deribit_basis_zscore_long_fear_gate_v33 · strategy

127

closed trades

44%

win rate

-384.79

total pnl ($)

0.313

weight

7d window — n=32 wr=34% pnl=-157.14 · 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 02:51	BTC	Buy	60125→59697	-4.04	timeout
06-28 21:59	BTC	Buy	60176→59393	-6.98	timeout
06-28 20:54	BTC	Buy	60247→59629	-5.59	timeout
06-28 19:46	BTC	Buy	60203→59342	-7.59	timeout
06-28 18:43	BTC	Buy	60541→59586	-8.32	timeout
06-27 16:37	BTC	Buy	60231→60693	+3.36	timeout
06-27 15:29	BTC	Buy	60110→60787	+5.19	timeout
06-27 05:28	BTC	Buy	59903→60237	+2.35	timeout
06-27 03:45	BTC	Buy	59644→60283	+4.91	timeout
06-27 02:37	BTC	Buy	58854.9→60223	+11.16	timeout
06-26 15:20	BTC	Buy	59210→59936	+5.59	timeout
06-26 13:19	BTC	Buy	60008→58528.8	-12.79	stop_loss
06-26 02:16	BTC	Buy	59977→58501.8	-12.73	stop_loss
06-26 02:13	BTC	Buy	60145→58651.7	-12.86	stop_loss
06-25 18:04	BTC	Buy	59423→59596	+1.04	timeout
06-25 13:57	BTC	Buy	59685→58217	-12.67	stop_loss
06-25 13:57	BTC	Buy	59829→58337.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60669→59169.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 11:36	BTC	Buy	62538.1→62434.9	-1.29	timeout
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:24	BTC	Buy	62175.1→62666.9	+3.45	timeout
06-24 07:26	BTC	Buy	62967.1→62665.9	-2.84	timeout
06-23 08:24	BTC	Buy	63824.2→62252.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	63955.2→62380.7	-12.78	stop_loss
06-23 06:27	BTC	Buy	64061.2→62614.9	-11.77	timeout
06-23 06:21	BTC	Buy	64128.2→62541.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 03:51	BTC	Buy	64075.2→64037.8	-0.74	timeout
06-22 15:41	BTC	Buy	64226.2→65017.7	+5.75	timeout
06-22 08:30	BTC	Buy	64020.2→64160.8	+0.59	timeout
06-22 07:25	BTC	Buy	64168.2→64217.8	-0.09	timeout
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 03:33	BTC	Buy	64331.2→64245.8	-1.19	timeout
06-21 14:50	BTC	Buy	63927.2→64006.8	+0.23	timeout
06-21 08:04	BTC	Buy	63529.2→64166.8	+4.49	timeout
06-21 06:28	BTC	Buy	63676.2→64233.8	+3.92	timeout
06-21 05:21	BTC	Buy	63709.2→64198.8	+3.40	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-20 02:37	BTC	Buy	62911.1→63353.8	+3.08	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:34	BTC	Buy	62999.1→63677.8	+4.90	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:54	BTC	Buy	63998.2→62423.6	-12.70	stop_loss
06-18 11:26	BTC	Buy	64689.2→63897.8	-6.64	timeout
06-18 10:23	BTC	Buy	64948.2→63919.8	-8.45	timeout
06-18 09:26	BTC	Buy	65046.3→64288.8	-6.37	timeout
06-18 08:31	BTC	Buy	65144.3→64548.8	-5.05	timeout
06-17 19:40	BTC	Buy	65795.3→64175.7	-12.76	stop_loss
06-17 16:54	BTC	Buy	65703.3→65879.7	+0.79	timeout
06-17 08:39	BTC	Buy	66618.3→64980.2	-12.78	stop_loss
