deribit_basis_zscore_long_gate_fear · strategy

130

closed trades

44%

win rate

-376.41

total pnl ($)

0.250

weight

7d window — n=38 wr=37% pnl=-178.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60352→58864.6	-12.78	stop_loss
06-28 19:53	BTC	Buy	60172→59310	-7.59	timeout
06-28 18:50	BTC	Buy	60505→59505	-8.70	timeout
06-28 09:33	BTC	Buy	60418→60327	-1.24	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.46	timeout
06-28 07:22	BTC	Buy	60369→60107	-2.60	timeout
06-27 19:41	BTC	Buy	59903→60139	+1.57	timeout
06-27 15:40	BTC	Buy	60469→60787	+2.19	timeout
06-27 02:36	BTC	Buy	58809.9→60228	+11.58	timeout
06-26 19:48	BTC	Buy	59175→59839	+5.04	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:14	BTC	Buy	59398→60020	+4.74	timeout
06-26 02:13	BTC	Buy	60140→58652.7	-12.81	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58146	-12.69	stop_loss
06-25 13:54	BTC	Buy	60004→58519.8	-12.77	stop_loss
06-25 13:53	BTC	Buy	60274→58783.7	-12.76	stop_loss
06-25 13:49	BTC	Buy	60727→59232.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61086.1→59582.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61258.1→59749.1	-12.74	stop_loss
06-24 14:17	BTC	Buy	62576.1→61017.4	-12.90	stop_loss
06-24 13:44	BTC	Buy	62904.1→61355.2	-12.76	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
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 06:21	BTC	Buy	64115.2→62537.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64157.2→62565.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64165.2→62565.6	-12.95	stop_loss
06-23 06:21	BTC	Buy	64348.2→62765.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64604.2→63011.3	-12.81	stop_loss
06-22 08:30	BTC	Buy	64019.2→64136.8	+0.41	timeout
06-22 07:26	BTC	Buy	64168.2→64248.8	+0.15	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:04	BTC	Buy	64250.2→64058.8	-1.96	timeout
06-22 03:35	BTC	Buy	64305.2→64205.8	-1.30	timeout
06-21 06:56	BTC	Buy	63713.2→64264.8	+3.88	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-21 04:51	BTC	Buy	63584.2→64362.8	+5.69	timeout
06-21 03:49	BTC	Buy	63440.2→64396.8	+7.09	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 02:40	BTC	Buy	62893.1→63351.8	+3.20	timeout
06-20 01:38	BTC	Buy	62886.1→63552.8	+4.84	timeout
06-20 00:34	BTC	Buy	63002.1→63663.8	+4.76	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-18 15:57	BTC	Buy	63878.2→62303.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64094.2→62506.6	-12.83	stop_loss
06-18 15:40	BTC	Buy	64321.2→62735.5	-12.76	stop_loss
06-18 15:37	BTC	Buy	64436.2→62846.4	-12.76	stop_loss
06-18 14:52	BTC	Buy	65205.3→63599	-12.76	stop_loss
06-18 09:27	BTC	Buy	65023.3→64260.8	-6.34	timeout
06-17 19:40	BTC	Buy	65817.3→64196.7	-12.80	stop_loss
06-17 19:38	BTC	Buy	65624.3→64361.8	-10.11	timeout
06-17 18:37	BTC	Buy	65841.3→65473.7	-3.34	timeout
06-17 15:29	BTC	Buy	65740.3→65327.7	-3.60	timeout
06-17 08:08	BTC	Buy	66342.3→65402.7	-7.49	timeout
06-16 20:20	BTC	Buy	66528.3→65781.7	-6.16	timeout
06-16 19:22	BTC	Buy	66543.3→65666.7	-7.12	timeout
06-16 18:03	BTC	Buy	66840.3→66185.7	-5.43	timeout
06-16 15:24	BTC	Buy	66646.3→65708.7	-7.57	timeout
06-16 07:51	BTC	Buy	65654.3→66332.7	+4.79	timeout
06-15 13:34	BTC	Buy	64228.2→66792.7	+19.54	timeout
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63924.2→66731.7	+21.53	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 06:58	BTC	Buy	64265.2→65827.7	+11.69	timeout
06-14 11:04	BTC	Buy	63835.2→64440.8	+4.29	timeout
06-14 09:49	BTC	Buy	63764.2→64558.8	+5.73	timeout
06-14 07:33	BTC	Buy	63733.2→64295.8	+3.96	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.00	timeout
06-14 01:48	BTC	Buy	63790.2→64598.8	+5.92	timeout
06-13 10:35	BTC	Buy	63707.2→63809.8	+0.27	timeout
06-13 09:27	BTC	Buy	63737.2→63783.8	-0.18	timeout
06-13 07:23	BTC	Buy	62975.1→63699.8	+5.29	timeout
06-12 17:39	BTC	Buy	63212.2→63814.8	+4.30	timeout
06-12 13:59	BTC	Buy	63030.2→63176.8	+0.64	timeout
06-12 10:09	BTC	Buy	62892.1→63714.8	+5.99	timeout
06-12 08:28	BTC	Buy	62905.1→63490.8	+4.10	timeout
06-12 06:51	BTC	Buy	62785.1→62920.9	+0.58	timeout
06-11 16:01	BTC	Buy	62535.1→62749.9	+1.13	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 18:59	BTC	Buy	61804.1→61838.9	-0.22	timeout
06-10 16:08	BTC	Buy	60933→62413.9	+11.66	timeout
06-10 15:07	BTC	Buy	61502.1→61957.9	+3.21	timeout
06-10 14:05	BTC	Buy	62205.1→62187.9	-0.61	timeout
06-09 15:56	BTC	Buy	62563.1→61024.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-09 14:39	BTC	Buy	62862.1→61314.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61592.1	-12.81	stop_loss
06-09 13:30	BTC	Buy	63628.2→62296.9	-10.89	timeout
06-09 12:28	BTC	Buy	63036.2→62619.9	-3.70	timeout
06-08 23:37	BTC	Buy	63130.2→63106.8	-0.66	timeout
06-08 22:36	BTC	Buy	63172.2→63326.8	+0.74	timeout
06-08 21:33	BTC	Buy	61784.1→63647.8	+14.60	timeout
06-08 06:23	BTC	Buy	61822.1→63039.8	+9.39	timeout
06-08 05:20	BTC	Buy	61918.1→62588.9	+4.96	timeout
06-07 18:52	BTC	Buy	60522→62049.9	+12.22	timeout

Paper vs Live

Paper (trades.jsonl)

130

closed

44%

win rate

-376.41

total pnl ($)

-57.6 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	130	44%	-57.6	-376.41

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…