deribit_basis_zscore_long_feargate_v2 · strategy

120

closed trades

42%

win rate

-344.96

total pnl ($)

0.623

weight

7d window — n=25 wr=44% pnl=-80.44 · 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 00:55	BTC	Buy	59531→59835	+2.16	timeout
06-29 23:44	BTC	Buy	59708→60230	+3.95	timeout
06-29 22:13	BTC	Buy	59596→60376	+6.08	timeout
06-28 19:45	BTC	Buy	60158→59409	-6.65	timeout
06-28 18:40	BTC	Buy	60531→59566	-8.39	timeout
06-28 16:07	BTC	Buy	60787→59869	-8.01	timeout
06-27 18:14	BTC	Buy	60063→60495	+3.16	timeout
06-27 16:40	BTC	Buy	60198→60740	+4.05	timeout
06-27 15:38	BTC	Buy	60375→60872	+3.68	timeout
06-26 16:47	BTC	Buy	59196→60071	+6.86	timeout
06-26 15:45	BTC	Buy	59283→60321	+8.26	timeout
06-26 14:44	BTC	Buy	59469→59565	+0.31	timeout
06-25 13:59	BTC	Buy	59495→58031.1	-12.75	stop_loss
06-25 13:54	BTC	Buy	60092→58538.8	-13.32	stop_loss
06-25 13:53	BTC	Buy	60512→59023.5	-12.70	stop_loss
06-25 13:41	BTC	Buy	61801.1→60279.8	-12.75	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.51	take_profit
06-24 16:51	BTC	Buy	61136.1→59632.2	-12.73	stop_loss
06-24 14:13	BTC	Buy	62645.1→61102.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62697.1→61153.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62755.1→61211.3	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:17	BTC	Buy	63970.2→62392.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64138.2→62560.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64321.2→62722.5	-12.89	stop_loss
06-23 02:58	BTC	Buy	64232.2→64205.8	-0.65	timeout
06-23 01:49	BTC	Buy	64523.2→63931.8	-5.00	timeout
06-22 20:24	BTC	Buy	64089.2→64429.8	+2.17	timeout
06-22 02:12	BTC	Buy	64222.2→64508.8	+1.70	timeout
06-22 00:39	BTC	Buy	64296.2→63945.8	-3.21	timeout
06-21 18:42	BTC	Buy	63814.2→64129.8	+2.07	timeout
06-20 23:59	BTC	Buy	63515.2→64297.8	+5.71	timeout
06-20 22:25	BTC	Buy	63263.2→64188.8	+6.87	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.73	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:35	BTC	Buy	62619.1→62994.9	+2.55	timeout
06-18 15:57	BTC	Buy	63913.2→62341.7	-12.59	stop_loss
06-18 15:40	BTC	Buy	64287.2→62702.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64481.2→62886.4	-12.60	stop_loss
06-18 04:11	BTC	Buy	65401.3→63743.9	-13.13	stop_loss
06-17 19:41	BTC	Buy	65764.3→64146.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65802.3→64182.7	-12.78	stop_loss
06-17 17:35	BTC	Buy	65757.3→65891.7	+0.49	timeout
06-17 04:39	BTC	Buy	65832.3→65893.7	-0.03	timeout
06-17 03:26	BTC	Buy	65926.3→65712.7	-2.10	timeout
06-16 17:19	BTC	Buy	66888.3→65757.7	-9.00	timeout
06-16 04:12	BTC	Buy	65746.3→66149.7	+2.66	timeout
06-16 02:16	BTC	Buy	65747.3→66069.7	+2.00	timeout
06-15 15:47	BTC	Buy	64349.2→67177.6	+21.54	take_profit
06-15 02:51	BTC	Buy	64463.2→65462.7	+7.26	timeout
06-15 01:05	BTC	Buy	64522.2→65332.7	+5.81	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 01:46	BTC	Buy	63780.2→64582.8	+5.87	timeout
06-14 00:31	BTC	Buy	63534.2→64498.8	+7.12	timeout
06-13 19:34	BTC	Buy	63645.2→64162.8	+3.62	timeout
06-13 00:33	BTC	Buy	63634.2→63540.8	-1.28	timeout
06-12 23:28	BTC	Buy	63353.2→63444.8	+0.23	timeout
06-12 17:37	BTC	Buy	63147.2→63804.8	+4.74	timeout
06-12 00:08	BTC	Buy	61602.1→63760.8	+16.99	timeout
06-11 22:24	BTC	Buy	61230.1→63539.8	+18.28	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-10 16:30	BTC	Buy	61001→62262.9	+9.80	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62010.9	+3.24	timeout
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 14:18	BTC	Buy	63332.2→61772	-12.77	stop_loss
06-09 14:06	BTC	Buy	63621.2→62051.9	-12.78	stop_loss
06-09 05:56	BTC	Buy	62736.1→63298.8	+4.00	timeout
06-08 22:05	BTC	Buy	61822.1→63547.8	+13.47	timeout
06-08 20:46	BTC	Buy	61783.1→63352.8	+12.21	timeout
06-08 05:15	BTC	Buy	61816.1→62479.9	+4.91	timeout
06-07 19:42	BTC	Buy	60553→61265.9	+5.49	timeout
06-07 18:38	BTC	Buy	60613→62157.9	+12.34	timeout
06-07 04:55	BTC	Buy	60182→61839.9	+13.34	timeout
06-06 19:36	BTC	Buy	59668→60513	+6.69	timeout
06-06 18:31	BTC	Buy	60253→60531	+1.91	timeout
06-06 04:32	BTC	Buy	61199.1→59694.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60931→59432.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	61023.1→59522.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60426.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62492.1→60954.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62755.1→61211.3	-12.74	stop_loss
06-05 06:19	BTC	Buy	63292.2→61734	-12.71	stop_loss
06-05 05:59	BTC	Buy	63814.2→62215.8	-12.93	stop_loss
06-05 02:13	BTC	Buy	62310.1→63182.8	+6.56	timeout
06-04 09:29	BTC	Buy	64352.2→62765.5	-12.77	stop_loss
06-04 09:26	BTC	Buy	64466.2→62879.4	-12.75	stop_loss
06-04 02:02	BTC	Buy	63313.2→61756	-12.75	stop_loss
06-04 00:54	BTC	Buy	64546.2→62958.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65386.3→63777.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	67022.4→65367	-12.83	stop_loss
06-03 19:54	BTC	Buy	67049.4→65396	-12.82	stop_loss
06-03 19:43	BTC	Buy	66756.3→65810.7	-7.61	timeout
06-03 03:44	BTC	Buy	67351.4→65688.9	-12.80	stop_loss
06-03 03:43	BTC	Buy	67474.4→65813.8	-12.76	stop_loss
06-02 14:27	BTC	Buy	69423.5→67714.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

42%

win rate

-344.96

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	120	42%	-57.2	-344.96

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…