deribit_basis_zscore_long_feargate_v4

not live
78
closed trades
45%
win rate
-253.81
total pnl ($)
0.791
weight
7d window — n=18 wr=44% pnl=-73.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 16:48BTCBuy60783→59696-9.40timeout
06-27 18:59BTCBuy59642→60515+6.89timeout
06-27 15:40BTCBuy60467→60787+2.21timeout
06-26 15:58BTCBuy59524→60303+5.99timeout
06-26 14:13BTCBuy59457→59973+3.84timeout
06-25 13:55BTCBuy59865→58389.9-12.71stop_loss
06-25 13:53BTCBuy60434→58947.6-12.69stop_loss
06-24 16:51BTCBuy61376.1→59866.1-12.73stop_loss
06-24 14:02BTCBuy62730.1→61184.3-12.77stop_loss
06-24 13:48BTCBuy62810.1→61265.3-12.75stop_loss
06-24 12:08BTCBuy62442.1→62780.9+2.26timeout
06-24 08:28BTCBuy62082.1→62657.9+4.10timeout
06-23 08:17BTCBuy63988.2→62404.7-12.84stop_loss
06-23 08:17BTCBuy64036.2→62461.6-12.76stop_loss
06-22 23:31BTCBuy63458.2→63994.8+3.77timeout
06-22 22:21BTCBuy63711.2→64202.8+3.41timeout
06-21 22:42BTCBuy64229.2→63644.8-4.98timeout
06-21 21:24BTCBuy63920.2→63667.8-2.43timeout
06-20 22:00BTCBuy63048.2→63966.8+6.84timeout
06-20 20:59BTCBuy63235.2→63879.8+4.66timeout
06-19 19:59BTCBuy62953.1→62978.9-0.28timeout
06-19 17:17BTCBuy62524.1→63004.8+3.39timeout
06-18 15:57BTCBuy63895.2→62294.7-12.86stop_loss
06-18 15:40BTCBuy64327.2→62736.5-12.59stop_loss
06-18 04:11BTCBuy65378.3→63738.9-13.00stop_loss
06-17 19:40BTCBuy65815.3→64196.7-12.74stop_loss
06-17 16:02BTCBuy65892.3→65838.7-0.93timeout
06-17 02:35BTCBuy65785.3→65878.7+0.21timeout
06-16 13:09BTCBuy66572.3→66157.7-3.65timeout
06-16 00:50BTCBuy65520.3→66280.7+5.37timeout
06-15 11:05BTCBuy64452.2→65934.7+11.06timeout
06-14 21:51BTCBuy64443.2→65433.7+7.19timeout
06-14 08:08BTCBuy63762.2→64403.8+4.55timeout
06-13 21:11BTCBuy63551.2→64250.8+5.03timeout
06-13 04:47BTCBuy63684.2→63593.8-1.15timeout
06-12 20:58BTCBuy63374.2→63433.8-0.00timeout
06-12 01:41BTCBuy62270.1→63325.8+7.92timeout
06-11 19:30BTCBuy61184.1→63872.8+21.41take_profit
06-10 22:17BTCBuy62606.1→61066.4-12.75stop_loss
06-10 17:07BTCBuy61474.1→62174.9+5.19timeout
06-10 15:12BTCBuy61526.1→61898.9+2.53timeout
06-09 14:21BTCBuy63163.2→61609.1-12.75stop_loss
06-09 14:11BTCBuy63560.2→61996.9-12.75stop_loss
06-09 06:11BTCBuy62917.1→63363.8+3.05timeout
06-08 17:20BTCBuy62267.1→63450.8+8.96timeout
06-08 05:23BTCBuy61842.1→62608.9+5.75timeout
06-07 15:21BTCBuy60619→61736.9+8.76timeout
06-07 05:10BTCBuy60176→61773.9+12.85timeout
06-06 14:30BTCBuy60391→60834+3.22timeout
06-06 04:27BTCBuy61308.1→59799.1-12.76stop_loss
06-05 21:15BTCBuy59383→61989.9+21.50take_profit
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 13:49BTCBuy62857.1→61311.3-12.75stop_loss
06-05 06:23BTCBuy62815.1→61269.3-12.70stop_loss
06-05 06:21BTCBuy63123.2→61566.1-12.78stop_loss
06-05 03:11BTCBuy63839.2→62268.7-12.72stop_loss
06-04 11:10BTCBuy63783.2→62214.8-12.72stop_loss
06-04 00:29BTCBuy65167.3→63565-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:54BTCBuy66991.3→65324.1-12.93stop_loss
06-03 19:53BTCBuy67102.4→65451-12.79stop_loss
06-02 23:04BTCBuy67806.4→66138.6-12.75stop_loss
06-02 22:58BTCBuy67963.4→66283.5-12.81stop_loss
06-02 12:34BTCBuy70845.5→69099-12.84stop_loss
06-02 12:17BTCBuy70956.5→69211.9-12.79stop_loss
06-01 15:33BTCBuy73502.7→71307.8-15.46stop_loss
06-01 15:33BTCBuy73525.7→71307.8-15.67stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.19timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:45BTCBuy73539.7→73938.3+2.11timeout
05-30 11:40BTCBuy73460.7→73592.3+0.40timeout
05-30 08:42BTCBuy73782.7→73494.3-2.45timeout
05-29 10:57BTCBuy73416.7→73639.3+1.02timeout
05-29 09:55BTCBuy73534.7→73699.3+0.59timeout
05-29 08:51BTCBuy73318.7→73658.3+1.82timeout
05-29 07:49BTCBuy73389.7→73371.3-0.59timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
45%
win rate
-253.81
total pnl ($)
-64.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7845%-64.7-253.81

Recent bounces (last 20 of 1)

timesymsidereason
06-28 18:18BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems