deribit_basis_negative_zscore_fear_reversion_long

not live
92
closed trades
43%
win rate
-319.25
total pnl ($)
0.369
weight
7d window — n=25 wr=36% pnl=-147.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 92 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:22BTCBuy59965→59290-7.40timeout
06-28 15:17BTCBuy60348→60023-3.81timeout
06-28 09:11BTCBuy60827→60398-4.79timeout
06-28 01:54BTCBuy60474→60224-3.04timeout
06-27 19:12BTCBuy59954→60569+5.64timeout
06-27 04:42BTCBuy59495→60349+8.08timeout
06-26 22:00BTCBuy59899→59874-0.82timeout
06-26 09:15BTCBuy58996.9→60130+10.94timeout
06-26 02:16BTCBuy59873→58400.9-15.28stop_loss
06-25 13:49BTCBuy60737→59243.4-15.24stop_loss
06-25 13:48BTCBuy60779→59284.4-15.21stop_loss
06-25 13:42BTCBuy61705.1→60187.9-15.27stop_loss
06-24 17:21BTCBuy60845→59336.3-15.40stop_loss
06-24 14:19BTCBuy62471.1→60934.5-15.25stop_loss
06-24 14:13BTCBuy62654.1→61105.4-15.36stop_loss
06-24 13:48BTCBuy62791.1→61243.3-15.31stop_loss
06-24 08:27BTCBuy62529.1→62665.9+0.70timeout
06-24 02:15BTCBuy62588.1→62800.9+1.45timeout
06-23 06:21BTCBuy64220.2→62636.5-15.34stop_loss
06-23 06:21BTCBuy64320.2→62734.5-15.35stop_loss
06-23 05:19BTCBuy65103.3→63500.1-15.34stop_loss
06-23 00:45BTCBuy63993.2→64082.8+0.31timeout
06-22 18:37BTCBuy63820.2→64588.8+6.64timeout
06-22 12:37BTCBuy64132.2→64940.8+6.89timeout
06-22 06:26BTCBuy63993.2→64054.8+0.02timeout
06-22 00:08BTCBuy64177.2→63481.8-7.07timeout
06-21 17:15BTCBuy64241.2→64160.8-1.22timeout
06-21 09:59BTCBuy64103.2→64171.8+0.03timeout
06-21 02:51BTCBuy63385.2→64239.8+7.54timeout
06-20 20:05BTCBuy63479.2→63901.8+3.49timeout
06-20 13:16BTCBuy63038.2→63562.8+4.41timeout
06-19 20:30BTCBuy62927.1→63050.8+0.61timeout
06-19 14:24BTCBuy63103.2→63065.8-0.81timeout
06-18 15:55BTCBuy63985.2→62410.7-15.32stop_loss
06-18 15:37BTCBuy64541.2→62954.4-15.28stop_loss
06-18 15:36BTCBuy64661.2→63065.3-15.33stop_loss
06-18 14:19BTCBuy64274.2→63910.8-3.92timeout
06-18 04:11BTCBuy65424.3→63814.9-15.31stop_loss
06-18 02:10BTCBuy65371.3→64535.8-8.28timeout
06-17 19:39BTCBuy65836.3→64214.7-15.35stop_loss
06-17 13:47BTCBuy65645.3→65269.7-4.00timeout
06-17 07:44BTCBuy66106.3→65510.7-5.97timeout
06-17 01:47BTCBuy66314.3→65791.7-5.32timeout
06-16 19:41BTCBuy66366.3→65605.7-7.50timeout
06-16 13:36BTCBuy66652.3→66020.7-6.30timeout
06-16 07:17BTCBuy66718.3→66386.7-3.45timeout
06-16 01:12BTCBuy65823.3→66266.7+3.52timeout
06-15 19:05BTCBuy65344.3→66800.7+12.75timeout
06-15 12:55BTCBuy63780.2→66580.7+25.82take_profit
06-15 06:53BTCBuy64282.2→65853.7+14.11timeout
06-15 00:50BTCBuy64240.2→65526.7+11.46timeout
06-14 18:44BTCBuy64544.2→63753.8-7.97timeout
06-14 12:40BTCBuy64256.2→64313.8+0.00timeout
06-14 06:40BTCBuy64001.2→64218.8+1.51timeout
06-14 00:37BTCBuy63673.2→64530.8+7.54timeout
06-13 19:19BTCBuy63613.2→64147.8+4.50timeout
06-13 13:18BTCBuy63681.2→64137.8+3.70timeout
06-13 06:11BTCBuy63664.2→63566.8-1.46timeout
06-12 23:41BTCBuy63358.2→63511.8+0.85timeout
06-12 17:39BTCBuy63487.2→63812.8+2.52timeout
06-12 11:34BTCBuy63268.2→63709.8+3.58timeout
06-12 05:00BTCBuy63104.2→63691.8+4.99timeout
06-11 22:59BTCBuy62662.1→63496.8+7.34timeout
06-11 16:21BTCBuy61239.1→62764.9+14.32timeout
06-11 08:50BTCBuy61930.1→62933.9+9.08timeout
06-11 02:17BTCBuy61681.1→62223.9+4.70timeout
06-09 16:19BTCBuy62373.1→60839.5-15.31stop_loss
06-09 14:21BTCBuy63163.2→61610.1-15.29stop_loss
06-09 14:19BTCBuy63267.2→61711-15.30stop_loss
06-09 08:32BTCBuy63875.2→62871.9-9.97timeout
06-09 02:29BTCBuy63048.2→62734.9-3.51timeout
06-08 20:24BTCBuy63135.2→63244.8+0.47timeout
06-08 14:30BTCBuy61753.1→63794.8+19.26timeout
06-08 08:25BTCBuy62089.1→63036.8+8.53timeout
06-08 02:14BTCBuy62336.1→63110.8+6.86timeout
06-07 20:12BTCBuy61405.1→61590.9+1.31timeout
06-07 14:02BTCBuy60537→61780.9+11.77timeout
06-07 07:59BTCBuy60782→62372.9+15.24timeout
06-07 01:57BTCBuy60972→61465.9+4.25timeout
06-06 04:20BTCBuy61436.1→59925-15.30stop_loss
06-05 18:54BTCBuy60610→59119.5-15.31stop_loss
06-05 13:56BTCBuy62553.1→61014.4-15.30stop_loss
06-05 06:23BTCBuy62769.1→61213.3-15.40stop_loss
06-05 06:03BTCBuy63629.2→62058.9-15.32stop_loss
06-05 03:25BTCBuy63010.2→62613.9-4.26timeout
06-05 03:05BTCBuy63973.2→62399.7-15.26stop_loss
06-04 09:27BTCBuy64410.2→62824.4-15.30stop_loss
06-04 00:27BTCBuy65175.3→63572-15.30stop_loss
06-03 20:45BTCBuy66730.3→65088.2-15.32stop_loss
06-03 19:55BTCBuy66852.3→65168.1-15.70stop_loss
06-03 19:55BTCBuy66820.3→65168.1-15.43stop_loss
06-03 03:43BTCBuy67537.4→65872.8-15.33stop_loss

Paper vs Live

Paper (trades.jsonl)
92
closed
43%
win rate
-319.25
total pnl ($)
-57.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9243%-57.6-319.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems