deribit_basis_zscore_discount_fear_band_long · strategy

closed trades

39%

win rate

-234.78

total pnl ($)

0.670

weight

7d window — n=22 wr=32% pnl=-68.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:51	BTC	Buy	60202→59559	-5.78	timeout
06-30 00:14	BTC	Buy	60701→60158	-4.91	timeout
06-29 16:52	BTC	Buy	59861→59835	-0.74	timeout
06-29 10:12	BTC	Buy	59610→60205	+4.47	timeout
06-29 02:47	BTC	Buy	60077→59730	-3.36	timeout
06-28 20:11	BTC	Buy	60132→59553	-5.25	timeout
06-28 13:56	BTC	Buy	60195→60038	-1.77	timeout
06-28 06:49	BTC	Buy	60495→59961	-4.86	timeout
06-27 00:47	BTC	Buy	59369→59933	+4.28	timeout
06-26 18:30	BTC	Buy	59949→59759	-2.08	timeout
06-26 12:24	BTC	Buy	59796→59544	-2.59	timeout
06-26 06:17	BTC	Buy	59461→59734	+1.85	timeout
06-25 13:48	BTC	Buy	61160.1→59276.4	-15.85	stop_loss
06-25 13:45	BTC	Buy	61741.1→59848.1	-15.76	stop_loss
06-25 12:06	BTC	Buy	61083.1→61223.9	+0.70	timeout
06-25 06:00	BTC	Buy	59419→61630.9	+18.18	timeout
06-24 14:19	BTC	Buy	62829.1→60840.5	-16.27	stop_loss
06-24 14:19	BTC	Buy	62801.1→60840.5	-16.05	stop_loss
06-24 12:02	BTC	Buy	62789.1→62825.9	-0.16	timeout
06-24 06:05	BTC	Buy	62357.1→62740.9	+2.60	timeout
06-23 23:49	BTC	Buy	62436.1→62700.9	+1.69	timeout
06-23 17:38	BTC	Buy	63435.2→62588.9	-7.12	timeout
06-23 07:23	BTC	Buy	64363.2→63031.8	-10.81	timeout
06-23 01:11	BTC	Buy	65072.3→64233.8	-6.89	timeout
06-22 19:09	BTC	Buy	64072.2→64317.8	+1.44	timeout
06-22 13:07	BTC	Buy	63981.2→65067.7	+7.97	timeout
06-22 07:02	BTC	Buy	64247.2→63958.8	-2.70	timeout
06-22 01:04	BTC	Buy	64082.2→63900.8	-1.89	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:38	BTC	Buy	64274.2→63914.8	-3.22	timeout
06-21 03:59	BTC	Buy	64103.2→64391.8	+1.81	timeout
06-20 00:54	BTC	Buy	62729.1→63530.8	+5.95	timeout
06-19 18:33	BTC	Buy	62819.1→63102.8	+1.80	timeout
06-19 12:36	BTC	Buy	63000.1→62448.9	-4.78	timeout
06-19 06:08	BTC	Buy	62703.1→62760.9	+0.03	timeout
06-18 18:27	BTC	Buy	63926.2→62927.9	-8.13	timeout
06-18 15:57	BTC	Buy	64288.2→62315.7	-15.75	stop_loss
06-18 12:20	BTC	Buy	64630.2→64072.8	-4.77	timeout
06-18 06:41	BTC	Buy	65596.3→64054.8	-12.20	timeout
06-18 00:33	BTC	Buy	64754.2→64619.8	-1.54	timeout
06-17 18:37	BTC	Buy	65657.3→65466.7	-1.93	timeout
06-17 12:21	BTC	Buy	65724.3→64710.8	-8.19	timeout
06-17 06:15	BTC	Buy	66089.3→65822.7	-2.48	timeout
06-17 00:07	BTC	Buy	66498.3→65689.7	-6.56	timeout
06-16 16:40	BTC	Buy	65845.3→65832.7	-0.59	timeout
06-16 10:24	BTC	Buy	66240.3→66653.7	+2.64	timeout
06-16 02:55	BTC	Buy	66616.3→65756.7	-6.89	timeout
06-15 20:56	BTC	Buy	65677.3→66473.7	+5.58	timeout
06-15 14:39	BTC	Buy	65613.3→66447.7	+5.92	timeout
