deribit_basis_zscore_low_long_fear_gate · strategy

closed trades

47%

win rate

-184.82

total pnl ($)

0.703

weight

7d window — n=23 wr=39% pnl=-80.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:43	BTC	Buy	59852→60230	+2.73	timeout
06-29 16:44	BTC	Buy	59770→59830	-0.02	timeout
06-29 10:20	BTC	Buy	59311→60278	+7.63	timeout
06-28 23:38	BTC	Buy	60247→59772	-4.42	timeout
06-28 17:12	BTC	Buy	60001→59603	-3.75	timeout
06-28 08:59	BTC	Buy	60246→60340	+0.32	timeout
06-28 02:28	BTC	Buy	60611→60083	-4.80	timeout
06-27 19:48	BTC	Buy	60468→60129	-3.23	timeout
06-27 01:00	BTC	Buy	59133→60027	+7.10	timeout
06-26 17:55	BTC	Buy	59890→59985	+0.30	timeout
06-26 11:44	BTC	Buy	59963→59421	-5.00	timeout
06-26 05:41	BTC	Buy	59583→59880	+2.05	timeout
06-25 13:48	BTC	Buy	61232.1→59359.3	-15.74	stop_loss
06-25 13:46	BTC	Buy	61504.1→59620.2	-15.75	stop_loss
06-25 11:36	BTC	Buy	61010.1→61233.9	+1.38	timeout
06-25 05:30	BTC	Buy	59683→61555.9	+15.25	timeout
06-24 15:44	BTC	Buy	62411.1→60498.7	-15.76	stop_loss
06-24 14:19	BTC	Buy	62870.1→60942.5	-15.77	stop_loss
06-24 11:32	BTC	Buy	62639.1→62443.9	-2.02	timeout
06-24 05:31	BTC	Buy	62505.1→62848.9	+2.27	timeout
06-23 23:19	BTC	Buy	62379.1→62547.9	+0.91	timeout
06-23 17:01	BTC	Buy	63624.2→62506.9	-9.22	timeout
06-23 08:24	BTC	Buy	64081.2→62116.8	-15.76	stop_loss
06-23 03:57	BTC	Buy	64761.2→64006.8	-6.27	timeout
06-22 21:52	BTC	Buy	64084.2→64231.8	+0.70	timeout
06-22 15:47	BTC	Buy	64087.2→65001.7	+6.65	timeout
06-22 09:44	BTC	Buy	63863.2→64072.8	+1.15	timeout
06-22 03:44	BTC	Buy	64281.2→64144.8	-1.55	timeout
06-21 21:36	BTC	Buy	64142.2→63727.8	-3.68	timeout
06-21 15:33	BTC	Buy	64318.2→64170.8	-1.57	timeout
06-21 05:43	BTC	Buy	63853.2→64319.8	+3.20	timeout
06-20 13:28	BTC	Buy	63452.2→63271.8	-1.89	timeout
06-20 07:27	BTC	Buy	62918.1→63736.8	+6.05	timeout
06-20 01:27	BTC	Buy	62726.1→63401.8	+4.93	timeout
06-19 19:23	BTC	Buy	62725.1→62964.9	+1.45	timeout
06-19 13:32	BTC	Buy	62892.1→62758.9	-1.46	timeout
06-19 07:21	BTC	Buy	62713.1→62716.9	-0.40	timeout
06-19 01:35	BTC	Buy	64040.2→62832.9	-9.82	timeout
06-18 15:57	BTC	Buy	64220.2→62254.7	-15.61	stop_loss
06-18 13:25	BTC	Buy	64602.2→64347.8	-2.42	timeout
06-18 07:31	BTC	Buy	64585.2→64248.8	-3.05	timeout
06-18 01:30	BTC	Buy	64843.2→64685.8	-1.70	timeout
06-17 19:29	BTC	Buy	65524.3→64511.8	-8.19	timeout
06-17 13:15	BTC	Buy	65740.3→65039.7	-5.80	timeout
06-17 07:09	BTC	Buy	65733.3→65627.7	-1.27	timeout
06-17 01:02	BTC	Buy	66396.3→65771.7	-5.18	timeout
06-16 19:01	BTC	Buy	66396.3→65741.7	-5.42	timeout
06-16 00:10	BTC	Buy	66189.3→66374.7	+0.98	timeout
06-15 18:11	BTC	Buy	65840.3→66718.7	+6.16	timeout
