deribit_basis_zscore_long_fear_gate_v38 · strategy

100

closed trades

35%

win rate

-378.38

total pnl ($)

0.250

weight

7d window — n=21 wr=29% pnl=-131.67 · 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 20:47	BTC	Buy	60272→60356	-0.05	timeout
06-29 19:48	BTC	Buy	60165→60430	+1.45	timeout
06-28 22:43	BTC	Buy	60533→59038.5	-12.81	stop_loss
06-28 22:41	BTC	Buy	60582→59092.5	-12.76	stop_loss
06-28 19:11	BTC	Buy	59941→59490	-4.16	timeout
06-27 20:21	BTC	Buy	59594→60255	+5.21	timeout
06-27 19:18	BTC	Buy	59218→60534	+10.73	timeout
06-27 18:18	BTC	Buy	59448→60514	+8.55	timeout
06-27 14:45	BTC	Buy	59449→60620	+9.39	timeout
06-26 17:57	BTC	Buy	59401→59936	+3.83	timeout
06-25 13:58	BTC	Buy	59624→58156	-12.69	stop_loss
06-25 13:57	BTC	Buy	59829→58333.9	-12.86	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60283→58772.7	-12.89	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61300.1→59749.1	-13.08	stop_loss
06-24 14:19	BTC	Buy	62398.1→60842.5	-12.89	stop_loss
06-24 14:19	BTC	Buy	62455.1→60888.5	-12.96	stop_loss
06-24 14:19	BTC	Buy	62378.1→60842.5	-12.73	stop_loss
06-24 13:45	BTC	Buy	62888.1→61341.2	-12.74	stop_loss
06-24 13:44	BTC	Buy	62920.1→61371.2	-12.75	stop_loss
06-23 08:24	BTC	Buy	63704.2→62136.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	63986.2→62408.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64023.2→62445.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64171.2→62592.6	-12.75	stop_loss
06-23 06:08	BTC	Buy	64678.2→63077.3	-12.84	stop_loss
06-23 03:37	BTC	Buy	64291.2→63984.8	-2.83	timeout
06-23 01:07	BTC	Buy	64251.2→64181.8	-0.92	timeout
06-22 23:14	BTC	Buy	64256.2→63971.8	-2.67	timeout
06-22 21:23	BTC	Buy	63918.2→64249.8	+2.13	timeout
06-22 15:57	BTC	Buy	64110.2→64746.8	+4.58	timeout
06-21 01:38	BTC	Buy	62891.1→64267.8	+10.39	timeout
06-21 00:35	BTC	Buy	62993.1→64234.8	+9.32	timeout
06-20 20:59	BTC	Buy	63080.2→63880.8	+5.93	timeout
06-20 19:57	BTC	Buy	62931.1→63897.8	+7.29	timeout
06-20 15:41	BTC	Buy	62678.1→64077.8	+10.58	timeout
06-18 15:40	BTC	Buy	64179.2→62599.6	-12.73	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.75	stop_loss
06-18 15:18	BTC	Buy	64719.2→63118.3	-12.80	stop_loss
06-18 15:17	BTC	Buy	64966.2→63366.1	-12.74	stop_loss
06-18 14:52	BTC	Buy	65204.3→63595	-12.78	stop_loss
06-17 19:38	BTC	Buy	65845.3→64224.7	-12.82	stop_loss
06-17 19:29	BTC	Buy	66074.3→64449.5	-12.81	stop_loss
06-17 11:05	BTC	Buy	66156.3→64527.5	-12.89	stop_loss
06-17 08:44	BTC	Buy	66502.3→64865.3	-12.77	stop_loss
06-17 08:31	BTC	Buy	66772.3→65126.2	-12.78	stop_loss
06-16 01:05	BTC	Buy	64519.2→66271.7	+13.19	timeout
06-15 21:50	BTC	Buy	64470.2→66385.7	+14.29	timeout
06-15 16:10	BTC	Buy	64441.2→67271.6	+21.51	take_profit
06-15 15:47	BTC	Buy	64306.2→67145.6	+21.65	take_profit
06-15 15:47	BTC	Buy	64327.2→67159.6	+21.59	take_profit
06-14 08:52	BTC	Buy	63433.2→64432.8	+7.34	timeout
06-14 04:42	BTC	Buy	63684.2→64389.8	+5.19	timeout
06-14 03:02	BTC	Buy	63585.2→64467.8	+6.54	timeout
06-14 00:31	BTC	Buy	63560.2→64498.8	+6.88	timeout
06-13 17:39	BTC	Buy	63167.2→64078.8	+6.73	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.90	timeout
06-11 18:01	BTC	Buy	61054.1→63735.8	+21.36	take_profit
06-11 16:43	BTC	Buy	61084.1→62636.9	+12.15	timeout
06-11 15:27	BTC	Buy	61358.1→62694.9	+10.26	timeout
06-11 14:30	BTC	Buy	61553.1→62995.9	+11.08	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:46	BTC	Buy	62801.1→61256.3	-12.78	stop_loss
06-09 14:29	BTC	Buy	63097.2→61544.1	-12.77	stop_loss
06-09 14:21	BTC	Buy	63145.2→61591.1	-12.76	stop_loss
06-09 13:27	BTC	Buy	61763.1→62326.9	+4.17	timeout
06-09 12:27	BTC	Buy	61933.1→62697.9	+5.84	timeout
06-07 22:15	BTC	Buy	61179.1→63864.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60928→63602.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60396→63047.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60175→62828.9	+21.63	take_profit
06-07 07:55	BTC	Buy	59675→62295.9	+21.55	take_profit
06-06 04:33	BTC	Buy	61132.1→59628.2	-12.75	stop_loss
06-06 04:12	BTC	Buy	61755.1→60234.9	-12.76	stop_loss
06-06 04:11	BTC	Buy	61786.1→60266.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60067.9	-12.83	stop_loss
06-05 13:59	BTC	Buy	62254.1→60721.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62556.1→61017.4	-12.75	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62846.1→61299.3	-12.67	stop_loss
06-05 06:20	BTC	Buy	63276.2→61716	-12.74	stop_loss
06-05 06:19	BTC	Buy	63311.2→61754	-12.73	stop_loss
06-05 06:01	BTC	Buy	63684.2→62116.8	-12.72	stop_loss
06-05 06:00	BTC	Buy	63726.2→62157.8	-12.71	stop_loss
06-04 09:27	BTC	Buy	64419.2→62832.4	-12.76	stop_loss
06-04 01:23	BTC	Buy	64164.2→62586.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66756.3→65114.2	-12.82	stop_loss
06-03 19:55	BTC	Buy	66816.3→65167.1	-12.81	stop_loss
06-03 19:54	BTC	Buy	66986.3→65324.1	-12.89	stop_loss
06-03 16:27	BTC	Buy	67214.4→65555.9	-12.80	stop_loss
06-03 16:26	BTC	Buy	67221.4→65567.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67278.4→65621.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67377.4→65720.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67474.4→65814.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67990.4→66221.6	-13.46	stop_loss

Paper vs Live

Paper (trades.jsonl)

100

closed

35%

win rate

-378.38

total pnl ($)

-75.5 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	100	35%	-75.5	-378.38

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…