deribit_basis_zscore_discount_fear_long_v2 · strategy

112

closed trades

38%

win rate

-409.09

total pnl ($)

0.482

weight

7d window — n=24 wr=29% pnl=-128.65 · 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 06:55	BTC	Buy	59968→60087	+0.52	timeout
06-29 05:53	BTC	Buy	59920→59944	-0.27	timeout
06-28 20:06	BTC	Buy	60231→59495	-6.54	timeout
06-28 06:49	BTC	Buy	60427→59967	-4.25	timeout
06-28 05:04	BTC	Buy	60186→59933	-2.56	timeout
06-27 19:44	BTC	Buy	59904→60168	+1.80	timeout
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 15:34	BTC	Buy	59235→60118	+6.92	timeout
06-26 14:41	BTC	Buy	59574→59604	-0.25	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59518→58053.1	-12.68	stop_loss
06-25 13:53	BTC	Buy	60284→58772.7	-12.91	stop_loss
06-24 17:47	BTC	Buy	60594→59103.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61081.1→59579.2	-12.72	stop_loss
06-24 14:13	BTC	Buy	62620.1→61079.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62669.1→61127.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62701.1→61157.3	-12.76	stop_loss
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-24 07:57	BTC	Buy	62933.1→62611.9	-3.07	timeout
06-24 06:55	BTC	Buy	62922.1→62742.9	-1.93	timeout
06-23 08:20	BTC	Buy	63893.2→62320.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64364.2→62776.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64428.2→62843.4	-12.76	stop_loss
06-22 21:47	BTC	Buy	63809.2→64215.8	+2.73	timeout
06-22 19:45	BTC	Buy	64180.2→64320.8	+0.60	timeout
06-22 18:44	BTC	Buy	64162.2→64495.8	+2.10	timeout
06-21 20:51	BTC	Buy	63885.2→63679.8	-2.06	timeout
06-21 18:43	BTC	Buy	63814.2→64131.8	+2.08	timeout
06-21 17:40	BTC	Buy	63796.2→64045.8	+1.59	timeout
06-20 19:50	BTC	Buy	63112.2→63911.8	+5.91	timeout
06-20 17:57	BTC	Buy	63176.2→63814.8	+4.59	timeout
06-20 16:56	BTC	Buy	62974.1→63965.8	+7.38	timeout
06-19 18:21	BTC	Buy	62897.1→63139.8	+1.47	timeout
06-19 17:19	BTC	Buy	62574.1→63045.8	+3.31	timeout
06-19 16:34	BTC	Buy	62596.1→63257.8	+4.84	timeout
06-18 15:40	BTC	Buy	64232.2→62649.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64325.2→62740.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64367.2→62781.5	-12.51	stop_loss
06-17 19:40	BTC	Buy	65800.3→64175.7	-12.82	stop_loss
06-17 19:40	BTC	Buy	65801.3→64182.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65922.3→64251.6	-13.14	stop_loss
06-17 04:36	BTC	Buy	65820.3→65857.7	-0.21	timeout
06-17 01:16	BTC	Buy	66271.3→65686.7	-4.90	timeout
06-16 23:31	BTC	Buy	66181.3→65690.7	-4.24	timeout
06-16 03:38	BTC	Buy	65734.3→66017.7	+1.73	timeout
06-15 23:11	BTC	Buy	65442.3→66250.7	+5.68	timeout
06-15 21:58	BTC	Buy	65398.3→66335.7	+6.66	timeout
06-15 02:17	BTC	Buy	64595.2→65717.7	+8.20	timeout
06-14 23:06	BTC	Buy	64425.2→65226.7	+5.73	timeout
06-14 20:59	BTC	Buy	64267.2→63979.8	-2.71	timeout
06-14 01:44	BTC	Buy	63756.2→64566.8	+5.94	timeout
06-13 22:09	BTC	Buy	63526.2→64395.8	+6.36	timeout
06-13 20:45	BTC	Buy	63487.2→64221.8	+5.32	timeout
06-13 00:45	BTC	Buy	63657.2→63546.8	-1.41	timeout
06-12 20:33	BTC	Buy	63375.2→63506.8	+0.56	timeout
06-12 18:36	BTC	Buy	63476.2→63742.8	+1.64	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 19:20	BTC	Buy	61718.1→63651.8	+15.09	timeout
06-11 17:16	BTC	Buy	62100.1→62460.9	+2.36	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 18:19	BTC	Buy	61919.1→61882.9	-0.79	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:40	BTC	Buy	62262.1→60730.6	-12.76	stop_loss
06-09 14:11	BTC	Buy	63525.2→61953.9	-12.82	stop_loss
06-09 14:11	BTC	Buy	63556.2→61992.9	-12.75	stop_loss
06-09 12:36	BTC	Buy	63429.2→62607.9	-6.88	timeout
06-08 16:56	BTC	Buy	62077.1→63519.8	+11.08	timeout
06-08 15:56	BTC	Buy	61996.1→63817.8	+14.23	timeout
06-08 11:43	BTC	Buy	62648.1→63662.8	+7.62	timeout
06-07 16:29	BTC	Buy	60594→62154.9	+12.35	timeout
06-07 15:26	BTC	Buy	60621→61851.9	+9.69	timeout
06-07 10:43	BTC	Buy	60367→62329.9	+15.83	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61248.3	-12.68	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-04 10:49	BTC	Buy	63829.2→62259.7	-12.72	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64428.2→62843.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67183.4→65529.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67326.4→65668.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67209.4→65551.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67205.4→65551.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67558.4→65896.7	-12.75	stop_loss
06-02 14:27	BTC	Buy	69501.5→67790.7	-12.77	stop_loss
06-02 14:22	BTC	Buy	69874.5→68156.5	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 07:03	BTC	Buy	71509.6→69749.6	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

38%

win rate

-409.09

total pnl ($)

-72.8 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	112	38%	-72.8	-409.09

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…