deribit_basis_zscore_long_fear_gate_v4

not live
78
closed trades
47%
win rate
-271.83
total pnl ($)
0.747
weight
7d window — n=19 wr=42% pnl=-82.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:03BTCBuy60218→59491-6.46timeout
06-28 16:52BTCBuy60782→59605-10.10timeout
06-27 18:54BTCBuy59627→60494+6.84timeout
06-27 15:40BTCBuy60467→60787+2.21timeout
06-26 15:58BTCBuy59524→60303+5.98timeout
06-26 14:13BTCBuy59457→59973+3.84timeout
06-25 13:55BTCBuy59865→58392.9-12.69stop_loss
06-25 13:53BTCBuy60434→58947.6-12.69stop_loss
06-24 16:51BTCBuy61376.1→59866.1-12.73stop_loss
06-24 14:02BTCBuy62730.1→61184.3-12.77stop_loss
06-24 13:48BTCBuy62810.1→61265.3-12.75stop_loss
06-24 09:39BTCBuy62418.1→62662.9+1.43timeout
06-24 08:35BTCBuy62289.1→62738.9+3.06timeout
06-23 08:17BTCBuy63948.2→62372.7-12.78stop_loss
06-23 08:17BTCBuy63988.2→62404.7-12.84stop_loss
06-22 23:31BTCBuy63458.2→63994.8+3.77timeout
06-22 22:21BTCBuy63711.2→64202.8+3.41timeout
06-21 22:42BTCBuy64229.2→63644.8-4.98timeout
06-21 21:24BTCBuy63920.2→63667.8-2.43timeout
06-20 22:00BTCBuy63048.2→63966.8+6.84timeout
06-20 20:59BTCBuy63235.2→63879.8+4.66timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-19 16:18BTCBuy62598.1→63319.8+5.31timeout
06-18 15:37BTCBuy64446.2→62847.4-12.82stop_loss
06-18 15:37BTCBuy64546.2→62943.4-12.84stop_loss
06-17 19:50BTCBuy65595.3→63964.8-12.89stop_loss
06-17 19:40BTCBuy65813.3→64194.7-12.77stop_loss
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-17 02:34BTCBuy65814.3→65902.7+0.21timeout
06-16 05:49BTCBuy65759.3→66035.7+1.70timeout
06-16 00:49BTCBuy65555.3→66369.7+5.80timeout
06-15 02:59BTCBuy64474.2→65427.7+6.91timeout
06-14 21:51BTCBuy64455.2→65492.7+7.55timeout
06-14 00:37BTCBuy63551.2→64530.8+7.25timeout
06-13 19:17BTCBuy63656.2→64135.8+3.32timeout
06-12 20:55BTCBuy63373.2→63404.8-0.24timeout
06-12 17:41BTCBuy63287.2→63809.8+3.66timeout
06-11 16:02BTCBuy62493.1→62716.9+1.19timeout
06-11 14:49BTCBuy61851.1→62895.9+7.90timeout
06-10 15:12BTCBuy61541.1→61890.9+2.35timeout
06-10 14:13BTCBuy62004.1→62063.9+0.01timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 13:36BTCBuy63740.2→62165.8-12.79stop_loss
06-09 06:10BTCBuy62944.1→63346.8+2.70timeout
06-08 20:52BTCBuy61929.1→63384.8+11.26timeout
06-08 05:23BTCBuy61842.1→62608.9+5.75timeout
06-07 15:21BTCBuy60619→61736.9+8.76timeout
06-07 05:10BTCBuy60176→61773.9+12.85timeout
06-06 14:30BTCBuy60391→60834+3.22timeout
06-06 04:27BTCBuy61308.1→59799.1-12.76stop_loss
06-05 21:15BTCBuy59383→61989.9+21.50take_profit
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 13:49BTCBuy62857.1→61311.3-12.75stop_loss
06-05 06:23BTCBuy62751.1→61208.3-12.68stop_loss
06-05 06:21BTCBuy63123.2→61571.1-12.74stop_loss
06-05 03:11BTCBuy63839.2→62268.7-12.72stop_loss
06-04 09:27BTCBuy64409.2→62824.4-12.75stop_loss
06-04 00:29BTCBuy65009.3→63410.1-12.75stop_loss
06-04 00:29BTCBuy65099.3→63498.1-12.74stop_loss
06-03 19:54BTCBuy67013.4→65364-12.79stop_loss
06-03 19:54BTCBuy67050.4→65399-12.80stop_loss
06-02 23:04BTCBuy67806.4→66138.6-12.75stop_loss
06-02 22:52BTCBuy67963.4→66288.5-12.78stop_loss
06-02 12:34BTCBuy70845.5→69099-12.84stop_loss
06-02 12:17BTCBuy70956.5→69211.9-12.79stop_loss
06-01 15:32BTCBuy73498.7→71299.8-15.49stop_loss
06-01 15:32BTCBuy73539.7→71299.8-15.82stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.19timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:27BTCBuy73562.7→73907.3+1.75timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 11:39BTCBuy73464.7→73584.3+0.31timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-29 10:57BTCBuy73416.7→73639.3+1.02timeout
05-29 09:55BTCBuy73534.7→73699.3+0.59timeout
05-29 08:51BTCBuy73318.7→73658.3+1.83timeout
05-29 07:49BTCBuy73389.7→73371.3-0.59timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
47%
win rate
-271.83
total pnl ($)
-69.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7847%-69.3-271.83

Recent bounces (last 20 of 1)

timesymsidereason
06-28 18:41BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems