deribit_basis_zscore_low_fear_gate_long_v2 · strategy

119

closed trades

45%

win rate

-325.37

total pnl ($)

0.250

weight

7d window — n=35 wr=37% pnl=-195.44 · 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	60426→58924.6	-12.96	stop_loss
06-28 20:57	BTC	Buy	60247→59632	-5.57	timeout
06-28 19:48	BTC	Buy	60156→59288	-7.64	timeout
06-27 17:38	BTC	Buy	59952→60616	+5.08	timeout
06-27 16:33	BTC	Buy	60114→60657	+4.08	timeout
06-27 15:31	BTC	Buy	60172→60751	+4.37	timeout
06-27 06:06	BTC	Buy	59772→60166	+2.78	timeout
06-27 03:43	BTC	Buy	59391→60283	+7.07	timeout
06-26 15:18	BTC	Buy	58995.9→59884	+6.99	timeout
06-26 13:18	BTC	Buy	60275→58791.6	-12.77	stop_loss
06-26 12:42	BTC	Buy	60553→59063.5	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-25 13:48	BTC	Buy	60869→59372.3	-12.66	stop_loss
06-24 16:51	BTC	Buy	61093.1→59589.2	-12.75	stop_loss
06-24 16:51	BTC	Buy	61240.1→59721.1	-12.83	stop_loss
06-24 16:47	BTC	Buy	61474.1→59957	-12.77	stop_loss
06-24 14:19	BTC	Buy	62472.1→60935.5	-12.74	stop_loss
06-24 13:46	BTC	Buy	62861.1→61314.3	-12.75	stop_loss
06-24 11:04	BTC	Buy	62337.1→62402.9	+0.09	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.42	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:10	BTC	Buy	62828.1→62590.9	-2.36	timeout
06-23 08:17	BTC	Buy	63953.2→62379.7	-12.68	stop_loss
06-23 08:17	BTC	Buy	64005.2→62430.6	-12.69	stop_loss
06-23 06:21	BTC	Buy	64216.2→62635.5	-12.61	stop_loss
06-23 04:59	BTC	Buy	65151.3→63546	-12.78	stop_loss
06-23 04:56	BTC	Buy	65202.3→63598	-12.76	stop_loss
06-22 11:45	BTC	Buy	64247.2→64573.8	+1.94	timeout
06-22 10:34	BTC	Buy	64297.2→64131.8	-1.89	timeout
06-22 09:33	BTC	Buy	64064.2→64130.8	-0.08	timeout
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-21 07:07	BTC	Buy	63593.2→64228.8	+4.43	timeout
06-21 05:59	BTC	Buy	63655.2→64217.8	+3.83	timeout
06-21 04:56	BTC	Buy	63545.2→64291.8	+5.43	timeout
06-21 03:49	BTC	Buy	63455.2→64395.8	+6.95	timeout
06-20 07:39	BTC	Buy	62508.1→63726.8	+9.18	timeout
06-20 03:58	BTC	Buy	62783.1→63403.8	+4.50	timeout
06-20 02:48	BTC	Buy	62911.1→63396.8	+3.42	timeout
06-20 01:41	BTC	Buy	62869.1→63524.8	+4.77	timeout
06-20 00:38	BTC	Buy	62994.1→63592.8	+4.31	timeout
06-18 15:40	BTC	Buy	64195.2→62616.5	-12.49	stop_loss
06-18 10:39	BTC	Buy	64911.2→63988.8	-7.62	timeout
06-17 19:50	BTC	Buy	65607.3→63964.8	-12.95	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.76	stop_loss
06-17 18:55	BTC	Buy	65848.3→65796.7	-0.86	timeout
06-17 17:49	BTC	Buy	65872.3→65800.7	-1.07	timeout
06-17 08:39	BTC	Buy	66591.3→64946.3	-12.87	stop_loss
06-16 20:19	BTC	Buy	66510.3→65744.7	-6.30	timeout
06-16 18:33	BTC	Buy	66820.3→65906.7	-7.38	timeout
06-16 17:26	BTC	Buy	66840.3→65725.7	-8.86	timeout
06-16 15:41	BTC	Buy	66835.3→65850.7	-7.92	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.32	timeout
06-15 13:34	BTC	Buy	64230.2→66752.7	+19.20	timeout
06-15 13:20	BTC	Buy	64037.2→66848.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63925.2→66731.7	+21.52	take_profit
06-15 12:29	BTC	Buy	64449.2→66254.7	+13.58	timeout
06-15 06:59	BTC	Buy	64264.2→65797.7	+11.47	timeout
06-14 13:46	BTC	Buy	64077.2→64317.8	+1.43	timeout
06-14 12:43	BTC	Buy	63999.2→64319.8	+2.05	timeout
06-14 08:12	BTC	Buy	63786.2→64417.8	+4.46	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.00	timeout
06-14 01:50	BTC	Buy	63775.2→64612.8	+6.13	timeout
06-12 23:02	BTC	Buy	63406.2→63429.8	-0.34	timeout
06-12 20:58	BTC	Buy	63383.2→63434.8	-0.09	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 15:01	BTC	Buy	62517.1→64132.8	+12.39	timeout
06-12 13:55	BTC	Buy	63081.2→63107.8	-0.31	timeout
06-11 22:22	BTC	Buy	61246.1→63578.8	+18.46	timeout
06-11 16:01	BTC	Buy	62498.1→62730.9	+1.26	timeout
06-11 14:48	BTC	Buy	61939.1→62903.9	+7.24	timeout
06-11 10:38	BTC	Buy	61303.1→62914.9	+12.55	timeout
06-11 09:28	BTC	Buy	61176.1→62793.9	+12.64	timeout
06-10 16:29	BTC	Buy	61029.1→62245.9	+9.43	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:11	BTC	Buy	63497.2→61933.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63692.2→62111.8	-12.84	stop_loss
06-09 13:19	BTC	Buy	63921.2→62343.7	-12.76	stop_loss
06-09 06:10	BTC	Buy	62945.1→63311.8	+2.42	timeout
06-08 23:04	BTC	Buy	62794.1→63427.8	+4.57	timeout
06-07 22:15	BTC	Buy	61324.1→64016.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60606→63266.8	+21.51	take_profit
06-07 17:49	BTC	Buy	60610→62112.9	+11.98	timeout
06-07 16:16	BTC	Buy	60771→62161.9	+10.89	timeout
06-07 15:10	BTC	Buy	60668→61745.9	+8.42	timeout
06-06 23:46	BTC	Buy	60737→60829	+0.25	timeout
06-06 16:11	BTC	Buy	59889→60703	+6.40	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61580.1→60065.9	-12.75	stop_loss
06-05 18:54	BTC	Buy	60638→59146.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60970→59470.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	61025.1→59524.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

119

closed

45%

win rate

-325.37

total pnl ($)

-54.4 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	119	45%	-54.4	-325.37

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…