deribit_basis_zscore_mean_rev_long_fear_gate

not live
80
closed trades
46%
win rate
-234.09
total pnl ($)
0.863
weight
7d window — n=17 wr=47% pnl=-60.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:05BTCBuy60324→59623-6.24timeout
06-28 20:04BTCBuy60222→59492-6.49timeout
06-27 20:16BTCBuy59761→60271+3.87timeout
06-27 19:12BTCBuy59968→60569+4.59timeout
06-26 19:19BTCBuy59196→59944+5.75timeout
06-26 14:16BTCBuy58894.9→59983+8.74timeout
06-25 17:21BTCBuy59424→59479+0.08timeout
06-25 13:53BTCBuy60483→58994.5-12.69stop_loss
06-24 17:20BTCBuy60966→59461.3-12.78stop_loss
06-24 15:56BTCBuy61772.1→60252.8-12.74stop_loss
06-24 13:44BTCBuy62903.1→61355.2-12.75stop_loss
06-24 12:11BTCBuy62404.1→62791.9+2.65timeout
06-24 08:52BTCBuy62375.1→62756.9+2.54timeout
06-23 08:17BTCBuy63996.2→62415.7-12.81stop_loss
06-23 08:17BTCBuy63994.2→62415.7-12.80stop_loss
06-23 03:25BTCBuy64347.2→64005.8-3.10timeout
06-22 22:21BTCBuy63707.2→64202.8+3.44timeout
06-22 02:07BTCBuy64219.2→64516.8+1.78timeout
06-21 17:46BTCBuy63791.2→64143.8+2.39timeout
06-20 21:54BTCBuy63068.2→63990.8+6.87timeout
06-20 17:14BTCBuy62963.1→63917.8+7.10timeout
06-19 19:57BTCBuy62931.1→62993.9+0.02timeout
06-19 15:56BTCBuy62428.1→63240.8+5.91timeout
06-18 15:37BTCBuy64446.2→62861.4-12.72stop_loss
06-18 15:37BTCBuy64504.2→62899.4-12.87stop_loss
06-17 22:03BTCBuy65566.3→63949.8-12.76stop_loss
06-17 19:40BTCBuy65829.3→64209.7-12.77stop_loss
06-17 04:41BTCBuy65857.3→65899.7-0.17timeout
06-17 03:22BTCBuy65651.3→65737.7+0.18timeout
06-16 04:00BTCBuy65900.3→66124.7+1.29timeout
06-16 00:19BTCBuy65697.3→66346.7+4.56timeout
06-15 02:59BTCBuy64474.2→65426.7+6.90timeout
06-14 21:51BTCBuy64447.2→65477.7+7.50timeout
06-13 21:11BTCBuy63552.2→64251.8+5.03timeout
06-13 19:43BTCBuy63688.2→64249.8+3.96timeout
06-12 20:55BTCBuy63373.2→63404.8-0.22timeout
06-12 17:40BTCBuy63211.2→63763.8+3.90timeout
06-11 19:30BTCBuy61163.1→63849.8+21.40take_profit
06-11 16:03BTCBuy62484.1→62720.9+1.30timeout
06-10 15:34BTCBuy61352.1→62327.9+7.45timeout
06-10 14:40BTCBuy61448.1→61967.9+3.75timeout
06-09 14:21BTCBuy63168.2→61615.1-12.74stop_loss
06-09 13:32BTCBuy63347.2→62435.9-7.62timeout
06-08 23:04BTCBuy62817.1→63426.8+4.38timeout
06-08 12:22BTCBuy62059.1→62874.9+6.11timeout
06-07 22:14BTCBuy60671→63334.8+21.51take_profit
06-07 06:06BTCBuy61081.1→61620.9+4.02timeout
06-06 19:55BTCBuy60168→60575+3.00timeout
06-06 04:14BTCBuy61595.1→60076.9-12.78stop_loss
06-05 20:50BTCBuy59141→61737.9+21.51take_profit
06-05 18:52BTCBuy60866→59369.3-12.75stop_loss
06-05 18:52BTCBuy60914→59416.3-12.75stop_loss
06-05 15:39BTCBuy61584.1→60069.9-12.73stop_loss
06-05 13:49BTCBuy62761.1→61217.3-12.75stop_loss
06-05 06:23BTCBuy62729.1→61175.3-12.83stop_loss
06-05 06:21BTCBuy63123.2→61566.1-12.78stop_loss
06-05 03:06BTCBuy63929.2→62350.7-12.77stop_loss
06-05 02:43BTCBuy64109.2→62532.6-12.73stop_loss
06-04 09:30BTCBuy64302.2→62716.5-12.77stop_loss
06-04 00:29BTCBuy65012.3→63413.1-12.75stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 19:54BTCBuy67037.4→65385-12.81stop_loss
06-03 19:53BTCBuy67080.4→65409-12.94stop_loss
06-03 03:49BTCBuy67267.4→65612.9-12.75stop_loss
06-02 22:59BTCBuy68022.4→66251.5-13.47stop_loss
06-02 14:27BTCBuy69444.5→67735.7-12.76stop_loss
06-02 12:06BTCBuy71003.6→69249.9-12.86stop_loss
06-01 22:25BTCBuy73938.7→71209.8-19.05stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:57BTCBuy73901.7→73652.3-2.16timeout
05-31 05:08BTCBuy73514.7→74165.3+3.91timeout
05-31 03:05BTCBuy73759.7→74060.3+1.52timeout
05-30 17:18BTCBuy74231.7→73876.3-2.96timeout
05-30 11:08BTCBuy73626.7→73606.3-0.65timeout
05-29 16:31BTCBuy73150.7→73786.3+3.83timeout
05-29 15:29BTCBuy72909.6→73719.3+5.06timeout
05-29 14:19BTCBuy73552.7→72805.4-5.60timeout
05-29 13:10BTCBuy73336.7→73163.3-1.66timeout
05-29 10:32BTCBuy73375.7→73561.3+0.76timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
46%
win rate
-234.09
total pnl ($)
-58.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8046%-58.2-234.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems