deribit_basis_zscore_long_fear_gate_v39

not live
64
closed trades
64%
win rate
-51.08
total pnl ($)
0.433
weight
7d window — n=42 wr=52% pnl=-137.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 64 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 08:17BTCBuy64026.2→62444.6-12.82stop_loss
06-23 06:21BTCBuy64220.2→62638.5-12.77stop_loss
06-23 06:21BTCBuy64307.2→62724.5-12.77stop_loss
06-23 06:21BTCBuy64336.2→62753.5-12.76stop_loss
06-23 06:20BTCBuy64490.2→62902.4-12.77stop_loss
06-22 22:32BTCBuy63616.2→63929.8+2.01timeout
06-22 21:33BTCBuy63739.2→64260.8+3.63timeout
06-22 20:33BTCBuy64063.2→64439.8+2.47timeout
06-22 19:33BTCBuy64204.2→64407.8+1.09timeout
06-22 18:28BTCBuy64015.2→64597.8+4.04timeout
06-21 21:26BTCBuy63940.2→63656.8-2.67timeout
06-21 20:25BTCBuy63920.2→64081.8+0.81timeout
06-21 19:27BTCBuy63852.2→64196.8+2.27timeout
06-21 18:27BTCBuy63832.2→64022.8+1.09timeout
06-21 17:23BTCBuy63864.2→64104.8+1.50timeout
06-20 20:24BTCBuy62977.1→63912.8+7.01timeout
06-20 19:27BTCBuy62931.1→63861.8+6.97timeout
06-20 18:23BTCBuy63124.2→63810.8+4.99timeout
06-20 17:24BTCBuy62953.1→63874.8+6.85timeout
06-20 16:20BTCBuy63258.2→63992.8+5.28timeout
06-19 19:35BTCBuy62787.1→62951.9+0.83timeout
06-19 18:34BTCBuy62769.1→63101.8+2.19timeout
06-19 17:29BTCBuy62518.1→62870.9+2.37timeout
06-19 16:51BTCBuy62665.1→63100.8+3.05timeout
06-19 16:06BTCBuy62625.1→63168.8+3.90timeout
06-18 15:57BTCBuy63907.2→62332.7-12.64stop_loss
06-18 15:56BTCBuy63966.2→62392.7-12.70stop_loss
06-18 15:51BTCBuy64140.2→62556.6-12.73stop_loss
06-18 15:40BTCBuy64316.2→62734.5-12.47stop_loss
06-18 14:53BTCBuy65129.3→63526-12.72stop_loss
06-18 10:39BTCBuy64910.2→63991.8-7.60timeout
06-18 09:30BTCBuy65024.3→64239.8-6.59timeout
06-18 05:04BTCBuy65290.3→63682-12.79stop_loss
06-17 19:38BTCBuy65852.3→64227.7-12.79stop_loss
06-17 13:30BTCBuy65995.3→64867.8-9.01timeout
06-17 08:49BTCBuy66448.3→64814.3-12.78stop_loss
06-17 08:39BTCBuy66577.3→64925.3-12.89stop_loss
06-17 07:15BTCBuy66336.3→65667.7-5.48timeout
06-17 05:13BTCBuy66036.3→65763.7-2.55timeout
06-16 12:18BTCBuy66189.3→66551.7+2.21timeout
06-16 11:16BTCBuy65972.3→66496.7+3.44timeout
06-16 10:08BTCBuy65661.3→66569.7+6.42timeout
06-16 05:44BTCBuy65708.3→66047.7+2.19timeout
06-16 03:44BTCBuy65890.3→66091.7+1.13timeout
06-15 11:09BTCBuy64490.2→65946.7+10.85timeout
06-15 10:06BTCBuy64524.2→65664.7+8.40timeout
06-15 09:01BTCBuy64416.2→65658.7+9.21timeout
06-15 04:53BTCBuy64332.2→65654.7+9.80timeout
06-15 02:40BTCBuy64504.2→65606.7+8.06timeout
06-14 10:18BTCBuy63751.2→64523.8+5.57timeout
06-14 09:07BTCBuy63812.2→64430.8+4.34timeout
06-14 08:06BTCBuy63765.2→64383.8+4.33timeout
06-14 04:46BTCBuy63599.2→64321.8+5.28timeout
06-14 01:55BTCBuy63789.2→64603.8+5.96timeout
06-13 07:17BTCBuy62960.1→63677.8+5.24timeout
06-13 06:14BTCBuy63279.2→63554.8+1.72timeout
06-13 00:39BTCBuy63690.2→63583.8-1.38timeout
06-12 17:45BTCBuy63395.2→63836.8+3.02timeout
06-12 15:00BTCBuy62735.1→64016.8+9.68timeout
06-10 16:44BTCBuy61103.1→62228.9+8.69timeout
06-10 15:34BTCBuy61317.1→62318.9+7.67timeout
06-10 14:34BTCBuy61586.1→61955.9+2.52timeout
06-09 16:20BTCBuy62331.1→60798.5-12.76stop_loss
06-09 13:19BTCBuy63928.2→62353.7-12.74stop_loss

Paper vs Live

Paper (trades.jsonl)
64
closed
64%
win rate
-51.08
total pnl ($)
-15.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6464%-15.8-51.08

Recent bounces (last 20 of 10)

timesymsidereason
06-22 23:57BTCBuystale_intent
06-22 22:51BTCBuystale_intent
06-22 21:49BTCBuystale_intent
06-22 21:48BTCBuystale_intent
06-22 20:45BTCBuystale_intent
06-22 20:45BTCBuystale_intent
06-22 19:38BTCBuystale_intent
06-22 19:38BTCBuystale_intent
06-21 22:47BTCBuystale_intent
06-21 22:47BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems