btc_deribit_basis_zscore_fear_long

not live
59
closed trades
37%
win rate
-244.87
total pnl ($)
0.715
weight
7d window — n=14 wr=36% pnl=-59.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 59 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 06:11BTCBuy64180.2→64214.8-0.19timeout
06-22 03:33BTCBuy64330.2→64246.8-1.17timeout
06-21 03:48BTCBuy63434.2→64371.8+6.95timeout
06-21 02:05BTCBuy63472.2→64214.8+5.36timeout
06-19 21:28BTCBuy62942.1→63135.8+1.04timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:53BTCBuy64029.2→62454.6-12.62stop_loss
06-18 15:37BTCBuy64440.2→62845.4-12.54stop_loss
06-17 22:03BTCBuy65495.3→63852.9-12.99stop_loss
06-17 19:41BTCBuy65788.3→64170.7-12.74stop_loss
06-17 16:20BTCBuy65754.3→65897.7+0.59timeout
06-17 11:05BTCBuy66176.3→64544.5-12.85stop_loss
06-16 15:41BTCBuy66839.3→65851.7-7.87timeout
06-16 12:03BTCBuy66181.3→66394.7+1.08timeout
06-15 12:24BTCBuy64479.2→66262.7+13.39timeout
06-15 11:06BTCBuy64450.2→65918.7+10.94timeout
06-14 09:34BTCBuy63807.2→64474.8+4.72timeout
06-14 08:33BTCBuy63787.2→64431.8+4.58timeout
06-13 08:27BTCBuy63482.2→63778.8+1.78timeout
06-13 07:27BTCBuy62991.1→63761.8+5.65timeout
06-12 08:17BTCBuy62786.1→63361.8+4.02timeout
06-12 06:48BTCBuy62812.1→62968.9+0.75timeout
06-10 21:58BTCBuy62663.1→61117.4-12.79stop_loss
06-10 16:20BTCBuy60845→62299.9+11.45timeout
06-10 14:21BTCBuy61644.1→61887.9+1.50timeout
06-09 16:19BTCBuy62393.1→60857.5-12.77stop_loss
06-09 13:36BTCBuy63767.2→62196.8-12.75stop_loss
06-09 12:25BTCBuy63000.1→62695.9-2.81timeout
06-08 21:29BTCBuy61744.1→63694.8+15.31timeout
06-08 06:20BTCBuy61780.1→63044.8+9.78timeout
06-07 15:27BTCBuy60636→61811.9+9.23timeout
06-07 05:58BTCBuy60869→61733.9+6.70timeout
06-06 14:31BTCBuy60414→60793+2.69timeout
06-06 04:27BTCBuy61290.1→59770.1-12.85stop_loss
06-05 18:52BTCBuy60930→59431.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60075.9-12.74stop_loss
06-05 13:49BTCBuy62754.1→61210.3-12.75stop_loss
06-05 06:24BTCBuy62670.1→61122.4-12.79stop_loss
06-05 06:23BTCBuy62718.1→61174.3-12.75stop_loss
06-05 03:01BTCBuy64027.2→62450.6-12.74stop_loss
06-04 10:49BTCBuy63842.2→62268.7-12.75stop_loss
06-04 09:27BTCBuy64363.2→62777.5-12.76stop_loss
06-04 02:04BTCBuy62898.1→61351.2-12.75stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-03 19:52BTCBuy67115.4→65465-12.78stop_loss
06-03 19:30BTCBuy66952.3→65650.7-10.24timeout
06-03 03:34BTCBuy67593.4→65927.7-12.78stop_loss
06-02 14:26BTCBuy69553.5→67830.7-12.84stop_loss
06-02 14:10BTCBuy70015.5→68290.4-12.78stop_loss
06-01 22:26BTCBuy73435.7→71297.8-15.13stop_loss
06-01 22:26BTCBuy73973.7→71297.8-18.68stop_loss
05-31 19:18BTCBuy74008.7→73583.3-3.36timeout
05-31 17:01BTCBuy73889.7→73525.3-2.97timeout
05-31 15:00BTCBuy73908.7→73585.3-2.67timeout
05-30 07:47BTCBuy73374.7→73456.3+0.06timeout
05-29 18:52BTCBuy73646.7→73196.3-3.49timeout
05-29 15:47BTCBuy73018.7→73713.3+4.26timeout
05-29 14:37BTCBuy72924.6→72785.4-1.53timeout
05-29 13:28BTCBuy73131.7→73024.3-1.20timeout

Paper vs Live

Paper (trades.jsonl)
59
closed
37%
win rate
-244.87
total pnl ($)
-82.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5937%-82.6-244.87

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:16BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems