deribit_basis_zscore_long_fear_gate_v5 · strategy

104

closed trades

38%

win rate

-377.23

total pnl ($)

0.532

weight

7d window — n=23 wr=35% pnl=-94.90 · 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 01:02	BTC	Buy	59517→59789	+1.90	timeout
06-29 23:43	BTC	Buy	59730→60232	+3.78	timeout
06-29 22:11	BTC	Buy	59600→60357	+5.97	timeout
06-28 22:53	BTC	Buy	60438→58949.6	-12.85	stop_loss
06-28 21:46	BTC	Buy	60235→59577	-5.93	timeout
06-28 20:44	BTC	Buy	60228→59636	-5.36	timeout
06-28 07:25	BTC	Buy	60367→60096	-2.84	timeout
06-27 20:51	BTC	Buy	59746→60259	+3.90	timeout
06-27 19:39	BTC	Buy	59862→60121	+1.76	timeout
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.96	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 13:59	BTC	Buy	59483→58019.1	-12.67	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	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 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61359.2	-12.76	stop_loss
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:46	BTC	Buy	63373.2→62896.9	-4.26	timeout
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.93	stop_loss
06-23 05:15	BTC	Buy	65111.3→63510.1	-12.77	stop_loss
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 02:39	BTC	Buy	63375.2→64230.8	+6.29	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64567.2→62975.3	-12.48	stop_loss
06-18 15:17	BTC	Buy	64931.2→63313.2	-12.56	stop_loss
06-17 18:51	BTC	Buy	65893.3→65912.7	-0.35	timeout
06-17 16:37	BTC	Buy	65719.3→65915.7	+0.98	timeout
06-17 08:31	BTC	Buy	66731.3→65086.2	-12.81	stop_loss
06-16 18:05	BTC	Buy	66780.3→66078.7	-5.78	timeout
06-16 15:21	BTC	Buy	66669.3→65733.7	-7.54	timeout
06-16 08:09	BTC	Buy	65702.3→66358.7	+4.63	timeout
06-15 13:46	BTC	Buy	64323.2→66549.7	+16.87	timeout
06-15 12:43	BTC	Buy	64317.2→66419.7	+15.91	timeout
06-15 07:00	BTC	Buy	64264.2→65781.7	+11.34	timeout
06-14 08:41	BTC	Buy	63885.2→64448.8	+3.93	timeout
06-14 07:33	BTC	Buy	63733.2→64308.8	+4.07	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 08:26	BTC	Buy	63465.2→63784.8	+1.97	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 17:39	BTC	Buy	63160.2→63808.8	+4.67	timeout
06-12 07:57	BTC	Buy	62697.1→63097.8	+2.80	timeout
06-12 06:50	BTC	Buy	62784.1→62938.9	+0.74	timeout
06-11 16:10	BTC	Buy	62425.1→62693.9	+1.58	timeout
06-10 16:09	BTC	Buy	60965→62421.9	+11.45	timeout
06-10 15:08	BTC	Buy	61561.1→61961.9	+2.76	timeout
06-10 14:07	BTC	Buy	62103.1→62162.9	+0.01	timeout
06-09 14:47	BTC	Buy	62651.1→61106.4	-12.78	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.74	stop_loss
06-09 13:34	BTC	Buy	63416.2→62298.9	-9.24	timeout
06-09 12:30	BTC	Buy	63126.2→62601.9	-4.55	timeout
06-08 21:33	BTC	Buy	61769.1→63643.8	+14.69	timeout
06-08 11:37	BTC	Buy	62610.1→63776.8	+8.84	timeout
06-08 06:19	BTC	Buy	61800.1→63070.8	+9.82	timeout
06-07 15:26	BTC	Buy	60637→61844.9	+9.50	timeout
06-07 10:43	BTC	Buy	60377→62319.9	+15.66	timeout
06-07 05:57	BTC	Buy	60859→61704.9	+6.54	timeout
06-06 14:34	BTC	Buy	60539→60879	+2.36	timeout
06-06 04:27	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61615.1→60099.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60788→59293.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61594.1→60069.9	-12.81	stop_loss
06-05 13:52	BTC	Buy	62598.1→61049.4	-12.83	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 05:59	BTC	Buy	63813.2→62230.8	-12.81	stop_loss
06-05 02:37	BTC	Buy	63198.2→62908.9	-2.71	timeout
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64412.2→62824.4	-12.77	stop_loss
06-04 02:03	BTC	Buy	63221.2→61666.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64428.2→62843.4	-12.75	stop_loss
06-03 19:53	BTC	Buy	67065.4→65410	-12.82	stop_loss
06-03 19:53	BTC	Buy	67098.4→65439	-12.85	stop_loss
06-03 16:26	BTC	Buy	67227.4→65568.9	-12.80	stop_loss
06-03 03:49	BTC	Buy	67262.4→65606.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67387.4→65729.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67503.4→65843.8	-12.75	stop_loss
06-02 14:27	BTC	Buy	69451.5→67743.7	-12.75	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70898.5→69148.9	-12.86	stop_loss
06-02 09:29	BTC	Buy	71012.6→69262.9	-12.81	stop_loss
06-01 22:25	BTC	Buy	73975.7→71199.8	-19.36	stop_loss
06-01 05:16	BTC	Buy	74154.7→73457.3	-5.19	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-29 18:56	BTC	Buy	73690.7→73363.3	-2.70	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

38%

win rate

-377.23

total pnl ($)

-72.4 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	104	38%	-72.4	-377.23

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:40	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…