deribit_basis_zscore_short_fear_gated

not live
49
closed trades
43%
win rate
+106.49
total pnl ($)
1.651
weight
7d window — n=15 wr=60% pnl=+106.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:07BTCSell60547→59496+8.21timeout
06-27 21:45BTCSell59996→60227-2.44timeout
06-27 15:40BTCSell60461→60793-3.21timeout
06-27 07:48BTCSell60495→60475-0.25timeout
06-26 14:21BTCSell59449→60002-5.05timeout
06-26 01:44BTCSell60786→59292+11.83timeout
06-25 13:54BTCSell61751.9→58578.9+25.22take_profit
06-25 13:09BTCSell62151.9→61185.1+7.29timeout
06-25 05:07BTCSell59859→61692.9-15.78stop_loss
06-24 18:45BTCSell62154.9→59536+20.41timeout
06-24 16:51BTCSell62863.9→59693+24.63take_profit
06-24 12:24BTCSell62357.9→62755.1-3.63timeout
06-24 00:36BTCSell63979.8→62884.1+8.10timeout
06-23 12:50BTCSell65145.7→62279.1+21.39timeout
06-23 06:29BTCSell64083.8→62742.1+10.05timeout
06-22 13:50BTCSell63621.8→65571-15.67stop_loss
06-22 08:04BTCSell64166.8→64124.2-0.04timeout
06-21 21:56BTCSell63990.8→63758.2+1.37timeout
06-21 12:50BTCSell63559.8→64018.2-4.12timeout
06-21 00:48BTCSell63521.8→64238.2-6.04timeout
06-20 18:26BTCSell63113.8→63848.2-6.27timeout
06-20 07:43BTCSell62496.9→63723.2-10.26timeout
06-20 00:39BTCSell62974.9→63556.2-5.06timeout
06-18 14:41BTCSell65045.7→63959.2+7.89timeout
06-18 08:36BTCSell65116.7→64511.2+4.19timeout
06-18 02:33BTCSell65947.7→64680.2+9.22timeout
06-17 14:24BTCSell65583.7→65279.3+1.88timeout
06-17 08:06BTCSell66313.7→65415.3+6.26timeout
06-16 21:24BTCSell66519.7→65731.3+5.57timeout
06-16 06:13BTCSell65849.7→66163.3-2.89timeout
06-15 08:41BTCSell64448.8→65688.3-10.07timeout
06-15 02:37BTCSell64514.8→65624.3-9.01timeout
06-14 13:44BTCSell64152.8→64356.2-2.04timeout
06-14 07:43BTCSell63792.8→64293.2-4.36timeout
06-14 01:51BTCSell63773.8→64614.2-7.07timeout
06-13 06:40BTCSell62923.9→63666.2-6.34timeout
06-12 17:42BTCSell63280.8→63791.2-4.47timeout
06-12 07:07BTCSell62625.9→63068.2-3.93timeout
06-10 15:09BTCSell61626.9→61976.1-3.24timeout
06-09 15:09BTCSell64006.8→61584.1+18.50timeout
06-09 04:53BTCSell62797.9→63235.2-3.93timeout
06-07 22:14BTCSell61766.9→63659-15.77stop_loss
06-07 22:14BTCSell61717.9→63608-15.77stop_loss
06-05 18:54BTCSell62307.9→59198+24.52take_profit
06-05 15:38BTCSell63436.8→60260+24.57take_profit
06-04 03:16BTCSell62166.9→64071.2-15.76stop_loss
06-04 00:26BTCSell67192.6→63839.2+24.49take_profit
06-02 15:26BTCSell70970.5→67423.4+24.56take_profit
05-30 07:48BTCSell73368.3→73487.7-1.22timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
43%
win rate
+106.49
total pnl ($)
+43.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4943%+43.5+106.49

Recent bounces (last 20 of 1)

timesymsidereason
06-29 08:46BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems