deribit_basis_zscore_long_fear_gate_v36 · strategy

142

closed trades

42%

win rate

-465.86

total pnl ($)

0.250

weight

7d window — n=37 wr=32% pnl=-167.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:57	BTC	Buy	60763→59646	-9.62	timeout
06-28 05:52	BTC	Buy	60239→59920	-3.10	timeout
06-28 02:52	BTC	Buy	60315→60122	-2.06	timeout
06-27 23:30	BTC	Buy	59934→59947	-0.29	timeout
06-27 18:50	BTC	Buy	59643→60500	+6.75	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:49	BTC	Buy	59638→60317	+5.25	timeout
06-26 20:27	BTC	Buy	59663→59730	+0.01	timeout
06-26 19:25	BTC	Buy	59220→59886	+5.05	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-26 02:16	BTC	Buy	59876→58399.9	-12.77	stop_loss
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58071	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60162→58681.7	-12.68	stop_loss
06-25 13:46	BTC	Buy	61134.1→59627.2	-12.72	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 15:58	BTC	Buy	61732.1→60212.9	-12.75	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62775.1→61228.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62903.1→61356.2	-12.75	stop_loss
06-24 13:09	BTC	Buy	62104.1→62138.9	-0.18	timeout
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 08:35	BTC	Buy	62297.1→62728.9	+2.95	timeout
06-24 07:34	BTC	Buy	62922.1→62681.9	-2.45	timeout
06-23 08:17	BTC	Buy	63937.2→62360.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64011.2→62435.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64111.2→62533.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64135.2→62555.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64292.2→62708.5	-12.79	stop_loss
06-22 23:32	BTC	Buy	63425.2→63987.8	+4.05	timeout
06-22 22:21	BTC	Buy	63724.2→64202.8	+3.30	timeout
06-22 07:23	BTC	Buy	64197.2→64230.8	-0.21	timeout
06-22 04:41	BTC	Buy	64490.2→63957.8	-4.60	timeout
06-22 03:37	BTC	Buy	64289.2→64172.8	-1.43	timeout
06-21 22:44	BTC	Buy	64243.2→63639.8	-5.12	timeout
06-21 21:26	BTC	Buy	63940.2→63656.8	-2.67	timeout
06-21 05:13	BTC	Buy	63786.2→64206.8	+2.85	timeout
06-21 02:08	BTC	Buy	63483.2→64207.8	+5.22	timeout
06-20 23:12	BTC	Buy	63258.2→64237.8	+7.29	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:05	BTC	Buy	63146.2→63920.8	+5.69	timeout
06-20 00:27	BTC	Buy	62915.1→63514.8	+4.28	timeout
06-19 23:23	BTC	Buy	62816.1→63265.8	+3.10	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.10	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-18 15:52	BTC	Buy	64080.2→62500.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64268.2→62668.5	-12.62	stop_loss
06-18 15:40	BTC	Buy	64350.2→62767.5	-12.71	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64510.2→62874.4	-12.92	stop_loss
06-18 09:25	BTC	Buy	65000.2→64298.8	-5.95	timeout
06-18 05:03	BTC	Buy	65335.3→63728.9	-12.77	stop_loss
06-17 19:40	BTC	Buy	65814.3→64195.7	-12.75	stop_loss
06-17 19:37	BTC	Buy	65658.3→64493.8	-9.33	timeout
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.75	stop_loss
06-17 15:59	BTC	Buy	65865.3→65698.7	-1.73	timeout
06-17 08:07	BTC	Buy	66339.3→65442.7	-7.22	timeout
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-17 02:31	BTC	Buy	65756.3→66009.7	+1.45	timeout
06-16 17:19	BTC	Buy	66888.3→65757.7	-8.99	timeout
06-16 13:10	BTC	Buy	66636.3→66113.7	-4.45	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-16 04:14	BTC	Buy	65685.3→66113.7	+2.86	timeout
06-16 00:50	BTC	Buy	65520.3→66299.7	+5.50	timeout
06-15 13:47	BTC	Buy	64319.2→66482.7	+16.38	timeout
06-15 12:44	BTC	Buy	64329.2→66415.7	+15.79	timeout
06-15 05:04	BTC	Buy	64357.2→65582.7	+9.05	timeout
06-15 01:06	BTC	Buy	64591.2→65386.7	+5.68	timeout
06-14 21:36	BTC	Buy	64274.2→64850.8	+3.99	timeout
06-14 12:36	BTC	Buy	64002.2→64329.8	+2.12	timeout
06-14 11:32	BTC	Buy	63899.2→64584.8	+4.91	timeout
06-14 04:46	BTC	Buy	63599.2→64321.8	+5.28	timeout
06-13 21:09	BTC	Buy	63537.2→64266.8	+5.27	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 12:34	BTC	Buy	63511.2→63998.8	+3.31	timeout
06-13 11:13	BTC	Buy	63820.2→63888.8	-0.01	timeout
06-13 03:01	BTC	Buy	63597.2→63649.8	-0.04	timeout
06-12 20:54	BTC	Buy	63371.2→63406.8	-0.18	timeout
06-12 17:39	BTC	Buy	63215.2→63813.8	+4.27	timeout
06-12 11:31	BTC	Buy	63188.2→63755.8	+3.96	timeout
06-12 10:15	BTC	Buy	62891.1→63734.8	+6.16	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 17:37	BTC	Buy	61795.1→63106.8	+10.08	timeout
06-11 15:10	BTC	Buy	61939.1→62682.9	+5.46	timeout
06-11 09:28	BTC	Buy	61176.1→62788.9	+12.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 17:11	BTC	Buy	61439.1→61983.9	+3.93	timeout
06-10 15:11	BTC	Buy	61624.1→61852.9	+1.36	timeout
06-10 14:11	BTC	Buy	62039.1→62143.9	+0.37	timeout
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63752.2→62174.8	-12.81	stop_loss
06-09 13:19	BTC	Buy	63928.2→62353.7	-12.74	stop_loss
06-09 06:53	BTC	Buy	62975.1→63229.8	+1.52	timeout
06-08 23:09	BTC	Buy	62827.1→63553.8	+5.31	timeout
06-08 22:08	BTC	Buy	61854.1→63454.8	+12.45	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-465.86

total pnl ($)

-65.5 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	142	42%	-65.5	-465.86

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…