deribit_basis_zscore_short_fear_dom_gate · strategy

closed trades

51%

win rate

+156.15

total pnl ($)

1.667

weight

7d window — n=20 wr=55% pnl=+64.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 09:24	BTC	Sell	60287→59296	+7.77	timeout
06-30 02:28	BTC	Sell	59477→59945	-4.42	timeout
06-29 19:06	BTC	Sell	59996→60133	-1.52	timeout
06-29 11:49	BTC	Sell	59687→59843	-1.69	timeout
06-29 00:29	BTC	Sell	60291→59239	+8.29	timeout
06-28 17:12	BTC	Sell	59995→59613	+2.72	timeout
06-28 01:50	BTC	Sell	60523→60215	+2.10	timeout
06-27 19:43	BTC	Sell	60412→60172	+1.51	timeout
06-27 13:39	BTC	Sell	59928→60598	-6.03	timeout
06-27 07:39	BTC	Sell	59866→60407	-4.97	timeout
06-27 01:45	BTC	Sell	59352→59938	-5.38	timeout
06-26 19:25	BTC	Sell	60483→59925	+4.22	timeout
06-26 07:57	BTC	Sell	59295→60540	-10.98	timeout
06-25 13:54	BTC	Sell	61241.9→58502.9	+21.91	take_profit
06-25 13:53	BTC	Sell	61825.9→59109	+21.50	take_profit
06-24 22:00	BTC	Sell	59709→61243.7	-13.32	stop_loss
06-24 16:47	BTC	Sell	62734.9→59977	+21.49	take_profit
06-24 16:46	BTC	Sell	62832.9→60074	+21.42	take_profit
06-24 00:49	BTC	Sell	62291.9→62965.1	-5.86	timeout
06-23 18:47	BTC	Sell	62939.9→62102.1	+6.21	timeout
06-23 12:48	BTC	Sell	64047.8→62300.1	+13.11	timeout
06-23 06:48	BTC	Sell	64441.8→62916.1	+11.40	timeout
06-23 00:44	BTC	Sell	65034.7→64073.2	+6.93	timeout
06-22 18:42	BTC	Sell	64024.8→64510.2	-4.21	timeout
06-22 10:56	BTC	Sell	63753.8→64133.2	-3.38	timeout
06-22 04:55	BTC	Sell	64116.8→64055.2	+0.04	timeout
06-21 21:46	BTC	Sell	64080.8→63812.2	+1.65	timeout
06-21 15:44	BTC	Sell	64409.8→64284.2	+0.50	timeout
06-21 09:24	BTC	Sell	63919.8→63989.2	-0.92	timeout
06-21 01:23	BTC	Sell	63409.8→64225.2	-6.85	timeout
06-20 19:20	BTC	Sell	63718.8→63872.2	-1.66	timeout
06-20 13:17	BTC	Sell	63405.8→63579.2	-1.80	timeout
06-20 07:15	BTC	Sell	63032.8→63654.2	-5.37	timeout
06-20 01:12	BTC	Sell	62760.9→63435.2	-5.83	timeout
06-19 19:05	BTC	Sell	62802.9→63060.2	-2.49	timeout
06-19 13:00	BTC	Sell	62989.9→62803.1	+0.99	timeout
06-19 06:51	BTC	Sell	62784.9→62776.1	-0.40	timeout
06-19 01:07	BTC	Sell	64376.8→63034.2	+9.92	timeout
06-18 18:40	BTC	Sell	64022.8→62696.1	+9.78	timeout
06-18 11:57	BTC	Sell	64410.8→63941.2	+3.23	timeout
06-18 06:01	BTC	Sell	65342.7→63928.2	+10.38	timeout
06-17 21:09	BTC	Sell	64932.8→64325.2	+4.22	timeout
06-17 02:38	BTC	Sell	65621.7→65842.3	-2.12	timeout
06-16 20:42	BTC	Sell	66576.7→65806.3	+5.38	timeout
06-16 14:34	BTC	Sell	65799.7→65529.3	+1.65	timeout
06-16 08:21	BTC	Sell	66531.7→66384.3	+0.62	timeout
06-16 02:10	BTC	Sell	66298.7→66242.3	-0.02	timeout
06-15 20:09	BTC	Sell	65695.7→66559.3	-6.99	timeout
