deribit_basis_zscore_neg_long_fear_gate · strategy

132

closed trades

41%

win rate

-448.49

total pnl ($)

0.489

weight

7d window — n=26 wr=38% pnl=-110.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 14:27	BTC	Buy	59446→59064	-3.70	timeout
06-30 12:58	BTC	Buy	59843→58370.9	-12.74	stop_loss
06-30 12:57	BTC	Buy	59920→58440.8	-12.79	stop_loss
06-30 00:44	BTC	Buy	59306→59719	+3.09	timeout
06-29 22:10	BTC	Buy	59662→60408	+5.88	timeout
06-29 13:58	BTC	Buy	60049→59454	-5.52	timeout
06-29 11:47	BTC	Buy	60247→59842	-3.96	timeout
06-28 22:53	BTC	Buy	60350→58865.6	-12.76	stop_loss
06-28 16:09	BTC	Buy	60776→59856	-8.03	timeout
06-28 11:34	BTC	Buy	60263→60289	-0.29	timeout
06-28 09:32	BTC	Buy	60385→60281	-1.34	timeout
06-28 07:25	BTC	Buy	60367→60096	-2.68	timeout
06-27 15:42	BTC	Buy	60368→60778	+2.96	timeout
06-27 06:16	BTC	Buy	59728→60106	+2.71	timeout
06-27 02:37	BTC	Buy	58754.9→60240	+12.19	timeout
06-26 20:16	BTC	Buy	59575→59738	+0.82	timeout
06-26 14:26	BTC	Buy	59368→60097	+5.64	timeout
06-25 13:58	BTC	Buy	59638→58168	-12.69	stop_loss
06-25 13:57	BTC	Buy	59743→58267.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60398→58911.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	61042.1→59541.2	-12.68	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:17	BTC	Buy	62553.1→61000.4	-12.82	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 12:35	BTC	Buy	62355.1→62760.9	+2.80	timeout
06-24 10:26	BTC	Buy	62336.1→62537.9	+1.13	timeout
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-23 08:24	BTC	Buy	63837.2→62266.7	-12.74	stop_loss
06-23 06:21	BTC	Buy	64123.2→62532.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64163.2→62566.6	-12.92	stop_loss
06-23 06:21	BTC	Buy	64253.2→62665.5	-12.82	stop_loss
06-23 03:53	BTC	Buy	64092.2→64024.8	-0.97	timeout
06-22 21:28	BTC	Buy	63662.2→64275.8	+4.36	timeout
06-22 08:13	BTC	Buy	64133.2→64204.8	+0.04	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 14:49	BTC	Buy	63861.2→63996.8	+0.67	timeout
06-21 06:57	BTC	Buy	63730.2→64263.8	+3.74	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 02:40	BTC	Buy	63358.2→64203.8	+6.21	timeout
06-20 05:02	BTC	Buy	62567.1→63514.8	+7.13	timeout
06-20 02:42	BTC	Buy	62909.1→63329.8	+2.90	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.40	timeout
06-18 15:57	BTC	Buy	63934.2→62343.7	-12.74	stop_loss
06-18 15:55	BTC	Buy	63992.2→62414.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64083.2→62506.6	-12.63	stop_loss
06-18 15:51	BTC	Buy	64152.2→62574.6	-12.67	stop_loss
06-18 10:07	BTC	Buy	64867.2→64086.8	-6.56	timeout
06-18 04:11	BTC	Buy	65396.3→63743.9	-13.10	stop_loss
06-18 04:11	BTC	Buy	65438.3→63827.9	-12.76	stop_loss
06-17 19:40	BTC	Buy	65822.3→64203.7	-12.75	stop_loss
06-17 17:29	BTC	Buy	65722.3→65931.7	+1.04	timeout
06-17 07:54	BTC	Buy	66823.3→65180.1	-12.73	stop_loss
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 04:40	BTC	Buy	65861.3→65897.7	-0.21	timeout
06-16 15:21	BTC	Buy	66669.3→65733.7	-7.54	timeout
06-16 08:09	BTC	Buy	65702.3→66358.7	+4.63	timeout
06-16 05:47	BTC	Buy	65708.3→66080.7	+2.44	timeout
06-15 21:18	BTC	Buy	64497.2→66480.7	+14.87	timeout
06-15 13:20	BTC	Buy	64017.2→66827.7	+21.52	take_profit
06-15 05:16	BTC	Buy	64342.2→65678.7	+9.92	timeout
06-15 03:11	BTC	Buy	64495.2→65637.7	+8.37	timeout
06-14 11:48	BTC	Buy	63881.2→64565.8	+4.92	timeout
06-14 09:47	BTC	Buy	63772.2→64537.8	+5.50	timeout
06-14 04:41	BTC	Buy	63597.2→64388.8	+5.82	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 09:34	BTC	Buy	63884.2→63800.8	-1.19	timeout
06-13 07:25	BTC	Buy	62986.1→63705.8	+5.25	timeout
06-12 20:56	BTC	Buy	63367.2→63402.8	-0.19	timeout
06-12 11:04	BTC	Buy	63163.2→63827.8	+4.74	timeout
06-12 08:51	BTC	Buy	62966.1→63387.8	+2.81	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.40	take_profit
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.02	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.39	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 15:12	BTC	Buy	61544.1→61888.9	+2.31	timeout
06-09 15:56	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 06:10	BTC	Buy	62944.1→63346.8	+2.70	timeout
06-09 00:48	BTC	Buy	64013.2→62438.6	-12.76	stop_loss
06-08 23:15	BTC	Buy	62932.1→63473.8	+3.83	timeout
06-08 09:33	BTC	Buy	62544.1→63279.8	+5.42	timeout
06-08 07:26	BTC	Buy	62217.1→63166.8	+7.15	timeout
06-08 05:25	BTC	Buy	61893.1→62585.9	+5.14	timeout
06-07 22:13	BTC	Buy	60584→62226.9	+13.12	timeout
06-07 07:24	BTC	Buy	60900→62163.9	+9.96	timeout
06-07 05:22	BTC	Buy	60226→61777.9	+12.46	timeout
06-07 03:21	BTC	Buy	60842→61703.9	+6.58	timeout
06-06 04:33	BTC	Buy	61131.1→59626.2	-12.76	stop_loss
06-06 04:32	BTC	Buy	61190.1→59681.2	-12.78	stop_loss
06-06 04:11	BTC	Buy	61796.1→60275.8	-12.76	stop_loss
06-05 21:04	BTC	Buy	59285→61887.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60814→59317.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61017.1→59516.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss
06-05 14:06	BTC	Buy	61964.1→60438.7	-12.76	stop_loss
06-05 13:52	BTC	Buy	62598.1→61054.4	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

132

closed

41%

win rate

-448.49

total pnl ($)

-67.6 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	132	41%	-67.6	-448.49

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…