deribit_basis_zscore_low_fear_gate_long · strategy

closed trades

58%

win rate

-122.98

total pnl ($)

1.043

weight

7d window — n=17 wr=59% pnl=-27.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 66 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 19:06	BTC	Buy	60015→60141	+0.52	timeout
06-28 11:38	BTC	Buy	59987→60241	+1.64	timeout
06-28 05:38	BTC	Buy	60581→59877	-6.26	timeout
06-27 02:15	BTC	Buy	59947→60097	+0.80	timeout
06-26 20:14	BTC	Buy	60216→59670	-5.03	timeout
06-26 13:44	BTC	Buy	59272→59457	+1.09	timeout
06-26 07:16	BTC	Buy	59233→60540	+10.61	timeout
06-26 01:52	BTC	Buy	59193→59385	+1.20	timeout
06-25 13:45	BTC	Buy	61887.1→59994	-15.72	stop_loss
06-25 13:08	BTC	Buy	60732→61145.9	+3.00	timeout
06-25 06:34	BTC	Buy	59660→61692.9	+16.60	timeout
06-24 16:46	BTC	Buy	61982.1→60081.9	-15.75	stop_loss
06-24 15:31	BTC	Buy	62628.1→60709.6	-15.70	stop_loss
06-24 13:17	BTC	Buy	62797.1→62073.9	-6.20	timeout
06-24 06:55	BTC	Buy	62213.1→62742.9	+3.77	timeout
06-24 00:09	BTC	Buy	62441.1→62864.9	+2.94	timeout
06-23 18:34	BTC	Buy	62872.1→62252.9	-5.38	timeout
06-23 08:27	BTC	Buy	63989.2→62030.9	-15.73	stop_loss
06-20 17:55	BTC	Buy	63651.2→63823.8	+0.90	timeout
06-20 07:18	BTC	Buy	63024.2→63651.8	+4.53	timeout
06-19 19:45	BTC	Buy	62529.1→62987.9	+3.20	timeout
06-18 08:54	BTC	Buy	64265.2→64404.8	+0.62	timeout
06-17 13:51	BTC	Buy	65842.3→65264.7	-4.85	timeout
06-16 19:00	BTC	Buy	66422.3→65797.7	-5.19	timeout
06-16 09:24	BTC	Buy	66525.3→66620.7	+0.27	timeout
06-15 23:58	BTC	Buy	66201.3→66299.7	+0.29	timeout
06-15 17:52	BTC	Buy	65769.3→66892.7	+8.03	timeout
06-15 10:26	BTC	Buy	65192.3→65715.7	+3.57	timeout
06-14 23:17	BTC	Buy	64528.2→65597.7	+7.81	timeout
06-14 17:16	BTC	Buy	64342.2→63943.8	-3.58	timeout
06-14 11:14	BTC	Buy	64435.2→64538.8	+0.35	timeout
06-14 05:12	BTC	Buy	63955.2→64317.8	+2.40	timeout
06-13 23:07	BTC	Buy	63847.2→64424.8	+4.06	timeout
06-13 16:49	BTC	Buy	63619.2→63948.8	+2.14	timeout
06-12 19:44	BTC	Buy	63037.2→63621.8	+4.18	timeout
06-12 05:36	BTC	Buy	63181.2→63435.8	+1.54	timeout
06-11 22:57	BTC	Buy	63030.2→63508.8	+3.28	timeout
06-11 16:57	BTC	Buy	62748.1→62558.9	-1.99	timeout
06-11 10:24	BTC	Buy	61172.1→62815.9	+12.91	timeout
06-11 03:49	BTC	Buy	62177.1→62430.9	+1.52	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.27	timeout
06-09 14:44	BTC	Buy	63197.2→61262.3	-15.77	stop_loss
06-09 08:25	BTC	Buy	63252.2→62910.9	-3.15	timeout
06-09 02:24	BTC	Buy	63848.2→62655.9	-9.78	timeout
06-08 20:13	BTC	Buy	63132.2→63179.8	-0.09	timeout
06-08 14:07	BTC	Buy	63087.2→63751.8	+4.80	timeout
06-08 07:58	BTC	Buy	61280.1→63281.8	+15.85	timeout
06-08 01:52	BTC	Buy	61806.1→63112.8	+10.09	timeout
06-07 19:47	BTC	Buy	62217.1→61186.9	-8.70	timeout
06-07 13:47	BTC	Buy	61369.1→61741.9	+2.58	timeout
06-07 07:40	BTC	Buy	60542→62219.9	+13.42	timeout
06-07 01:33	BTC	Buy	60712→61497.9	+5.99	timeout
06-06 04:34	BTC	Buy	61413.1→59534.2	-15.75	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:59	BTC	Buy	62588.1→60672.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61075.4	-15.76	stop_loss
06-05 06:18	BTC	Buy	63741.2→61791	-15.72	stop_loss
06-05 03:45	BTC	Buy	63784.2→62655.9	-9.27	timeout
06-04 21:39	BTC	Buy	62821.1→63293.8	+3.32	timeout
06-04 10:49	BTC	Buy	64263.2→62297.7	-15.71	stop_loss
06-04 00:54	BTC	Buy	64973.2→62985.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66925.3→64876.3	-15.78	stop_loss
06-03 16:39	BTC	Buy	66354.3→65817.7	-4.52	timeout
06-03 10:46	BTC	Buy	66771.3→67186.6	+2.59	timeout
06-03 03:20	BTC	Buy	67597.4→66337.7	-9.77	timeout
06-02 13:15	BTC	Buy	70977.5→68803.1	-15.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

58%

win rate

-122.98

total pnl ($)

-37.1 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	66	58%	-37.1	-122.98

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…