deribit_basis_zscore_discount_fear_btcdom_v4 · strategy

closed trades

49%

win rate

-190.25

total pnl ($)

0.964

weight

7d window — n=21 wr=52% pnl=-49.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:39	BTC	Buy	60401→59663	-6.56	timeout
06-28 11:43	BTC	Buy	60051→60254	+1.22	timeout
06-28 05:39	BTC	Buy	60594→59882	-6.32	timeout
06-27 07:43	BTC	Buy	59921→60410	+3.62	timeout
06-27 00:58	BTC	Buy	59231→60009	+6.11	timeout
06-26 18:21	BTC	Buy	59817→60001	+1.02	timeout
06-26 05:21	BTC	Buy	59460→59909	+3.33	timeout
06-26 02:16	BTC	Buy	59967→58431.8	-13.24	stop_loss
06-25 13:46	BTC	Buy	61144.1→59579.2	-13.24	stop_loss
06-25 13:44	BTC	Buy	61637.1→60060	-13.21	stop_loss
06-25 12:11	BTC	Buy	61053.1→61203.9	+0.83	timeout
06-25 05:47	BTC	Buy	59213→61486.9	+18.76	timeout
06-24 15:40	BTC	Buy	62158.1→60567.7	-13.23	stop_loss
06-24 14:13	BTC	Buy	62721.1→61107.4	-13.24	stop_loss
06-24 08:31	BTC	Buy	62461.1→62675.9	+1.26	timeout
06-23 20:20	BTC	Buy	62376.1→62463.9	+0.26	timeout
06-23 03:43	BTC	Buy	65044.3→63949.8	-8.88	timeout
06-22 22:42	BTC	Buy	64077.2→63884.8	-1.95	timeout
06-22 16:50	BTC	Buy	64047.2→64613.8	+3.94	timeout
06-22 10:27	BTC	Buy	63743.2→64144.8	+2.63	timeout
06-22 04:23	BTC	Buy	64207.2→63970.8	-2.30	timeout
06-21 22:17	BTC	Buy	64242.2→63667.8	-4.96	timeout
06-21 16:20	BTC	Buy	64495.2→64153.8	-3.07	timeout
06-21 09:51	BTC	Buy	64063.2→64141.8	+0.20	timeout
06-21 03:25	BTC	Buy	64192.2→64393.8	+1.12	timeout
06-20 21:10	BTC	Buy	63460.2→63902.8	+3.03	timeout
06-20 14:56	BTC	Buy	63327.2→63921.8	+4.21	timeout
06-20 08:35	BTC	Buy	63033.2→63439.8	+2.74	timeout
06-20 02:11	BTC	Buy	63040.2→63469.8	+2.97	timeout
06-19 19:24	BTC	Buy	62751.1→62980.9	+1.36	timeout
06-19 13:31	BTC	Buy	62931.1→62787.9	-1.54	timeout
06-19 07:20	BTC	Buy	62664.1→62692.9	-0.20	timeout
06-18 15:53	BTC	Buy	64119.2→62477.6	-13.22	stop_loss
06-18 15:51	BTC	Buy	64228.2→62584.6	-13.11	stop_loss
06-18 13:24	BTC	Buy	64656.2→64291.8	-3.27	timeout
06-18 07:30	BTC	Buy	64412.2→64260.8	-1.62	timeout
06-18 01:29	BTC	Buy	64913.2→64635.8	-2.62	timeout
06-17 19:29	BTC	Buy	65524.3→64496.8	-8.31	timeout
06-17 13:14	BTC	Buy	65745.3→65076.7	-5.56	timeout
06-17 07:08	BTC	Buy	65715.3→65567.7	-1.59	timeout
06-17 01:01	BTC	Buy	66431.3→65710.7	-5.90	timeout
06-16 19:00	BTC	Buy	66413.3→65817.7	-4.97	timeout
06-16 00:57	BTC	Buy	66557.3→66226.7	-2.92	timeout
06-15 18:09	BTC	Buy	65849.3→66765.7	+6.45	timeout
06-15 09:20	BTC	Buy	64738.2→65731.7	+7.23	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64349.2→63944.8	-3.63	timeout
06-14 11:15	BTC	Buy	64430.2→64541.8	+0.41	timeout
06-14 05:12	BTC	Buy	63952.2→64316.8	+2.41	timeout
06-13 22:45	BTC	Buy	63841.2→64485.8	+4.58	timeout
06-13 16:42	BTC	Buy	63593.2→64032.8	+3.01	timeout
06-13 09:33	BTC	Buy	63555.2→63790.8	+1.36	timeout
06-12 23:24	BTC	Buy	63815.2→63419.8	-3.57	timeout
06-12 17:48	BTC	Buy	63339.2→63828.8	+3.41	timeout
06-12 11:40	BTC	Buy	63671.2→63679.8	-0.42	timeout
06-12 05:36	BTC	Buy	63184.2→63431.8	+1.48	timeout
06-11 19:06	BTC	Buy	62649.1→63452.8	+5.90	timeout
06-11 04:01	BTC	Buy	62525.1→62597.9	+0.06	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61567.1→62016.9	+3.26	timeout
06-09 14:29	BTC	Buy	63168.2→61550.1	-13.26	stop_loss
06-09 08:14	BTC	Buy	63220.2→62885.9	-3.11	timeout
06-09 02:11	BTC	Buy	63745.2→62721.9	-8.47	timeout
06-08 20:05	BTC	Buy	63167.2→63350.8	+0.99	timeout
06-08 14:01	BTC	Buy	63108.2→63705.8	+4.26	timeout
06-08 01:53	BTC	Buy	61804.1→63113.8	+10.11	timeout
06-07 22:15	BTC	Buy	61298.1→63988.8	+21.50	take_profit
06-07 19:49	BTC	Buy	62212.1→61213.9	-8.45	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.90	timeout
06-07 07:43	BTC	Buy	60577→62170.9	+12.72	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 04:21	BTC	Buy	61473.1→59900	-13.25	stop_loss
06-05 18:54	BTC	Buy	60650→59097.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62599.1→60991.4	-13.29	stop_loss
06-05 13:49	BTC	Buy	62978.1→61366.2	-13.25	stop_loss
06-05 06:03	BTC	Buy	63662.2→62031.9	-13.23	stop_loss
06-05 03:47	BTC	Buy	63728.2→62767.9	-7.96	timeout
06-04 21:42	BTC	Buy	62820.1→63201.8	+2.60	timeout
06-04 09:29	BTC	Buy	64416.2→62765.5	-13.26	stop_loss
06-04 00:29	BTC	Buy	64958.2→63296.2	-13.24	stop_loss
06-03 19:54	BTC	Buy	67110.4→65387	-13.31	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:52	BTC	Buy	66693.3→67061.6	+2.24	timeout
06-03 03:44	BTC	Buy	67409.4→65681.9	-13.27	stop_loss
06-02 14:10	BTC	Buy	70036.5→68236.5	-13.31	stop_loss
06-02 12:35	BTC	Buy	70886.5→69072	-13.31	stop_loss
05-31 23:17	BTC	Buy	73878.7→73919.3	-0.16	timeout
05-31 03:24	BTC	Buy	73856.7→74144.3	+1.47	timeout
05-29 19:47	BTC	Buy	73373.7→73651.3	+1.42	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+3.01	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-190.25

total pnl ($)

-42.1 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	90	49%	-42.1	-190.25

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:48	BTC	Buy	circuit_breaker
06-28 15:40	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…