deribit_basis_zscore_extreme_fear_dom_mem_long · strategy

closed trades

55%

win rate

-74.94

total pnl ($)

1.094

weight

7d window — n=21 wr=57% pnl=-21.87 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 66 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:45	BTC	Buy	59868→60468	+4.55	timeout
06-27 01:21	BTC	Buy	58864.9→59949	+8.75	timeout
06-26 13:18	BTC	Buy	60399→58853.6	-13.26	stop_loss
06-26 12:56	BTC	Buy	59631→59235	-3.79	timeout
06-26 06:39	BTC	Buy	59400→60126	+5.66	timeout
06-25 13:46	BTC	Buy	61239.1→59667.2	-13.28	stop_loss
06-25 13:44	BTC	Buy	61691.1→60111.9	-13.23	stop_loss
06-25 12:38	BTC	Buy	60852→61323.9	+3.44	timeout
06-25 06:05	BTC	Buy	59432→61569.9	+17.55	timeout
06-24 14:02	BTC	Buy	62760.1→61149.4	-13.28	stop_loss
06-24 02:06	BTC	Buy	62423.1→62813.9	+2.66	timeout
06-23 18:29	BTC	Buy	62742.1→62339.9	-3.67	timeout
06-23 08:17	BTC	Buy	63975.2→62337.7	-13.25	stop_loss
06-23 04:12	BTC	Buy	64695.2→63988.8	-5.91	timeout
06-22 20:59	BTC	Buy	64132.2→64416.8	+1.76	timeout
06-22 14:42	BTC	Buy	64524.2→64887.8	+2.32	timeout
06-22 08:49	BTC	Buy	63674.2→64128.8	+3.08	timeout
06-22 02:28	BTC	Buy	64012.2→64561.8	+3.80	timeout
06-21 19:46	BTC	Buy	64214.2→64156.8	-0.89	timeout
06-21 09:52	BTC	Buy	64040.2→64145.8	+0.32	timeout
06-21 00:49	BTC	Buy	63567.2→64236.8	+4.79	timeout
06-20 18:51	BTC	Buy	63723.2→63793.8	+0.11	timeout
06-20 12:47	BTC	Buy	63532.2→63587.8	-0.03	timeout
06-20 06:26	BTC	Buy	63119.2→63655.8	+3.80	timeout
06-19 19:56	BTC	Buy	62601.1→63073.8	+3.31	timeout
06-19 12:58	BTC	Buy	62973.1→62722.9	-2.39	timeout
06-19 03:51	BTC	Buy	62551.1→62727.9	+0.99	timeout
06-17 20:36	BTC	Buy	65114.3→64437.8	-5.65	timeout
06-17 02:56	BTC	Buy	65653.3→65866.7	+1.17	timeout
06-16 18:59	BTC	Buy	66412.3→65817.7	-4.96	timeout
06-15 16:02	BTC	Buy	65853.3→67119.6	+9.18	timeout
06-15 09:19	BTC	Buy	64703.2→65751.7	+7.66	timeout
06-15 02:25	BTC	Buy	64246.2→65672.7	+10.63	timeout
06-14 20:21	BTC	Buy	64482.2→63878.8	-5.15	timeout
06-14 14:19	BTC	Buy	64595.2→64237.8	-3.22	timeout
06-14 08:14	BTC	Buy	64247.2→64428.8	+0.94	timeout
06-14 01:50	BTC	Buy	64119.2→64612.8	+3.41	timeout
06-13 19:49	BTC	Buy	63828.2→64282.8	+3.11	timeout
06-13 13:46	BTC	Buy	63777.2→64081.8	+1.91	timeout
06-12 23:24	BTC	Buy	63813.2→63417.8	-3.57	timeout
06-12 17:22	BTC	Buy	63473.2→63761.8	+1.81	timeout
06-12 00:30	BTC	Buy	62565.1→63608.8	+7.83	timeout
06-11 18:19	BTC	Buy	62712.1→63508.8	+5.85	timeout
06-11 12:09	BTC	Buy	61588.1→63000.8	+10.96	timeout
06-11 02:49	BTC	Buy	61910.1→61966.9	-0.02	timeout
06-10 20:18	BTC	Buy	61681.1→61771.9	+0.26	timeout
06-09 16:39	BTC	Buy	62376.1→60778.6	-13.27	stop_loss
06-09 14:29	BTC	Buy	63160.2→61544.1	-13.25	stop_loss
06-09 00:18	BTC	Buy	62941.1→63083.8	+0.67	timeout
06-08 18:12	BTC	Buy	62917.1→63511.8	+4.23	timeout
06-08 10:09	BTC	Buy	61843.1→63424.8	+12.33	timeout
06-08 04:08	BTC	Buy	61972.1→62936.9	+7.33	timeout
06-07 21:41	BTC	Buy	62505.1→61686.9	-6.98	timeout
06-07 15:27	BTC	Buy	61561.1→61823.9	+1.68	timeout
06-06 21:41	BTC	Buy	61087.1→60833	-2.49	timeout
06-06 15:40	BTC	Buy	60600→60776	+1.00	timeout
06-06 04:14	BTC	Buy	61655.1→60072.9	-13.29	stop_loss
06-06 03:35	BTC	Buy	60598→60542	-0.92	timeout
06-05 13:49	BTC	Buy	62956.1→61345.2	-13.25	stop_loss
06-05 06:23	BTC	Buy	62833.1→61213.3	-13.33	stop_loss
06-04 09:27	BTC	Buy	64455.2→62803.4	-13.26	stop_loss
06-03 19:41	BTC	Buy	67156.4→65769.7	-10.80	timeout
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 03:10	BTC	Buy	73875.7→74045.3	+0.67	timeout
05-29 20:18	BTC	Buy	73700.7→73556.3	-1.45	timeout

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

-74.94

total pnl ($)

-22.5 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	66	55%	-22.5	-74.94

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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