deribit_basis_zscore_long_feargated · strategy

106

closed trades

36%

win rate

-407.44

total pnl ($)

0.706

weight

7d window — n=24 wr=33% pnl=-78.50 · 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 09:47	BTC	Buy	60031→59350	-6.11	timeout
06-30 08:25	BTC	Buy	59871→59415	-4.22	timeout
06-30 07:06	BTC	Buy	60002→59528	-4.38	timeout
06-29 08:05	BTC	Buy	60177→60007	-1.85	timeout
06-28 19:50	BTC	Buy	60190→59327	-7.61	timeout
06-28 18:46	BTC	Buy	60519→59570	-8.26	timeout
06-28 07:03	BTC	Buy	60315→60126	-2.00	timeout
06-27 19:40	BTC	Buy	59939→60155	+1.40	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 15:17	BTC	Buy	58932.9→59884	+7.60	timeout
06-26 14:19	BTC	Buy	59064→59805	+5.77	timeout
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 13:55	BTC	Buy	59874→58390.9	-12.77	stop_loss
06-25 13:46	BTC	Buy	61284.1→59777.1	-12.74	stop_loss
06-25 07:16	BTC	Buy	59232→61832.9	+21.52	take_profit
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 16:46	BTC	Buy	61576.1→60058	-12.75	stop_loss
06-24 14:13	BTC	Buy	62651.1→61100.4	-12.83	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62728.9	-2.89	timeout
06-23 06:21	BTC	Buy	64111.2→62533.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64144.2→62565.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64135.2→62555.6	-12.79	stop_loss
06-22 08:28	BTC	Buy	64025.2→64179.8	+0.71	timeout
06-22 07:23	BTC	Buy	64197.2→64230.8	-0.21	timeout
06-22 03:46	BTC	Buy	64400.2→64118.8	-2.71	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:08	BTC	Buy	63483.2→64207.8	+5.22	timeout
06-20 22:25	BTC	Buy	63263.2→64187.8	+6.86	timeout
06-20 00:23	BTC	Buy	62904.1→63464.8	+3.99	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.10	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-18 15:53	BTC	Buy	64016.2→62428.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64268.2→62668.5	-12.62	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 04:11	BTC	Buy	65374.3→63741.9	-12.94	stop_loss
06-17 19:50	BTC	Buy	65654.3→64031.8	-12.80	stop_loss
06-17 19:31	BTC	Buy	65698.3→64603.8	-8.80	timeout
06-17 16:17	BTC	Buy	65761.3→65955.7	+0.98	timeout
06-16 20:19	BTC	Buy	66510.3→65745.7	-6.29	timeout
06-16 18:03	BTC	Buy	66799.3→66168.7	-5.24	timeout
06-16 15:44	BTC	Buy	66887.3→65813.7	-8.50	timeout
06-15 13:47	BTC	Buy	64319.2→66482.7	+16.38	timeout
06-15 13:16	BTC	Buy	63919.2→66728.7	+21.55	take_profit
06-15 12:44	BTC	Buy	64329.2→66415.7	+15.79	timeout
06-14 10:17	BTC	Buy	63733.2→64519.8	+5.69	timeout
06-14 08:49	BTC	Buy	63842.2→64449.8	+4.27	timeout
06-14 07:47	BTC	Buy	63863.2→64370.8	+3.52	timeout
06-13 09:25	BTC	Buy	63637.2→63787.8	+0.64	timeout
06-13 08:23	BTC	Buy	63519.2→63756.8	+1.34	timeout
06-13 07:23	BTC	Buy	62968.1→63699.8	+5.35	timeout
06-12 09:22	BTC	Buy	62774.1→63616.8	+6.18	timeout
06-12 08:20	BTC	Buy	62802.1→63427.8	+4.42	timeout
06-12 06:50	BTC	Buy	62792.1→62926.9	+0.58	timeout
06-10 22:16	BTC	Buy	62624.1→61084.4	-12.75	stop_loss
06-10 16:09	BTC	Buy	60925→62357.9	+11.28	timeout
06-10 15:07	BTC	Buy	61519.1→61951.9	+3.03	timeout
06-10 14:05	BTC	Buy	62186.1→62193.9	-0.41	timeout
06-09 15:56	BTC	Buy	62592.1→61052.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 13:19	BTC	Buy	63928.2→62353.7	-12.74	stop_loss
06-09 12:28	BTC	Buy	63034.2→62618.9	-3.69	timeout
06-08 22:07	BTC	Buy	61742.1→63463.8	+13.46	timeout
06-08 06:23	BTC	Buy	61822.1→63035.8	+9.36	timeout
06-08 05:20	BTC	Buy	61832.1→62603.9	+5.79	timeout
06-07 16:40	BTC	Buy	60648→62219.9	+12.45	timeout
06-07 06:08	BTC	Buy	61085.1→61646.9	+4.20	timeout
06-07 05:06	BTC	Buy	59951→61811.9	+15.09	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-06 04:27	BTC	Buy	61307.1→59799.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61613.1→60096.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60935→59436.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 13:49	BTC	Buy	62740.1→61196.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	63007.2→61454.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62603.1→61061.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62762.1→61216.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63019.2→61468.2	-12.75	stop_loss
06-04 10:28	BTC	Buy	64114.2→62526.6	-12.81	stop_loss
06-04 02:04	BTC	Buy	62924.1→61376.2	-12.75	stop_loss
06-04 01:21	BTC	Buy	64304.2→62722.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65445.3→63834.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66308.3→64652.4	-12.98	stop_loss
06-03 19:55	BTC	Buy	66921.3→65270.1	-12.83	stop_loss
06-03 19:54	BTC	Buy	67016.4→65368	-12.78	stop_loss
06-03 03:49	BTC	Buy	67299.4→65643.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67385.4→65727.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67957.4→66262.5	-12.92	stop_loss
06-02 14:26	BTC	Buy	69518.5→67808.7	-12.76	stop_loss
06-02 02:07	BTC	Buy	71933.6→70161.4	-12.85	stop_loss
06-01 22:24	BTC	Buy	73421.7→71107.9	-16.34	stop_loss
06-01 22:24	BTC	Buy	73956.7→71107.9	-19.86	stop_loss
06-01 04:40	BTC	Buy	74168.7→73432.3	-5.44	timeout
05-31 18:57	BTC	Buy	74005.7→73583.3	-3.36	timeout
05-31 16:54	BTC	Buy	73896.7→73495.3	-3.22	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

36%

win rate

-407.44

total pnl ($)

-76.6 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	106	36%	-76.6	-407.44

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…