deribit_basis_zscore_long_fear_gate_v45 · strategy

152

closed trades

44%

win rate

-499.85

total pnl ($)

0.250

weight

7d window — n=38 wr=32% pnl=-209.25 · 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 04:08	BTC	Buy	60204→59947	-2.59	timeout
06-28 21:51	BTC	Buy	60139→59345	-7.07	timeout
06-28 20:50	BTC	Buy	60264→59629	-5.72	timeout
06-28 18:46	BTC	Buy	60533→59568	-8.40	timeout
06-28 17:42	BTC	Buy	60586→59478	-9.56	timeout
06-28 02:52	BTC	Buy	60319→60122	-2.09	timeout
06-27 21:18	BTC	Buy	59685→60339	+5.09	timeout
06-27 20:12	BTC	Buy	59680→60253	+4.41	timeout
06-27 17:43	BTC	Buy	60061→60570	+3.79	timeout
06-27 15:39	BTC	Buy	60435→60813	+2.69	timeout
06-26 21:26	BTC	Buy	59651→59773	+0.50	timeout
06-26 20:22	BTC	Buy	59594→59698	+0.33	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 16:07	BTC	Buy	59585→60326	+5.68	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 13:59	BTC	Buy	59483→58018.1	-12.68	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59887→58391.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 14:17	BTC	Buy	62538.1→61000.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62632.1→61091.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.77	stop_loss
06-24 13:44	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.38	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:24	BTC	Buy	63802.2→62232.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	63969.2→62395.7	-12.76	stop_loss
06-23 06:43	BTC	Buy	64013.2→62863.9	-9.45	timeout
06-23 06:21	BTC	Buy	64123.2→62541.6	-12.81	stop_loss
06-23 06:20	BTC	Buy	64454.2→62864.4	-12.80	stop_loss
06-23 03:52	BTC	Buy	64104.2→64037.8	-0.96	timeout
06-23 02:44	BTC	Buy	64469.2→64201.8	-2.52	timeout
06-22 19:19	BTC	Buy	64162.2→64380.8	+1.21	timeout
06-22 04:35	BTC	Buy	64538.2→63981.8	-4.78	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-22 02:09	BTC	Buy	64210.2→64509.8	+1.80	timeout
06-22 00:40	BTC	Buy	64261.2→63955.8	-2.85	timeout
06-21 18:42	BTC	Buy	63815.2→64155.8	+2.27	timeout
06-21 02:43	BTC	Buy	63362.2→64216.8	+6.28	timeout
06-21 01:42	BTC	Buy	63528.2→64194.8	+4.74	timeout
06-21 00:00	BTC	Buy	63543.2→64283.8	+5.37	timeout
06-20 22:25	BTC	Buy	63272.2→64158.8	+6.55	timeout
06-20 18:28	BTC	Buy	63102.2→63825.8	+5.29	timeout
06-19 23:28	BTC	Buy	62820.1→63267.8	+3.08	timeout
06-19 22:22	BTC	Buy	62775.1→63198.8	+2.88	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.10	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:57	BTC	Buy	63899.2→62298.7	-12.92	stop_loss
06-18 15:57	BTC	Buy	63932.2→62343.7	-12.74	stop_loss
06-18 15:53	BTC	Buy	64054.2→62476.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64336.2→62751.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64574.2→62985.3	-12.54	stop_loss
06-18 10:21	BTC	Buy	64938.2→63916.8	-8.40	timeout
06-18 05:08	BTC	Buy	65242.3→63638	-12.77	stop_loss
06-18 05:02	BTC	Buy	65344.3→63736.9	-12.76	stop_loss
06-17 22:03	BTC	Buy	65520.3→63900.8	-12.79	stop_loss
06-17 19:41	BTC	Buy	65779.3→64160.7	-12.76	stop_loss
06-17 16:42	BTC	Buy	65826.3→65960.7	+0.51	timeout
06-17 08:52	BTC	Buy	66423.3→64787.3	-12.80	stop_loss
06-17 07:02	BTC	Buy	66378.3→65583.7	-6.46	timeout
06-17 04:38	BTC	Buy	65860.3→65876.7	-0.37	timeout
06-17 00:30	BTC	Buy	66246.3→65668.7	-4.87	timeout
06-16 15:20	BTC	Buy	66685.3→65740.7	-7.61	timeout
06-16 10:57	BTC	Buy	65873.3→66491.7	+4.18	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.38	timeout
06-16 04:12	BTC	Buy	65746.3→66159.7	+2.74	timeout
06-15 23:34	BTC	Buy	65649.3→66148.7	+3.31	timeout
06-15 13:16	BTC	Buy	63908.2→66713.7	+21.52	take_profit
06-15 09:36	BTC	Buy	64442.2→65539.7	+8.07	timeout
06-15 05:20	BTC	Buy	64325.2→65693.7	+10.17	timeout
06-15 02:51	BTC	Buy	64459.2→65461.7	+7.29	timeout
06-14 22:48	BTC	Buy	64469.2→65367.7	+6.47	timeout
06-14 14:20	BTC	Buy	64137.2→64220.8	+0.20	timeout
06-14 07:43	BTC	Buy	63798.2→64285.8	+3.36	timeout
06-14 04:39	BTC	Buy	63584.2→64397.8	+6.00	timeout
06-14 00:55	BTC	Buy	63591.2→64527.8	+6.95	timeout
06-13 22:16	BTC	Buy	63499.2→64361.8	+6.31	timeout
06-13 13:18	BTC	Buy	63468.2→64137.8	+4.76	timeout
06-13 05:41	BTC	Buy	63358.2→63544.8	+1.03	timeout
06-13 03:03	BTC	Buy	63583.2→63661.8	+0.16	timeout
06-13 00:32	BTC	Buy	63610.2→63540.8	-1.09	timeout
06-12 22:04	BTC	Buy	63602.2→63492.8	-1.36	timeout
06-12 08:48	BTC	Buy	62995.1→63400.8	+2.69	timeout
06-12 04:56	BTC	Buy	62750.1→63682.8	+6.91	timeout
06-12 01:17	BTC	Buy	62106.1→63494.8	+10.60	timeout
06-12 00:07	BTC	Buy	61628.1→63632.8	+15.70	timeout
06-11 21:57	BTC	Buy	61268.1→63430.8	+17.06	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 17:00	BTC	Buy	61407.1→62202.9	+5.96	timeout
06-10 16:05	BTC	Buy	61008.1→62420.9	+11.10	timeout
06-10 15:08	BTC	Buy	61566.1→61937.9	+2.53	timeout
06-10 14:19	BTC	Buy	61784.1→61883.9	+0.33	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

44%

win rate

-499.85

total pnl ($)

-65.6 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	152	44%	-65.6	-499.85

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…