deribit_basis_zscore_extreme_fear_confluence_long_x3485391_0 · strategy

closed trades

51%

win rate

-74.28

total pnl ($)

1.187

weight

7d window — n=17 wr=53% pnl=-6.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:52	BTC	Buy	59853→60495	+4.88	timeout
06-26 15:20	BTC	Buy	58856.9→59935	+8.68	timeout
06-26 09:04	BTC	Buy	59435→60091	+5.08	timeout
06-26 02:17	BTC	Buy	58983.9→58743.1	-2.48	timeout
06-25 13:41	BTC	Buy	61895.1→60310.8	-13.23	stop_loss
06-25 13:39	BTC	Buy	60860→60729	-1.49	timeout
06-25 07:37	BTC	Buy	59890→61854.9	+15.97	timeout
06-24 15:56	BTC	Buy	61817.1→60234.9	-13.26	stop_loss
06-24 02:04	BTC	Buy	62531.1→62833.9	+1.95	timeout
06-23 18:41	BTC	Buy	62937.1→62198.9	-6.32	timeout
06-23 08:17	BTC	Buy	64006.2→62366.7	-13.27	stop_loss
06-23 04:12	BTC	Buy	64712.2→63989.8	-6.03	timeout
06-22 21:05	BTC	Buy	64225.2→64406.8	+0.95	timeout
06-22 15:03	BTC	Buy	64097.2→65069.7	+7.09	timeout
06-22 09:01	BTC	Buy	63814.2→64134.8	+2.02	timeout
06-22 02:38	BTC	Buy	64014.2→64496.8	+3.27	timeout
06-21 19:44	BTC	Buy	64186.2→64187.8	-0.43	timeout
06-20 17:24	BTC	Buy	63703.2→63873.8	+0.88	timeout
06-19 13:14	BTC	Buy	62900.1→62770.9	-1.43	timeout
06-17 09:28	BTC	Buy	65705.3→65017.7	-5.72	timeout
06-17 02:52	BTC	Buy	65673.3→65832.7	+0.75	timeout
06-16 20:10	BTC	Buy	66427.3→65633.7	-6.47	timeout
06-16 00:11	BTC	Buy	66255.3→66360.7	+0.37	timeout
06-15 17:26	BTC	Buy	65803.3→66833.7	+7.32	timeout
06-15 10:35	BTC	Buy	65304.3→65690.7	+2.51	timeout
06-15 04:28	BTC	Buy	64115.2→65675.7	+11.70	timeout
06-14 20:28	BTC	Buy	64460.2→63897.8	-4.83	timeout
06-14 14:25	BTC	Buy	64538.2→64238.8	-2.77	timeout
06-14 08:22	BTC	Buy	64243.2→64474.8	+1.34	timeout
06-14 01:41	BTC	Buy	64210.2→64562.8	+2.31	timeout
06-13 19:41	BTC	Buy	63802.2→64261.8	+3.15	timeout
06-13 13:45	BTC	Buy	63774.2→64115.8	+2.20	timeout
06-13 00:28	BTC	Buy	63477.2→63517.8	-0.17	timeout
06-12 18:24	BTC	Buy	63160.2→63681.8	+3.67	timeout
06-11 18:53	BTC	Buy	62767.1→63530.8	+5.57	timeout
06-11 03:59	BTC	Buy	62609.1→62660.9	-0.11	timeout
06-10 21:30	BTC	Buy	61230.1→61618.9	+2.71	timeout
06-10 02:03	BTC	Buy	62268.1→62016.9	-2.41	timeout
06-09 14:29	BTC	Buy	63170.2→61552.1	-13.26	stop_loss
06-09 00:21	BTC	Buy	62909.1→62999.8	+0.24	timeout
06-08 18:10	BTC	Buy	62939.1→63583.8	+4.63	timeout
06-08 09:30	BTC	Buy	61751.1→63347.8	+12.47	timeout
06-07 19:28	BTC	Buy	62190.1→61404.9	-6.73	timeout
06-07 13:30	BTC	Buy	61620.1→61840.9	+1.33	timeout
06-06 04:34	BTC	Buy	61131.1→59566.2	-13.25	stop_loss
06-06 04:33	BTC	Buy	61186.1→59620.2	-13.25	stop_loss
06-05 13:49	BTC	Buy	62860.1→61246.3	-13.29	stop_loss
06-05 06:22	BTC	Buy	63018.2→61404.2	-13.25	stop_loss
06-03 18:30	BTC	Buy	67213.4→65882.7	-10.38	timeout
06-03 13:14	BTC	Buy	66680.3→67118.6	+2.82	timeout
06-03 03:47	BTC	Buy	67272.4→65731.7	-11.91	timeout
06-02 12:30	BTC	Buy	70978.5→69161.9	-13.30	stop_loss
05-29 20:10	BTC	Buy	73680.7→73586.3	-1.12	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-74.28

total pnl ($)

-27.8 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	53	51%	-27.8	-74.28

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 18:44	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…