deribit_basis_zscore_mean_rev_fear_gate_v7

not live
95
closed trades
52%
win rate
-216.85
total pnl ($)
0.633
weight
7d window — n=24 wr=46% pnl=-74.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 95 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 05:53BTCBuy60538→59544-8.64timeout
06-29 23:42BTCBuy59833→60231+2.89timeout
06-29 16:44BTCBuy59770→59830-0.02timeout
06-29 10:18BTCBuy59365→60280+7.18timeout
06-28 23:37BTCBuy60245→59690-5.08timeout
06-28 17:12BTCBuy60001→59607-3.72timeout
06-28 08:58BTCBuy60247→60354+0.42timeout
06-28 02:27BTCBuy60601→60102-4.57timeout
06-27 19:48BTCBuy60468→60129-3.23timeout
06-27 00:10BTCBuy59430→60081+5.02timeout
06-26 18:04BTCBuy59751→60070+2.18timeout
06-26 11:53BTCBuy59788→59325-4.35timeout
06-26 05:48BTCBuy59503→59768+1.78timeout
06-25 13:48BTCBuy61155.1→59284.4-15.74stop_loss
06-25 13:46BTCBuy61486.1→59605.2-15.73stop_loss
06-25 11:44BTCBuy60986→61287.9+2.02timeout
06-25 05:39BTCBuy59455→61583.9+17.47timeout
06-24 15:31BTCBuy62618.1→60699.6-15.76stop_loss
06-24 14:17BTCBuy62949.1→61017.4-15.79stop_loss
06-24 11:43BTCBuy62585.1→62667.9+0.20timeout
06-24 05:42BTCBuy62537.1→62929.9+2.66timeout
06-23 23:29BTCBuy62523.1→62648.9+0.57timeout
06-23 17:32BTCBuy63498.2→62485.9-8.42timeout
06-23 08:27BTCBuy64046.2→62085.8-15.73stop_loss
06-23 04:10BTCBuy64743.2→64032.8-5.93timeout
06-22 21:05BTCBuy64225.2→64406.8+0.95timeout
06-22 15:01BTCBuy63933.2→65021.7+8.01timeout
06-22 08:59BTCBuy63796.2→64134.8+2.16timeout
06-22 02:26BTCBuy64029.2→64501.8+3.19timeout
06-21 19:43BTCBuy64185.2→64187.8-0.42timeout
06-21 09:24BTCBuy63926.2→63982.8-0.08timeout
06-21 02:51BTCBuy63959.2→64240.8+1.74timeout
06-20 17:24BTCBuy63696.2→63870.8+0.91timeout
06-20 01:26BTCBuy62728.1→63374.8+4.70timeout
06-19 19:22BTCBuy62767.1→62987.9+1.30timeout
06-19 13:20BTCBuy63016.2→62685.9-3.02timeout
06-19 07:17BTCBuy62675.1→62760.9+0.25timeout
06-18 15:58BTCBuy64207.2→62238.8-15.64stop_loss
06-18 15:57BTCBuy64245.2→62278.7-15.71stop_loss
06-18 13:24BTCBuy64619.2→64304.8-2.88timeout
06-18 07:32BTCBuy64497.2→64248.8-2.37timeout
06-18 01:22BTCBuy65015.3→64651.8-3.28timeout
06-17 19:15BTCBuy65671.3→65326.7-3.09timeout
06-17 13:02BTCBuy65778.3→65010.7-6.31timeout
06-17 07:10BTCBuy65734.3→65656.7-1.05timeout
06-17 01:03BTCBuy66427.3→65757.7-5.52timeout
06-16 19:00BTCBuy66399.3→65738.7-5.46timeout
06-16 09:22BTCBuy66501.3→66614.7+0.40timeout
06-15 23:00BTCBuy65891.3→66172.7+1.66timeout
06-15 16:02BTCBuy65857.3→67139.6+9.28timeout
06-15 09:19BTCBuy64767.2→65751.7+7.16timeout
06-14 23:18BTCBuy64529.2→65577.7+7.65timeout
06-14 17:18BTCBuy64325.2→63929.8-3.56timeout
06-14 11:14BTCBuy64435.2→64549.8+0.44timeout
06-14 05:13BTCBuy63951.2→64317.8+2.43timeout
06-13 22:44BTCBuy63852.2→64478.8+4.44timeout
06-13 16:43BTCBuy63593.2→64031.8+3.00timeout
06-13 09:33BTCBuy63535.2→63790.8+1.52timeout
06-12 23:46BTCBuy63810.2→63512.8-2.80timeout
06-12 17:51BTCBuy63297.2→63790.8+3.44timeout
06-12 11:40BTCBuy63594.2→63679.8+0.18timeout
06-12 05:39BTCBuy63209.2→63324.8+0.44timeout
06-11 19:05BTCBuy62642.1→63466.8+6.06timeout
06-11 04:01BTCBuy62538.1→62611.9+0.07timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 03:10BTCBuy61678.1→62016.9+2.35timeout
06-09 14:46BTCBuy63172.2→61239.3-15.76stop_loss
06-09 08:29BTCBuy63159.2→62860.9-2.81timeout
06-09 02:26BTCBuy63726.2→62660.9-8.80timeout
06-08 20:05BTCBuy63124.2→63349.8+1.32timeout
06-08 14:01BTCBuy63136.2→63734.8+4.27timeout
06-08 08:04BTCBuy61469.1→63136.8+13.11timeout
06-08 02:00BTCBuy61732.1→63202.8+11.43timeout
06-07 19:48BTCBuy62227.1→61197.9-8.70timeout
06-07 13:50BTCBuy61415.1→61765.9+2.40timeout
06-07 07:43BTCBuy60575→62179.9+12.81timeout
06-07 01:33BTCBuy60714→61492.9+5.93timeout
06-06 04:34BTCBuy61414.1→59534.2-15.76stop_loss
06-06 03:25BTCBuy60895→60704-2.03timeout
06-05 13:56BTCBuy62890.1→60966.5-15.75stop_loss
06-05 13:51BTCBuy63072.2→61139.4-15.77stop_loss
06-05 06:20BTCBuy63616.2→61670.1-15.72stop_loss
06-05 03:51BTCBuy63799.2→62771.9-8.47timeout
06-04 21:44BTCBuy62874.1→63396.8+3.72timeout
06-04 10:30BTCBuy64363.2→62393.7-15.72stop_loss
06-04 00:53BTCBuy64982.2→62994.3-15.74stop_loss
06-03 20:55BTCBuy66837.3→64783.4-15.83stop_loss
06-03 16:40BTCBuy66335.3→65859.7-4.06timeout
06-03 11:52BTCBuy66693.3→67061.6+2.24timeout
06-03 04:06BTCBuy67409.4→66437.7-7.66timeout
06-02 14:23BTCBuy70036.5→67894.6-15.76stop_loss
06-02 14:09BTCBuy70886.5→68404.4-17.98stop_loss
05-31 03:25BTCBuy73857.7→74157.3+1.55timeout
05-29 19:48BTCBuy73375.7→73618.3+1.18timeout
05-29 02:38BTCBuy72918.6→73434.3+3.01timeout

Paper vs Live

Paper (trades.jsonl)
95
closed
52%
win rate
-216.85
total pnl ($)
-45.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9552%-45.5-216.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems