deribit_basis_zscore_long_fear_gate_v37 · strategy

151

closed trades

43%

win rate

-431.88

total pnl ($)

0.250

weight

7d window — n=36 wr=36% pnl=-165.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:59	BTC	Buy	59412→59912	+3.83	timeout
06-30 00:51	BTC	Buy	59427→59818	+2.90	timeout
06-29 23:40	BTC	Buy	59777→60225	+3.33	timeout
06-29 05:14	BTC	Buy	59981→59463	-4.78	timeout
06-29 04:08	BTC	Buy	60204→59947	-2.59	timeout
06-28 21:44	BTC	Buy	60235→59644	-5.37	timeout
06-28 19:43	BTC	Buy	60172→59413	-6.74	timeout
06-28 18:39	BTC	Buy	60531→59552	-8.51	timeout
06-28 04:26	BTC	Buy	60448→60202	-2.49	timeout
06-28 02:52	BTC	Buy	60314→60122	-2.05	timeout
06-27 20:51	BTC	Buy	59748→60258	+3.88	timeout
06-27 17:43	BTC	Buy	60024→60586	+4.23	timeout
06-27 16:37	BTC	Buy	60231→60693	+3.39	timeout
06-26 21:26	BTC	Buy	59638→59785	+0.71	timeout
06-26 20:22	BTC	Buy	59592→59697	+0.33	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 16:07	BTC	Buy	59593→60312	+5.49	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 13:59	BTC	Buy	59547→58081	-12.68	stop_loss
06-25 13:58	BTC	Buy	59630→58162	-12.68	stop_loss
06-25 13:57	BTC	Buy	59815→58337.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60354→58867.6	-12.68	stop_loss
06-25 13:53	BTC	Buy	60471→58967.6	-12.80	stop_loss
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62440.1→60890.5	-12.86	stop_loss
06-24 14:17	BTC	Buy	62571.1→61027.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62626.1→61080.4	-12.79	stop_loss
06-24 14:02	BTC	Buy	62683.1→61140.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62822.1→61277.3	-12.75	stop_loss
06-24 10:05	BTC	Buy	62527.1→62593.9	+0.03	timeout
06-24 09:05	BTC	Buy	62384.1→62722.9	+2.19	timeout
06-24 08:05	BTC	Buy	62791.1→62646.9	-1.69	timeout
06-24 07:15	BTC	Buy	63002.1→62779.9	-2.26	timeout
06-24 06:22	BTC	Buy	62681.1→62766.9	+0.18	timeout
06-23 08:15	BTC	Buy	64063.2→62485.6	-12.77	stop_loss
06-23 06:27	BTC	Buy	64061.2→62614.9	-11.77	timeout
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64188.2→62604.6	-12.80	stop_loss
06-23 05:23	BTC	Buy	64212.2→63489.8	-6.11	timeout
06-23 02:25	BTC	Buy	64524.2→64143.8	-3.40	timeout
06-23 01:02	BTC	Buy	63963.2→64191.8	+1.37	timeout
06-22 20:04	BTC	Buy	64152.2→64611.8	+3.11	timeout
06-22 04:40	BTC	Buy	64494.2→63950.8	-4.69	timeout
06-22 03:33	BTC	Buy	64331.2→64236.8	-1.26	timeout
06-22 02:09	BTC	Buy	64231.2→64496.8	+1.53	timeout
06-22 00:46	BTC	Buy	64257.2→63962.8	-2.77	timeout
06-21 19:39	BTC	Buy	63868.2→64167.8	+1.91	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-21 00:34	BTC	Buy	63666.2→64221.8	+3.90	timeout
06-20 23:07	BTC	Buy	63266.2→64262.8	+7.42	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-19 23:44	BTC	Buy	62892.1→63286.8	+2.66	timeout
06-19 22:23	BTC	Buy	62821.1→63237.8	+2.82	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.60	timeout
06-18 15:57	BTC	Buy	63911.2→62294.7	-13.04	stop_loss
06-18 15:53	BTC	Buy	64016.2→62441.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64317.2→62734.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64545.2→62955.4	-12.56	stop_loss
06-18 15:14	BTC	Buy	65082.3→63482.1	-12.49	stop_loss
06-18 10:44	BTC	Buy	64890.2→63991.8	-7.44	timeout
06-18 09:38	BTC	Buy	64961.2→64223.8	-6.23	timeout
06-17 19:50	BTC	Buy	65638.3→64015.8	-12.81	stop_loss
06-17 19:40	BTC	Buy	65798.3→64175.7	-12.78	stop_loss
06-17 17:14	BTC	Buy	65773.3→65856.7	+0.08	timeout
06-17 15:04	BTC	Buy	65637.3→65171.7	-3.91	timeout
06-17 08:45	BTC	Buy	66478.3→64837.3	-12.83	stop_loss
06-17 08:39	BTC	Buy	66556.3→64919.3	-12.78	stop_loss
06-17 05:02	BTC	Buy	65851.3→65862.7	-0.40	timeout
06-16 15:22	BTC	Buy	66628.3→65723.7	-7.29	timeout
06-16 13:32	BTC	Buy	66830.3→66125.7	-5.80	timeout
06-16 08:07	BTC	Buy	65708.3→66330.7	+4.31	timeout
06-16 07:00	BTC	Buy	65746.3→66391.7	+4.53	timeout
06-16 03:13	BTC	Buy	65673.3→65755.7	+0.21	timeout
06-15 13:25	BTC	Buy	64074.2→66887.7	+21.52	take_profit
06-15 12:27	BTC	Buy	64474.2→66237.7	+13.25	timeout
06-15 07:03	BTC	Buy	64263.2→65737.7	+11.01	timeout
06-15 05:40	BTC	Buy	64340.2→65716.7	+10.23	timeout
06-15 01:03	BTC	Buy	64491.2→65411.7	+6.66	timeout
06-14 20:04	BTC	Buy	64252.2→63805.8	-3.97	timeout
06-14 09:42	BTC	Buy	63782.2→64535.8	+5.41	timeout
06-14 04:39	BTC	Buy	63589.2→64406.8	+6.03	timeout
06-14 03:36	BTC	Buy	63480.2→64496.8	+7.59	timeout
06-13 22:10	BTC	Buy	63521.2→64394.8	+6.40	timeout
06-13 19:33	BTC	Buy	63641.2→64143.8	+3.50	timeout
06-13 08:58	BTC	Buy	63452.2→63793.8	+2.17	timeout
06-13 04:30	BTC	Buy	63763.2→63503.8	-2.48	timeout
06-13 03:01	BTC	Buy	63600.2→63648.8	-0.07	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:39	BTC	Buy	63207.2→63821.8	+4.40	timeout
06-12 08:41	BTC	Buy	62906.1→63398.8	+3.39	timeout
06-12 01:16	BTC	Buy	62048.1→63453.8	+10.74	timeout
06-12 00:07	BTC	Buy	61628.1→63628.8	+15.66	timeout
06-11 19:33	BTC	Buy	61223.1→63911.8	+21.39	take_profit
06-11 17:37	BTC	Buy	61793.1→63127.8	+10.27	timeout
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

Paper vs Live

Paper (trades.jsonl)

151

closed

43%

win rate

-431.88

total pnl ($)

-57.1 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	151	43%	-57.1	-431.88

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…