deribit_basis_zscore_long_fear_gate_x2032874 · strategy

159

closed trades

38%

win rate

-488.98

total pnl ($)

0.250

weight

7d window — n=35 wr=29% pnl=-160.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 13:40	BTC	Buy	58523.9→58970.1	+3.22	timeout
07-01 01:12	BTC	Buy	59469→58006.1	-12.81	stop_loss
06-30 14:34	BTC	Buy	59553→58976.1	-5.32	timeout
06-30 12:58	BTC	Buy	59886→58411.9	-12.74	stop_loss
06-30 12:22	BTC	Buy	60348→58863.6	-12.73	stop_loss
06-30 07:18	BTC	Buy	60099→59460	-5.75	timeout
06-30 05:57	BTC	Buy	60030→59607	-3.93	timeout
06-29 17:21	BTC	Buy	59607→60427	+6.28	timeout
06-29 14:05	BTC	Buy	60721→59226.4	-12.77	stop_loss
06-29 08:07	BTC	Buy	60148→59956	-2.08	timeout
06-29 06:54	BTC	Buy	59997→60088	+0.29	timeout
06-29 05:53	BTC	Buy	59926→59932	-0.42	timeout
06-29 04:46	BTC	Buy	60136→59783	-3.38	timeout
06-28 15:43	BTC	Buy	60777→59934	-7.43	timeout
06-28 07:39	BTC	Buy	60407→60187	-2.25	timeout
06-28 06:34	BTC	Buy	60298→59939	-3.42	timeout
06-27 21:06	BTC	Buy	59668→60325	+5.11	timeout
06-27 16:47	BTC	Buy	60044→60748	+5.40	timeout
06-27 14:45	BTC	Buy	59555→60624	+8.52	timeout
06-27 06:13	BTC	Buy	59703→60082	+2.73	timeout
06-27 05:12	BTC	Buy	59906→60260	+2.51	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 15:30	BTC	Buy	59230→60204	+7.67	timeout
06-26 13:19	BTC	Buy	59964→58479.8	-12.84	stop_loss
06-26 02:24	BTC	Buy	59773→58300.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59876→58399.9	-12.77	stop_loss
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.67	stop_loss
06-25 13:48	BTC	Buy	60969→59467.3	-12.71	stop_loss
06-25 13:41	BTC	Buy	61873.1→60345.8	-12.78	stop_loss
06-25 07:16	BTC	Buy	59232→61832.9	+21.52	take_profit
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 16:46	BTC	Buy	61576.1→60058	-12.75	stop_loss
06-24 14:19	BTC	Buy	62441.1→60888.5	-12.88	stop_loss
06-24 14:17	BTC	Buy	62599.1→61059.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62651.1→61100.4	-12.83	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62728.9	-2.91	timeout
06-24 06:43	BTC	Buy	62877.1→62787.9	-1.21	timeout
06-24 05:47	BTC	Buy	63354.2→62904.9	-4.05	timeout
06-23 08:24	BTC	Buy	63804.2→62232.8	-12.76	stop_loss
06-23 08:17	BTC	Buy	64011.2→62436.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64111.2→62533.6	-12.78	stop_loss
06-23 05:24	BTC	Buy	64203.2→63416.8	-6.61	timeout
06-23 04:22	BTC	Buy	63961.2→63886.8	-1.05	timeout
06-23 03:14	BTC	Buy	64027.2→63982.8	-0.80	timeout
06-22 22:00	BTC	Buy	63656.2→64304.8	+4.64	timeout
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 05:06	BTC	Buy	64231.2→64093.8	-1.54	timeout
06-22 03:37	BTC	Buy	64289.2→64172.8	-1.43	timeout
06-22 02:09	BTC	Buy	64220.2→64503.8	+1.68	timeout
06-21 21:26	BTC	Buy	63940.2→63656.8	-2.67	timeout
06-21 04:47	BTC	Buy	63523.2→64434.8	+6.74	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 01:57	BTC	Buy	63543.2→64239.8	+4.98	timeout
06-21 00:49	BTC	Buy	63565.2→64236.8	+4.78	timeout
06-20 18:42	BTC	Buy	63014.2→63807.8	+5.86	timeout
06-20 01:20	BTC	Buy	63017.2→63450.8	+2.99	timeout
06-20 00:15	BTC	Buy	62850.1→63492.8	+4.66	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.69	stop_loss
06-18 15:53	BTC	Buy	64016.2→62428.6	-12.72	stop_loss
06-18 15:51	BTC	Buy	64122.2→62542.6	-12.70	stop_loss
06-18 12:24	BTC	Buy	64684.2→64121.8	-4.80	timeout
06-18 11:23	BTC	Buy	64641.2→63906.8	-6.20	timeout
06-18 10:17	BTC	Buy	64898.2→63936.8	-7.94	timeout
06-18 09:19	BTC	Buy	64992.2→64439.8	-4.80	timeout
06-18 05:04	BTC	Buy	65291.3→63682	-12.80	stop_loss
06-17 08:44	BTC	Buy	66499.3→64864.3	-12.78	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.79	stop_loss
06-17 08:31	BTC	Buy	66741.3→65098.2	-12.79	stop_loss
06-17 08:07	BTC	Buy	66339.3→65442.7	-7.22	timeout
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 09:13	BTC	Buy	65663.3→66704.7	+7.48	timeout
06-16 08:09	BTC	Buy	65703.3→66359.7	+4.57	timeout
06-16 07:02	BTC	Buy	65728.3→66371.7	+4.52	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-16 03:58	BTC	Buy	65923.3→66113.7	+1.04	timeout
06-15 07:06	BTC	Buy	64239.2→65753.7	+11.32	timeout
06-15 04:53	BTC	Buy	64332.2→65654.7	+9.80	timeout
06-15 03:45	BTC	Buy	64464.2→65809.7	+9.95	timeout
06-15 02:40	BTC	Buy	64504.2→65606.7	+8.06	timeout
06-14 22:27	BTC	Buy	64504.2→65120.7	+4.28	timeout
06-14 06:07	BTC	Buy	63546.2→64403.8	+6.31	timeout
06-14 04:39	BTC	Buy	63590.2→64406.8	+6.02	timeout
06-14 02:50	BTC	Buy	63553.2→64470.8	+6.79	timeout
06-14 01:49	BTC	Buy	63790.2→64606.8	+5.98	timeout
06-13 21:30	BTC	Buy	63496.2→64234.8	+5.34	timeout
06-13 03:28	BTC	Buy	63392.2→63442.8	-0.06	timeout
06-13 00:52	BTC	Buy	63677.2→63547.8	-1.55	timeout
06-12 22:41	BTC	Buy	63498.2→63491.8	-0.55	timeout
06-12 09:48	BTC	Buy	62894.1→63823.8	+6.85	timeout
06-12 08:48	BTC	Buy	62983.1→63394.8	+2.74	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

38%

win rate

-488.98

total pnl ($)

-61.2 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	159	38%	-61.2	-488.98

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…