deribit_basis_negative_zscore_fear_long · strategy

115

closed trades

43%

win rate

-444.31

total pnl ($)

0.286

weight

7d window — n=23 wr=22% pnl=-162.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:51	BTC	Buy	60377→59872	-4.66	timeout
06-28 20:44	BTC	Buy	60228→59637	-5.33	timeout
06-28 18:41	BTC	Buy	60525→59598	-8.08	timeout
06-27 04:24	BTC	Buy	59961→60410	+3.30	timeout
06-26 19:42	BTC	Buy	59296→59905	+4.58	timeout
06-26 17:37	BTC	Buy	59624→59955	+2.21	timeout
06-26 15:20	BTC	Buy	59210→59955	+5.75	timeout
06-26 02:16	BTC	Buy	59948→58412.9	-13.24	stop_loss
06-25 13:58	BTC	Buy	59629→58103	-13.16	stop_loss
06-25 13:57	BTC	Buy	59755→58226	-13.15	stop_loss
06-25 13:48	BTC	Buy	60892→59333.4	-13.19	stop_loss
06-25 13:48	BTC	Buy	60983→59422.3	-13.17	stop_loss
06-24 17:21	BTC	Buy	60854→59296.4	-13.23	stop_loss
06-24 15:44	BTC	Buy	62106.1→60516.7	-13.22	stop_loss
06-24 15:30	BTC	Buy	62340.1→60744.6	-13.22	stop_loss
06-24 14:13	BTC	Buy	62698.1→61093.4	-13.24	stop_loss
06-24 14:13	BTC	Buy	62704.1→61099.4	-13.23	stop_loss
06-24 11:17	BTC	Buy	62379.1→62331.9	-0.83	timeout
06-24 09:05	BTC	Buy	62388.1→62722.9	+2.17	timeout
06-24 07:23	BTC	Buy	63028.2→62727.9	-2.93	timeout
06-24 05:39	BTC	Buy	63416.2→62944.9	-4.22	timeout
06-23 08:19	BTC	Buy	63966.2→62327.7	-13.25	stop_loss
06-23 06:56	BTC	Buy	63964.2→62905.9	-8.75	timeout
06-22 22:48	BTC	Buy	63668.2→63893.8	+1.32	timeout
06-22 20:48	BTC	Buy	63751.2→64432.8	+4.89	timeout
06-22 18:41	BTC	Buy	64161.2→64495.8	+2.11	timeout
06-22 06:11	BTC	Buy	64179.2→64215.8	-0.18	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-21 18:05	BTC	Buy	63846.2→63947.8	+0.39	timeout
06-21 15:57	BTC	Buy	64103.2→64198.8	+0.28	timeout
06-21 05:53	BTC	Buy	63613.2→64209.8	+4.24	timeout
06-19 22:25	BTC	Buy	62822.1→63256.8	+2.96	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-19 18:19	BTC	Buy	62853.1→63105.8	+1.55	timeout
06-19 16:23	BTC	Buy	62725.1→63266.8	+3.85	timeout
06-18 15:57	BTC	Buy	63921.2→62281.7	-13.11	stop_loss
06-18 15:57	BTC	Buy	63959.2→62319.7	-13.17	stop_loss
06-18 15:55	BTC	Buy	64044.2→62396.7	-13.25	stop_loss
06-18 15:37	BTC	Buy	64604.2→62941.4	-13.42	stop_loss
06-18 11:41	BTC	Buy	64777.2→63910.8	-7.21	timeout
06-18 09:34	BTC	Buy	64989.2→64256.8	-6.14	timeout
06-18 05:08	BTC	Buy	65295.3→63621	-13.29	stop_loss
06-17 22:03	BTC	Buy	65524.3→63846.9	-13.24	stop_loss
06-17 13:13	BTC	Buy	66166.3→65039.7	-9.02	timeout
06-17 10:56	BTC	Buy	66459.3→64755.4	-13.36	stop_loss
06-17 08:31	BTC	Buy	66821.3→65110.2	-13.24	stop_loss
06-17 06:57	BTC	Buy	66418.3→65576.7	-6.81	timeout
06-16 10:58	BTC	Buy	65845.3→66478.7	+4.30	timeout
06-16 08:06	BTC	Buy	65720.3→66313.7	+4.15	timeout
06-16 05:49	BTC	Buy	65760.3→66034.7	+1.69	timeout
06-15 22:18	BTC	Buy	65018.3→66347.7	+9.73	timeout
