deribit_basis_zscore_reversion_long_fear_gate_2026

not live
11
closed trades
18%
win rate
-66.19
total pnl ($)
0.739
weight
7d window — n=11 wr=18% pnl=-66.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 14:38BTCBuy59544→58733.1-7.30timeout
06-30 12:59BTCBuy59802→58330.9-12.74stop_loss
06-30 12:59BTCBuy59816→58344.9-12.73stop_loss
06-30 12:58BTCBuy59860→58380.9-12.79stop_loss
06-30 11:43BTCBuy59875→59210-5.99timeout
06-29 23:44BTCBuy59705→60230+3.97timeout
06-29 08:04BTCBuy60189→60040-1.68timeout
06-29 06:52BTCBuy60005→60085+0.19timeout
06-29 05:51BTCBuy59936→59896-0.81timeout
06-29 04:46BTCBuy60136→59790-3.33timeout
06-28 22:53BTCBuy60393→58877.6-13.01stop_loss

Paper vs Live

Paper (trades.jsonl)
11
closed
18%
win rate
-66.19
total pnl ($)
-120.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1118%-120.4-66.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems