deribit_basis_zscore_dom_fear_long · strategy

closed trades

49%

win rate

-164.35

total pnl ($)

0.767

weight

7d window — n=16 wr=31% pnl=-77.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 05:40	BTC	Buy	60581→59901	-6.06	timeout
06-27 00:58	BTC	Buy	59231→60009	+6.11	timeout
06-26 18:39	BTC	Buy	60173→59737	-4.13	timeout
06-26 12:02	BTC	Buy	59816→59344	-4.42	timeout
06-26 05:58	BTC	Buy	59555→59921	+2.63	timeout
06-25 13:53	BTC	Buy	60881→58714.7	-18.24	stop_loss
06-25 13:46	BTC	Buy	61768.1→59570.2	-18.21	stop_loss
06-25 12:48	BTC	Buy	60767→61372.9	+4.59	timeout
06-25 06:18	BTC	Buy	59591→61682.9	+17.10	timeout
06-24 17:20	BTC	Buy	61608.1→59415.3	-18.22	stop_loss
06-24 15:45	BTC	Buy	62702.1→60470.7	-18.19	stop_loss
06-24 13:06	BTC	Buy	62858.1→62317.9	-4.71	timeout
06-24 06:26	BTC	Buy	62348.1→62865.9	+3.66	timeout
06-23 23:41	BTC	Buy	62602.1→62580.9	-0.64	timeout
06-23 19:15	BTC	Buy	62988.1→62321.9	-5.73	timeout
06-23 12:36	BTC	Buy	63978.2→62355.9	-13.08	timeout
06-20 14:07	BTC	Buy	63471.2→63268.8	-2.09	timeout
06-20 07:14	BTC	Buy	63038.2→63628.8	+4.18	timeout
06-19 19:43	BTC	Buy	62486.1→62976.9	+3.45	timeout
06-18 09:20	BTC	Buy	64310.2→64420.8	+0.39	timeout
06-17 13:58	BTC	Buy	65911.3→65233.7	-5.60	timeout
06-16 19:00	BTC	Buy	66413.3→65817.7	-4.97	timeout
06-16 00:58	BTC	Buy	66542.3→66228.7	-2.79	timeout
06-15 18:09	BTC	Buy	65849.3→66765.7	+6.45	timeout
06-15 10:27	BTC	Buy	65112.3→65713.7	+4.17	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 11:16	BTC	Buy	64453.2→64524.8	+0.10	timeout
06-14 05:12	BTC	Buy	63952.2→64316.8	+2.41	timeout
06-13 23:07	BTC	Buy	63853.2→64425.8	+4.02	timeout
06-13 16:43	BTC	Buy	63593.2→64030.8	+2.99	timeout
06-12 19:44	BTC	Buy	63037.2→63621.8	+4.18	timeout
06-12 05:33	BTC	Buy	63372.2→63442.8	+0.08	timeout
06-11 22:59	BTC	Buy	63112.2→63507.8	+2.62	timeout
06-11 16:53	BTC	Buy	62775.1→62595.9	-1.91	timeout
06-11 10:18	BTC	Buy	61130.1→62808.9	+13.21	timeout
06-11 03:50	BTC	Buy	62214.1→62410.9	+1.07	timeout
06-10 20:19	BTC	Buy	61597.1→61809.9	+1.25	timeout
06-09 16:05	BTC	Buy	63168.2→60920.5	-18.29	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 08:08	BTC	Buy	61504.1→63116.8	+12.61	timeout
06-08 02:02	BTC	Buy	61769.1→63110.8	+10.38	timeout
06-07 19:49	BTC	Buy	62231.1→61365.9	-7.38	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.90	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 10:17	BTC	Buy	61542.1→60629	-7.89	timeout
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 14:26	BTC	Buy	62622.1→60387.8	-18.29	stop_loss
06-05 13:58	BTC	Buy	62978.1→60736.6	-18.25	stop_loss
06-05 06:22	BTC	Buy	63614.2→61346.2	-18.25	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 16:59	BTC	Buy	64355.2→63548.8	-6.76	timeout
06-04 01:16	BTC	Buy	65258.3→62936.4	-18.24	stop_loss
06-03 23:02	BTC	Buy	66980.3→64592.5	-18.27	stop_loss
06-03 16:54	BTC	Buy	66263.3→65947.7	-2.86	timeout
06-03 10:53	BTC	Buy	66499.3→67177.6	+4.59	timeout
06-03 03:24	BTC	Buy	67584.4→66417.7	-9.09	timeout
06-02 14:09	BTC	Buy	70967.5→68442.3	-18.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-164.35

total pnl ($)

-51.9 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	63	49%	-51.9	-164.35

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…