06-15 09:37	BTC	Buy	64442.2→65539.7	+8.08	timeout
06-15 05:27	BTC	Buy	64286.2→65811.7	+11.40	timeout
06-15 03:22	BTC	Buy	64509.2→65660.7	+8.44	timeout
06-14 12:37	BTC	Buy	64003.2→64321.8	+2.05	timeout
06-14 08:05	BTC	Buy	63788.2→64374.8	+4.04	timeout
06-14 04:41	BTC	Buy	63583.2→64402.8	+6.04	timeout
06-14 01:50	BTC	Buy	63778.2→64611.8	+6.12	timeout
06-13 11:42	BTC	Buy	63750.2→63882.8	+0.50	timeout
06-13 05:21	BTC	Buy	63470.2→63541.8	+0.13	timeout
06-12 23:40	BTC	Buy	63682.2→63545.8	-1.57	timeout
06-12 17:40	BTC	Buy	63211.2→63763.8	+3.91	timeout
06-12 11:16	BTC	Buy	63143.2→63803.8	+4.71	timeout
06-12 01:11	BTC	Buy	61943.1→63499.8	+11.98	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 14:49	BTC	Buy	61851.1→62895.9	+7.90	timeout
06-11 09:29	BTC	Buy	61186.1→62794.9	+12.57	timeout
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 15:18	BTC	Buy	61574.1→61960.9	+2.64	timeout
06-10 13:26	BTC	Buy	62260.1→61451.9	-6.94	timeout
06-09 14:29	BTC	Buy	63168.2→61550.1	-13.26	stop_loss
06-09 14:21	BTC	Buy	63265.2→61646.1	-13.25	stop_loss
06-09 13:36	BTC	Buy	63805.2→62165.8	-13.28	stop_loss
06-08 21:00	BTC	Buy	61874.1→63507.8	+12.71	timeout
06-08 18:57	BTC	Buy	62086.1→63475.8	+10.68	timeout
06-08 17:00	BTC	Buy	62036.1→63467.8	+10.99	timeout
06-08 14:59	BTC	Buy	61882.1→63977.8	+16.44	timeout
06-07 20:01	BTC	Buy	60557→61266.9	+5.45	timeout
06-07 18:03	BTC	Buy	60550→62183.9	+13.07	timeout
06-07 15:56	BTC	Buy	60753→62002.9	+9.85	timeout
06-07 13:54	BTC	Buy	60750→61740.9	+7.68	timeout
06-06 18:58	BTC	Buy	59431→60638	+9.76	timeout
06-06 04:27	BTC	Buy	61436.1→59864.1	-13.25	stop_loss
06-05 18:52	BTC	Buy	60890→59331.4	-13.26	stop_loss
06-05 18:43	BTC	Buy	61425.1→59853.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61913.1→60327.8	-13.25	stop_loss
06-05 13:57	BTC	Buy	62411.1→60813.5	-13.25	stop_loss
06-05 13:57	BTC	Buy	62435.1→60837.5	-13.25	stop_loss
06-05 13:53	BTC	Buy	62643.1→61038.4	-13.26	stop_loss
06-05 06:24	BTC	Buy	62727.1→61121.4	-13.19	stop_loss
06-05 06:21	BTC	Buy	63180.2→61562.1	-13.20	stop_loss
06-05 06:03	BTC	Buy	63684.2→62050.9	-13.21	stop_loss
06-05 02:17	BTC	Buy	62425.1→63170.8	+5.53	timeout
06-04 11:10	BTC	Buy	63809.2→62175.8	-13.22	stop_loss
06-04 01:16	BTC	Buy	64596.2→62943.4	-13.24	stop_loss
06-04 00:29	BTC	Buy	65074.3→63409.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66432.3→64732.4	-13.29	stop_loss
06-03 19:54	BTC	Buy	67032.4→65317.1	-13.31	stop_loss
06-03 19:52	BTC	Buy	67172.4→65453	-13.28	stop_loss
06-03 19:41	BTC	Buy	66640.3→65800.7	-6.82	timeout

Paper vs Live

Paper (trades.jsonl)

115

closed

43%

win rate

-444.31

total pnl ($)

-76.9 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	43%	-76.9	-444.31

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…