deribit_basis_zscore_long_fear_gate_v44 · strategy

closed trades

35%

win rate

-371.24

total pnl ($)

0.286

weight

7d window — n=22 wr=27% pnl=-141.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:58	BTC	Buy	59962→58424.9	-13.26	stop_loss
06-30 06:10	BTC	Buy	59943→59517	-3.92	timeout
06-30 04:05	BTC	Buy	60163→59505	-5.78	timeout
06-30 01:29	BTC	Buy	60169→60005	-1.69	timeout
06-29 22:27	BTC	Buy	60054→60428	+2.71	timeout
06-28 22:53	BTC	Buy	60536→58985.5	-13.28	stop_loss
06-28 02:45	BTC	Buy	58747.9→60098	+11.03	timeout
06-28 00:34	BTC	Buy	59752→60118	+2.77	timeout
06-27 21:02	BTC	Buy	59447→60306	+6.89	timeout
06-27 18:00	BTC	Buy	59649→60495	+6.66	timeout
06-27 15:45	BTC	Buy	59279→60742	+11.92	timeout
06-25 13:59	BTC	Buy	59611→58084	-13.17	stop_loss
06-25 13:58	BTC	Buy	59624→58098	-13.15	stop_loss
06-25 13:51	BTC	Buy	60779→59223.4	-13.19	stop_loss
06-25 13:48	BTC	Buy	60802→59246.4	-13.17	stop_loss
06-25 13:48	BTC	Buy	61001→59440.3	-13.18	stop_loss
06-24 17:47	BTC	Buy	60615→59063.5	-13.23	stop_loss
06-24 15:28	BTC	Buy	62378.1→60777.6	-13.09	stop_loss
06-24 14:20	BTC	Buy	62433.1→60834.5	-13.18	stop_loss
06-24 14:19	BTC	Buy	62474.1→60874.5	-13.20	stop_loss
06-24 13:57	BTC	Buy	62817.1→61199.3	-13.28	stop_loss
06-24 13:45	BTC	Buy	62946.1→61334.2	-13.21	stop_loss
06-23 08:24	BTC	Buy	63818.2→62165.8	-13.39	stop_loss
06-23 08:17	BTC	Buy	63970.2→62332.7	-13.27	stop_loss
06-23 06:21	BTC	Buy	64195.2→62545.6	-13.30	stop_loss
06-23 06:21	BTC	Buy	64251.2→62604.6	-13.27	stop_loss
06-23 03:47	BTC	Buy	64388.2→63971.8	-3.67	timeout
06-23 01:38	BTC	Buy	64274.2→63986.8	-2.63	timeout
06-22 23:29	BTC	Buy	64238.2→64019.8	-2.03	timeout
06-22 21:23	BTC	Buy	63918.2→64249.8	+2.13	timeout
06-22 18:36	BTC	Buy	63831.2→64566.8	+5.21	timeout
06-21 01:30	BTC	Buy	62914.1→64217.8	+9.80	timeout
06-20 23:29	BTC	Buy	62837.1→64229.8	+10.60	timeout
06-20 21:13	BTC	Buy	62919.1→63977.8	+7.98	timeout
06-20 19:11	BTC	Buy	62626.1→63854.8	+9.38	timeout
06-20 17:09	BTC	Buy	62548.1→63896.8	+10.28	timeout
06-18 15:40	BTC	Buy	64265.2→62615.5	-13.25	stop_loss
06-18 15:40	BTC	Buy	64384.2→62736.5	-13.22	stop_loss
06-18 15:18	BTC	Buy	64835.2→63174.2	-13.23	stop_loss
06-18 15:17	BTC	Buy	64911.2→63249.2	-13.22	stop_loss
06-18 15:16	BTC	Buy	65125.3→63458.1	-13.23	stop_loss
06-17 19:50	BTC	Buy	65710.3→64026.8	-13.28	stop_loss
06-17 19:29	BTC	Buy	65960.3→64259.6	-13.35	stop_loss
06-17 11:05	BTC	Buy	66184.3→64489.5	-13.38	stop_loss
06-17 11:02	BTC	Buy	66374.3→64672.4	-13.35	stop_loss
06-17 08:49	BTC	Buy	66525.3→64816.3	-13.31	stop_loss
06-17 08:39	BTC	Buy	66670.3→64949.3	-13.36	stop_loss
06-16 14:31	BTC	Buy	67143.4→65424	-13.33	stop_loss
06-16 10:52	BTC	Buy	64537.2→66556.7	+15.09	timeout
06-16 08:49	BTC	Buy	64444.2→66607.7	+16.40	timeout
