deribit_basis_zscore_overreaction_fear_gated_long · strategy

156

closed trades

39%

win rate

-529.45

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-165.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:41	BTC	Buy	59793→60223	+3.17	timeout
06-29 22:16	BTC	Buy	59542→60436	+7.03	timeout
06-29 14:05	BTC	Buy	60721→59226.4	-12.77	stop_loss
06-29 05:11	BTC	Buy	60010→59459	-5.05	timeout
06-29 02:48	BTC	Buy	60095→59691	-3.85	timeout
06-29 01:30	BTC	Buy	60161→59279	-7.81	timeout
06-28 21:02	BTC	Buy	60318→59619	-6.24	timeout
06-28 20:01	BTC	Buy	60198→59468	-6.49	timeout
06-28 04:27	BTC	Buy	60380→60204	-1.92	timeout
06-28 00:08	BTC	Buy	60105→60099	-0.43	timeout
06-27 21:05	BTC	Buy	59670→60317	+5.03	timeout
06-27 19:59	BTC	Buy	59809→60142	+2.38	timeout
06-27 18:59	BTC	Buy	59638→60526	+7.02	timeout
06-27 02:52	BTC	Buy	58555.9→60313	+14.54	timeout
06-26 20:22	BTC	Buy	59599→59697	+0.27	timeout
06-26 19:18	BTC	Buy	59218→59920	+5.35	timeout
06-26 17:47	BTC	Buy	59447→60028	+4.34	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.01	timeout
06-26 02:16	BTC	Buy	60025→58542.8	-12.78	stop_loss
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59659→58192	-12.67	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60277→58772.7	-12.85	stop_loss
06-25 13:48	BTC	Buy	60938→59432.3	-12.76	stop_loss
06-24 17:20	BTC	Buy	60928→59429.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61285.1→59751.1	-12.94	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 14:17	BTC	Buy	62603.1→61063.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62729.1→61186.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62927.1→61376.2	-12.77	stop_loss
06-24 13:09	BTC	Buy	62137.1→62147.9	-0.37	timeout
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 09:37	BTC	Buy	62456.1→62636.9	+0.92	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.13	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.38	timeout
06-23 08:17	BTC	Buy	63987.2→62369.7	-13.10	stop_loss
06-23 08:17	BTC	Buy	64017.2→62435.6	-12.81	stop_loss
06-23 06:22	BTC	Buy	64105.2→62525.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64194.2→62605.5	-12.83	stop_loss
06-23 06:21	BTC	Buy	64297.2→62715.5	-12.78	stop_loss
06-23 02:16	BTC	Buy	64498.2→64168.8	-2.99	timeout
06-22 23:31	BTC	Buy	63581.2→63993.8	+2.79	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-22 04:36	BTC	Buy	64539.2→63989.8	-4.73	timeout
06-22 03:32	BTC	Buy	64309.2→64369.8	-0.06	timeout
06-21 23:28	BTC	Buy	64243.2→63651.8	-5.03	timeout
06-21 22:26	BTC	Buy	64154.2→63697.8	-3.99	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:18	BTC	Buy	63272.2→64261.8	+7.36	timeout
06-20 22:10	BTC	Buy	63037.2→63996.8	+7.17	timeout
06-20 21:05	BTC	Buy	63152.2→63920.8	+5.64	timeout
06-20 19:19	BTC	Buy	63009.2→63841.8	+6.17	timeout
06-20 00:32	BTC	Buy	63013.2→63616.8	+4.31	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:58	BTC	Buy	62562.1→63183.8	+4.52	timeout
06-19 15:55	BTC	Buy	62476.1→63211.8	+5.29	timeout
06-18 15:56	BTC	Buy	63949.2→62375.7	-12.67	stop_loss
06-18 15:55	BTC	Buy	63990.2→62415.7	-12.58	stop_loss
06-18 15:40	BTC	Buy	64294.2→62713.5	-12.46	stop_loss
06-18 15:37	BTC	Buy	64501.2→62913.4	-12.55	stop_loss
06-18 15:05	BTC	Buy	65107.3→63506.1	-12.72	stop_loss
06-18 09:08	BTC	Buy	64917.2→64326.8	-5.04	timeout
06-18 04:11	BTC	Buy	65390.3→63745.9	-13.04	stop_loss
06-17 19:42	BTC	Buy	65709.3→64092.7	-12.77	stop_loss
06-17 19:42	BTC	Buy	65716.3→64094.7	-12.81	stop_loss
06-17 17:08	BTC	Buy	65779.3→65805.7	-0.31	timeout
06-17 08:14	BTC	Buy	66457.3→65343.7	-8.81	timeout
06-17 07:03	BTC	Buy	66348.3→65557.7	-6.43	timeout
06-17 02:33	BTC	Buy	65872.3→65973.7	+0.31	timeout
06-16 22:43	BTC	Buy	66253.3→65695.7	-4.75	timeout
06-16 15:44	BTC	Buy	66875.3→65807.7	-8.51	timeout
06-16 07:00	BTC	Buy	65724.3→66392.7	+4.71	timeout
06-16 05:48	BTC	Buy	65753.3→66035.7	+1.75	timeout
06-16 02:17	BTC	Buy	65711.3→66085.7	+2.40	timeout
06-15 21:23	BTC	Buy	64750.2→66503.7	+13.03	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 03:34	BTC	Buy	64507.2→65696.7	+8.73	timeout
06-14 22:25	BTC	Buy	64443.2→65112.7	+4.70	timeout
06-14 21:21	BTC	Buy	64225.2→64652.8	+2.85	timeout
06-14 20:05	BTC	Buy	64241.2→63797.8	-3.95	timeout
06-14 12:36	BTC	Buy	64010.2→64329.8	+2.05	timeout
06-14 01:20	BTC	Buy	63610.2→64645.8	+7.74	timeout
06-13 22:10	BTC	Buy	63513.2→64394.8	+6.46	timeout
06-13 21:09	BTC	Buy	63548.2→64267.8	+5.19	timeout
06-13 19:30	BTC	Buy	63702.2→64161.8	+3.15	timeout
06-13 11:42	BTC	Buy	63749.2→63886.8	+0.54	timeout
06-12 22:05	BTC	Buy	63554.2→63517.8	-0.79	timeout
06-12 20:55	BTC	Buy	63371.2→63386.8	-0.35	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 15:46	BTC	Buy	62653.1→63873.8	+9.21	timeout
06-12 11:02	BTC	Buy	63122.2→63695.8	+4.02	timeout
06-11 20:55	BTC	Buy	61724.1→63365.8	+12.71	timeout
06-11 19:30	BTC	Buy	61200.1→63887.8	+21.39	take_profit
06-11 16:11	BTC	Buy	62324.1→62705.9	+2.52	timeout
06-11 14:49	BTC	Buy	61914.1→62892.9	+7.36	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:12	BTC	Buy	61094.1→62355.9	+9.83	timeout

Paper vs Live

Paper (trades.jsonl)

156

closed

39%

win rate

-529.45

total pnl ($)

-67.7 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	156	39%	-67.7	-529.45

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…