deribit_basis_low_zscore_fear_long · strategy

115

closed trades

44%

win rate

-284.58

total pnl ($)

0.742

weight

7d window — n=24 wr=50% pnl=-73.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:06	BTC	Buy	60423→58935.6	-12.75	stop_loss
06-30 01:03	BTC	Buy	59495→59773	+1.95	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.29	timeout
06-29 18:20	BTC	Buy	59599→60417	+6.26	timeout
06-28 20:21	BTC	Buy	60261→59648	-5.53	timeout
06-28 19:41	BTC	Buy	60145→59405	-6.58	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-27 19:58	BTC	Buy	59830→60137	+2.17	timeout
06-27 19:23	BTC	Buy	59869→60428	+4.26	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 19:18	BTC	Buy	59192→59956	+5.89	timeout
06-26 14:12	BTC	Buy	59416→59962	+4.10	timeout
06-25 18:02	BTC	Buy	59344→59662	+2.26	timeout
06-25 17:22	BTC	Buy	59332→59479	+0.85	timeout
06-25 13:53	BTC	Buy	60505→59015.5	-12.70	stop_loss
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61156.1→59646.2	-12.77	stop_loss
06-24 13:57	BTC	Buy	62752.1→61205.3	-12.77	stop_loss
06-24 13:47	BTC	Buy	62818.1→61273.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 12:11	BTC	Buy	62404.1→62792.9	+2.66	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.34	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 06:40	BTC	Buy	64044.2→62886.9	-9.52	timeout
06-23 06:21	BTC	Buy	64134.2→62554.6	-12.77	stop_loss
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63707.2→64201.8	+3.43	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 23:13	BTC	Buy	64246.2→63720.8	-4.52	timeout
06-21 21:54	BTC	Buy	64012.2→63767.8	-2.36	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-19 20:53	BTC	Buy	63105.2→63158.8	-0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.31	timeout
06-18 15:57	BTC	Buy	63872.2→62294.7	-12.87	stop_loss
06-18 15:37	BTC	Buy	64542.2→62941.4	-12.83	stop_loss
06-18 15:37	BTC	Buy	64579.2→62988.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-17 19:50	BTC	Buy	65664.3→64041.8	-12.82	stop_loss
06-17 19:40	BTC	Buy	65804.3→64184.7	-12.79	stop_loss
06-17 07:40	BTC	Buy	66378.3→65464.7	-7.36	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.78	timeout
06-16 23:35	BTC	Buy	66176.3→65731.7	-3.89	timeout
06-16 07:03	BTC	Buy	65730.3→66333.7	+4.22	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-15 22:17	BTC	Buy	65108.3→66340.7	+8.97	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.73	timeout
06-15 03:00	BTC	Buy	64474.2→65425.7	+6.89	timeout
06-14 21:50	BTC	Buy	64463.2→65542.7	+7.88	timeout
06-14 02:33	BTC	Buy	63679.2→64528.8	+6.24	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 19:28	BTC	Buy	63723.2→64135.8	+2.78	timeout
06-13 02:18	BTC	Buy	63578.2→63767.8	+1.02	timeout
06-13 00:37	BTC	Buy	63672.2→63543.8	-1.54	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-12 00:10	BTC	Buy	61608.1→63709.8	+16.48	timeout
06-11 22:36	BTC	Buy	61337.1→63527.8	+17.28	timeout
06-11 14:35	BTC	Buy	61957.1→62897.9	+7.05	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:26	BTC	Buy	61818.1→62005.9	+1.04	timeout
06-09 16:19	BTC	Buy	62379.1→60844.5	-12.77	stop_loss
06-09 14:36	BTC	Buy	62906.1→61351.2	-12.81	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 01:53	BTC	Buy	63040.2→62752.9	-2.72	timeout
06-08 22:59	BTC	Buy	62910.1→63423.8	+3.61	timeout
06-08 22:26	BTC	Buy	63047.2→63296.8	+1.49	timeout
06-07 22:15	BTC	Buy	61478.1→64176.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60595→63255.8	+21.52	take_profit
06-07 22:12	BTC	Buy	60614→62144.9	+12.19	timeout
06-07 04:17	BTC	Buy	60253→61540.9	+10.24	timeout
06-06 19:44	BTC	Buy	59730→60595	+6.85	timeout
06-06 18:32	BTC	Buy	60126→60526	+2.92	timeout
06-06 04:12	BTC	Buy	61725.1→60205.9	-12.76	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60745→59250.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61657.1→60139.9	-12.74	stop_loss
06-05 13:56	BTC	Buy	62463.1→60926.5	-12.75	stop_loss
06-05 13:48	BTC	Buy	63035.2→61485.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62700.1→61150.4	-12.80	stop_loss
06-05 06:01	BTC	Buy	63680.2→62110.8	-12.73	stop_loss
06-05 05:59	BTC	Buy	63775.2→62206.8	-12.70	stop_loss
06-05 02:30	BTC	Buy	64157.2→62579.6	-12.74	stop_loss
06-04 09:27	BTC	Buy	64359.2→62776.5	-12.74	stop_loss
06-04 03:32	BTC	Buy	61750.1→64496.8	+21.79	take_profit
06-04 00:29	BTC	Buy	65037.3→63438.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-04 00:26	BTC	Buy	65344.3→63736.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	66996.3→65324.1	-12.96	stop_loss
06-03 19:54	BTC	Buy	66991.3→65324.1	-12.93	stop_loss
06-03 16:26	BTC	Buy	67223.4→65569.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67260.4→65602.9	-12.78	stop_loss
06-02 23:03	BTC	Buy	67823.4→66150.6	-12.79	stop_loss
06-02 23:00	BTC	Buy	67893.4→66219.6	-12.78	stop_loss
06-02 12:34	BTC	Buy	70850.5→69108	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

115

closed

44%

win rate

-284.58

total pnl ($)

-49.1 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	115	44%	-49.1	-284.58

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…