deribit_basis_zscore_long_fear_gated_v3

not live
78
closed trades
42%
win rate
-207.08
total pnl ($)
0.761
weight
7d window — n=17 wr=35% pnl=-82.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:04BTCBuy60213→59486-6.46timeout
06-28 19:02BTCBuy60563→59564-8.68timeout
06-27 19:55BTCBuy59843→60125+1.96timeout
06-27 18:51BTCBuy59645→60499+6.73timeout
06-26 16:02BTCBuy59515→60338+6.35timeout
06-26 14:46BTCBuy59383→59621+1.50timeout
06-25 13:57BTCBuy59715→58245.9-12.66stop_loss
06-25 13:53BTCBuy60351→58866.6-12.65stop_loss
06-24 17:20BTCBuy60976→59472.3-12.77stop_loss
06-24 14:17BTCBuy62588.1→61047.4-12.75stop_loss
06-24 13:57BTCBuy62747.1→61201.3-12.76stop_loss
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-24 06:43BTCBuy62927.1→62794.9-1.50timeout
06-23 06:21BTCBuy64238.2→62657.5-12.76stop_loss
06-23 05:22BTCBuy65042.3→63423.1-12.92stop_loss
06-22 20:20BTCBuy64055.2→64467.8+2.75timeout
06-22 12:36BTCBuy63916.2→64924.8+7.29timeout
06-21 18:44BTCBuy63814.2→64131.8+2.08timeout
06-21 09:39BTCBuy63621.2→64149.8+3.59timeout
06-20 18:27BTCBuy63120.2→63818.8+5.09timeout
06-20 07:04BTCBuy62813.1→63632.8+6.07timeout
06-19 17:16BTCBuy62488.1→62966.9+3.39timeout
06-19 05:03BTCBuy63765.2→62545.9-9.95timeout
06-18 15:38BTCBuy64399.2→62811.4-12.50stop_loss
06-18 04:11BTCBuy65354.3→63743.9-12.78stop_loss
06-17 19:42BTCBuy65727.3→64110.7-12.75stop_loss
06-17 17:11BTCBuy65820.3→65913.7+0.16timeout
06-16 23:21BTCBuy66168.3→65641.7-4.51timeout
06-16 15:21BTCBuy66668.3→65739.7-7.49timeout
06-15 22:16BTCBuy65122.3→66333.7+8.81timeout
06-15 13:19BTCBuy63999.2→66809.7+21.52take_profit
06-14 21:33BTCBuy64253.2→64830.8+4.00timeout
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-13 21:13BTCBuy63581.2→64198.8+4.38timeout
06-13 19:11BTCBuy63664.2→64144.8+3.32timeout
06-12 20:53BTCBuy63348.2→63401.8-0.05timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 19:20BTCBuy61690.1→63655.8+15.35timeout
06-11 16:10BTCBuy62415.1→62710.9+1.82timeout
06-10 16:06BTCBuy60939→62502.9+12.33timeout
06-10 15:01BTCBuy61403.1→62388.9+7.54timeout
06-09 14:36BTCBuy62900.1→61352.2-12.76stop_loss
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 22:54BTCBuy63057.2→63298.8+1.44timeout
06-08 22:04BTCBuy61807.1→63480.8+13.05timeout
06-07 22:14BTCBuy60620→63281.8+21.51take_profit
06-07 21:49BTCBuy60813→61703.9+6.90timeout
06-06 20:23BTCBuy60867→60585-2.70timeout
06-06 19:22BTCBuy59431→60605+9.48timeout
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 18:52BTCBuy60875→59378.3-12.75stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 14:26BTCBuy61876.1→60354.8-12.74stop_loss
06-05 12:07BTCBuy62477.1→62077.9-3.68timeout
06-05 06:22BTCBuy62872.1→61326.3-12.69stop_loss
06-04 09:30BTCBuy64302.2→62720.5-12.74stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:54BTCBuy66943.3→65296.1-12.79stop_loss
06-03 19:52BTCBuy67145.4→65494-12.79stop_loss
06-03 03:43BTCBuy67428.4→65768.8-12.76stop_loss
06-03 03:43BTCBuy67523.4→65856.8-12.80stop_loss
06-02 14:08BTCBuy70228.5→68499.3-12.79stop_loss
06-02 12:17BTCBuy70962.5→69215.9-12.81stop_loss
06-01 05:17BTCBuy74154.7→73438.3-5.32timeout
06-01 02:37BTCBuy73897.7→73462.3-3.48timeout
05-31 12:07BTCBuy73571.7→73864.3+1.41timeout
05-31 10:07BTCBuy73578.7→73814.3+1.01timeout
05-30 18:30BTCBuy73776.7→73930.3+0.48timeout
05-30 16:45BTCBuy73974.7→73926.3-0.89timeout
05-30 14:59BTCBuy73073.7→73887.3+4.97timeout
05-30 09:54BTCBuy73703.7→73573.3-1.36timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 12:19BTCBuy73326.7→73361.3-0.25timeout
05-29 10:07BTCBuy73502.7→73649.3+0.46timeout
05-29 09:00BTCBuy73294.7→73627.3+1.76timeout
05-29 07:53BTCBuy73378.7→73390.3-0.41timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
42%
win rate
-207.08
total pnl ($)
-52.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7842%-52.6-207.08

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems