deribit_basis_zscore_long_feargate_v5 · strategy

149

closed trades

44%

win rate

-412.07

total pnl ($)

0.250

weight

7d window — n=39 wr=33% pnl=-181.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:56	BTC	Buy	60181→60053	-1.50	timeout
06-29 06:46	BTC	Buy	59944→60052	+0.43	timeout
06-29 05:44	BTC	Buy	59896→59880	-0.60	timeout
06-29 04:38	BTC	Buy	60097→59865	-2.39	timeout
06-28 22:53	BTC	Buy	60360→58869.6	-12.81	stop_loss
06-28 04:51	BTC	Buy	60289→60149	-1.62	timeout
06-27 22:25	BTC	Buy	59912→60014	+0.46	timeout
06-27 21:25	BTC	Buy	59758→60377	+4.80	timeout
06-27 20:22	BTC	Buy	59704→60272	+4.36	timeout
06-27 17:05	BTC	Buy	60126→60409	+1.89	timeout
06-27 02:55	BTC	Buy	58512.9→60310	+14.91	timeout
06-26 21:26	BTC	Buy	59616→59774	+0.81	timeout
06-26 20:21	BTC	Buy	59594→59716	+0.48	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.44	timeout
06-26 15:26	BTC	Buy	59213→60277	+8.44	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59624→58158	-12.67	stop_loss
06-25 13:57	BTC	Buy	59829→58348.9	-12.74	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60283→58773.7	-12.89	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61363.1→59852.1	-12.74	stop_loss
06-24 14:19	BTC	Buy	62535.1→60966.5	-12.99	stop_loss
06-24 14:13	BTC	Buy	62614.1→61072.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62673.1→61127.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62793.1→61248.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62874.1→61328.3	-12.74	stop_loss
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-1.93	timeout
06-24 05:55	BTC	Buy	63382.2→62849.9	-4.71	timeout
06-23 08:17	BTC	Buy	64048.2→62465.6	-12.82	stop_loss
06-23 06:48	BTC	Buy	63986.2→62915.9	-8.84	timeout
06-23 06:20	BTC	Buy	64485.2→62899.4	-12.76	stop_loss
06-23 05:46	BTC	Buy	64206.2→63343.8	-7.20	timeout
06-23 04:45	BTC	Buy	63938.2→63781.8	-1.70	timeout
06-23 02:29	BTC	Buy	64547.2→64149.8	-3.53	timeout
06-22 20:00	BTC	Buy	64171.2→64470.8	+1.85	timeout
06-22 06:09	BTC	Buy	64177.2→64246.8	+0.08	timeout
06-22 05:04	BTC	Buy	64244.2→64058.8	-1.91	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.39	timeout
06-22 02:08	BTC	Buy	64213.2→64515.8	+1.82	timeout
06-21 18:55	BTC	Buy	63762.2→64143.8	+2.59	timeout
06-21 04:48	BTC	Buy	63521.2→64434.8	+6.76	timeout
06-21 03:36	BTC	Buy	63401.2→64291.8	+6.58	timeout
06-21 01:54	BTC	Buy	63549.2→64246.8	+4.99	timeout
06-21 00:45	BTC	Buy	63559.2→64258.8	+5.00	timeout
06-20 18:16	BTC	Buy	63133.2→63822.8	+5.00	timeout
06-20 01:19	BTC	Buy	63035.2→63433.8	+2.71	timeout
06-20 00:15	BTC	Buy	62829.1→63492.8	+4.82	timeout
06-19 21:26	BTC	Buy	62950.1→63149.8	+1.08	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:57	BTC	Buy	63900.2→62320.7	-12.67	stop_loss
06-18 15:57	BTC	Buy	63934.2→62348.7	-12.80	stop_loss
06-18 15:51	BTC	Buy	64128.2→62550.6	-12.78	stop_loss
06-18 15:40	BTC	Buy	64236.2→62656.5	-12.74	stop_loss
06-18 15:37	BTC	Buy	64445.2→62845.4	-12.85	stop_loss
06-18 11:23	BTC	Buy	64665.2→63879.8	-6.60	timeout
06-18 10:17	BTC	Buy	64910.2→63951.8	-7.93	timeout
06-18 09:15	BTC	Buy	64963.2→64349.8	-5.21	timeout
06-18 05:03	BTC	Buy	65342.3→63734.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65661.3→64029.8	-12.89	stop_loss
06-17 08:44	BTC	Buy	66516.3→64880.3	-12.75	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66728.3→65086.2	-12.74	stop_loss
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.64	timeout
06-17 07:02	BTC	Buy	66349.3→65575.7	-6.31	timeout
06-16 09:07	BTC	Buy	65670.3→66817.7	+8.31	timeout
06-16 08:04	BTC	Buy	65723.3→66316.7	+4.10	timeout
06-16 07:00	BTC	Buy	65725.3→66390.7	+4.69	timeout
06-16 05:24	BTC	Buy	65797.3→66057.7	+1.58	timeout
06-16 03:57	BTC	Buy	65936.3→66091.7	+0.77	timeout
06-15 07:04	BTC	Buy	64257.2→65744.7	+11.11	timeout
06-15 04:56	BTC	Buy	64336.2→65609.7	+9.42	timeout
06-15 03:51	BTC	Buy	64498.2→65866.7	+10.13	timeout
06-15 02:46	BTC	Buy	64467.2→65546.7	+7.88	timeout
06-14 22:31	BTC	Buy	64503.2→65255.7	+5.33	timeout
06-14 06:09	BTC	Buy	63569.2→64438.8	+6.40	timeout
06-14 04:09	BTC	Buy	63469.2→64489.8	+7.63	timeout
06-14 02:50	BTC	Buy	63553.2→64470.8	+6.79	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 21:30	BTC	Buy	63496.2→64238.8	+5.38	timeout
06-13 00:38	BTC	Buy	63730.2→63567.8	-1.82	timeout
06-12 22:32	BTC	Buy	63569.2→63562.8	-0.55	timeout
06-12 17:33	BTC	Buy	63335.2→63772.8	+2.99	timeout
06-12 09:55	BTC	Buy	62950.1→63766.8	+5.95	timeout
06-12 08:56	BTC	Buy	62906.1→63430.8	+3.63	timeout
06-12 00:35	BTC	Buy	61802.1→63622.8	+14.15	timeout
06-11 22:22	BTC	Buy	61246.1→63578.8	+18.46	timeout
06-11 16:01	BTC	Buy	62498.1→62731.9	+1.27	timeout
06-11 09:28	BTC	Buy	61176.1→62793.9	+12.64	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 18:58	BTC	Buy	61775.1→61841.9	+0.03	timeout
06-10 16:12	BTC	Buy	61080.1→62410.9	+10.39	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 14:47	BTC	Buy	62656.1→61111.4	-12.78	stop_loss
06-09 14:44	BTC	Buy	62823.1→61277.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

149

closed

44%

win rate

-412.07

total pnl ($)

-55.1 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	149	44%	-55.1	-412.07

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:39	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…