deribit_basis_zscore_long_feargate_v3 · strategy

181

closed trades

38%

win rate

-639.18

total pnl ($)

0.283

weight

7d window — n=37 wr=35% pnl=-140.80 · 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 11:41	BTC	Buy	59808→59175	-5.72	timeout
06-30 08:23	BTC	Buy	59855→59401	-4.21	timeout
06-30 07:17	BTC	Buy	60093→59495	-5.41	timeout
06-30 01:03	BTC	Buy	59461→59810	+2.55	timeout
06-29 23:48	BTC	Buy	59714→60256	+4.12	timeout
06-29 08:37	BTC	Buy	60250→59870	-3.75	timeout
06-29 05:11	BTC	Buy	60016→59535	-4.48	timeout
06-29 04:06	BTC	Buy	60181→59933	-2.52	timeout
06-28 19:42	BTC	Buy	60141→59399	-6.61	timeout
06-28 18:38	BTC	Buy	60531→59600	-8.12	timeout
06-28 06:36	BTC	Buy	60266→59940	-3.14	timeout
06-27 22:20	BTC	Buy	59942→59977	-0.11	timeout
06-27 21:20	BTC	Buy	59694→60353	+5.14	timeout
06-27 19:08	BTC	Buy	59844→60542	+5.42	timeout
06-27 17:59	BTC	Buy	60016→60496	+3.57	timeout
06-27 04:01	BTC	Buy	59886→60318	+3.16	timeout
06-26 20:26	BTC	Buy	59694→59715	-0.35	timeout
06-26 19:25	BTC	Buy	59220→59910	+5.28	timeout
06-26 16:48	BTC	Buy	59299→60062	+5.88	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 02:16	BTC	Buy	59890→58411.9	-12.78	stop_loss
06-25 17:23	BTC	Buy	59379→59488	+0.50	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60808→59312.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62462.1→60892.5	-12.99	stop_loss
06-24 13:48	BTC	Buy	62803.1→61256.3	-12.76	stop_loss
06-24 11:18	BTC	Buy	62375.1→62362.9	-0.54	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62730.9	+2.84	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.66	stop_loss
06-23 06:21	BTC	Buy	64212.2→62631.5	-12.57	stop_loss
06-23 06:21	BTC	Buy	64277.2→62696.5	-12.59	stop_loss
06-23 06:21	BTC	Buy	64294.2→62707.5	-12.61	stop_loss
06-23 04:56	BTC	Buy	64055.2→63629.8	-3.79	timeout
06-22 07:04	BTC	Buy	64230.2→64074.8	-1.74	timeout
06-22 06:01	BTC	Buy	64221.2→64196.8	-0.72	timeout
06-22 04:36	BTC	Buy	64548.2→64014.8	-4.61	timeout
06-22 03:33	BTC	Buy	64309.2→64318.8	-0.39	timeout
06-22 00:45	BTC	Buy	64265.2→63879.8	-3.52	timeout
06-21 03:50	BTC	Buy	63452.2→64396.8	+6.99	timeout
06-21 01:43	BTC	Buy	63520.2→64193.8	+4.86	timeout
06-21 00:04	BTC	Buy	63525.2→64224.8	+5.04	timeout
06-20 21:51	BTC	Buy	63098.2→64047.8	+7.05	timeout
06-20 19:20	BTC	Buy	62981.1→63865.8	+6.59	timeout
06-19 22:22	BTC	Buy	62775.1→63199.8	+2.91	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.04	timeout
06-19 17:33	BTC	Buy	62718.1→62973.9	+1.57	timeout
06-19 15:55	BTC	Buy	62483.1→63214.8	+5.44	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64085.2→62506.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.66	stop_loss
06-18 15:40	BTC	Buy	64311.2→62725.5	-12.51	stop_loss
06-18 11:44	BTC	Buy	64784.2→63892.8	-7.38	timeout
06-18 10:44	BTC	Buy	64903.2→63970.8	-7.71	timeout
06-18 09:41	BTC	Buy	64955.2→64255.8	-5.95	timeout
06-18 08:40	BTC	Buy	64952.2→64523.8	-3.79	timeout
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 16:31	BTC	Buy	65703.3→66060.7	+2.21	timeout
06-17 08:39	BTC	Buy	66555.3→64914.3	-12.81	stop_loss
06-17 08:31	BTC	Buy	66807.3→65164.1	-12.78	stop_loss
06-17 08:02	BTC	Buy	66383.3→65420.7	-7.71	timeout
06-17 06:52	BTC	Buy	66499.3→65639.7	-6.94	timeout
06-16 15:21	BTC	Buy	66669.3→65733.7	-7.54	timeout
06-16 09:09	BTC	Buy	65670.3→66734.7	+7.65	timeout
06-16 08:03	BTC	Buy	65731.3→66327.7	+4.17	timeout
06-16 06:56	BTC	Buy	65844.3→66476.7	+4.43	timeout
06-16 05:25	BTC	Buy	65804.3→66049.7	+1.47	timeout
06-15 13:06	BTC	Buy	63810.2→66616.7	+21.55	take_profit
06-15 08:08	BTC	Buy	64417.2→65672.7	+9.28	timeout
06-15 07:01	BTC	Buy	64256.2→65699.7	+10.77	timeout
06-15 02:59	BTC	Buy	64474.2→65426.7	+6.90	timeout
06-14 21:49	BTC	Buy	64480.2→65339.7	+6.17	timeout
06-14 20:03	BTC	Buy	64251.2→63815.8	-3.89	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-14 04:55	BTC	Buy	63590.2→64303.8	+5.20	timeout
06-14 01:44	BTC	Buy	63760.2→64567.8	+5.91	timeout
06-13 20:46	BTC	Buy	63512.2→64221.8	+5.12	timeout
06-13 19:34	BTC	Buy	63636.2→64172.8	+3.77	timeout
06-13 05:28	BTC	Buy	63456.2→63561.8	+0.39	timeout
06-13 04:27	BTC	Buy	63764.2→63515.8	-2.39	timeout
06-13 00:35	BTC	Buy	63628.2→63542.8	-1.21	timeout
06-12 20:16	BTC	Buy	63488.2→63516.8	-0.24	timeout
06-12 15:19	BTC	Buy	62601.1→64286.8	+12.93	timeout
06-12 04:55	BTC	Buy	62762.1→63677.8	+6.78	timeout
06-12 01:27	BTC	Buy	62099.1→63297.8	+9.09	timeout
06-12 00:10	BTC	Buy	61615.1→63709.8	+16.44	timeout
06-11 19:30	BTC	Buy	61177.1→63864.8	+21.40	take_profit
06-11 14:51	BTC	Buy	61922.1→62904.9	+7.39	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.23	timeout
06-10 17:05	BTC	Buy	61627.1→62328.9	+5.19	timeout

Paper vs Live

Paper (trades.jsonl)

181

closed

38%

win rate

-639.18

total pnl ($)

-70.4 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	181	38%	-70.4	-639.18

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…