deribit_basis_zscore_long_fear_gate_v46 · strategy

139

closed trades

45%

win rate

-399.33

total pnl ($)

0.251

weight

7d window — n=33 wr=39% pnl=-139.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:51	BTC	Buy	59724→59994	+1.88	timeout
06-30 00:28	BTC	Buy	59267→59980	+5.60	timeout
06-29 22:16	BTC	Buy	59559→60447	+6.85	timeout
06-29 08:25	BTC	Buy	60189→59851	-3.29	timeout
06-29 04:10	BTC	Buy	60177→59909	-2.69	timeout
06-29 01:30	BTC	Buy	60169→59195	-8.60	timeout
06-28 21:01	BTC	Buy	60318→59620	-6.23	timeout
06-28 16:58	BTC	Buy	60757→59663	-9.43	timeout
06-28 07:17	BTC	Buy	60320→60114	-2.14	timeout
06-28 02:50	BTC	Buy	60281→60104	-1.93	timeout
06-27 21:14	BTC	Buy	59721→60342	+4.82	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-27 05:25	BTC	Buy	59786→60233	+3.30	timeout
06-27 01:57	BTC	Buy	59357→59910	+4.19	timeout
06-26 20:21	BTC	Buy	59592→59746	+0.72	timeout
06-26 18:18	BTC	Buy	59561→59968	+2.87	timeout
06-26 15:04	BTC	Buy	59131→59624	+3.67	timeout
06-26 02:23	BTC	Buy	59794→58323.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59581→58111	-12.73	stop_loss
06-25 13:53	BTC	Buy	60371→58885.6	-12.69	stop_loss
06-25 13:51	BTC	Buy	60598→59106.5	-12.71	stop_loss
06-25 13:48	BTC	Buy	60886→59388.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60902→59404.3	-12.72	stop_loss
06-24 17:20	BTC	Buy	60883→59379.3	-12.78	stop_loss
06-24 14:17	BTC	Buy	62594.1→61051.4	-12.76	stop_loss
06-24 14:10	BTC	Buy	62535.1→61359.9	-9.83	timeout
06-24 13:57	BTC	Buy	62751.1→61204.3	-12.77	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 12:10	BTC	Buy	62460.1→62835.9	+2.55	timeout
06-24 08:38	BTC	Buy	62310.1→62688.9	+2.50	timeout
06-24 06:44	BTC	Buy	62914.1→62748.9	-1.82	timeout
06-23 08:17	BTC	Buy	63986.2→62403.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64217.2→62636.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64329.2→62747.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64396.2→62812.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64635.2→63043.3	-12.79	stop_loss
06-22 22:28	BTC	Buy	65477.3→63864.9	-12.76	stop_loss
06-22 21:04	BTC	Buy	63805.2→64421.8	+4.37	timeout
06-22 12:34	BTC	Buy	64015.2→64905.8	+6.36	timeout
06-22 09:29	BTC	Buy	64025.2→64090.8	-0.02	timeout
06-22 07:26	BTC	Buy	64168.2→64246.8	+0.14	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 19:40	BTC	Buy	63882.2→64180.8	+1.91	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	timeout
06-21 04:47	BTC	Buy	63523.2→64445.8	+6.83	timeout
06-21 02:44	BTC	Buy	63381.2→64207.8	+6.06	timeout
06-21 00:43	BTC	Buy	63560.2→64280.8	+5.16	timeout
06-20 19:18	BTC	Buy	63009.2→63857.8	+6.30	timeout
06-20 04:11	BTC	Buy	62854.1→63382.8	+3.77	timeout
06-20 02:07	BTC	Buy	63031.2→63476.8	+3.09	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:55	BTC	Buy	63969.2→62395.7	-12.59	stop_loss
06-18 15:53	BTC	Buy	64033.2→62456.6	-12.77	stop_loss
06-18 15:51	BTC	Buy	64140.2→62548.6	-12.89	stop_loss
06-18 15:40	BTC	Buy	64278.2→62697.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.74	stop_loss
06-18 10:40	BTC	Buy	64892.2→63992.8	-7.49	timeout
06-18 08:39	BTC	Buy	65037.3→64539.8	-4.27	timeout
06-17 19:41	BTC	Buy	65762.3→64139.7	-12.82	stop_loss
06-17 19:41	BTC	Buy	65774.3→64146.7	-12.85	stop_loss
06-17 19:29	BTC	Buy	65872.3→64252.6	-12.78	stop_loss
06-17 08:20	BTC	Buy	66808.3→65165.1	-12.73	stop_loss
06-17 07:02	BTC	Buy	66339.3→65562.7	-6.33	timeout
06-17 02:32	BTC	Buy	65870.3→65981.7	+0.38	timeout
06-16 23:33	BTC	Buy	66198.3→65705.7	-4.26	timeout
06-16 15:24	BTC	Buy	66653.3→65734.7	-7.42	timeout
06-16 07:51	BTC	Buy	65699.3→66330.7	+4.43	timeout
06-16 05:25	BTC	Buy	65808.3→66057.7	+1.49	timeout
06-16 02:16	BTC	Buy	65724.3→66085.7	+2.30	timeout
06-15 21:22	BTC	Buy	64688.2→66494.7	+13.45	timeout
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 06:29	BTC	Buy	64322.2→65921.7	+11.97	timeout
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-14 21:50	BTC	Buy	64479.2→65524.7	+7.62	timeout
06-14 18:31	BTC	Buy	64201.2→63713.8	-4.34	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-14 01:49	BTC	Buy	63801.2→64612.8	+5.94	timeout
06-13 21:36	BTC	Buy	63526.2→64267.8	+5.36	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 15:07	BTC	Buy	64043.2→64225.8	+0.94	timeout
06-13 09:19	BTC	Buy	63560.2→63799.8	+1.34	timeout
06-13 00:39	BTC	Buy	63690.2→63582.8	-1.38	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 13:43	BTC	Buy	62806.1→63077.8	+1.64	timeout
06-12 11:08	BTC	Buy	63058.2→63803.8	+5.39	timeout
06-12 09:02	BTC	Buy	62903.1→63451.8	+3.84	timeout
06-12 00:35	BTC	Buy	61802.1→63623.8	+14.16	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.40	take_profit
06-11 11:56	BTC	Buy	60985→63081.8	+16.61	timeout
06-11 09:53	BTC	Buy	61244.1→62916.9	+13.07	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 16:12	BTC	Buy	61084.1→62400.9	+10.28	timeout
06-10 14:23	BTC	Buy	61734.1→61962.9	+1.38	timeout
06-09 14:47	BTC	Buy	62718.1→61171.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63325.2→61766	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

139

closed

45%

win rate

-399.33

total pnl ($)

-57.2 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	139	45%	-57.2	-399.33

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…