06-15 10:15	BTC	Buy	65106.3→65719.7	+4.26	timeout
06-15 02:04	BTC	Buy	64281.2→65467.7	+8.76	timeout
06-14 19:51	BTC	Buy	64393.2→63739.8	-5.55	timeout
06-14 13:52	BTC	Buy	64615.2→64271.8	-3.11	timeout
06-14 07:51	BTC	Buy	64306.2→64390.8	+0.20	timeout
06-14 01:46	BTC	Buy	64118.2→64567.8	+3.07	timeout
06-13 19:42	BTC	Buy	63802.2→64248.8	+3.05	timeout
06-13 13:51	BTC	Buy	63784.2→64088.8	+1.91	timeout
06-13 00:18	BTC	Buy	63620.2→63526.8	-1.23	timeout
06-12 18:16	BTC	Buy	63133.2→63796.8	+4.80	timeout
06-12 08:56	BTC	Buy	63367.2→63431.8	+0.02	timeout
06-12 02:02	BTC	Buy	62988.1→63439.8	+3.08	timeout
06-11 19:07	BTC	Buy	62633.1→63451.8	+6.02	timeout
06-11 10:23	BTC	Buy	61200.1→62811.9	+12.64	timeout
06-11 04:01	BTC	Buy	62525.1→62597.9	+0.06	timeout
06-10 20:20	BTC	Buy	61600.1→61766.9	+0.87	timeout
06-10 02:22	BTC	Buy	61774.1→62016.9	+1.57	timeout
06-09 14:46	BTC	Buy	63168.2→61236.3	-15.75	stop_loss
06-09 07:02	BTC	Buy	63491.2→63307.8	-1.92	timeout
06-09 01:01	BTC	Buy	63756.2→62637.9	-9.21	timeout
06-08 18:57	BTC	Buy	62930.1→63461.8	+3.74	timeout
06-08 12:55	BTC	Buy	63619.2→63567.8	-0.87	timeout
06-08 07:10	BTC	Buy	61611.1→62890.9	+9.92	timeout
06-08 00:59	BTC	Buy	61897.1→63633.8	+13.54	timeout
06-07 18:48	BTC	Buy	62116.1→62195.9	+0.22	timeout
06-07 12:42	BTC	Buy	60783→61785.9	+7.79	timeout
06-07 06:38	BTC	Buy	60614→62079.9	+11.67	timeout
06-07 00:34	BTC	Buy	60773→60910	+0.66	timeout
06-06 18:07	BTC	Buy	61028.1→60468	-5.01	timeout
06-05 18:51	BTC	Buy	61434.1→59555.2	-15.75	stop_loss
06-05 14:06	BTC	Buy	62374.1→60437.7	-15.97	stop_loss
06-05 06:23	BTC	Buy	63209.2→61272.3	-15.77	stop_loss
06-05 06:18	BTC	Buy	63739.2→61788	-15.73	stop_loss
06-05 04:24	BTC	Buy	63783.2→62783.9	-8.25	timeout
06-04 22:03	BTC	Buy	63127.2→63400.8	+1.73	timeout
06-04 17:25	BTC	Buy	63790.2→63186.8	-5.22	timeout
06-04 00:29	BTC	Buy	65340.3→63341.1	-15.75	stop_loss
06-03 20:55	BTC	Buy	66785.3→64742.4	-15.76	stop_loss
06-03 16:41	BTC	Buy	66382.3→65908.7	-4.05	timeout
06-03 15:05	BTC	Buy	66586.3→66733.7	+0.61	timeout
06-03 07:00	BTC	Buy	67388.4→66901.7	-4.09	timeout
06-02 15:26	BTC	Buy	69447.5→67323	-15.75	stop_loss
06-01 03:52	BTC	Buy	73635.7→73801.3	+0.64	timeout
05-31 19:28	BTC	Buy	73894.7→73455.3	-3.43	timeout
05-31 07:46	BTC	Buy	74029.7→73857.3	-1.69	timeout
05-30 02:54	BTC	Buy	72938.6→73746.3	+5.07	timeout
05-29 19:50	BTC	Buy	73373.7→73637.3	+1.32	timeout
05-29 02:40	BTC	Buy	72903.6→73429.3	+3.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-184.82

total pnl ($)

-37.9 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	97	47%	-37.9	-184.82

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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