06-15 22:31	BTC	Buy	64504.2→66107.7	+11.88	timeout
06-15 15:47	BTC	Buy	64228.2→67112.6	+22.04	take_profit
06-15 15:47	BTC	Buy	64135.2→67016.6	+22.05	take_profit
06-14 10:06	BTC	Buy	63669.2→64518.8	+6.15	timeout
06-14 08:01	BTC	Buy	63118.2→64405.8	+9.50	timeout
06-13 22:01	BTC	Buy	63538.2→64405.8	+6.32	timeout
06-13 20:00	BTC	Buy	63523.2→64253.8	+5.30	timeout
06-13 17:38	BTC	Buy	63189.2→64080.8	+6.57	timeout
06-12 09:53	BTC	Buy	61244.1→63773.8	+20.02	timeout
06-12 07:51	BTC	Buy	61657.1→62989.9	+10.28	timeout
06-11 19:30	BTC	Buy	61049.1→63792.8	+21.85	take_profit
06-11 18:03	BTC	Buy	61619.1→63684.8	+16.09	timeout
06-11 16:02	BTC	Buy	61155.1→62694.9	+11.95	timeout
06-09 15:56	BTC	Buy	62633.1→61026.4	-13.28	stop_loss
06-09 14:29	BTC	Buy	63136.2→61520.1	-13.26	stop_loss
06-09 14:29	BTC	Buy	63153.2→61537.1	-13.25	stop_loss
06-09 14:29	BTC	Buy	63160.2→61542.1	-13.27	stop_loss
06-09 14:29	BTC	Buy	63175.2→61554.1	-13.29	stop_loss
06-09 09:30	BTC	Buy	62657.1→62782.9	+0.57	timeout
06-09 07:24	BTC	Buy	62171.1→63272.8	+8.30	timeout
06-07 22:14	BTC	Buy	60745→63472.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60696→63423.8	+22.04	take_profit
06-07 22:14	BTC	Buy	60263→62968.9	+22.02	take_profit
06-07 08:46	BTC	Buy	59962→62655.9	+22.03	take_profit
06-07 06:36	BTC	Buy	59508→62181.9	+22.09	take_profit
06-06 04:30	BTC	Buy	61324.1→59751.1	-13.28	stop_loss
06-06 04:15	BTC	Buy	61585.1→60007	-13.27	stop_loss
06-05 18:52	BTC	Buy	60762→59206.4	-13.26	stop_loss
06-05 18:52	BTC	Buy	60783→59227.4	-13.25	stop_loss
06-05 15:39	BTC	Buy	61678.1→60069.9	-13.47	stop_loss
06-05 14:26	BTC	Buy	61919.1→60333.8	-13.25	stop_loss
06-05 13:59	BTC	Buy	62259.1→60665.6	-13.25	stop_loss
06-05 13:49	BTC	Buy	62999.1→61385.2	-13.26	stop_loss
06-05 06:24	BTC	Buy	62751.1→61145.4	-13.19	stop_loss
06-05 06:20	BTC	Buy	63292.2→61672.1	-13.20	stop_loss
06-05 06:19	BTC	Buy	63368.2→61744	-13.18	stop_loss
06-05 06:03	BTC	Buy	63588.2→61945.9	-13.30	stop_loss
06-05 06:00	BTC	Buy	63814.2→62179.8	-13.21	stop_loss
06-04 10:28	BTC	Buy	64096.2→62447.6	-13.28	stop_loss
06-04 01:22	BTC	Buy	64298.2→62652.5	-13.25	stop_loss
06-04 00:29	BTC	Buy	65077.3→63412.1	-13.24	stop_loss
06-03 23:03	BTC	Buy	66205.3→64485.5	-13.46	stop_loss
06-03 20:55	BTC	Buy	66384.3→64649.4	-13.56	stop_loss
06-03 20:55	BTC	Buy	66578.3→64874.3	-13.30	stop_loss
06-03 19:52	BTC	Buy	67183.4→65464	-13.28	stop_loss
06-03 16:27	BTC	Buy	67262.4→65540.9	-13.26	stop_loss
06-03 03:50	BTC	Buy	67080.4→65364	-13.25	stop_loss
06-03 03:44	BTC	Buy	67433.4→65707.8	-13.25	stop_loss
06-03 03:33	BTC	Buy	67689.4→65956.7	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-371.24

total pnl ($)

-75.0 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	99	35%	-75.0	-371.24

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…