.07	timeout
06-20 14:56	BTC	Buy	63327.2→63921.8	+4.21	timeout
06-20 08:35	BTC	Buy	63033.2→63439.8	+2.74	timeout
06-20 02:11	BTC	Buy	63040.2→63469.8	+2.97	timeout
06-19 19:24	BTC	Buy	62751.1→62980.9	+1.36	timeout
06-19 13:31	BTC	Buy	62931.1→62787.9	-1.54	timeout
06-19 07:20	BTC	Buy	62664.1→62692.9	-0.20	timeout
06-19 01:34	BTC	Buy	64119.2→62826.9	-10.47	timeout
06-18 15:57	BTC	Buy	64228.2→62262.7	-15.61	stop_loss
06-18 13:24	BTC	Buy	64656.2→64291.8	-3.27	timeout
06-18 07:30	BTC	Buy	64412.2→64260.8	-1.62	timeout
06-18 01:29	BTC	Buy	64913.2→64635.8	-2.62	timeout
06-17 19:29	BTC	Buy	65524.3→64496.8	-8.31	timeout
06-17 13:14	BTC	Buy	65745.3→65076.7	-5.56	timeout
06-17 07:08	BTC	Buy	65715.3→65567.7	-1.59	timeout
06-17 01:01	BTC	Buy	66431.3→65710.7	-5.90	timeout
06-16 19:00	BTC	Buy	66413.3→65817.7	-4.97	timeout
06-16 09:25	BTC	Buy	66519.3→66629.7	+0.38	timeout
06-16 00:57	BTC	Buy	66557.3→66226.7	-2.92	timeout
06-15 18:09	BTC	Buy	65849.3→66765.7	+6.45	timeout
06-15 04:39	BTC	Buy	64133.2→65651.7	+11.37	timeout
06-14 20:40	BTC	Buy	64455.2→64000.8	-3.99	timeout
06-14 14:26	BTC	Buy	64537.2→64221.8	-2.89	timeout
06-14 08:21	BTC	Buy	64241.2→64481.8	+1.41	timeout
06-14 02:15	BTC	Buy	64147.2→64600.8	+3.09	timeout
06-13 20:07	BTC	Buy	63755.2→64215.8	+3.16	timeout
06-13 13:50	BTC	Buy	63776.2→64096.8	+2.04	timeout
06-12 23:12	BTC	Buy	63749.2→63453.8	-2.79	timeout
06-12 17:19	BTC	Buy	63500.2→63841.8	+2.23	timeout
06-12 10:03	BTC	Buy	63557.2→63670.8	+0.40	timeout
06-12 03:00	BTC	Buy	62723.1→63600.8	+6.50	timeout
06-11 19:08	BTC	Buy	62620.1→63435.8	+6.00	timeout
06-11 04:01	BTC	Buy	62498.1→62560.9	-0.02	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.27	timeout
06-10 03:08	BTC	Buy	61567.1→62016.9	+3.26	timeout
06-09 14:46	BTC	Buy	63180.2→61246.3	-15.76	stop_loss
06-09 08:15	BTC	Buy	63246.2→62897.9	-3.22	timeout
06-09 02:12	BTC	Buy	63841.2→62738.9	-9.08	timeout
06-08 20:05	BTC	Buy	63148.2→63361.8	+1.22	timeout
06-08 14:01	BTC	Buy	63118.2→63746.8	+4.51	timeout
06-08 08:04	BTC	Buy	61433.1→63112.8	+13.21	timeout
06-08 01:59	BTC	Buy	61719.1→63148.8	+11.10	timeout
06-07 19:48	BTC	Buy	62223.1→61227.9	-8.42	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.90	timeout
06-07 07:43	BTC	Buy	60577→62170.9	+12.72	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 04:33	BTC	Buy	61473.1→59592.2	-15.75	stop_loss
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 13:59	BTC	Buy	62599.1→60683.6	-15.75	stop_loss
06-05 13:52	BTC	Buy	62978.1→61049.4	-15.76	stop_loss
06-05 06:20	BTC	Buy	63614.2→61666.1	-15.74	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:42	BTC	Buy	62820.1→63201.8	+2.60	timeout
06-04 10:28	BTC	Buy	64416.2→62443.6	-15.73	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:45	BTC	Buy	67110.4→65054.2	-15.79	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 03:50	BTC	Buy	67496.4→65423	-15.81	stop_loss
06-02 14:23	BTC	Buy	70035.5→67889.6	-15.78	stop_loss
06-02 13:13	BTC	Buy	71005.6→68832.1	-15.75	stop_loss
05-30 02:53	BTC	Buy	73067.7→73729.3	+4.06	timeout
05-29 19:48	BTC	Buy	73375.7→73618.3	+1.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-218.98

total pnl ($)

-50.3 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	87	48%	-50.3	-218.98

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…