deribit_basis_zscore_extreme_fear_gated_long_v2

not live
28
closed trades
43%
win rate
-58.07
total pnl ($)
1.002
weight
7d window — n=8 wr=50% pnl=-35.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60037→58556.8-12.78stop_loss
06-25 13:42BTCBuy61741.1→60216.9-12.78stop_loss
06-24 14:02BTCBuy62722.1→61177.3-12.76stop_loss
06-24 08:27BTCBuy62031.1→62673.9+4.68timeout
06-23 06:22BTCBuy64103.2→62526.6-12.77stop_loss
06-22 08:19BTCBuy64076.2→64222.8+0.63timeout
06-21 08:17BTCBuy63522.2→64061.8+3.69timeout
06-20 06:31BTCBuy62838.1→63671.8+6.17timeout
06-18 15:53BTCBuy64014.2→62435.6-12.66stop_loss
06-17 22:03BTCBuy65561.3→63938.8-12.81stop_loss
06-16 17:25BTCBuy66825.3→65753.7-8.56timeout
06-15 13:16BTCBuy63933.2→66740.7+21.52take_profit
06-14 16:57BTCBuy64005.2→63941.8-1.01timeout
06-13 16:54BTCBuy63931.2→63950.8-0.30timeout
06-12 16:48BTCBuy62639.1→63861.8+9.27timeout
06-11 16:44BTCBuy62217.1→62637.9+2.84timeout
06-10 16:41BTCBuy60883→62317.9+11.24timeout
06-09 00:48BTCBuy64022.2→62447.6-12.76stop_loss
06-08 16:22BTCBuy62242.1→63909.8+12.84timeout
06-07 16:16BTCBuy60776→62166.9+10.87timeout
06-06 16:12BTCBuy59807→60761+7.58timeout
06-05 06:01BTCBuy63702.2→62133.8-12.72stop_loss
06-03 23:42BTCBuy65813.3→64194.7-12.75stop_loss
06-03 03:50BTCBuy67212.4→65558.9-12.75stop_loss
06-02 12:31BTCBuy70898.5→69148.9-12.86stop_loss
05-31 16:57BTCBuy73896.7→73494.3-3.23timeout
05-30 14:15BTCBuy73037.7→73907.3+5.38timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-58.07
total pnl ($)
-40.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-40.8-58.07

Recent bounces (last 20 of 1)

timesymsidereason
06-24 09:24BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems