deribit_basis_zscore_extreme_fear_dom_band_long · strategy

closed trades

46%

win rate

-231.38

total pnl ($)

0.750

weight

7d window — n=24 wr=42% pnl=-71.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:55	BTC	Buy	59842→58644.1	-10.45	timeout
06-30 06:27	BTC	Buy	60400→59583	-7.20	timeout
06-29 23:43	BTC	Buy	59848→60228	+2.74	timeout
06-29 16:50	BTC	Buy	59803→59921	+0.46	timeout
06-29 10:19	BTC	Buy	59266→60257	+7.84	timeout
06-28 23:26	BTC	Buy	60333→59380	-8.36	timeout
06-28 17:14	BTC	Buy	59982→59615	-3.50	timeout
06-28 08:29	BTC	Buy	60235→60184	-0.88	timeout
06-28 02:26	BTC	Buy	60596→60055	-4.92	timeout
06-27 19:48	BTC	Buy	60468→60132	-3.20	timeout
06-27 00:57	BTC	Buy	59220→60005	+6.18	timeout
06-26 18:29	BTC	Buy	59967→59836	-1.60	timeout
06-26 12:11	BTC	Buy	59864→59391	-4.43	timeout
06-26 05:57	BTC	Buy	59569→59927	+2.56	timeout
06-25 13:48	BTC	Buy	61233.1→59360.3	-15.73	stop_loss
06-25 13:46	BTC	Buy	61492.1→59609.2	-15.73	stop_loss
06-25 11:23	BTC	Buy	60977→61251.9	+1.80	timeout
06-25 05:20	BTC	Buy	59511→61524.9	+16.48	timeout
06-24 15:33	BTC	Buy	62573.1→60658.6	-15.74	stop_loss
06-24 14:19	BTC	Buy	62824.1→60883.5	-15.89	stop_loss
06-24 12:06	BTC	Buy	62759.1→62886.9	+0.57	timeout
06-24 05:55	BTC	Buy	62334.1→62849.9	+3.66	timeout
06-23 23:18	BTC	Buy	62379.1→62547.9	+0.91	timeout
06-23 17:40	BTC	Buy	63441.2→62567.9	-7.33	timeout
06-23 08:24	BTC	Buy	64067.2→62106.8	-15.72	stop_loss
06-23 04:12	BTC	Buy	64697.2→63989.8	-5.92	timeout
06-22 22:02	BTC	Buy	64128.2→64340.8	+1.21	timeout
06-22 15:45	BTC	Buy	64156.2→65003.7	+6.17	timeout
06-22 09:46	BTC	Buy	63822.2→64063.8	+1.40	timeout
06-22 03:47	BTC	Buy	64248.2→64070.8	-1.86	timeout
06-21 21:41	BTC	Buy	64149.2→63886.8	-2.50	timeout
06-21 15:35	BTC	Buy	64332.2→64163.8	-1.73	timeout
06-21 05:47	BTC	Buy	63838.2→64219.8	+2.54	timeout
06-20 13:28	BTC	Buy	63415.2→63258.8	-1.71	timeout
06-20 07:30	BTC	Buy	62953.1→63761.8	+5.97	timeout
06-20 01:28	BTC	Buy	62765.1→63409.8	+4.68	timeout
06-19 19:23	BTC	Buy	62762.1→62981.9	+1.29	timeout
06-19 14:00	BTC	Buy	63018.2→63150.8	+0.65	timeout
06-19 07:39	BTC	Buy	62851.1→62500.9	-3.21	timeout
06-19 02:27	BTC	Buy	63926.2→62989.9	-7.73	timeout
06-18 15:53	BTC	Buy	64399.2→62428.6	-15.65	stop_loss
06-18 13:54	BTC	Buy	64492.2→64064.8	-3.76	timeout
06-18 07:55	BTC	Buy	64199.2→64411.8	+1.20	timeout
06-18 01:49	BTC	Buy	65281.3→64504.8	-6.43	timeout
06-17 19:45	BTC	Buy	65489.3→64226.8	-10.09	timeout
06-17 13:29	BTC	Buy	65557.3→64887.8	-5.57	timeout
06-17 07:26	BTC	Buy	65671.3→65506.7	-1.68	timeout
06-17 01:09	BTC	Buy	66139.3→65778.7	-3.21	timeout
06-16 19:00	BTC	Buy	66420.3→65807.7	-5.10	timeout
06-16 09:23	BTC	Buy	66510.3→66595.7	+0.19	timeout
06-15 23:59	BTC	Buy	66220.3→66294.7	+0.15	timeout
06-15 17:49	BTC	Buy	65758.3→66888.7	+8.09	timeout
06-15 04:40	BTC	Buy	64135.2→65651.7	+11.36	timeout
06-14 18:57	BTC	Buy	64259.2→63772.8	-4.27	timeout
06-14 12:52	BTC	Buy	64513.2→64276.8	-2.28	timeout
06-14 06:26	BTC	Buy	64135.2→64323.8	+1.03	timeout
06-13 23:04	BTC	Buy	63835.2→64428.8	+4.19	timeout
06-13 16:43	BTC	Buy	63593.2→64030.8	+2.99	timeout
06-13 09:33	BTC	Buy	63535.2→63789.8	+1.51	timeout
06-12 23:25	BTC	Buy	63861.2→63435.8	-3.80	timeout
06-12 17:41	BTC	Buy	63336.2→63788.8	+3.12	timeout
06-12 11:34	BTC	Buy	63486.2→63714.8	+1.31	timeout
06-12 05:35	BTC	Buy	63201.2→63436.8	+1.39	timeout
06-11 19:06	BTC	Buy	62629.1→63457.8	+6.10	timeout
06-11 04:00	BTC	Buy	62606.1→62658.9	-0.10	timeout
06-10 20:19	BTC	Buy	61623.1→61816.9	+1.09	timeout
06-10 03:09	BTC	Buy	61627.1→62016.9	+2.77	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:11	BTC	Buy	63750.2→62721.9	-8.51	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:01	BTC	Buy	63130.2→63762.8	+4.54	timeout
06-08 08:06	BTC	Buy	61504.1→63148.8	+12.91	timeout
06-08 01:57	BTC	Buy	61763.1→63168.8	+10.90	timeout
06-07 19:49	BTC	Buy	62230.1→61358.9	-7.43	timeout
06-07 13:50	BTC	Buy	61405.1→61763.9	+2.46	timeout
06-07 07:43	BTC	Buy	60575→62179.9	+12.81	timeout
06-07 01:34	BTC	Buy	60740→61533.9	+6.05	timeout
06-06 04:33	BTC	Buy	61489.1→59606.2	-15.76	stop_loss
06-06 03:19	BTC	Buy	60799→60854	-0.01	timeout
06-05 13:57	BTC	Buy	62742.1→60822.5	-15.75	stop_loss
06-05 13:56	BTC	Buy	62844.1→60920.5	-15.76	stop_loss
06-05 06:20	BTC	Buy	63616.2→61670.1	-15.72	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+3.99	timeout
06-04 10:30	BTC	Buy	64355.2→62385.7	-15.72	stop_loss
06-04 00:30	BTC	Buy	65258.3→63262.2	-15.74	stop_loss
06-03 20:46	BTC	Buy	67092.4→65040.2	-15.76	stop_loss
06-03 16:39	BTC	Buy	66341.3→65890.7	-3.88	timeout
06-03 14:39	BTC	Buy	66810.3→66933.7	+0.45	timeout
06-03 06:46	BTC	Buy	67207.4→67200.6	-0.53	timeout
06-02 15:26	BTC	Buy	69501.5→67374.9	-15.76	stop_loss
06-02 13:47	BTC	Buy	70822.5→68886.6	-14.14	timeout
05-29 19:48	BTC	Buy	73375.7→73618.3	+1.18	timeout
05-29 02:40	BTC	Buy	72913.6→73430.3	+3.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-231.38

total pnl ($)

-48.6 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	95	46%	-48.6	-231.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:55	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…