06-15 08:28	BTC	Buy	63918.2→65646.7	+13.08	timeout
06-15 01:58	BTC	Buy	64302.2→65452.7	+8.48	timeout
06-14 19:55	BTC	Buy	64411.2→63751.8	-5.59	timeout
06-14 13:53	BTC	Buy	64610.2→64275.8	-3.04	timeout
06-14 07:50	BTC	Buy	64318.2→64406.8	+0.16	timeout
06-14 01:51	BTC	Buy	64106.2→64607.8	+3.47	timeout
06-13 19:51	BTC	Buy	63838.2→64297.8	+3.15	timeout
06-13 13:45	BTC	Buy	63763.2→64109.8	+2.24	timeout
06-13 07:30	BTC	Buy	63699.2→63753.8	-0.03	timeout
06-12 22:11	BTC	Buy	63726.2→63509.8	-2.17	timeout
06-12 16:14	BTC	Buy	63465.2→63852.8	+2.58	timeout
06-12 09:00	BTC	Buy	63388.2→63422.8	-0.21	timeout
06-12 01:52	BTC	Buy	63074.2→63395.8	+2.05	timeout
06-11 18:46	BTC	Buy	62832.1→63514.8	+4.92	timeout
06-11 09:57	BTC	Buy	61250.1→62870.9	+12.71	timeout
06-11 02:51	BTC	Buy	61941.1→62067.9	+0.54	timeout
06-10 20:19	BTC	Buy	61626.1→61828.9	+1.17	timeout
06-10 07:46	BTC	Buy	61816.1→62016.9	+1.23	timeout
06-10 01:45	BTC	Buy	62348.1→62016.9	-3.05	timeout
06-09 14:46	BTC	Buy	63167.2→61235.3	-15.75	stop_loss
06-09 03:28	BTC	Buy	64047.2→62794.9	-10.22	timeout
06-08 21:25	BTC	Buy	63411.2→63666.8	+1.55	timeout
06-08 15:21	BTC	Buy	63246.2→64077.8	+6.10	timeout
06-08 07:51	BTC	Buy	61312.1→63252.8	+15.36	timeout
06-08 01:45	BTC	Buy	61746.1→63146.8	+10.86	timeout
06-07 19:22	BTC	Buy	62094.1→61416.9	-5.88	timeout
06-07 13:23	BTC	Buy	61570.1→61686.9	+0.49	timeout
06-06 18:07	BTC	Buy	61016.1→60468	-4.91	timeout
06-06 04:33	BTC	Buy	61522.1→59626.2	-15.86	stop_loss
06-06 03:33	BTC	Buy	60560→60560	-0.46	timeout
06-05 13:57	BTC	Buy	62765.1→60844.5	-15.75	stop_loss
06-05 13:51	BTC	Buy	63031.2→61096.4	-15.80	stop_loss
06-05 06:22	BTC	Buy	63369.2→61431.2	-15.72	stop_loss
06-05 04:06	BTC	Buy	63771.2→62802.9	-8.01	timeout
06-04 22:03	BTC	Buy	63132.2→63452.8	+2.11	timeout
06-04 17:24	BTC	Buy	63801.2→63142.8	-5.65	timeout
06-04 00:38	BTC	Buy	65216.3→63221.2	-15.74	stop_loss
06-03 23:02	BTC	Buy	66654.3→64615.4	-15.80	stop_loss
06-03 16:39	BTC	Buy	66341.3→65888.7	-3.89	timeout
06-03 14:28	BTC	Buy	66649.3→66699.7	-0.10	timeout
06-03 06:45	BTC	Buy	67270.4→67217.6	-0.88	timeout
06-02 15:26	BTC	Buy	69465.5→67340.9	-15.75	stop_loss
06-02 13:48	BTC	Buy	70852.5→68858.6	-14.55	timeout
05-31 23:15	BTC	Buy	73887.7→73929.3	-0.15	timeout
05-30 02:53	BTC	Buy	73067.7→73729.3	+4.06	timeout
05-29 19:50	BTC	Buy	73373.7→73637.3	+1.32	timeout
05-29 09:43	BTC	Buy	73874.7→73791.3	-1.05	timeout

Paper vs Live

Paper (trades.jsonl)

closed

39%

win rate

-234.78

total pnl ($)

-48.7 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	96	39%	-48.7	-234.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:31	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…