06-17 08:39	BTC	Buy	66626.3→64985.2	-12.80	stop_loss
06-17 08:26	BTC	Buy	66485.3→65330.7	-9.16	timeout
06-17 07:14	BTC	Buy	66330.3→65657.7	-5.49	timeout
06-16 15:22	BTC	Buy	66628.3→65723.7	-7.29	timeout
06-16 09:13	BTC	Buy	65664.3→66713.7	+7.53	timeout
06-16 08:07	BTC	Buy	65708.3→66330.7	+4.31	timeout
06-16 05:54	BTC	Buy	65815.3→66074.7	+1.59	timeout
06-15 21:19	BTC	Buy	64705.2→66493.7	+13.31	timeout
06-15 13:22	BTC	Buy	64057.2→66869.7	+21.52	take_profit
06-15 07:09	BTC	Buy	64211.2→65777.7	+11.73	timeout
06-15 02:21	BTC	Buy	64572.2→65662.7	+7.96	timeout
06-14 11:33	BTC	Buy	63904.2→64585.8	+4.88	timeout
06-14 10:18	BTC	Buy	63733.2→64519.8	+5.68	timeout
06-14 08:18	BTC	Buy	63785.2→64480.8	+4.96	timeout
06-14 04:45	BTC	Buy	63589.2→64331.8	+5.43	timeout
06-14 01:55	BTC	Buy	63789.2→64601.8	+5.94	timeout
06-13 10:33	BTC	Buy	63647.2→63793.8	+0.62	timeout
06-13 07:23	BTC	Buy	62980.1→63699.8	+5.25	timeout
06-13 01:00	BTC	Buy	63590.2→63591.8	-0.53	timeout
06-12 20:53	BTC	Buy	63345.2→63408.8	+0.04	timeout
06-12 13:59	BTC	Buy	63041.2→63194.8	+0.70	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-12 07:05	BTC	Buy	62642.1→63084.8	+3.04	timeout
06-12 00:34	BTC	Buy	61828.1→63643.8	+14.10	timeout
06-11 18:02	BTC	Buy	61091.1→63773.8	+21.43	take_profit
06-11 07:51	BTC	Buy	61665.1→62672.9	+7.58	timeout
06-10 22:17	BTC	Buy	62605.1→61064.4	-12.76	stop_loss
06-10 18:59	BTC	Buy	61802.1→61844.9	-0.16	timeout
06-10 16:19	BTC	Buy	60869→62284.9	+11.15	timeout
06-10 15:18	BTC	Buy	61574.1→61960.9	+2.64	timeout
06-10 14:22	BTC	Buy	61671.1→61890.9	+1.30	timeout
06-09 16:39	BTC	Buy	62283.1→60750.6	-12.77	stop_loss
06-09 14:21	BTC	Buy	63181.2→61622.1	-12.79	stop_loss
06-09 14:11	BTC	Buy	63515.2→61940.9	-12.84	stop_loss
06-09 14:10	BTC	Buy	63597.2→62032.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63765.2→62195.8	-12.74	stop_loss
06-09 00:49	BTC	Buy	63936.2→62360.7	-12.78	stop_loss
06-08 23:08	BTC	Buy	62812.1→63495.8	+4.97	timeout
06-08 16:32	BTC	Buy	62251.1→63784.8	+11.78	timeout
06-08 13:42	BTC	Buy	61726.1→63559.8	+14.36	timeout
06-07 19:21	BTC	Buy	60609→61427.9	+6.36	timeout
06-07 17:08	BTC	Buy	60643→62246.9	+12.75	timeout
06-07 15:49	BTC	Buy	60801→61998.9	+9.39	timeout
06-07 14:46	BTC	Buy	60888→61835.9	+7.32	timeout
06-07 13:31	BTC	Buy	60743→61845.9	+8.61	timeout
06-06 18:46	BTC	Buy	59791→60600	+6.37	timeout

Paper vs Live

Paper (trades.jsonl)

127

closed

44%

win rate

-384.79

total pnl ($)

-60.3 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	127	44%	-60.3	-384.79

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:39	BTC	Buy	circuit_breaker
06-29 07:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…