deribit_basis_fear_long_zscore

not live
98
closed trades
41%
win rate
-331.73
total pnl ($)
0.748
weight
7d window — n=23 wr=48% pnl=-78.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 98 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:11BTCBuy59694→60326+4.90timeout
06-27 19:10BTCBuy60006→60548+4.09timeout
06-27 15:40BTCBuy60467→60787+2.21timeout
06-26 20:03BTCBuy59603→59837+1.38timeout
06-26 16:48BTCBuy59299→60062+5.89timeout
06-26 14:38BTCBuy59603→59685+0.19timeout
06-25 17:41BTCBuy59409→59605+1.25timeout
06-25 13:57BTCBuy59755→58275.9-12.77stop_loss
06-25 13:46BTCBuy61067.1→59564.2-12.72stop_loss
06-24 17:47BTCBuy60621→59129.5-12.74stop_loss
06-24 16:51BTCBuy61408.1→59873.1-12.92stop_loss
06-24 14:02BTCBuy62730.1→61184.3-12.77stop_loss
06-24 10:40BTCBuy62272.1→62567.9+1.87timeout
06-24 08:38BTCBuy62310.1→62688.9+2.49timeout
06-24 06:44BTCBuy62914.1→62748.9-1.82timeout
06-23 06:21BTCBuy64163.2→62565.6-12.91stop_loss
06-23 06:21BTCBuy64157.2→62565.6-12.87stop_loss
06-23 06:21BTCBuy64157.2→62565.6-12.89stop_loss
06-23 01:18BTCBuy64118.2→64152.8-0.17timeout
06-22 21:11BTCBuy63558.2→64367.8+5.91timeout
06-22 03:32BTCBuy64308.2→64345.8-0.24timeout
06-21 23:28BTCBuy64242.2→63627.8-5.21timeout
06-21 17:41BTCBuy63789.2→64040.8+1.60timeout
06-21 02:41BTCBuy63362.2→64220.8+6.31timeout
06-20 22:26BTCBuy63281.2→64146.8+6.39timeout
06-20 17:18BTCBuy63004.2→63909.8+6.71timeout
06-19 23:24BTCBuy62800.1→63268.8+3.25timeout
06-19 19:57BTCBuy62931.1→62993.9+0.02timeout
06-19 15:49BTCBuy62727.1→63187.8+3.31timeout
06-18 15:52BTCBuy64079.2→62498.6-12.84stop_loss
06-18 15:40BTCBuy64266.2→62673.5-12.81stop_loss
06-18 15:37BTCBuy64514.2→62927.4-12.73stop_loss
06-18 05:04BTCBuy65309.3→63702.9-12.77stop_loss
06-17 19:41BTCBuy65600.3→64198.8-11.17timeout
06-17 19:40BTCBuy65822.3→64198.7-12.79stop_loss
06-17 11:05BTCBuy66137.3→64497.5-12.93stop_loss
06-17 06:58BTCBuy66412.3→65592.7-6.65timeout
06-16 17:17BTCBuy66919.3→65802.7-8.89timeout
06-16 13:09BTCBuy66548.3→66183.7-3.27timeout
06-16 03:46BTCBuy65896.3→66103.7+1.16timeout
06-15 14:29BTCBuy64149.2→66514.7+18.00timeout
06-15 12:26BTCBuy64480.2→66266.7+13.42timeout
06-15 03:00BTCBuy64474.2→65408.7+6.76timeout
06-14 12:38BTCBuy63998.2→64310.8+2.00timeout
06-14 08:20BTCBuy63812.2→64476.8+4.73timeout
06-14 01:44BTCBuy63743.2→64542.8+5.85timeout
06-13 09:29BTCBuy63740.2→63786.8-0.18timeout
06-13 07:26BTCBuy62995.1→63737.8+5.43timeout
06-13 00:32BTCBuy63610.2→63540.8-1.09timeout
06-12 09:01BTCBuy62893.1→63445.8+3.87timeout
06-12 04:52BTCBuy62804.1→63707.8+6.68timeout
06-11 22:21BTCBuy61262.1→63590.8+18.43timeout
06-11 08:17BTCBuy61659.1→62766.9+8.39timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 16:20BTCBuy60851→62300.9+11.37timeout
06-10 14:21BTCBuy61679.1→61838.9+0.82timeout
06-09 14:43BTCBuy62840.1→61291.3-12.78stop_loss
06-09 14:18BTCBuy63311.2→61749-12.79stop_loss
06-09 14:11BTCBuy63512.2→61947.9-12.76stop_loss
06-08 22:27BTCBuy63044.2→63319.8+1.70timeout
06-08 20:49BTCBuy61768.1→63386.8+12.61timeout
06-08 17:07BTCBuy62234.1→63543.8+9.97timeout
06-07 20:02BTCBuy60543→61300.9+5.84timeout
06-07 19:19BTCBuy62776.1→61228.3-12.76stop_loss
06-07 16:01BTCBuy60783→62067.9+10.04timeout
06-07 06:07BTCBuy61018.1→61658.9+4.85timeout
06-06 18:56BTCBuy59419→60611+9.63timeout
06-06 14:34BTCBuy60539→60878+2.35timeout
06-06 04:14BTCBuy61560.1→60044-12.77stop_loss
06-05 18:44BTCBuy61102.1→59599.2-12.75stop_loss
06-05 15:39BTCBuy61594.1→60070.9-12.80stop_loss
06-05 15:39BTCBuy61707.1→60186.9-12.76stop_loss
06-05 13:55BTCBuy62568.1→61027.4-12.77stop_loss
06-05 11:16BTCBuy62342.1→62257.9-1.17timeout
06-05 06:17BTCBuy63416.2→61853-12.77stop_loss
06-05 03:06BTCBuy63886.2→62314.7-12.72stop_loss
06-05 02:22BTCBuy62722.1→62757.9-0.16timeout
06-04 00:54BTCBuy64565.2→62977.3-12.75stop_loss
06-04 00:29BTCBuy65117.3→63516-12.74stop_loss
06-03 19:54BTCBuy66970.3→65323.1-12.78stop_loss
06-03 19:36BTCBuy66658.3→65689.7-7.78timeout
06-03 16:25BTCBuy67239.4→65585.9-12.76stop_loss
06-03 03:50BTCBuy67188.4→65535.9-12.75stop_loss
06-03 03:39BTCBuy67587.4→65924.7-12.75stop_loss
06-02 14:27BTCBuy69460.5→67745.7-12.80stop_loss
06-02 13:36BTCBuy70522.5→68783.2-12.80stop_loss
06-02 12:18BTCBuy70942.5→69191.9-12.84stop_loss
06-02 02:07BTCBuy71980.6→70206.4-12.85stop_loss
06-01 15:33BTCBuy73414.7→71307.8-14.88stop_loss
06-01 15:33BTCBuy73588.7→71307.8-16.08stop_loss
06-01 03:59BTCBuy74121.7→73732.3-3.15timeout
05-31 18:12BTCBuy73998.7→73650.3-2.87timeout
05-31 14:43BTCBuy73985.7→73644.3-2.77timeout
05-30 11:07BTCBuy73614.7→73607.3-0.56timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 18:56BTCBuy73688.7→73350.3-2.79timeout
05-29 10:00BTCBuy73516.7→73693.3+0.67timeout
05-29 07:53BTCBuy73372.7→73390.3-0.36timeout

Paper vs Live

Paper (trades.jsonl)
98
closed
41%
win rate
-331.73
total pnl ($)
-67.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9841%-67.2-331.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems