deribit_basis_zscore_long_fear_gate_v35 · strategy

closed trades

35%

win rate

-382.73

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-178.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59760→58288.9	-12.73	stop_loss
06-30 12:23	BTC	Buy	60340→58855.6	-12.74	stop_loss
06-30 06:16	BTC	Buy	59820→59526	-2.83	timeout
06-30 05:09	BTC	Buy	59992→59428	-5.02	timeout
06-29 20:06	BTC	Buy	60230→60472	+1.26	timeout
06-28 22:41	BTC	Buy	60565→59070.5	-12.81	stop_loss
06-28 19:47	BTC	Buy	60761→59266.4	-12.72	stop_loss
06-28 03:42	BTC	Buy	59405→60172	+6.01	timeout
06-28 02:36	BTC	Buy	58845.9→60100	+10.19	timeout
06-27 19:48	BTC	Buy	59164→60136	+7.86	timeout
06-27 16:49	BTC	Buy	59260→60790	+12.43	timeout
06-27 14:42	BTC	Buy	59545→60594	+8.35	timeout
06-26 02:13	BTC	Buy	60163→58669.7	-12.86	stop_loss
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58966.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60778→59282.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60827→59330.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 14:19	BTC	Buy	62380.1→60841.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62375.1→60841.5	-12.72	stop_loss
06-24 13:45	BTC	Buy	62899.1→61341.2	-12.83	stop_loss
06-24 13:44	BTC	Buy	62911.1→61362.2	-12.76	stop_loss
06-24 13:22	BTC	Buy	63354.2→61768	-12.98	stop_loss
06-23 08:17	BTC	Buy	63972.2→62369.7	-12.99	stop_loss
06-23 06:21	BTC	Buy	64168.2→62588.6	-12.83	stop_loss
06-23 06:21	BTC	Buy	64258.2→62677.5	-12.76	stop_loss
06-23 06:10	BTC	Buy	64177.2→63156.8	-8.47	timeout
06-23 05:05	BTC	Buy	64231.2→63658.8	-4.95	timeout
06-23 03:36	BTC	Buy	64290.2→63982.8	-2.84	timeout
06-22 21:17	BTC	Buy	63931.2→64326.8	+2.62	timeout
06-21 02:41	BTC	Buy	62895.1→64209.8	+9.98	timeout
06-21 01:37	BTC	Buy	62885.1→64220.8	+10.06	timeout
06-21 00:32	BTC	Buy	63014.2→64221.8	+9.11	timeout
06-20 21:31	BTC	Buy	62946.1→63914.8	+7.27	timeout
06-20 20:24	BTC	Buy	63108.2→63911.8	+5.98	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64175.2→62591.6	-12.51	stop_loss
06-18 15:38	BTC	Buy	64419.2→62834.4	-12.74	stop_loss
06-18 15:38	BTC	Buy	64419.2→62834.4	-12.72	stop_loss
06-17 22:03	BTC	Buy	65480.3→63853.9	-12.87	stop_loss
06-17 19:29	BTC	Buy	65872.3→64246.6	-12.79	stop_loss
06-17 10:56	BTC	Buy	66378.3→64744.4	-12.86	stop_loss
06-17 08:44	BTC	Buy	66501.3→64866.3	-12.77	stop_loss
06-17 08:40	BTC	Buy	66533.3→64897.3	-12.77	stop_loss
06-17 08:20	BTC	Buy	66820.3→65176.1	-12.72	stop_loss
06-17 07:53	BTC	Buy	66880.3→65227.1	-12.73	stop_loss
06-16 03:33	BTC	Buy	64502.2→66000.7	+11.21	timeout
06-15 16:10	BTC	Buy	64449.2→67279.6	+21.51	take_profit
06-15 15:52	BTC	Buy	64389.2→67220.6	+21.56	take_profit
06-15 15:47	BTC	Buy	64264.2→67086.6	+21.53	take_profit
06-15 15:37	BTC	Buy	64297.2→66728.7	+18.50	timeout
06-14 08:24	BTC	Buy	63478.2→64466.8	+7.27	timeout
06-13 22:06	BTC	Buy	63592.2→64352.8	+5.48	timeout
06-13 20:56	BTC	Buy	63366.2→64248.8	+6.48	timeout
06-13 17:41	BTC	Buy	63336.2→64087.8	+5.45	timeout
06-13 15:21	BTC	Buy	62748.1→64270.8	+11.62	timeout
06-12 07:51	BTC	Buy	61658.1→62989.9	+10.27	timeout
06-11 19:30	BTC	Buy	61180.1→63866.8	+21.33	take_profit
06-11 18:59	BTC	Buy	61805.1→63435.8	+12.48	timeout
06-11 16:08	BTC	Buy	60939→62781.9	+14.42	timeout
06-11 15:07	BTC	Buy	61504.1→62658.9	+8.74	timeout
06-09 21:32	BTC	Buy	61784.1→62016.9	+1.57	timeout
06-09 14:44	BTC	Buy	62825.1→61280.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62964.1→61413.2	-12.79	stop_loss
06-09 14:30	BTC	Buy	62978.1→61429.2	-12.76	stop_loss
06-09 09:32	BTC	Buy	62579.1→62764.9	+1.06	timeout
06-09 08:25	BTC	Buy	62452.1→62937.9	+3.39	timeout
06-07 22:14	BTC	Buy	61045.1→63724.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60927→63602.8	+21.53	take_profit
06-07 14:28	BTC	Buy	60369→62062.9	+13.54	timeout
06-07 08:38	BTC	Buy	59989→62622.9	+21.54	take_profit
06-07 07:59	BTC	Buy	59764→62387.9	+21.61	take_profit
06-06 04:27	BTC	Buy	61277.1→59770.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61631.1→60114.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60805→59309.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61383.1→59873.1	-12.76	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:57	BTC	Buy	62305.1→60772.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62534.1→60991.4	-12.79	stop_loss
06-05 13:49	BTC	Buy	62752.1→61207.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62673.1→61130.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62743.1→61178.3	-12.84	stop_loss
06-05 06:21	BTC	Buy	63025.2→61475.2	-12.74	stop_loss
06-04 10:49	BTC	Buy	63829.2→62259.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64412.2→62825.4	-12.76	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65386.3→63777.9	-12.75	stop_loss
06-03 20:43	BTC	Buy	66798.3→65155.1	-12.77	stop_loss
06-03 19:55	BTC	Buy	66900.3→65241.1	-12.88	stop_loss
06-03 19:53	BTC	Buy	67071.4→65412	-12.84	stop_loss
06-03 16:27	BTC	Buy	67200.4→65545.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67208.4→65553.9	-12.78	stop_loss
06-03 03:44	BTC	Buy	67355.4→65688.9	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-382.73

total pnl ($)

-77.3 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	99	35%	-77.3	-382.73

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…