06-15 14:06	BTC	Sell	65543.7→66414.3	-7.10	timeout
06-15 01:15	BTC	Sell	64338.8→65477.3	-9.29	timeout
06-14 21:40	BTC	Sell	63800.8→65436	-13.26	stop_loss
06-14 19:08	BTC	Sell	64207.8→63754.2	+3.12	timeout
06-14 13:02	BTC	Sell	64520.8→64332.2	+1.01	timeout
06-14 06:30	BTC	Sell	64173.8→64358.2	-1.89	timeout
06-13 22:39	BTC	Sell	63806.8→64483.2	-5.73	timeout
06-13 16:37	BTC	Sell	63570.8→63970.2	-3.60	timeout
06-13 09:08	BTC	Sell	63507.8→63795.2	-2.67	timeout
06-13 01:27	BTC	Sell	63377.8→63621.2	-2.33	timeout
06-12 15:31	BTC	Sell	63463.8→64001.2	-4.64	timeout
06-12 07:26	BTC	Sell	63635.8→62996.1	+4.60	timeout
06-12 01:13	BTC	Sell	62863.9→63468.2	-5.19	timeout
06-11 19:11	BTC	Sell	62633.9→63383.2	-6.37	timeout
06-11 08:32	BTC	Sell	61833.9→62906.1	-9.05	timeout
06-11 02:25	BTC	Sell	62044.9→62070.1	-0.63	timeout
06-10 19:51	BTC	Sell	61651.9→61915.1	-2.55	timeout
06-10 04:22	BTC	Sell	60982→62023.1	-9.02	timeout
06-09 22:18	BTC	Sell	62691.9→62023.1	+4.85	timeout
06-09 16:17	BTC	Sell	62860.9→60977	+14.61	timeout
06-09 10:12	BTC	Sell	63423.8→62660.1	+5.56	timeout
06-09 04:07	BTC	Sell	63839.8→62776.1	+7.88	timeout
06-08 22:02	BTC	Sell	63444.8→63528.2	-1.09	timeout
06-08 15:40	BTC	Sell	63098.8→63842.2	-6.31	timeout
06-07 22:14	BTC	Sell	61787.9→63371.8	-13.27	stop_loss
06-07 22:14	BTC	Sell	61689.9→63270.8	-13.27	stop_loss
06-07 19:22	BTC	Sell	62088.9→61434.1	+4.80	timeout
06-07 13:24	BTC	Sell	61452.9→61718.1	-2.60	timeout
06-06 19:57	BTC	Sell	60983→60643	+2.30	timeout
06-06 13:55	BTC	Sell	61100.9→60766	+2.28	timeout
06-05 20:50	BTC	Sell	60268→61812	-13.26	stop_loss
06-05 18:54	BTC	Sell	61867.9→59151	+21.53	take_profit
06-05 18:53	BTC	Sell	61928.9→59209	+21.52	take_profit
06-05 13:23	BTC	Sell	63158.8→62125.1	+7.75	timeout
06-05 04:23	BTC	Sell	63692.8→62754.1	+6.89	timeout
06-04 16:55	BTC	Sell	64400.8→63590.2	+5.89	timeout
06-04 14:08	BTC	Sell	62801.9→64412.4	-13.28	stop_loss
06-04 01:55	BTC	Sell	64990.8→62137.1	+21.50	take_profit
06-03 19:58	BTC	Sell	67179.6→65428.3	+12.61	timeout
06-03 03:48	BTC	Sell	67315.6→65801.3	+10.80	timeout
06-02 19:14	BTC	Sell	70029.5→67306.4	+19.00	timeout
06-02 14:26	BTC	Sell	70979.5→67862.4	+21.53	take_profit
05-31 07:48	BTC	Sell	74033.3→73858.7	+0.80	timeout
05-30 05:15	BTC	Sell	74147.3→73476.7	+4.09	timeout
05-29 19:48	BTC	Sell	73368.3→73627.7	-2.19	timeout
05-29 02:53	BTC	Sell	72912.4→73283.7	-2.93	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+156.15

total pnl ($)

+33.1 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	94	51%	+33.1	+156.15

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…