deribit_basis_zscore_long_fear_gate_v30 · strategy

closed trades

45%

win rate

-250.92

total pnl ($)

0.629

weight

7d window — n=23 wr=39% pnl=-101.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:20	BTC	Buy	59285→60255	+7.66	timeout
06-28 23:26	BTC	Buy	60333→59380	-8.36	timeout
06-28 17:14	BTC	Buy	59982→59616	-3.49	timeout
06-28 08:29	BTC	Buy	60235→60184	-0.88	timeout
06-28 02:26	BTC	Buy	60596→60055	-4.92	timeout
06-27 19:48	BTC	Buy	60468→60132	-3.20	timeout
06-26 23:42	BTC	Buy	59458→60000	+4.11	timeout
06-26 17:33	BTC	Buy	59992→60144	+0.77	timeout
06-26 11:14	BTC	Buy	59908→59454	-4.27	timeout
06-26 04:54	BTC	Buy	59250→59823	+4.39	timeout
06-25 13:51	BTC	Buy	61295.1→59108.5	-18.28	stop_loss
06-25 13:51	BTC	Buy	61335.1→59149.5	-18.23	stop_loss
06-25 10:37	BTC	Buy	60900→61490.9	+4.39	timeout
06-25 04:33	BTC	Buy	60447→60783	+2.33	timeout
06-24 15:58	BTC	Buy	62426.1→60204.9	-18.22	stop_loss
06-24 15:38	BTC	Buy	62807.1→60571.7	-18.21	stop_loss
06-24 11:05	BTC	Buy	62503.1→62399.9	-1.29	timeout
06-24 04:49	BTC	Buy	62562.1→62751.9	+1.04	timeout
06-23 22:17	BTC	Buy	62392.1→62728.9	+2.26	timeout
06-23 16:50	BTC	Buy	63796.2→62539.9	-10.29	timeout
06-23 10:42	BTC	Buy	63948.2→62213.9	-13.91	timeout
06-23 03:26	BTC	Buy	64985.2→64041.8	-7.71	timeout
06-22 20:39	BTC	Buy	64015.2→64463.8	+3.05	timeout
06-22 14:27	BTC	Buy	64497.2→65056.7	+3.83	timeout
06-22 08:30	BTC	Buy	64096.2→64140.8	-0.13	timeout
06-22 02:24	BTC	Buy	64055.2→64504.8	+3.01	timeout
06-21 19:46	BTC	Buy	64214.2→64155.8	-0.90	timeout
06-21 05:08	BTC	Buy	63907.2→64232.8	+2.10	timeout
06-20 22:47	BTC	Buy	63595.2→64232.8	+4.56	timeout
06-20 16:41	BTC	Buy	63578.2→63977.8	+2.66	timeout
06-20 10:39	BTC	Buy	63220.2→63576.8	+2.34	timeout
06-20 04:40	BTC	Buy	63285.2→63527.8	+1.47	timeout
06-19 22:40	BTC	Buy	62412.1→63232.8	+6.10	timeout
06-19 17:23	BTC	Buy	62558.1→63010.8	+3.17	timeout
06-19 11:09	BTC	Buy	62787.1→62471.9	-2.92	timeout
06-19 04:55	BTC	Buy	62634.1→62420.9	-2.12	timeout
06-18 23:22	BTC	Buy	63907.2→62765.9	-9.35	timeout
06-18 17:05	BTC	Buy	63700.2→62587.9	-9.05	timeout
06-18 10:58	BTC	Buy	64297.2→64116.8	-1.89	timeout
06-18 05:17	BTC	Buy	65882.3→63920.8	-15.35	timeout
06-17 23:08	BTC	Buy	64663.2→64233.8	-3.77	timeout
06-17 17:14	BTC	Buy	65763.3→65857.7	+0.22	timeout
06-17 11:12	BTC	Buy	65704.3→64653.8	-8.48	timeout
06-17 05:05	BTC	Buy	65739.3→65925.7	+0.95	timeout
06-16 22:57	BTC	Buy	66480.3→65764.7	-5.87	timeout
06-16 16:40	BTC	Buy	65845.3→65832.7	-0.59	timeout
06-16 04:28	BTC	Buy	67132.4→66000.7	-8.86	timeout
06-15 22:21	BTC	Buy	65693.3→66354.7	+4.56	timeout
06-15 16:03	BTC	Buy	65827.3→67120.6	+9.34	timeout
06-15 09:51	BTC	Buy	65497.3→65550.7	-0.04	timeout
06-14 19:00	BTC	Buy	64265.2→63792.8	-4.16	timeout
06-14 12:55	BTC	Buy	64534.2→64281.8	-2.41	timeout
06-14 06:31	BTC	Buy	64188.2→64321.8	+0.59	timeout
06-13 23:08	BTC	Buy	63861.2→64437.8	+4.05	timeout
06-13 16:50	BTC	Buy	63634.2→63912.8	+1.74	timeout
06-13 09:30	BTC	Buy	63497.2→63796.8	+1.86	timeout
06-13 01:29	BTC	Buy	63365.2→63625.8	+1.60	timeout
06-12 18:40	BTC	Buy	62930.1→63865.8	+6.98	timeout
06-12 12:37	BTC	Buy	63672.2→63469.8	-2.08	timeout
06-12 06:36	BTC	Buy	63476.2→62875.9	-5.20	timeout
06-12 00:31	BTC	Buy	62594.1→63548.8	+7.11	timeout
06-11 04:02	BTC	Buy	62503.1→62623.9	+0.45	timeout
06-10 20:19	BTC	Buy	61597.1→61809.9	+1.25	timeout
06-10 03:09	BTC	Buy	61627.1→62016.9	+2.77	timeout
06-09 16:05	BTC	Buy	63169.2→60914.5	-18.35	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:12	BTC	Buy	63843.2→62738.9	-9.09	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:01	BTC	Buy	63130.2→63762.8	+4.54	timeout
06-08 07:58	BTC	Buy	61266.1→63290.8	+16.04	timeout
06-08 01:54	BTC	Buy	61761.1→63016.8	+9.68	timeout
06-07 19:49	BTC	Buy	62212.1→61213.9	-8.45	timeout
06-07 13:50	BTC	Buy	61405.1→61763.9	+2.46	timeout
06-07 07:43	BTC	Buy	60575→62178.9	+12.80	timeout
06-07 01:34	BTC	Buy	60740→61533.9	+6.05	timeout
06-06 10:16	BTC	Buy	61489.1→60708	-6.82	timeout
06-06 03:19	BTC	Buy	60799→60854	-0.01	timeout
06-05 14:04	BTC	Buy	62742.1→60507.7	-18.26	stop_loss
06-05 14:01	BTC	Buy	62870.1→60632.6	-18.25	stop_loss
06-05 06:22	BTC	Buy	63616.2→61346.2	-18.26	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+3.99	timeout
06-04 16:56	BTC	Buy	64357.2→63526.8	-6.94	timeout
06-04 00:39	BTC	Buy	65352.3→63026.3	-18.24	stop_loss
06-03 23:03	BTC	Buy	66922.3→64539.5	-18.30	stop_loss
06-03 16:41	BTC	Buy	66380.3→65903.7	-4.07	timeout
06-03 14:39	BTC	Buy	66810.3→66933.7	+0.45	timeout
06-03 06:47	BTC	Buy	67233.4→67209.6	-0.66	timeout
06-02 15:37	BTC	Buy	69501.5→67028.1	-18.25	stop_loss
06-02 13:48	BTC	Buy	70852.5→68858.6	-14.55	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 05:21	BTC	Buy	74204.7→73494.3	-5.26	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-250.92

total pnl ($)

-54.3 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	92	45%	-54.3	-250.92

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…