basis_zscore_fear_long_v2 · strategy

closed trades

44%

win rate

-185.08

total pnl ($)

0.707

weight

7d window — n=14 wr=43% pnl=-41.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 18:57	BTC	Buy	63762.2→64130.8	+2.49	timeout
06-20 20:54	BTC	Buy	63165.2→63893.8	+5.34	timeout
06-20 18:24	BTC	Buy	63107.2→63817.8	+5.18	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64323.2→62737.5	-12.59	stop_loss
06-18 09:15	BTC	Buy	64963.2→64350.8	-5.22	timeout
06-17 19:50	BTC	Buy	65660.3→64035.8	-12.83	stop_loss
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.44	timeout
06-17 06:58	BTC	Buy	66412.3→65577.7	-6.76	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-16 03:10	BTC	Buy	65604.3→65755.7	+0.70	timeout
06-15 05:09	BTC	Buy	64360.2→65627.7	+9.37	timeout
06-15 01:54	BTC	Buy	64611.2→65497.7	+6.38	timeout
06-14 04:04	BTC	Buy	63522.2→64498.8	+7.28	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-12 20:17	BTC	Buy	63502.2→63513.8	-0.37	timeout
06-12 17:34	BTC	Buy	63184.2→63810.8	+4.49	timeout
06-11 19:41	BTC	Buy	61935.1→63740.8	+14.00	timeout
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-10 16:06	BTC	Buy	60977→62422.9	+11.34	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-09 15:57	BTC	Buy	62507.1→60969.4	-12.77	stop_loss
06-09 14:04	BTC	Buy	63633.2→62066.8	-12.76	stop_loss
06-09 10:04	BTC	Buy	63417.2→62740.9	-5.74	timeout
06-08 16:07	BTC	Buy	61964.1→63812.8	+14.35	timeout
06-08 05:28	BTC	Buy	61809.1→62663.9	+6.46	timeout
06-07 15:22	BTC	Buy	60550→61799.9	+9.86	timeout
06-07 04:30	BTC	Buy	59985→61530.9	+12.44	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62739.1→61178.3	-12.88	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-04 09:31	BTC	Buy	64231.2→62651.5	-12.74	stop_loss
06-04 09:23	BTC	Buy	64577.2→62989.3	-12.74	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67384.4→65725.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67499.4→65838.8	-12.76	stop_loss
06-02 14:27	BTC	Buy	69392.5→67685.8	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-01 22:26	BTC	Buy	73745.7→71242.8	-17.54	stop_loss
06-01 22:26	BTC	Buy	73938.7→71242.8	-18.83	stop_loss
05-31 20:48	BTC	Buy	73894.7→73679.3	-1.90	timeout
05-31 16:47	BTC	Buy	73898.7→73451.3	-3.53	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.57	timeout
05-31 12:07	BTC	Buy	73571.7→73864.3	+1.40	timeout
05-31 10:16	BTC	Buy	73617.7→73812.3	+0.74	timeout
05-30 15:08	BTC	Buy	73529.7→73858.3	+1.63	timeout
05-29 18:33	BTC	Buy	73607.7→73771.3	+0.55	timeout
05-29 16:56	BTC	Buy	73403.7→73945.3	+3.15	timeout
05-29 15:47	BTC	Buy	73034.7→73734.3	+4.29	timeout
05-29 14:43	BTC	Buy	72818.6→72616.4	-1.98	timeout
05-29 13:30	BTC	Buy	73052.7→72964.4	-1.07	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-185.08

total pnl ($)

-59.2 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	62	44%	-59.2	-185.08

Recent bounces (last 20 of 2)

time	sym	side	reason
06-21 21:43	BTC	Buy	stale_intent
06-21 21:43	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…