deribit_basis_zscore_long_fear_gate_v29

not live
91
closed trades
47%
win rate
-216.04
total pnl ($)
0.467
weight
7d window — n=23 wr=39% pnl=-105.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:45BTCBuy59862→60225+2.60timeout
06-29 16:56BTCBuy59773→59815-0.17timeout
06-29 10:17BTCBuy59578→60258+5.18timeout
06-28 23:30BTCBuy60295→59516-6.98timeout
06-28 17:14BTCBuy59979→59614-3.48timeout
06-28 08:34BTCBuy60239→60190-0.86timeout
06-28 02:26BTCBuy60615→60059-5.04timeout
06-27 19:47BTCBuy60473→60172-2.91timeout
06-26 23:54BTCBuy59293→60032+5.78timeout
06-26 17:43BTCBuy59868→59992+0.54timeout
06-26 11:18BTCBuy60019→59405-5.59timeout
06-26 05:06BTCBuy59130→59812+5.32timeout
06-25 13:53BTCBuy61264.1→58772.7-20.77stop_loss
06-25 13:51BTCBuy61602.1→59097.5-20.75stop_loss
06-25 11:06BTCBuy60892→61050.9+0.85timeout
06-25 04:44BTCBuy60196→60911+5.50timeout
06-24 16:51BTCBuy62412.1→59873.1-20.74stop_loss
06-24 15:56BTCBuy62790.1→60241.9-20.70stop_loss
06-24 10:52BTCBuy62520.1→62441.9-1.09timeout
06-24 04:51BTCBuy62504.1→62746.9+1.46timeout
06-23 22:26BTCBuy62330.1→62539.9+1.24timeout
06-23 16:49BTCBuy63791.2→62556.9-10.12timeout
06-23 10:35BTCBuy64116.2→62264.9-14.79timeout
06-23 02:46BTCBuy64888.2→64131.8-6.28timeout
06-22 20:33BTCBuy64186.2→64425.8+1.41timeout
06-22 14:16BTCBuy64510.2→65206.7+4.89timeout
06-22 08:28BTCBuy64075.2→64180.8+0.35timeout
06-22 02:29BTCBuy64003.2→64524.8+3.58timeout
06-21 19:23BTCBuy64197.2→64168.8-0.66timeout
06-20 20:16BTCBuy63521.2→63934.8+2.82timeout
06-20 13:29BTCBuy63476.2→63266.8-2.12timeout
06-20 07:30BTCBuy62964.1→63762.8+5.89timeout
06-20 01:28BTCBuy62765.1→63409.8+4.68timeout
06-19 19:23BTCBuy62725.1→62964.9+1.45timeout
06-19 13:20BTCBuy63017.2→62690.9-2.99timeout
06-19 07:17BTCBuy62686.1→62765.9+0.21timeout
06-19 01:20BTCBuy64355.2→63018.8-10.78timeout
06-18 19:17BTCBuy64138.2→62668.9-11.79timeout
06-18 13:18BTCBuy64642.2→64357.8-2.66timeout
06-18 07:11BTCBuy65100.3→64015.8-8.78timeout
06-18 01:09BTCBuy64984.2→64690.8-2.76timeout
06-17 19:09BTCBuy65583.3→65276.7-2.83timeout
06-17 13:03BTCBuy65789.3→65007.7-6.42timeout
06-17 07:02BTCBuy65726.3→65587.7-1.52timeout
06-17 01:02BTCBuy66390.3→65706.7-5.63timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-16 04:16BTCBuy67193.4→66104.7-8.53timeout
06-15 22:12BTCBuy65730.3→66418.7+4.76timeout
06-15 16:02BTCBuy65852.3→67140.6+9.32timeout
06-15 07:28BTCBuy63787.2→65966.7+16.63timeout
06-14 23:18BTCBuy64528.2→65582.7+7.70timeout
06-14 17:16BTCBuy64348.2→63943.8-3.63timeout
06-14 11:14BTCBuy64435.2→64539.8+0.36timeout
06-14 05:13BTCBuy63957.2→64315.8+2.37timeout
06-13 23:07BTCBuy63853.2→64424.8+4.01timeout
06-13 16:43BTCBuy63593.2→64030.8+2.99timeout
06-13 09:34BTCBuy63516.2→63801.8+1.75timeout
06-12 21:31BTCBuy63764.2→63522.8-2.36timeout
06-12 15:28BTCBuy63392.2→64226.8+6.09timeout
06-12 08:17BTCBuy63509.2→63334.8-1.88timeout
06-12 00:31BTCBuy62593.1→63566.8+7.27timeout
06-11 04:03BTCBuy62495.1→62596.9+0.30timeout
06-10 20:19BTCBuy61623.1→61816.9+1.09timeout
06-10 03:11BTCBuy61632.1→62016.9+2.73timeout
06-09 19:44BTCBuy63172.2→61840.9-10.93timeout
06-09 08:29BTCBuy63159.2→62860.9-2.81timeout
06-09 02:27BTCBuy63747.2→62652.9-9.03timeout
06-08 20:06BTCBuy63133.2→63397.8+1.63timeout
06-08 14:02BTCBuy63106.2→63804.8+5.06timeout
06-08 02:02BTCBuy61795.1→63117.8+10.22timeout
06-07 22:15BTCBuy61458.1→64156.8+21.51take_profit
06-07 19:49BTCBuy62225.1→61213.9-8.56timeout
06-07 13:49BTCBuy61459.1→61682.9+1.36timeout
06-07 07:40BTCBuy60557→62221.9+13.31timeout
06-07 01:34BTCBuy60757→61516.9+5.77timeout
06-06 10:16BTCBuy61488.1→60670-7.12timeout
06-06 03:22BTCBuy60679→60820+0.71timeout
06-05 15:39BTCBuy62622.1→60077.9-20.74stop_loss
06-05 14:04BTCBuy63136.2→60573.7-20.74stop_loss
06-05 09:19BTCBuy63614.2→63019.8-5.11timeout
06-05 03:50BTCBuy63713.2→62790.9-7.66timeout
06-04 21:43BTCBuy62870.1→63362.8+3.48timeout
06-04 16:56BTCBuy64357.2→63526.8-6.94timeout
06-04 01:22BTCBuy65352.3→62700.5-20.74stop_loss
06-03 23:10BTCBuy67089.4→64366.6-20.74stop_loss
06-03 16:41BTCBuy66380.3→65903.7-4.07timeout
06-03 14:33BTCBuy66659.3→66730.7+0.06timeout
06-03 06:48BTCBuy67238.4→67205.6-0.73timeout
06-02 19:32BTCBuy69473.5→66654.3-20.74stop_loss
06-02 13:47BTCBuy70822.5→68886.6-14.14timeout
05-29 19:48BTCBuy73375.7→73618.3+1.18timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
47%
win rate
-216.04
total pnl ($)
-47.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9147%-47.3-216.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems